Analog and Digital Signal Processing PDF
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Sanjana SinhaAnalog and Digital Signal Processing PDF
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Sanjana SinhaAmbardar frontmatter 12/5/98 10:21 AM Page 2
Analog and Digital
Signal Processing
Second Edition
Ashok Ambardar
Michigan Technological University
Brooks/Cole Publishing Company
An International Thomson Publishing Company
Pacific Grove Albany Belmont Bonn Boston Cincinnati Detroit Johannesburg London
Madrid Melbourne Mexico City New York Paris Singapore Tokyo Toronto Wahington
CONTENTS
LIST OF TABLES xi
PREFACE xiii
FROM THE PREFACE TO THE FIRST EDITION xv
1 OVERVIEW 1
1.0 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.1 Signals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.2 Systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.3 The Frequency Domain . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.4 From Concept to Application . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
2 ANALOG SIGNALS 8
2.0 Scope and Objectives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
2.1 Signals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
2.2 Operations on Signals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
2.3 Signal Symmetry . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
2.4 Harmonic Signals and Sinusoids . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
2.5 Commonly Encountered Signals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
2.6 The Impulse Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
2.7 The Doublet . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26
2.8 Moments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28
Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30
3 DISCRETE SIGNALS 39
3.0 Scope and Objectives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39
3.1 Discrete Signals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39
3.2 Operations on Discrete Signals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41
3.3 Decimation and Interpolation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 44
3.4 Common Discrete Signals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47
3.5 Discrete-Time Harmonics and Sinusoids . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49
3.6 Aliasing and the Sampling Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 52
3.7 Random Signals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 55
Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 59
v
vi Contents
4 ANALOG SYSTEMS 68
4.0 Scope and Objectives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 68
4.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 68
4.2 System Classification . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 70
4.3 Analysis of LTI Systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 76
4.4 LTI Systems Described by Dierential Equations . . . . . . . . . . . . . . . . . . . . . . . . . 76
4.5 The Impulse Response of LTI Systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 81
4.6 System Stability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 85
4.7 Application-Oriented Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 86
Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 89
5 DISCRETE-TIME SYSTEMS 96
5.0 Scope and Objectives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 96
5.1 Discrete-Time Operators . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 96
5.2 System Classification . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 97
5.3 Digital Filters . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 101
5.4 Digital Filters Described by Dierence Equations . . . . . . . . . . . . . . . . . . . . . . . . 103
5.5 Impulse Response of Digital Filters . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 111
5.6 Stability of Discrete-Time LTI Systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 115
5.7 Connections: System Representation in Various Forms . . . . . . . . . . . . . . . . . . . . . 116
5.8 Application-Oriented Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 117
Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 121
6 CONTINUOUS CONVOLUTION 130
6.0 Scope and Objectives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 130
6.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 130
6.2 Convolution of Some Common Signals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 133
6.3 Some Properties of Convolution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 135
6.4 Convolution by Ranges (Graphical Convolution) . . . . . . . . . . . . . . . . . . . . . . . . . 138
6.5 Stability and Causality . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 144
6.6 The Response to Periodic Inputs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 146
6.7 Periodic Convolution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 150
6.8 Connections: Convolution and Transform Methods . . . . . . . . . . . . . . . . . . . . . . . . 151
6.9 Convolution Properties Based on Moments . . . . . . . . . . . . . . . . . . . . . . . . . . . . 153
6.10 Correlation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 156
Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 160
7 DISCRETE CONVOLUTION 169
7.0 Scope and Objectives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 169
7.1 Discrete Convolution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 169
7.2 Convolution Properties . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 171
7.3 Convolution of Finite Sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 172
7.4 Stability and Causality of LTI Systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 177
7.5 System Response to Periodic Inputs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 178
Contents vii
7.6 Periodic Convolution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 180
7.7 Connections: Discrete Convolution and Transform Methods . . . . . . . . . . . . . . . . . . . 183
7.8 Deconvolution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 185
7.9 Discrete Correlation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 187
Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 189
8 FOURIER SERIES 197
8.0 Scope and Objectives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 197
8.1 Fourier Series: A First Look . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 197
8.2 Simplifications Through Signal Symmetry . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 201
8.3 Parsevals Relation and the Power in Periodic Signals . . . . . . . . . . . . . . . . . . . . . . 205
8.4 The Spectrum of Periodic Signals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 207
8.5 Properties of Fourier Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 210
8.6 Signal Reconstruction and the Gibbs Eect . . . . . . . . . . . . . . . . . . . . . . . . . . . . 216
8.7 System Response to Periodic Inputs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 221
8.8 Application-Oriented Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 224
8.9 The Dirichlet Kernel and the Gibbs Eect . . . . . . . . . . . . . . . . . . . . . . . . . . . . 226
8.10 The Fourier Series, Orthogonality, and Least Squares . . . . . . . . . . . . . . . . . . . . . . 230
8.11 Existence, Convergence, and Uniqueness . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 232
8.12 A Historical Perspective . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 234
Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 238
9 THE FOURIER TRANSFORM 248
9.0 Scope and Objectives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 248
9.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 248
9.2 Fourier Transform Pairs and Properties . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 252
9.3 System Analysis Using the Fourier Transform . . . . . . . . . . . . . . . . . . . . . . . . . . 271
9.4 Frequency Response of Filters . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 275
9.5 Energy and Power Spectral Density . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 282
9.6 Time-Bandwidth Measures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 284
Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 289
10 MODULATION 300
10.0 Scope and Objectives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 300
10.1 Amplitude Modulation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 300
10.2 Single-Sideband AM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 310
10.3 Angle Modulation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 312
10.4 Wideband Angle Modulation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 316
10.5 Demodulation of FM Signals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 319
10.6 The Hilbert Transform . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 321
Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 326
11 THE LAPLACE TRANSFORM 330
11.0 Scope and Objectives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 330
11.1 The Laplace Transform . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 330
viii Contents
11.2 Properties of the Laplace Transform . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 332
11.3 Poles and Zeros of the Transfer Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 339
11.4 The Inverse Laplace Transform . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 340
11.5 The s-Plane and BIBO Stability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 344
11.6 The Laplace Transform and System Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . 347
11.7 Connections . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 358
Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 360
12 APPLICATIONS OF THE LAPLACE TRANSFORM 367
12.0 Scope and Objectives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 367
12.1 Frequency Response . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 367
12.2 Minimum-Phase Filters . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 369
12.3 Bode Plots . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 370
12.4 Performance Measures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 378
12.5 Feedback . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 382
12.6 Application of Feedback: The Phase-Locked Loop . . . . . . . . . . . . . . . . . . . . . . . . 387
Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 390
13 ANALOG FILTERS 398
13.0 Scope and Objectives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 398
13.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 398
13.2 The Design Process . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 402
13.3 The Butterworth Filter . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 403
13.4 The Chebyshev Approximation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 412
13.5 The Inverse Chebyshev Approximation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 421
13.6 The Elliptic Approximation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 427
13.7 The Bessel Approximation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 432
Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 440
14 SAMPLING AND QUANTIZATION 446
14.0 Scope and Objectives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 446
14.1 Ideal Sampling . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 446
14.2 Sampling, Interpolation, and Signal Recovery . . . . . . . . . . . . . . . . . . . . . . . . . . . 456
14.3 Quantization . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 460
14.4 Digital Processing of Analog Signals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 465
14.5 Compact Disc Digital Audio . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 470
14.6 Dynamic Range Processors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 472
Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 475
15 THE DISCRETE-TIME FOURIER TRANSFORM 482
15.0 Scope and Objectives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 482
15.1 The Discrete-Time Fourier Transform . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 482
15.2 Connections: The DTFT and the Fourier Transform . . . . . . . . . . . . . . . . . . . . . . . 483
15.3 Properties of the DTFT . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 487
Contents ix
15.4 The Transfer Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 494
15.5 System Analysis Using the DTFT . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 499
15.6 Connections . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 501
15.7 Ideal Filters . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 504
15.8 Some Traditional and Non-traditional Filters . . . . . . . . . . . . . . . . . . . . . . . . . . . 509
15.9 Frequency Response of Discrete Algorithms . . . . . . . . . . . . . . . . . . . . . . . . . . . . 512
15.10 Oversampling and Sampling Rate Conversion . . . . . . . . . . . . . . . . . . . . . . . . . . . 515
Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 520
16 THE DFT AND FFT 535
16.0 Scope and Objectives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 535
16.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 535
16.2 Properties of the DFT . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 536
16.3 Connections . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 542
16.4 Approximating the DTFT by the DFT . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 544
16.5 The DFT of Periodic Signals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 546
16.6 The DFT of Nonperiodic Signals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 552
16.7 Spectral Smoothing by Time Windows . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 555
16.8 Applications in Signal Processing . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 563
16.9 Spectrum Estimation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 566
16.10 Matrix Formulation of the DFT and IDFT . . . . . . . . . . . . . . . . . . . . . . . . . . . . 569
16.11 The FFT . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 571
16.12 Why Equal Lengths for the DFT and IDFT? . . . . . . . . . . . . . . . . . . . . . . . . . . . 577
Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 581
17 THE z-TRANSFORM 592
17.0 Scope and Objectives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 592
17.1 The Two-Sided z-Transform . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 592
17.2 Properties of the z-Transform . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 596
17.3 Poles, Zeros, and the z-Plane . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 600
17.4 The Transfer Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 602
17.5 The Inverse z-Transform . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 605
17.6 The One-Sided z-Transform . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 613
17.7 The z-Transform and System Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 618
17.8 Frequency Response . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 621
17.9 Connections . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 624
Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 625
18 APPLICATIONS OF THE z-TRANSFORM 637
18.0 Scope and Objectives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 637
18.1 Transfer Function Realization . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 637
18.2 Interconnected Systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 640
18.3 Minimum-Phase Systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 642
18.4 The Frequency Response: A Graphical Interpretation . . . . . . . . . . . . . . . . . . . . . . 645
x Contents
18.5 Application-Oriented Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 649
18.6 Allpass Filters . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 658
18.7 Application-Oriented Examples: Digital Audio Eects . . . . . . . . . . . . . . . . . . . . . . 660
Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 664
19 IIR DIGITAL FILTERS 673
19.0 Scope and Objectives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 673
19.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 673
19.2 IIR Filter Design . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 674
19.3 Response Matching . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 676
19.4 The Matched z-Transform for Factored Forms . . . . . . . . . . . . . . . . . . . . . . . . . . 684
19.5 Mappings from Discrete Algorithms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 685
19.6 The Bilinear Transformation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 691
19.7 Spectral Transformations for IIR Filters . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 694
19.8 Design Recipe for IIR Filters . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 703
Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 707
20 FIR DIGITAL FILTERS 715
20.0 Scope and Objectives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 715
20.1 Symmetric Sequences and Linear Phase . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 715
20.2 Window-Based Design . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 720
20.3 Half-Band FIR Filters . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 733
20.4 FIR Filter Design by Frequency Sampling . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 736
20.5 Design of Optimal Linear-Phase FIR Filters . . . . . . . . . . . . . . . . . . . . . . . . . . . 740
20.6 Application: Multistage Interpolation and Decimation . . . . . . . . . . . . . . . . . . . . . . 744
20.7 Maximally Flat FIR Filters . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 748
20.8 FIR Dierentiators and Hilbert Transformers . . . . . . . . . . . . . . . . . . . . . . . . . . . 749
20.9 Least Squares and Adaptive Signal Processing . . . . . . . . . . . . . . . . . . . . . . . . . . 751
Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 754
21 MATLAB EXAMPLES 762
21.0 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 762
21.1 The ADSP Toolbox and Its Installation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 762
21.2 Matlab Tips and Pointers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 763
21.3 Graphical User Interface Programs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 765
21.4 The ADSP Toolbox . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 766
21.5 Examples of Matlab Code . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 769
REFERENCES 798
INDEX 801
LIST OF TABLES
Table 1.1 Response of an RC Lowpass Filter . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
Table 4.1 Form of the Natural Response for Analog LTI Systems . . . . . . . . . . . . . . . . . . . 77
Table 4.2 Form of the Forced Response for Analog LTI Systems . . . . . . . . . . . . . . . . . . . . 77
Table 5.1 Form of the Natural Response for Discrete LTI Systems . . . . . . . . . . . . . . . . . . . 105
Table 5.2 Form of the Forced Response for Discrete LTI Systems . . . . . . . . . . . . . . . . . . . 105
Table 8.1 Some Common Spectral Windows . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 220
Table 8.2 Smoothing by Operations on the Partial Sum . . . . . . . . . . . . . . . . . . . . . . . . 228
Table 9.1 Some Useful Fourier Transform Pairs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 253
Table 9.2 Operational Properties of the Fourier Transform . . . . . . . . . . . . . . . . . . . . . . . 254
Table 10.1 Some Useful Hilbert Transform Pairs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 322
Table 11.1 A Short Table of Laplace Transforms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 331
Table 11.2 Operational Properties of the Laplace Transform . . . . . . . . . . . . . . . . . . . . . . . 333
Table 11.3 Inverse Laplace Transform of Partial Fraction Expansion Terms . . . . . . . . . . . . . . 342
Table 12.1 Time Domain Performance Measures for Real Filters . . . . . . . . . . . . . . . . . . . . 379
Table 13.1 3-dB Butterworth Lowpass Prototype Transfer Functions . . . . . . . . . . . . . . . . . . 408
Table 13.2 Bessel Polynomials . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 436
Table 14.1 Various Number Representations for B = 3 Bits . . . . . . . . . . . . . . . . . . . . . . . 461
Table 15.1 Some Useful DTFT Pairs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 486
Table 15.2 Properties of the DTFT . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 487
Table 15.3 Relating the DTFT and Fourier Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . 501
Table 15.4 Connections Between Various Transforms . . . . . . . . . . . . . . . . . . . . . . . . . . . 503
Table 15.5 Discrete Algorithms and their Frequency Response . . . . . . . . . . . . . . . . . . . . . 513
Table 16.1 Properties of the N -Sample DFT . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 536
Table 16.2 Relating Frequency Domain Transforms . . . . . . . . . . . . . . . . . . . . . . . . . . . . 543
Table 16.3 Some Commonly Used N -Point DFT Windows . . . . . . . . . . . . . . . . . . . . . . . . 558
Table 16.4 Symmetry and Periodicity of WN = exp(j2/N ) . . . . . . . . . . . . . . . . . . . . . . 571
Table 16.5 FFT Algorithms for Computing the DFT . . . . . . . . . . . . . . . . . . . . . . . . . . . 573
Table 16.6 Computational Cost of the DFT and FFT . . . . . . . . . . . . . . . . . . . . . . . . . . 577
xi
xii List of Tables
Table 17.1 A Short Table of z-Transform Pairs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 594
Table 17.2 Properties of the Two-Sided z-Transform . . . . . . . . . . . . . . . . . . . . . . . . . . . 597
Table 17.3 Inverse z-Transform of Partial Fraction Expansion (PFE) Terms . . . . . . . . . . . . . . 609
Table 17.4 Properties Unique to the One-Sided z-Transform . . . . . . . . . . . . . . . . . . . . . . . 613
Table 19.1 Impulse-Invariant Transformations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 680
Table 19.2 Numerical Dierence Algorithms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 685
Table 19.3 Numerical Integration Algorithms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 688
Table 19.4 Digital-to-Digital (D2D) Frequency Transformations . . . . . . . . . . . . . . . . . . . . . 695
Table 19.5 Direct Analog-to-Digital (A2D) Transformations for Bilinear Design . . . . . . . . . . . . 697
Table 20.1 Applications of Symmetric Sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 719
Table 20.2 Some Windows for FIR Filter Design . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 721
Table 20.3 Characteristics of Harris Windows . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 723
Table 20.4 Characteristics of the Windowed Spectrum . . . . . . . . . . . . . . . . . . . . . . . . . . 727
PREFACE
In keeping with the goals of the first edition, this second edition of Analog and Digital Signal Processing
is geared to junior and senior electrical engineering students and stresses the fundamental principles and
applications of signals, systems, transforms, and filters. The premise is to help the student think clearly in
both the time domain and the frequency domain and switch from one to the other with relative ease. The
text assumes familiarity with elementary calculus, complex numbers, and basic circuit analysis.
This edition has undergone extensive revision and refinement, in response to reviewer comments and to
suggestions from users of the first edition (including students). Major changes include the following:
1. At the suggestion of some reviewers, the chapters have been reorganized. Specifically, continuous and
discrete aspects (that were previously covered together in the first few chapters) now appear in separate
chapters. This should allow instructors easier access to either sequential or parallel coverage of analog
and discrete signals and systems.
2. The material in each chapter has been pruned and streamlined to make the book more suited as a
textbook. We highlight the most important concepts and problem-solving methods in each chapter by
including boxed review panels. The review panels are reinforced by discussions and worked examples.
Many new figures have been added to help the student grasp and visualize critical concepts.
3. New application-oriented material has been added to many chapters. The material focuses on how the
theory developed in the text finds applications in diverse fields such as audio signal processing, digital
audio special eects, echo cancellation, spectrum estimation, and the like.
4. Many worked examples in each chapter have been revised and new ones added to reinforce and extend
key concepts. Problems at the end of each chapter are now organized into Drill and Reinforcement,
Review and Exploration, and Computation and Design and include a substantial number of new
problems. The computation and design problems, in particular, should help students appreciate the
application of theoretical principles and guide instructors in developing projects suited to their own
needs.
5. The Matlab-based software supplied with the book has been revised and expanded. All the routines
have been upgraded to run on the latest version (currently, v5) of both the professional edition and
student edition of Matlab, while maintaining downward compatibility with earlier versions.
6. The Matlab appendices (previously at the end of each chapter) have been consolidated into a separate
chapter and substantially revamped. This has allowed us to present integrated application-oriented
examples spanning across chapters in order to help the student grasp important signal-processing
concepts quickly and eectively. Clear examples of Matlab code based on native Matlab routines,
as well as the supplied routines, are included to help accelerate the learning of Matlab syntax.
xiii
xiv Preface
7. A set of new self-contained, menu-driven, graphical user interface (GUI) programs with point-and-click
features is now supplied for ease of use in visualizing basic signal processing principles and concepts.
These GUIs require no experience in Matlab programming, and little experience with its syntax,
and thus allow students to concentrate their eorts on understanding concepts and results. The
programs cover signal generation and properties, time-domain system response, convolution, Fourier
series, frequency response and Bode plots, analog filter design, and digital filter design. The GUIs are
introduced at the end of each chapter, in the Computation and Design section of the problems. I
am particularly grateful to Craig Borghesani, Terasoft, Inc. (http://world.std.com/!borg/) for his
help and Matlab expertise in bringing many of these GUIs to fruition.
This book has profited from the constructive comments and suggestions of the following reviewers:
Professor Khaled Abdel-Ghaar, University of California at Davis
Professor Tangul Basar, University of Illinois
Professor Martin E. Kaliski, California Polytechnic State University
Professor Roger Goulet, Universite de Sherbrooke
Professor Ravi Kothari, University of Cincinnati
Professor Nicholas Kyriakopoulos, George Washington University
Professor Julio C. Mandojana, Mankato State University
Professor Hadi Saadat, Milwaukee School of Engineering
Professor Jitendra K. Tugnait, Auburn University
Professor Peter Willett, University of Connecticut
Here, at Michigan Technological University, it is also our pleasure to acknowledge the following:
Professor Clark R. Givens for lending mathematical credibility to portions of the manuscript
Professor Warren F. Perger for his unfailing help in all kinds of TEX-related matters
Professor Tim Schulz for suggesting some novel DSP projects, and for supplying several data files
Finally, at PWS Publishing, Ms Suzanne Jeans, Editorial Project Manager, and the editorial and production
sta (Kirk Bomont, Liz Clayton, Betty Duncan, Susan Pendleton, Bill Stenquist, Jean Thompson, and
Nathan Wilbur), were instrumental in helping meet (or beat) all the production deadlines.
We would appreciate hearing from you if you find any errors in the text or discover any bugs in the
software. Any errata for the text and upgrades to the software will be posted on our Internet site.
Ashok Ambardar Michigan Technological University
Internet: http://www.ee.mtu.edu/faculty/akambard.html
e-mail: [email protected]
FROM THE PREFACE TO
THE FIRST EDITION
This book on analog and digital signal processing is intended to serve both as a text for students and as a
source of basic reference for professionals across various disciplines. As a text, it is geared to junior/senior
electrical engineering students and details the material covered in a typical undergraduate curriculum. As
a reference, it attempts to provide a broader perspective by introducing additional special topics towards
the later stages of each chapter. Complementing this text, but deliberately not integrated into it, is a set of
powerful software routines (running under Matlab) that can be used not only for reinforcing and visualizing
concepts but also for problem solving and advanced design.
The text stresses the fundamental principles and applications of signals, systems, transforms and filters.
It deals with concepts that are crucial to a full understanding of time-domain and frequency-domain rela-
tionships. Our ultimate objective is that the student be able to think clearly in both domains and switch
from one to the other with relative ease. It is based on the premise that what might often appear obvious
to the expert may not seem so obvious to the budding expert. Basic concepts are, therefore, explained and
illustrated by worked examples to bring out their importance and relevance.
Scope
The text assumes familiarity with elementary calculus, complex numbers, basic circuit analysis and (in a few
odd places) the elements of matrix algebra. It covers the core topics in analog and digital signal processing
taught at the undergraduate level. The links between analog and digital aspects are explored and emphasized
throughout. The topics covered in this text may be grouped into the following broad areas:
1. An introduction to signals and systems, their representation and their classification.
2. Convolution, a method of time-domain analysis, which also serves to link the time domain and the
frequency domain.
3. Fourier series and Fourier transforms, which provide a spectral description of analog signals, and
their applications.
4. The Laplace transform, which forms a useful tool for system analysis and its applications.
5. Applications of Fourier and Laplace techniques to analog filter design.
6. Sampling and the discrete-time Fourier transform (DTFT) of sampled signals, and the DFT and
the FFT, all of which reinforce the central concept that sampling in one domain leads to a periodic
extension in the other.
7. The z-transform, which extends the DTFT to the analysis of discrete-time systems.
8. Applications of digital signal processing to the design of digital filters.
xv
xvi From the Preface to the First Edition
We have tried to preserve a rational approach and include all the necessary mathematical details, but we
have also emphasized heuristic explanations whenever possible. Each chapter is more or less structured as
follows:
1. A short opening section outlines the objectives and topical coverage and points to the required back-
ground.
2. Central concepts are introduced in early sections and illustrated by worked examples. Special topics
are developed only in later sections.
3. Within each section, the material is broken up into bite-sized pieces. Results are tabulated and sum-
marized for easy reference and access.
4. Whenever appropriate, concepts are followed by remarks, which highlight essential features or limita-
tions.
5. The relevant software routines and their use are outlined in Matlab appendices to each chapter.
Sections that can be related to the software are specially marked in the table of contents.
6. End-of-chapter problems include a variety of drills and exercises. Matlab code to generate answers
to many of these appears on the supplied disk.
A solutions manual for instructors is available from the publisher.
Software
A unique feature of this text is the analog and digital signal processing (ADSP) software toolbox for signal
processing and analytical and numerical computation designed to run under all versions of Matlab. The
routines are self-demonstrating and can be used to reinforce essential concepts, validate the results of ana-
lytical paper and pencil solutions, and solve complex problems that might, otherwise, be beyond the skills
of analytical computation demanded of the student.
The toolbox includes programs for generating and plotting signals, regular and periodic convolution,
symbolic and numerical solution of dierential and dierence equations, Fourier analysis, frequency response,
asymptotic Bode plots, symbolic results for system response, inverse Laplace and inverse z-transforms, design
of analog, IIR and FIR filters by various methods, and more.
Since our primary intent is to present the principles of signal processing, not software, we have made no
attempt to integrate Matlab into the text. Software related aspects appear only in the appendices to each
chapter. This approach also maintains the continuity and logical flow of the textual material, especially for
users with no inclination (or means) to use the software. In any case, the self-demonstrating nature of the
routines should help you to get started even if you are new to Matlab. As an aside, all the graphs for this
text were generated using the supplied ADSP toolbox.
We hasten to provide two disclaimers. First, our use of Matlab is not to be construed as an endorsement
of this product. We just happen to like it. Second, our routines are supplied in good faith; we fully expect
them to work on your machine, but provide no guarantees!
Acknowledgements
This book has gained immensely from the incisive, sometimes provoking, but always constructive, criticism
of Dr. J.C.Mandojana. Many other individuals have also contributed in various ways to this eort. Special
thanks are due, in particular, to
Drs. R.W. Bickmore and R.T. Sokolov, who critiqued early drafts of several chapters and provided
valuable suggestions for improvement.
Dr. A.R. Hambley, who willingly taught from portions of the final draft in his classes.
From the Preface to the First Edition xvii
Drs. D.B. Brumm, P.H. Lewis and J.C. Rogers, for helping set the tone and direction in which the
book finally evolved.
Mr. Scott Ackerman, for his invaluable computer expertise in (the many) times of need.
At PWS Publishing, the editor Mr. Tom Robbins, for his constant encouragement, and Ms. Pam
Rockwell for her meticulous attention to detail during all phases of editing and production, and Ken
Morton, Lai Wong, and Lisa Flanagan for their behind-the-scenes help.
The students, who tracked down inconsistencies and errors in the various drafts, and provided extremely
useful feedback.
The Mathworks, for permission to include modified versions of a few of their m-files with our software.
We would also like to thank Dr. Mark Thompson, Dr. Hadi Saadat and the following reviewers for their
useful comments and suggestions:
Professor Doran Baker, Utah State University
Professor Ken Sauer, University of Notre Dame
Professor George Sockman, SUNYBinghamton
Professor James Svoboda, Clarkson University
Professor Kunio Takaya, University of Saskatchewan
And now for something completely dierent!
We have adopted the monarchic practice of using words like we, us, and our when addressing you, the reader.
This seems to have become quite fashionable, since it is often said that no book can be the work of a single
author. In the present instance, the reason is even more compelling because my family, which has played
an important part in this venture, would never forgive me otherwise! In the interests of fairness, however,
when the time comes to accept the blame for any errors, I have been graciously awarded sole responsibility!
We close with a limerick that, we believe, actually bemoans the fate of all textbook writers. If memory
serves, it goes something like this
A limerick packs laughs anatomical,
In space thats quite economical,
But the good ones Ive seen,
So seldom are clean,
And the clean ones so seldom are comical.
Campus lore has it that students complain about texts prescribed by their instructors as being too
highbrow or tough and not adequately reflecting student concerns, while instructors complain about texts
as being low-level and, somehow, less demanding. We have consciously tried to write a book that both the
student and the instructor can tolerate. Whether we have succeeded remains to be seen and can best be
measured by your response. And, if you have read this far, and are still reading, we would certainly like to
hear from you.
Chapter 1
OVERVIEW
1.0 Introduction
I listen and I forget,
I see and I remember, I do and I learn.
A Chinese Proverb
This book is about signals and their processing by systems. This chapter provides an overview of the
terminology of analog and digital processing and of the connections between the various topics and concepts
covered in subsequent chapters. We hope you return to it periodically to fill in the missing details and get
a feel for how all the pieces fit together.
1.1 Signals
Our world is full of signals, both natural and man-made. Examples are the variation in air pressure when we
speak, the daily highs and lows in temperature, and the periodic electrical signals generated by the heart.
Signals represent information. Often, signals may not convey the required information directly and may
not be free from disturbances. It is in this context that signal processing forms the basis for enhancing,
extracting, storing, or transmitting useful information. Electrical signals perhaps oer the widest scope for
such manipulations. In fact, it is commonplace to convert signals to electrical form for processing.
The value of a signal, at any instant, corresponds to its (instantaneous) amplitude. Time may assume
a continuum of values, t, or discrete values, nts , where ts is a sampling interval and n is an integer.
The amplitude may also assume a continuum of values or be quantized to a finite number of discrete levels
between its extremes. This results in four possible kinds of signals, as shown in Figure 1.1.
Analog signal Sampled signal Quantized signal Digital signal
x(t) x [n] x Q (t) x Q[n]
t n t n
Figure 1.1 Analog, sampled, quantized, and digital signals
The music you hear from your compact disc (CD) player due to changes in the air pressure caused by
the vibration of the speaker diaphragm is an analog signal because the pressure variation is a continuous
function of time. However, the information stored on the compact disc is in digital form. It must be processed
1
2 Chapter 1 Overview
and converted to analog form before you can hear the music. A record of the yearly increase in the world
population describes time measured in increments of one (year), and the population increase is measured in
increments of one (person). It is a digital signal with discrete values for both time and population.
1.1.1 Signal Processing
Analog signals have been the subject of much study in the past. In recent decades, digital signals have
received increasingly widespread attention. Being numbers, they can be processed by the same logic circuits
used in digital computers.
Two conceptual schemes for the processing of signals are illustrated in Figure 1.2. The digital processing
of analog signals requires that we use an analog-to-digital converter (ADC) for sampling the analog signal
prior to processing and a digital-to-analog converter (DAC) to convert the processed digital signal back to
analog form.
Analog signal processing Digital signal processing of analog signals
Analog Analog Analog Analog Digital Digital Digital Analog
signal ADC signal DAC
signal processor signal signal signal processor signal signal
Figure 1.2 Analog and digital signal processing
Few other technologies have revolutionized the world as profoundly as those based on digital signal
processing. For example, the technology of recorded music was, until recently, completely analog from end
to end, and the most important commercial source of recorded music used to be the LP (long-playing) record.
The advent of the digital compact disc has changed all that in the span of just a few short years and made
the long-playing record practically obsolete. Signal processing, both analog and digital, forms the core of
this application and many others.
1.1.2 Sampling and Quantization
The sampling of analog signals is often a matter of practical necessity. It is also the first step in digital
signal processing (DSP). To process an analog signal by digital means, we must convert it to a digital
signal in two steps. First, we must sample it, typically at uniform intervals ts . The discrete quantity nts is
related to the integer index n. Next, we must quantize the sample values (amplitudes). Both sampling and
quantization lead to a potential loss of information. The good news is that a signal can be sampled without
loss of information if it is band-limited to a highest-frequency fB and sampled at intervals less than 2f1B .
This is the celebrated sampling theorem. The bad news is that most signals are not band-limited and even
a small sampling interval may not be small enough. If the sampling interval exceeds the critical value 2f1B , a
phenomenon known as aliasing manifests itself. Components of the analog signal at high frequencies appear
at (alias to) lower frequencies in the sampled signal. This results in a sampled signal with a smaller highest
frequency. Aliasing eects are impossible to undo once the samples are acquired. It is thus commonplace to
band-limit the signal before sampling (using lowpass filters).
Numerical processing using digital computers requires finite data with finite precision. We must limit
signal amplitudes to a finite number of levels. This process, called quantization, produces nonlinear eects
that can be described only in statistical terms. Quantization also leads to an irreversible loss of information
and is typically considered only in the final stage in any design. The terms discrete time (DT), sampled,
and digital are therefore often used synonymously.
1.2 Systems 3
1.2 Systems
Systems may process analog or digital signals. All systems obey energy conservation. Loosely speaking, the
state of a system refers to variables, such as capacitor voltages and inductor currents, which yield a measure
of the system energy. The initial state is described by the initial value of these variables or initial conditions.
A system is relaxed if initial conditions are zero. In this book, we study only linear systems (whose
input-output relation is a straight line passing through the origin). If a complicated input can be split into
simpler forms, linearity allows us to find the response as the sum of the response to each of the simpler
forms. This is superposition. Many systems are actually nonlinear. The study of nonlinear systems often
involves making simplifying assumptions, such as linearity.
1.2.1 System Analysis in the Time Domain
Consider the so-called RC circuit of Figure 1.3. The capacitor voltage is governed by the dierential equation
dv0 (t) 1 1
+ v0 (t) = vi (t)
dt
Assuming an uncharged capacitor (zero initial conditions), the response of this circuit to various inputs is
summarized in Table 1.1 and sketched in Figure 1.3.
Table 1.1 Response of an RC Lowpass Filter
Input vi (t) Response v0 (t)
A, t 0 A(1 et/ ), t 0
A cos(0 t )
A cos(0 t) , = tan1(0 )
(1 + 02 2 )1/2
A cos(0 t ) A0 t/
A cos(0 t), t 0 + e , t0
(1 + 0 )
2 2 1/2 1 + 02 2
vi(t) v0 (t)
1 + R + 1
Input Output
C
1 e- t /
t t
- -
(a) Input cos(0t) and response (dark) (b) Input cos(0t), t > 0 and response (dark)
1 1
0.5 0.5
Amplitude
Amplitude
0 0
0.5 0.5
1 1
t=0 t=0
Time t Time t
Figure 1.3 An RC circuit and its response to various inputs
4 Chapter 1 Overview
It is not our intent here to see how the solutions arise but how to interpret the results in terms of system
performance. The cosine input yields only a sinusoidal component as the steady-state response. The
response to the suddenly applied step and the switched cosine also includes a decaying exponential term
representing the transient component.
1.2.2 Measures in the Time Domain
The time constant = RC is an important measure of system characteristics. Figure 1.4 reveals that
for small , the output resembles the input and follows the rapid variations in the input more closely. For
large , the system smooths the sharp details in the input. This smoothing eect is typical of a lowpass
filter. The time constant thus provides one index of performance in the time domain. Another commonly
used index is the rise time, which indicates the rapidity with which the response reaches its final value. A
practical measure of rise time is the time for the step response to rise from 10% to 90% of the final value. As
evident from Figure 1.4, a smaller time constant also implies a smaller rise time, even though it is usually
dicult to quantify this relationship.
Step response Step response
A
Small 0.9A
Delay
0.5A
Large
t 0.1A t
Rise time
Figure 1.4 Step response of an RC circuit for various and the concept of rise time
1.3 The Frequency Domain
The concept of frequency is intimately tied to sinusoids. The familiar form of a sinusoid is the oscillating,
periodic time waveform. An alternative is to visualize the same sinusoid in the frequency domain in terms
of its magnitude and phase at the given frequency. The two forms are shown in Figure 1.5. Each sinusoid
has a unique representation in the frequency domain.
Magnitude
ck cos (2 kf0 t + k ) ck
ck
f
kf0
t
Phase
k
f
kf0
Figure 1.5 A sinusoid and its frequency-domain representation
1.3 The Frequency Domain 5
1.3.1 The Fourier Series and Fourier Transform
A periodic signal with period T may be described by a weighted combination of sinusoids at its fundamental
frequency f0 = 1/T and integer multiples kf0 . This combination is called a Fourier series. The weights
are the magnitude and phase of each sinusoid and describe a discrete spectrum in the frequency domain.
For large T , the frequencies kf0 in the discrete spectrum of a periodic signal become more closely spaced.
A nonperiodic signal may be conceived, in the limit, as a single period of a periodic signal as T .
Its spectrum then becomes continuous and leads to a frequency-domain representation of arbitrary signals
(periodic or otherwise) in terms of the Fourier transform.
1.3.2 Measures in the Frequency Domain
The response of the RC circuit to a cosine at the frequency 0 depends on 0 , as shown in Figure 1.6.
For 0 1, both the magnitude and phase of the output approach the applied input. For a given , the
output magnitude decreases for higher frequencies. Such a system describes a lowpass filter. Rapid time
variations or sharp features in a signal thus correspond to higher frequencies.
Response of an RC circuit to cos(0t) (dashed) for 0 = 0. 1, 1, 10
1
0.5 Cosine input (dashed)
Amplitude
0
10
0.5 1
1 0.1
Time t
Figure 1.6 Response of an RC circuit to a cosine input for various values of 0
If the input consists of unit cosines at dierent frequencies, the magnitude and phase (versus frequency)
of the ratio of the output describes the frequency response, as shown in Figure 1.7. The magnitude
spectrum clearly shows the eects of attenuation at high frequencies.
(a) Magnitude spectrum (b) Phase spectrum
0
1
Phase (degrees)
20
Magnitude
40
0.5
60
80
0
0 0.2 0.4 0.6 0.8 1 0 0.2 0.4 0.6 0.8 1
Frequency f Frequency f
Figure 1.7 Frequency response of an RC circuit to unit cosines at various frequencies
At the frequency 0 = B = 1/ , the magnitude of the frequency response is 1/ 2. This frequency serves
as one definition of the bandwidth. More generally, the bandwidth is a measure of the frequency range
that contains a significant fraction of the total signal energy.
6 Chapter 1 Overview
There are measures analogous to bandwidth that describe the time duration of a signal over which much
of the signal is concentrated. The time constant provides one such measure.
The relation B = 1 clearly brings out the reciprocity in time and frequency. The smaller the duration
or the more localized the time signal, the larger is its bandwidth or frequency spread. The quantity B is
a measure of the time-bandwidth product, a relation analogous to the uncertainty principle of quantum
physics. We cannot simultaneously make both duration and bandwidth arbitrarily small.
1.3.3 The Transfer Function and Impulse Response
To find the frequency response of a continuous-time system such as the RC circuit, we must apply cosines
with unit magnitude at all possible frequencies. Conceptually, we could apply all of them together and
use superposition to find the response in one shot. What does such a combination represent? Since all
cosines equal unity at t = 0, the combination approaches infinity at the origin. As Figure 1.8 suggests, the
combination also approaches zero elsewhere due to the cancellation of the infinitely many equal positive and
negative values at all other instants. We give this signal (subject to unit area) the name unit impulse. We
can find the response of a relaxed system over the entire frequency range by applying a single impulse as the
input. In practice, of course, we approximate an impulse by a tall narrow spike.
(a) Cosines at different frequencies (b) Sum of 100 cosines (c) Limiting form is impulse
100 2
1
1.5
0.5
Amplitude
Amplitude
Amplitude
50 1
0
0.5
0.5
0 0
1
0.5
t=0 t=0 t=0
Time t Time t Time t
Figure 1.8 Genesis of the impulse function as a sum of sinusoids
The time-domain response to an impulse is called the impulse response. A system is completely char-
acterized in the frequency domain by its frequency response or transfer function. A system is completely
characterized in the time domain by its impulse response. Naturally, the transfer function and impulse
response are two equivalent ways of looking at the same system.
1.3.4 Convolution
The idea of decomposing a complicated signal into simpler forms is very attractive for both signal and system
analysis. One approach to the analysis of continuous-time systems describes the input as a sum of weighted
impulses and finds the response as a sum of weighted impulse responses. This describes the process of
convolution. Since the response is, in theory, a cumulative sum of infinitely many impulse responses, the
convolution operation is actually an integral.
1.3.5 System Analysis in the Frequency Domain
A useful approach to system analysis relies on transformations, which map signals and systems into a
transformed domain such as the frequency domain. This results in simpler mathematical operations to
evaluate system behavior. One of the most useful results is that convolution is replaced by the much simpler
1.4 From Concept to Application 7
operation of multiplication when we move to a transformed domain, but there is a price to pay. Since the
response is evaluated in the transformed domain, we must have the means to remap this response to the
time domain through an inverse transformation. Examples of this method include phasor analysis (for
sinusoids and periodic signals), Fourier transforms, and Laplace transforms. Phasor analysis only allows
us to find the steady-state response of relaxed systems to periodic signals. The Fourier transform, on the
other hand, allows us to analyze relaxed systems with arbitrary inputs. The Laplace transform uses
a complex frequency to extend the analysis both to a larger class of inputs and to systems with nonzero
initial conditions. Dierent methods of system analysis allow dierent perspectives on both the system and
the analysis results. Some are more suited to the time domain, others oer a perspective in the frequency
domain, and yet others are more amenable to numerical computation.
1.3.6 Frequency-Domain Description of Discrete-Time Signals
It turns out that discrete-time sinusoids dier from their analog cousins in some fundamental ways. A
discrete-time sinusoid is not periodic for any choice of frequency, but it has a periodic spectrum whose
period equals the sampling frequency S. An important consequence of this result is that if the spectrum
is periodic for a sampled sinusoid, it should also be periodic for a sampled combination of sinusoids. And
since analog signals can be described as a combination of sinusoids (periodic ones by their Fourier series and
others by their Fourier transform), their sampled combinations (and consequently any sampled signal) have
a periodic spectrum in the frequency domain. The central period, from 0.5S to 0.5S, corresponds to the
true spectrum of the analog signal if the sampling rate S exceeds the Nyquist rate, and to the aliased signal
otherwise. The frequency-domain description of discrete-time signals is called the discrete-time Fourier
transform (DTFT). Its periodicity is a consequence of the fundamental result that sampling a signal in
one domain leads to periodicity in the other. Just as a periodic signal has a discrete spectrum, a discrete-
time signal has a periodic spectrum. This duality also characterizes several other transforms. If the time
signal is both discrete and periodic, its spectrum is also discrete and periodic and describes the discrete
Fourier transform (DFT), whose computation is speeded up by the so-called fast Fourier transform
(FFT) algorithms. The DFT is essentially the DTFT evaluated at a finite number of frequencies and is also
periodic. The DFT can be used to approximate the spectrum of analog signals from their samples, provided
the relations are understood in their proper context using the notion of implied periodicity. The DFT and
FFT find extensive applications in fast convolution, signal interpolation, spectrum estimation, and transfer
function estimation. Yet another transform for discrete signals is the z-transform, which may be regarded
as a discrete version of the Laplace transform.
1.4 From Concept to Application
The term filter is often used to denote systems that process the input in a specified way, suppressing certain
frequencies, for example. In practice, no measurement process is perfect or free from disturbances or noise.
In a very broad sense, a signal may be viewed as something that is desirable, and noise may be regarded
as an undesired characteristic that tends to degrade the signal. In this context, filtering describes a signal-
processing operation that allows signal enhancement, noise reduction, or increased signal-to-noise ratio.
Systems for the processing of discrete-time signals are also called digital filters. Analog filters are used both
in analog signal processing and to band-limit the input to digital signal processors. Digital filters are used for
tasks such as interpolation, extrapolation, smoothing, and prediction. Digital signal processing continues to
play an increasingly important role in fields that range literally from A (astronomy) to Z (zeugmatography, or
magnetic resonance imaging) and encompass applications such as compact disc players, speech recognition,
echo cancellation in communication systems, image enhancement, geophysical exploration, and noninvasive
medical imaging.
Chapter 2
ANALOG SIGNALS
2.0 Scope and Objectives
Signals convey information and include physical quantities such as voltage, current, and intensity. This
chapter deals with one-dimensional analog signals that are continuous functions, usually of time or frequency.
It begins with signal classification in various forms, describes how signals can be manipulated by various
operations, and quantifies the measures used to characterize signals. It is largely a compendium of facts,
definitions, and concepts that are central to an understanding of the techniques of signal processing and
system analysis described in subsequent chapters.
2.1 Signals
The study of signals allows us to assess how they might be processed to extract useful information. This is
indeed what signal processing is all about. An analog signal may be described by a mathematical expression
or graphically by a curve or even by a set of tabulated values. Real signals, alas, are not easy to describe
quantitatively. They must often be approximated by idealized forms or models amenable to mathematical
manipulation. It is these models that we concentrate on in this chapter.
2.1.1 Signal Classification by Duration and Area
Signals can be of finite or infinite duration. Finite duration signals are called time-limited. Signals of
semi-infinite extent may be right-sided if they are zero for t < (where is finite) or left-sided if they
are zero for t > . Signals that are zero for t < 0 are often called causal. The term causal is used in analogy
with causal systems (discussed in Chapter 4).
REVIEW PANEL 2.1
Signals Can Be Left-Sided, Right-Sided, Causal, or Time-Limited
Left-sided Right-sided Causal Time-limited
(zero for t > ) (zero for t < ) (zero for t < 0)
t t t t
Piecewise continuous signals possess dierent expressions over dierent intervals. Continuous sig-
nals, such as x(t) = sin(t), are defined by a single expression for all time.
8
2.1 Signals 9
Periodic signals are infinite-duration signals that repeat the same pattern endlessly. The smallest
repetition interval is called the period T and leads to the formal definition
xp (t) = xp (t nT ) (for integer n) (2.1)
One-sided or time-limited signals can never be periodic.
2.1.2 Absolute Area, Energy, and Power
The absolute area of a signal provides useful measures of its size. A signal x(t) is called absolutely
integrable if it possesses finite absolute area:
!
|x(t)| dt < (for an absolutely integrable signal) (2.2)
All time-limited functions of finite amplitude have finite absolute area. The criterion of absolute integrability
is often used to check for system stability or justify the existence of certain transforms.
The area of x2 (t) is tied to the power or energy delivered to a 1- resistor. The instantaneous power
pi (t) (in watts) delivered to a 1- resistor may be expressed as pi (t) = x2 (t) where the signal x(t) represents
either the voltage across it or the current through it. The total energy E delivered to the 1- resistor is
called the signal energy (in joules) and is found by integrating the instantaneous power pi (t) for all time:
! !
E= pi (t) dt = |x2 (t)| dt (2.3)
The absolute value |x(t)| allows this relation to be used for complex-valued signals. The energy of some
common signals is summarized in the following review panel.
REVIEW PANEL 2.2
Signal Energy for Three Useful Pulse Shapes (Height = A, Width = b)
Rectangular Half-cycle Triangular
A pulse A sinusoid A pulse
E = A2 b E = A 2b / 2 E = A2 b / 3
b b b
The signal power P equals the time average of the signal energy over all time. If x(t) is periodic with
period T , the signal power is simply the average energy per period, and we have
!
1
P = |x(t)|2 dt (for periodic signals) (2.4)
T T
"
Notation: We use T to mean integration over any convenient one-period duration.
Measures for Periodic Signals
Periodic signals are characterized by several measures. The duty ratio of a periodic signal xp (t) equals the
ratio of its pulse width and period. Its average value xav equals the average
area per period. Its signal
power P equals the average energy per period. Its rms value xrms equals P and corresponds to a dc signal
with the same power as xp (t).
! !
1 1
xav = x(t) dt P = |x(t)|2 dt xrms = P (2.5)
T T T T
10 Chapter 2 Analog Signals
The average value can never exceed the rms value and thus xav xrms . Two useful results pertaining to the
power in sinusoids and complex exponentials are listed in the following review panel.
REVIEW PANEL 2.3
Signal Power in Analog Harmonics (Sinusoids and Complex Exponentials)
If x(t) = A cos(2f0 t + ), then P = 0.5A2 . If x(t) = Aej(2f0 t+) , then P = A2 .
If x(t) is a nonperiodic power signal, we can compute the signal power (or average value) by averaging its
energy (or area) over a finite stretch T0 , and letting T0 to obtain the limiting form
! !
1 1
P = lim |x(t)|2 dt xav = lim x(t) dt (for nonperiodic signals) (2.6)
T0 T0 T T0 T0 T
0 0
We emphasize that these limiting forms are useful only for nonperiodic signals.
Energy Signals and Power Signals
The definitions for power and energy serve to classify signals as either energy signals or power signals. A
signal with finite energy is called an energy signal or square integrable. Energy signals have zero signal
power since we are averaging finite energy over all (infinite) time. All time-limited signals of finite amplitude
are energy signals. Other examples of energy signals include one-sided or two-sided decaying and damped
exponentials and damped sinusoids. If you must insist on a formal test, it turns out that x(t) is an energy
signal if it is finite valued (with no singularities) and x2 (t) decays to zero faster than 1/|t| as |t| .
Signals with finite power are called power signals. Power signals possess finite (nonzero) average power
and infinite energy. The commonest examples of power signals are periodic signals and their combinations.
Remark: Power signals and energy signals are mutually exclusive because energy signals have zero power
and power signals have infinite energy. A signal may of course be neither an energy signal nor a power signal
if it has infinite energy and infinite power (examples
are signals of polynomial or exponential growth, such
as tn ) or infinite energy and zero power (such as 1/ t, t 1).
REVIEW PANEL 2.4
Signal Energy E, Signal Power P (if Periodic), and rms Value (if Periodic)
! !
1 energy in one period
E= 2
|x(t)| dt If periodic: P = |x(t)|2 dt = and xrms = P
T T T
Energy signals: Finite energy, zero power Power signals: Nonzero power, infinite energy
EXAMPLE 2.1 (Energy and Power)
(a) Find the signal energy for the signals shown in Figure E2.1A.
x(t) y(t) x(t)y(t) x(t)+y(t)
4 4
2 2 2
t t t t
6 1 4 1 4 1 4 6
Figure E2.1A The signals for Example 2.1(a)
2.1 Signals 11
Using the results of Review Panel 2.2, we find that
The energy in x(t) is Ex = (2)2 (6) = 24 J.
The energy in y(t) is Ey = 13 (2)2 (3) = 4 J.
The energy in f (t) = x(t)y(t) is Ef = 13 (4)2 (3) = 16 J.
The energy in g(t) = x(t) + y(t) may be calculated by writing it as
! # $ !
Eg = x2 (t) + y 2 (t) + 2x(t)y(t) dt = Ex + Ey + 2 x(t)y(t) dt = 24 + 4 + 12 = 40 J
Comment: The third term describes twice the area of x(t)y(t) (and equals 12).
(b) The signal x(t) = 2et 6e2t , t > 0 is an energy signal. Its energy is
! ! % & ' ! (
1
Ex = x (t) dt =
2
4e2t 24e3t + 36e4t dt = 2 8 + 9 = 3 J Note: t
e dt =
0 0 0
Comment: As a consistency check, ensure that the energy is always positive!
(c) Find the signal power for the periodic signals shown in Figure E2.1C.
x(t) f(t)
A y(t) A
A
T/2 t t
T t T
T
-A -A
Figure E2.1C The signals for Example 2.1(c)
We use the results of Review Panel 2.2 to find the energy in one period.
For x(t): The energy Ex in one period is the sum of the energy in each half-cycle. We compute
Ex = 12 A2 (0.5T ) + 12 (A)2 (0.5T ) = 0.5A2 T .
Ex
The power in x(t) is thus Px = = 0.5A2 .
T
For y(t): The energy Ey in one period of y(t) is Ey = 0.5A2 .
Ey
Thus Py = = 0.5A2 = 0.5A2 D where D = is the duty ratio.
T T T
For a half-wave rectified sine, D = 0.5 and the signal power equals 0.25A2 .
For a full-wave rectified sine, D = 1 and the signal power is 0.5A2 .
A2 T
For f (t): The energy Ef in one period is Ef = 13 A2 (0.5T ) + 13 (A)2 (0.5T ) = .
3
2
Ef A
The signal power is thus Pf = = .
T 3
(d) Let x(t) = Aejt . Since x(t) is complex valued, we work with |x(t)| (which equals A) to obtain
! !
1 T 1 T 2
Px = |x(t)|2 dt = A dt = A2
T 0 T 0
12 Chapter 2 Analog Signals
2.2 Operations on Signals
In addition to pointwise sums, dierences, and products, the commonly used operations on signals include
transformations of amplitude or time.
Amplitude scaling of x(t) by C multiplies all signal values by C to generate Cx(t).
An amplitude shift adds a constant K to x(t) everywhere (even where it is zero) to form K + x(t).
A time shift displaces a signal x(t) in time without changing its shape. Consider the signal y(t) = x(t ).
The value of y(t) at t = corresponds to the value of x(t) at t = 0. In other words, the signal y(t) is a
delayed (shifted right by ) replica of x(t). Similarly, the signal f (t) = x(t + ) is an advanced (shifted left
by ) replica of x(t). To sketch y(t) = x(t ), we simply shift the signal x(t) to the right by . This is
equivalent to plotting the signal x(t) on a new time axis tn at the locations given by t = tn or tn = t + .
Time scaling speeds up or slows down time and results in signal compression or stretching. The signal
g(t) = x(t/2) describes a twofold expansion of x(t) since t is slowed down to t/2. Similarly, the signal
g(t) = x(3t) describes a threefold compression of x(t) since t is speeded up to 3t. To sketch y(t) = x(t),
we compress the signal x(t) by . This is equivalent to plotting the signal x(t) on a new time axis tn at the
locations given by t = tn or tn = t/.
Reflection or folding is just a scaling operation with = 1. It creates the folded signal x(t) as a mirror
image of x(t) about the vertical axis passing through the origin t = 0.
Remark: Note that shifting or folding a signal x(t) will not change its area or energy, but time scaling x(t)
to x(t) will reduce both its area and energy by ||.
REVIEW PANEL 2.5
Time Delay x(t) x(t ), > 0 and Signal Compression x(t) x(t), || > 1
Delay: x(t) x(t ), shift x(t) right by ; t tn . New axis: tn = t + .
Scale: x(t) x(t), compress x(t) by || (and fold if < 0); t tn . New axis: tn = t/.
2.2.1 Operations in Combination
The signal y(t) = x(t ) may be generated from x(t) by plotting x(t) against a new time axis tn where
t = tn . We may also use the shifting and scaling operations in succession. For example, we can generate
the signal x(2t 6) from x(t) in one of two ways:
1. x(t) delay (shift right) by 6 x(t 6) compress by 2 x(2t 6)
2. x(t) compress by 2 x(2t) delay (shift right) by 3 x(2t 6)
In the second form, note that after compression the transformation x(2t) x(2t 6) = x[2(t 3)] implies
a delay of only 3 (and not 6) units (because the signal x(2t) is already compressed). In either case, as a
consistency check for the sketch, the new time axis locations tn are obtained from t = 2tn 6.
REVIEW PANEL 2.6
Operations in Combination: How to Sketch x(t ) (Assuming > 1, > 0)
Method 1: Shift right by : [x(t) x(t )]. Then compress by : [x(t ) x(t )].
Method 2: Compress by : [x(t) x(t)]. Then shift right by : [x(t) x{(t )} = x(t )].
Check: Use t tn to confirm new locations tn for the origin t = 0 and the end points of x(t).
2.2 Operations on Signals 13
EXAMPLE 2.2 (Operations on Signals)
(a) Let x(t) = 1.5t, 0 t 2, and zero elsewhere. Sketch the following:
x(t), f (t) = 1 + x(t 1), g(t) = x(1 t), h(t) = x(0.5t + 0.5), w(t) = x(2t + 2)
Refer to Figure E2.2A for the sketches.
x(t) 1+ x(t 1) x(1 t) x( 0.5 t+0.5) x(2t+2)
4
3 3 3 3 3
1
t t t t t
2 1 3
-1 1 -1 3 1
Figure E2.2A The signals for Example 2.2(a)
To generate f (t) = 1 + x(t 1), we delay x(t) by 1 and add a dc oset of 1 unit.
To generate g(t) = x(1 t), we fold x(t) and then shift right by 1.
Consistency check: With t = 1 tn , the edge of x(t) at t = 2 translates to tn = 1 t = 1.
To generate h(t) = x(0.5t + 0.5), first advance x(t) by 0.5 and then stretch by 2 (or first stretch by 2
and then advance by 1).
Consistency check: With t = 0.5tn + 0.5, the edge of x(t) at t = 2 translates to tn = 2(t 0.5) = 3.
To generate w(t) = x(2t + 2), advance x(t) by 2 units, then shrink by 2 and fold.
Consistency check: With t = 2tn + 2, the edge of x(t) at t = 2 translates to tn = 0.5(t 2) = 0.
(b) Express the signal y(t) of Figure E2.2B in terms of the signal x(t).
x(t) y(t)
4
2
t t
1 1 1 5
Figure E2.2B The signals x(t) and y(t) for Example 2.2(b)
We note that y(t) is amplitude scaled by 2. It is also a folded, stretched, and shifted version of x(t).
If we fold 2x(t) and stretch by 3, the pulse edges are at (3, 3). We need a delay of 2 to get y(t), and
thus y(t) = 2x[(t 2)/3] = 2x( 3t + 23 ).
Alternatively, with y(t) = 2x(t + ), we use t = tn + to solve for and by noting that t = 1
corresponds to tn = 5 and t = 1 corresponds to tn = 1. Then
)
1 = 5 + 1 2
= =
1 = + 3 3
14 Chapter 2 Analog Signals
2.3 Signal Symmetry
If a signal is identical to its folded version, with x(t) = x(t), it is called even symmetric. We see mirror
symmetry about the vertical axis passing through the origin t = 0. If a signal and its folded version dier
only in sign, with x(t) = x(t), it is called odd symmetric. In either case, the signal extends over
symmetric limits about the origin.
REVIEW PANEL 2.7
Symmetric Signals Cover a Symmetric Duration (, ) About the Origin
x e (t) x o(t)
t t
Even symmetry: x e (t) = x e (t) Odd symmetry: x o(t) = x o(t)
For an even symmetric signal, the signal values at t = and t = are equal. The area of an even
symmetric signal is twice the area on either side of the origin. For an odd symmetric signal, the signal values
at t = and t = are equal but opposite in sign and the signal value at the origin equals zero. The area
of an odd symmetric signal over symmetric limits (, ) is always zero.
REVIEW PANEL 2.8
The Area of Symmetric Signals Over Symmetric Limits (, )
! ! !
Odd symmetry: xo (t) dt = 0 Even symmetry: xe (t) dt = 2 xe (t) dt
0
Combinations (sums and products) of symmetric signals are also symmetric under certain conditions as
summarized in the following review panel. These results are useful for problem solving.
REVIEW PANEL 2.9
Does the Sum or Product of Two Symmetric Signals Have Any Symmetry?
xe (t) + ye (t): Even symmetry xo (t) + yo (t): Odd symmetry xe (t) + yo (t): No symmetry
xe (t)ye (t): Even symmetry xo (t)yo (t): Even symmetry xe (t)yo (t): Odd symmetry
2.3.1 Even and Odd Parts of Signals
Even symmetry and odd symmetry are mutually exclusive. Consequently, if a signal x(t) is formed by
summing an even symmetric signal xe (t) and an odd symmetric signal xo (t), it will be devoid of either
symmetry. Turning things around, any signal x(t) may be expressed as the sum of an even symmetric part
xe (t) and an odd symmetric part xo (t):
x(t) = xe (t) + xo (t) (2.7)
To find xe (t) and xo (t) from x(t), we fold x(t) and invoke symmetry to get
x(t) = xe (t) + xo (t) = xe (t) xo (t) (2.8)
2.3 Signal Symmetry 15
Adding and subtracting the two preceding equations, we obtain
xe (t) = 0.5x(t) + 0.5x(t) xo (t) = 0.5x(t) 0.5x(t) (2.9)
Naturally, if x(t) has even symmetry, xo (t) will equal zero, and if x(t) has odd symmetry, xe (t) will equal
zero.
REVIEW PANEL 2.10
Any Signal Is the Sum of an Even Symmetric Part and an Odd Symmetric Part
x(t) = xe (t) + xo (t) where xe (t) = 0.5x(t) + 0.5x(t) and xo (t) = 0.5x(t) 0.5x(t)
How to implement: Graphically, if possible. How to check: Does xe (t) + xo (t) give x(t)?
2.3.2 Half-Wave Symmetry
Half-wave symmetry is defined only for periodic signals. If the value of a periodic signal xp (t) (with
period T ) at t = and at t = 0.5T , half a period away, diers only in sign, xp (t) is called half-wave
symmetric. Thus
xp (t) = xp (t 12 T ) = xp (t nT 12 T ) (for integer n) (2.10)
Half-wave symmetric signals always show two half-cycles over one period with each half-cycle an inverted
replica of the other and the area of one period equals zero.
REVIEW PANEL 2.11
Half-Wave Symmetry Is Defined Only for Periodic Signals
x hw (t)
There are two half-cycles per period.
Each is an inverted replica of the other. t
xhw (t) = xhw (t T2 )
T
EXAMPLE 2.3 (Even and Odd Parts of Signals)
(a) Find the even and odd parts of the signals x(t) and y(t) shown in Figure E2.3A(1).
x(t) y(t)
4 4
t t
1 2 1 2
Figure E2.3A(1) The signals for Example 2.3(a)
For x(t), we create 0.5x(t) and 0.5x(t), then add the two to give xe (t) and subtract to give xo (t) as
shown in Figure E2.3A(2). Note how the components get added (or subtracted) when there is overlap.
0.5x(t) 0.5x(t) xe (t) xo(t)
4
2
2 2
2 1
2 1 t
t t 1 2
t 1
1 2 2 1
2 1 1 2 2
Figure E2.3A(2) The process for finding the even and odd parts of x(t)
16 Chapter 2 Analog Signals
The process for finding the even and odd parts of y(t) is identical and shown in Figure E2.3A(3).
0.5y(t) 0.5y(t) ye (t) yo(t)
2
2 2 2 1
2 1 t
t t t 1 2
-1
1 2 2 1 2 1 1 2
2
Figure E2.3A(3) The process for finding the even and odd parts of y(t)
In either case, as a consistency check, make sure that the even and odd parts display the appropriate
symmetry and add up to the original signal.
(b) Let x(t) = (sin t + 1)2 . To find its even and odd parts, we expand x(t) to get
x(t) = (sin t + 1)2 = sin2 t + 2 sin t + 1
It is now easy to recognize the even part and odd part as
xe (t) = sin2 (t) + 1 xo (t) = 2 sin(t)
2.4 Harmonic Signals and Sinusoids
Sinusoids and harmonic signals and are among the most useful periodic signals. They are described by
the general forms
xp (t) = A cos(2f0 t + ) x(t) = Aej(2f0 t+) (2.11)
The two forms are related by Eulers identity as follows
xp (t) = Re{Aej(2f0 t+) } = 0.5Aej(2f0 t+) + 0.5Aej(2f0 t+) (2.12)
The complex exponential form requires two separate plots (its real part and imaginary part, for example)
for a graphical description.
REVIEW PANEL 2.12
Eulers Relation in Three Forms
ej = 1 = cos j sin cos = 0.5(ej + ej ) sin = j0.5(ej ej )
If we write xp (t) = A cos(0 t + ) = A cos[0 (t tp )], the quantity tp = /0 is called the phase delay
and describes the time delay in the signal caused by a phase shift of .
The various time and frequency measures are related by
1 2 tp
f0 = 0 = = 2f0 = 0 tp = 2f0 tp = 2 (2.13)
T T T
We emphasize that an analog sinusoid or harmonic signal is always periodic and unique for any choice of
period or frequency (quite in contrast to digital sinusoids, which we study later).
2.4 Harmonic Signals and Sinusoids 17
REVIEW PANEL 2.13
An Analog Harmonic Signal Is Periodic for Any Choice of Frequency
x(t) = A cos(2f0 t + ) = A cos(0 t + ) = A cos(2 Tt + ) = A cos[2f0 (t tp )]
Frequency: 0 = 2f0 Period: T = 1/f0 = 2/0 Phase delay: tp = /0
2.4.1 Combinations of Sinusoids
The common period or time period T of a combination of sinusoids is the smallest duration over which
each sinusoid completes an integer number of cycles. It is given by the LCM (least common multiple) of the
individual periods. The fundamental frequency f0 is the reciprocal of T and equals the GCD (greatest
common divisor) of the individual frequencies. We can find a common period or fundamental frequency
only for a commensurate combination in which the ratio of any two periods (or frequencies) is a rational
fraction (ratio of integers with common factors canceled out).
REVIEW PANEL 2.14
When Is a Sum of Harmonic Signals y(t) = x1 (t) + x2 (t) + Periodic?
When the ratio of each pair of individual frequencies (or periods) is a rational fraction. If periodic:
The fundamental frequency f0 is the GCD of the individual frequencies f0 = GCD(f1 , f2 , . . .).
The common period is T = 1/f0 or the LCM of the individual periods T = LCM(T1 , T2 , . . .).
For a combination of sinusoids at dierent frequencies, say y(t) =x1 (t) + x2 (t) + , the signal power
Py equals the sum of the individual powers and the rms value equals P y . The reason is that squaring y(t)
produces cross-terms such as 2x1 (t)x2 (t), all of which integrate to zero.
Almost Periodic Signals
For non-commensurate combinations such as x(t) = 2 cos(t) + 4 sin(3t), where the ratios of the periods
(or frequencies) are not rational, we simply cannot find a common period (or frequency), and there is no
repetition! Such combinations are called almost periodic or quasiperiodic.
REVIEW PANEL 2.15
The Signal Power Adds for a Sum of Sinusoids at Dierent Frequencies
*
If y(t) = x1 (t) + x2 (t) + then Py = Px1 + Px2 + and yrms = Py .
EXAMPLE 2.4 (Periodic Combinations)
(a) Consider the signal x(t) = 2 sin( 32 t) + 4 cos( 12 t) + 4 cos( 13 t 15 ).
The periods (in seconds) of the individual components in x(t) are 3, 4, and 6, respectively.
The common period of x(t) is T = LCM(3, 4, 6) = 12 seconds. Thus, 0 = 2 T = 6 rad/s.
1
The frequencies (in rad/s) of the individual components are 23 , 12 , and 13 , respectively.
The fundamental frequency is 0 = GCD( 23 , 12 , 13 ) = 16 rad/s. Thus, T = 2 0 = 12 seconds.
+ 2 ,
The signal power is Px = 0.5 2 + 42 + 42 = 36 W.
The rms value is xrms = Px = 36 = 6.
18 Chapter 2 Analog Signals
(b) The signal x(t) = sin(t) + sin(t) is almost periodic because the frequencies 1 = 1 rad/s and 2 =
rad/s of the two components
+ are non-commensurate.
,
The signal power is Px = 0.5 12 + 12 = 1 W.
(c) Consider the signal x(t) = sin(t) sin(t).
We rewrite it as x(t) = sin(t) sin(t) = 0.5 cos[(1 )t] 0.5 cos[(1 + )t].
Since 1 = 1 rad/s and 2 = 1 + rad/s are non-commensurate, x(t) is almost periodic.
# $
The signal power is Px = 0.5 (0.5)2 + (0.5)2 = 0.25 W.
Importance of Harmonic Signals
The importance of harmonic signals and sinusoids stems from the following aspects, which are discussed in
detail in later chapters.
1. Any signal can be represented by a combination of harmonicsperiodic ones by harmonics at discrete
frequencies (Fourier series), and aperiodic ones by harmonics at all frequencies (Fourier transform).
2. The response of a linear system (defined in Chapter 4) to a harmonic input is also a harmonic signal
at the input frequency. This forms the basis for system analysis in the frequency domain.
2.5 Commonly Encountered Signals
Besides sinusoids, several other signal models are of importance in signal processing. The unit step u(t),
unit ramp r(t), and signum function sgn(t) are piecewise linear signals and defined as
- - -
0, t < 0 0, t < 0 1, t < 0
u(t) = r(t) = tu(t) = sgn(t) = (2.14)
1, t > 0 t, t > 0 1, t > 0
The unit step is discontinuous at t = 0, where its value is undefined. With u(0) = 0.5, u(t) is called the
Heaviside unit step. In its general form, u[f (t)] equals 1 if f (t) > 0 and 0 if f (t) < 0. The signal u( t)
describes a folded (left-sided) step that is zero past t = . The unit step u(t) may also be regarded as the
derivative of the unit ramp r(t) = tu(t), and the unit ramp may be regarded as the running integral of the
unit step. ! ! t t
u(t) = r (t) tu(t) = r(t) = u( ) d = u( ) d (2.15)
0
The signum function is characterized by a sign change at t = 0. Its value at t = 0 is also undefined and
chosen as zero. The step function (or its folded version) can be used to turn a signal x(t) on (or o) while
the signum function can be used to switch the polarity of a signal.
REVIEW PANEL 2.16
The Step, Ramp, and Signum Functions Are Piecewise Linear
u(t) sgn (t) r(t)
1 1
t 1
t 1 t
1
2.5 Commonly Encountered Signals 19
2.5.1 Pulse Signals
The rectangular pulse rect(t) and triangular pulse tri(t) are defined as
- -
1, |t| < 0.5 1 |t|, |t| 1
rect(t) = (width = 1) tri(t) = (width = 2) (2.16)
0, elsewhere 0, elsewhere
Both are even symmetric and possess unit area and unit height. The signal f (t) = rect( t ) describes a
t
rectangular pulse of width , centered at t = . The signal g(t) = tri( ) describes a triangular pulse of
width 2 centered at t = . These pulse signals serve as windows to limit and shape arbitrary signals.
Thus, h(t) = x(t)rect(t) equals x(t) abruptly truncated past |t| = 0.5, whereas x(t)tri(t) equals x(t) linearly
tapered about t = 0 and zero past |t| = 1.
REVIEW PANEL 2.17
The Signals rect(t) and tri(t) Have Even Symmetry, Unit Area, and Unit Height
rect(t) tri(t)
Height = 1 1 Height = 1 1
Area = 1 Area = 1
Width = 1 Width = 2
t t
0.5 0.5 1 1
An arbitrary signal may be represented in dierent forms each of which has its advantages, depending on
the context. For example, we will find signal description by intervals quite useful in convolution, a description
by a linear combination of shifted steps and ramps very useful in Laplace transforms and a description by
linear combinations of shifted rect and tri functions extremely useful in Fourier transforms.
EXAMPLE 2.5 (Signal Representation)
(a) Sketch the following signals:
f (t) = u(1 t), g() = u(t ) (vs. ), x(t) = rect[0.5(t 1)], y(t) = tri[ 13 (t 1)]
These signals are sketched in Figure E2.5A.
u( 1 t) u(t ) x(t) y(t)
1 1
1 1
t t t
1 t 2 2 1 4
Figure E2.5A The signals for Example 2.5(a)
The signal f (t) = u(1 t) is a folded step, delayed by 1 unit.
The signal g() = u(t) versus is a folded step, shifted t units to the right. Pay particular attention
to this form, which will rear its head again when we study convolution.
The signal x(t) = rect[0.5(t 1)] is a stretched rectangular pulse (of width 2 units) delayed by (or
centered at) 1 unit.
The signal x(t) = tri[ 13 (t 1)] is a stretched triangular pulse (of width 6 units) delayed by (or centered
at) 1 unit.
20 Chapter 2 Analog Signals
(b) Refer to Figure E2.5B. Describe x(t) by a linear combination of rect and /or tri functions, y(t) by a
linear combination of steps and/or ramps, and both x(t) and y(t) by intervals.
x(t) y(t)
3
3
t t
3 6 3
Figure E2.5B The signals x(t) and y(t) for Example 2.5(b)
The signal x(t) may be described by a linear combination of shifted rect and tri functions as
x(t) = 3 rect[ 16 (t 3)] 3 tri[ 13 (t 3)]
The signal y(t) may be described by a linear combination of shifted steps and ramps as
y(t) = r(t) r(t 3) 3u(t)
Caution: We could also write y(t) = t rect[ 13 (t 1.5)], but this is a product (not a linear
combination) and not the preferred form.
The signals x(t) and y(t) may be described by intervals as
3 t, 0<t3 -
t, 0t<3
x(t) = 3 + t, 3t<6 y(t) =
0, elsewhere
0, elsewhere
2.5.2 The Sinc Function
The sinc function will be encountered in many contexts and is defined as
sin(t)
sinc(t) = (2.17)
t
Since the sine term oscillates while the factor 1/t decreases with time, sinc(t) shows decaying oscillations.
At t = 0, the sinc function produces the indeterminate form 0/0. Using the approximation sin() (or
lH
opitals rule), we establish that sinc(t) = 1 in the limit as t 0:
sin(t) t sin(t) cos(t)
lim =1 or lim = lim =1
t0 t t t0 t t0
A sketch of sinc(t) is shown in Figure 2.1. We see an even symmetric function with unit height at the
origin, a central mainlobe between the first zero on either side of the origin and progressively decaying
negative and positive sidelobes. The minimum peak equals 0.2178, and the next positive peak equals
0.1284. The factor in the definition ensures both unit area and unit distance between zero crossings, which
occur at t = 1, 2, 3, . . . . The signal sinc2 (t) also has unit area with zeros at unit intervals but is entirely
positive. The area of any sinc or sinc-squared function equals the area of the triangle inscribed within its
central lobe as shown in Figure 2.1. Even though the sinc function is square integrable (an energy signal),
it is not absolutely integrable (because it does not decay to zero faster than 1/|t|).
2.6 The Impulse Function 21
sinc(t) (light) and sinc2(t) (dark)
1 A
sinc
sinc squared
Amplitude
Area of any sinc or sinc2 equals
area of triangle ABC inscribed
within the main lobe.
0.13
0
B C
0.22
3 2 1 0 1 2 3
Time t [seconds]
Figure 2.1 The sinc function and the sinc-squared function
REVIEW PANEL 2.18
The Signal sinc(t) Has Even Symmetry, Unit Area, and Unit-Spaced Zero Crossings
sin(t)
sinc(t) = sinc(0) = 1 sinc(t) = 0 when t = 1, 2, . . .
t
The sinc function is square integrable (an energy signal) but not absolutely integrable.
2.6 The Impulse Function
Loosely speaking, an impulse is a tall, narrow spike with finite area. An informal definition of the unit
impulse function, denoted by (t) and also called a delta function or Dirac function, is
- !
0, t = 0
(t) = ( ) d = 1 (2.18)
, t = 0
It says that (t) is of zero duration but possesses finite area. To put the best face on this, we introduce
a third, equally bizarre criterion that says (t) is unbounded (infinite or undefined) at t = 0 (all of which
would make any mathematician wince).
REVIEW PANEL 2.19
An Impulse Is a Tall Narrow Spike with Finite Area and Infinite Energy
! -
0, t = 0
( ) d = 1 (t) =
, t = 0
2.6.1 Impulses as Limiting Representations
A rigorous discussion of impulses involves distribution theory and the concept of generalized functions,
which are beyond our scope. What emerges is that many sequences of ordinary functions behave like an
impulse in their limiting form, in the sense of possessing the same properties as the impulse. As an example,
consider the rectangular pulse (1/ )rect(t/ ) of width and height 1/ shown in Figure 2.2.
22 Chapter 2 Analog Signals
( t)
1/
1/
(1)
1/ Area = 1
Area = 1 Area = 1 Area = 1
t t t t
Width = Width = Width =
Figure 2.2 The genesis of the impulse function
As we decrease , its width shrinks and the height increases proportionately to maintain unit area. As
0, we get a tall, narrow spike with unit area that satisfies all criteria associated with an impulse.
Signals such as the triangular pulse 1 tri(t/ ), the exponentials 1 exp(t/ )u(t) and 2 exp(|t|/ ), the
sinc functions 1 sinc(t/ ) and 1 sinc2 (t/ ), the Gaussian 1 exp[(t/ )2 ], and the Lorentzian /[( 2 + t2 )]
all possess unit area, and all are equivalent to the unit impulse (t) as 0.
The signal (t t0 ) describes an impulse located at t = t0 . Its area may be evaluated using any lower
and upper limits (say 1 and 2 ) that enclose its time of occurrence, t0 :
! 2 -
1, 1 < t0 < 2
( t0 ) d = (2.19)
1 0, otherwise
Notation: The area of the impulse A(t) equals A and is also called its strength. The function A(t) is
shown as an arrow with its area A labeled next to the tip. For visual appeal, we make its height proportional
to A. Remember, however, that its height at t = 0 is infinite or undefined. An impulse with negative area
is shown as an arrow directed downward.
2.6.2 Relating the Impulse and Step Function
If we consider the running integral of the unit impulse (t), it will equal zero until we enclose the impulse
at t = 0 and will equal the area of (t) (i.e. unity) thereafter. In other words, the running integral of (t)
describes the unit step u(t). The unit impulse may then be regarded as the derivative of u(t).
REVIEW PANEL 2.20
The Impulse Function Is the Derivative of the Step Function
! t
d u(t)
(t) = u(t) = (t) dt
dt
2.6.3 Derivative of Signals with Jumps
Since a signal with sudden jumps may be described by step functions, the derivative of such signals must give
rise to impulses. For example, the derivative of x(t) = Au(t)Bu(t) is given by x (t) = A(t)B(t).
This describes two impulses whose strengths A and B correspond to the jumps (up and down) at t = 0 and
t = . In general, the derivative at a jump results in an impulse whose strength equals the jump. This leads
to a simple rule for finding the generalized derivative of an arbitrary signal x(t). For its piecewise continuous
portions, we find the ordinary derivative x (t), and at each jump location in x(t), we include impulses whose
strength equals the jump.
2.6 The Impulse Function 23
REVIEW PANEL 2.21
The Derivative of a Signal with Jumps Includes Impulses at the Jump Locations
To find the derivative: Sketch the signal and check for any jumps.
At each jump location, include impulses (of strength equal to the jump) in the ordinary derivative.
EXAMPLE 2.6 (Derivative of Signals with Jumps)
(a) Sketch the derivative of y(t) = rect(t/2).
Since y(t) = rect(t/2) = u(t + 1) u(t 1), its derivative is y (t) = (t + 1) (t 1).
The signals y(t) and y (t) are sketched in Figure E2.6.
h (t)
y(t) y (t) h(t) (2)
1 2 t
(1) 2e - t
t 1 t 2e - t
1 1 1 t
(1) 2
Figure E2.6 The signals for Example 2.6
(b) Find the derivative of h(t) = 2et u(t).
The derivative is best found by sketching h(t) as shown. Its ordinary derivative is 2et . We also
include an impulse of strength 2 at the jump location t = 0. Thus, h (t) = 2(t) 2et u(t). The
signals h(t) and h (t) are also sketched in Figure E2.6.
It is not such a good idea to use the chain rule and get h (t) = 2et (t) 2et u(t) because we must
then use the product property (see the next section) to simplify the first term as 2et (t) = 2(t).
2.6.4 Three Properties of the Impulse
Three useful properties of the impulse function are the scaling property, the product property, and the sifting
property.
The Scaling Property
An impulse is a tall, narrow spike, and time scaling changes its area. Since (t) has unit area, the time-
compressed impulse (t) should have an area of || 1
. Since the impulse (t) still occurs at t = 0, it may
be regarded as an unscaled impulse || (t). In other words, (t) = ||
1 1
(t). A formal proof is based on a
change of variable in the defining integral. Since a time shift does not aect areas, we have the more general
result: 1 1
111
[(t )] = 11 11 (t ) (2.20)
24 Chapter 2 Analog Signals
The Product Property
This property says that if you multiply a signal x(t) by the impulse (t ), you get an impulse whose
strength corresponds to the signal value at t = . The product of a signal x(t) with a tall, narrow pulse of
unit area centered at t = is also a tall, narrow pulse whose height is scaled by the value of x(t) at t =
or x(). This describes an impulse whose area is x() and leads to the product property:
x(t)(t ) = x()(t ) x(t)(t) = x(0)(t) (2.21)
The Sifting Property
The product property immediately suggests that the area of the product x(t)(t ) = x()(t ) equals
x(). In other words, (t ) sifts out the value of x(t) at the impulse location t = , and thus,
! !
x(t)(t ) dt = x() x(t)(t) dt = x(0) (2.22)
This extremely important result is called the sifting property. It is the sifting action of an impulse (what
it does) that purists actually regard as a formal definition of the impulse.
REVIEW PANEL 2.22
The Scaling, Product, and Sifting Properties of an Impulse
Scaling Product ! Sifting
1
(t) = (t) x(t)(t ) = x()(t ) x(t)(t ) dt = x()
||
EXAMPLE 2.7 (Properties of the Impulse Function)
(a) Consider the signal"x(t) = 2r(t)2r(t2)4u(t3). Sketch x(t), f (t) = x(t)(t1), and g(t) = x (t).
Also evaluate I = x(t)(t 2) dt.
Refer to Figure E2.7A for the sketches.
x(t) x(t) (t 1) x (t)
4 2
3 t
(2)
2
t t (4)
2 3 1
Figure E2.7A The signals for Example 2.7(a)
From the product property, f (t) = x(t)(t 1) = x(1)(t 1). This is an impulse function with
strength x(1) = 2.
The derivative g(t) = x (t) includes the ordinary derivative (slopes) of x(t) and an impulse function of
strength 4 at t = 3.
"
By the sifting property, I = x(t)(t 2) dt = x(2) = 4.
(b) Evaluate z(t) = 4t2 (2t 4).
The scaling property gives z(t) = (4t2 )(0.5)(t 2) = 4(2)2 (0.5)(t 2) = 8(t 2).
2.6 The Impulse Function 25
Thus, z(t) is an impulse of strength 8 located at t = 2, a function we can sketch.
"
(c) Evaluate I1 = 0
4t2 (t + 1) dt.
The result is I1 = 0 because (t + 1) (an impulse at t = 1) lies outside the limits of integration.
"2
(d) Evaluate I2 = 4
cos(2t)(2t + 1) dt.
Using the scaling and sifting properties of the impulse, we get
! 2
I2 = cos(2t)[0.5(t + 0.5)] dt = 0.5 cos(2t)|t=0.5 = 0.5
4
2.6.5 Signal Approximation by Impulses
A signal x(t) multiplied by a periodic unit impulse train with period ts yields the ideally sampled signal,
xI (t), as shown in Figure 2.3. The ideally sampled signal is an impulse train described by
2
2
xI (t) = x(t) (t kts ) = x(kts )(t kts ) (2.23)
k= k=
x(t) x I (t)
Multiplier
t t
Analog signal i(t) ts
(1) (1)
t Ideally sampled signal
ts
Sampling function
Figure 2.3 The ideally sampled signal is a (nonperiodic) impulse train
Note that even though xI (t) is an impulse train, it is not periodic. The strength of each impulse equals
the signal value x(kts ). This form actually provides a link between analog and digital signals.
REVIEW PANEL 2.23
Ideally Sampled Signal: An Impulse Train Whose Strengths Are the Signal Values
2
xI (t) = x(kts )(t kts )
k=
To approximate a smooth signal x(t) by impulses, we section it into narrow rectangular strips of width
ts as shown in Figure 2.4 and replace each strip at the location kts by an impulse ts x(kts )(t kts ) whose
strength equals the area ts x(kts ) of the strip. This yields the impulse approximation
2
x(t) ts x(kts )(t kts ) (2.24)
k=
26 Chapter 2 Analog Signals
Section signal into narrow rectangular strips Replace each strip by an impulse
t t
ts ts
Figure 2.4 Signal approximation by impulses
Naturally, this approximation improves as ts decreases. As ts d 0, kts takes on a continuum of
values , and the summation approaches an integral
2 !
x(t) = lim ts x(kts )(t kts ) = x()(t ) d (2.25)
ts 0
k=
A signal x(t) may thus be regarded as a weighted, infinite sum of shifted impulses.
REVIEW PANEL 2.24
We Can Approximate a Signal by a Sum of Impulses (Tall, Narrow Pulses)
The area of the kth impulse is the pulse width ts times the signal height x(kts ).
2
x(t) ts x(kts )(t kts )
k=
2.7 The Doublet
The derivative of an impulse is +called
, a doublet and denoted by (t). To see what it represents,
consider
the triangular pulse x(t) = tri of Figure 2.5. As 0, x(t) approaches (t). Its derivative x (t) should
1 t
then correspond to (t). Now, x (t) is odd and shows two pulses of height 1/ 2 and 1/ 2 with zero area.
As 0, x (t) approaches + and from below and above, respectively. Thus, (t) is an odd function
characterized by zero width, zero area, and amplitudes of + and at t = 0. Formally, we write
- !
0, t = 0
(t) =
(t) dt = 0 (t) = (t) (2.26)
undefined, t=0
The two infinite spikes in (t) are not impulses (their area is not constant), nor do they cancel. In fact,
(t) is indeterminate at t = 0. The signal
" (t) is therefore sketched as a set
" of two spikes, which leads to
the name doublet. Even though its area (t) dt is zero, its absolute area | (t)| dt is infinite.
2.7.1 Three Properties of the Doublet
The doublet also possesses three useful properties. The scaling property comes about if we write the form
for the scaled impulse
1
[(t )] = (t ) (2.27)
||
and take the derivative of both sides to obtain
1 1
[(t )] = (t ) [(t )] = (t ) (2.28)
|| ||
2.7 The Doublet 27
x(t) x(t) x(t) ( t)
1/
1/ (1)
1/ Area = 1
Area = 1 Area = 1 Area = 1
t t t t
x (t) x (t) x (t) (t)
1/ 2
1/ 2 (1)
1/ 2 t t t t
1/ 2
1/ 2
1/ 2
Figure 2.5 The genesis of the doublet
With = 1, we get (t) = (t). This implies that (t) is an odd function.
The product property of the doublet has a surprise in store. The derivative of x(t)(t ) may be
described in one of two ways. First, using the rule for derivatives of products, we have
d
[x(t)(t )] = x (t)(t ) + x(t) (t ) = x ()(t ) + x(t) (t ) (2.29)
dt
Second, using the product property of impulses, we also have
d d
[x(t)(t )] = [x()(t )] = x() (t ) (2.30)
dt dt
Comparing the two equations and rearranging, we get the rather unexpected result
x(t) (t ) = x() (t ) x ()(t ) (2.31)
This is the product property. Unlike impulses, x(t) (t ) does not just equal x() (t )!
Integrating the two sides that describe the product property, we obtain
! ! !
x(t) (t ) dt = x() (t ) dt x ()(t ) dt = x () (2.32)
This describes the sifting property of doublets. The doublet (t ) sifts out the negative derivative of
x(t) at t = .
Remark: Higher derivatives of (t) obey (n) (t) = (1)n (n) (t), are alternately odd and even, and possess
zero area. All are limiting forms of the same sequences that generate impulses, provided their ordinary
derivatives (up to the required order) exist. None are absolutely integrable. The impulse is unique in being
the only absolutely integrable function from among all its derivatives and integrals (the step, ramp, etc.).
REVIEW PANEL 2.25
The Scaling, Product, and Sifting Properties of a Doublet
Scaling Product ! Sifting
1
(t) =
(t) x(t) (t) = x(0) (t) x (0)(t)
x(t) (t) dt = x (0)
||
28 Chapter 2 Analog Signals
EXAMPLE 2.8 (Properties of the Doublet)
(a) Consider the signal x(t) = 2r(t) 2r(t 2) 4u(t 3). Sketch x(t) and its first and second derivative.
Refer to Figure E2.8A for sketches.
x(t) x (t) x (t)
4 2 (2)
3 t 2 3 t
2
t (4) (2) (4)
2 3
Figure E2.8A The signals for Example 2.8(a)
The first derivative x (t) results in a rectangular pulse (the ordinary derivative of x(t)) and an impulse
(due to the jump) at t = 3.
The second derivative x (t) yields two impulses at t = 0 and t = 2 (the derivative of the rectangular
pulse) and a doublet at t = 3 (the derivative of the impulse).
(b) What does the signal x(t) = et (t) describe?
By the product property, x(t) = (t) (1)(t) = (t) + (t).
Thus, x(t) is the sum of an impulse and a doublet!
! 2
(c) Evaluate I = [(t 3)(2t + 2) + 8 cos(t) (t 0.5)] dt.
2
With (2t + 2) = 0.5(t + 1), the sifting property of impulses and doublets gives
1 1
1 d 1
I = 0.5(t 3)1 8 [cos(t)]11 = 0.5(1 3) + 8 sin 0.5 = 2 + 8 = 23.1327
t=1 dt t=0.5
2.8 Moments
Moments are general measures of signal size based on area. The nth moment is defined as
!
mn = tn x(t) dt (2.33)
"
The zeroth moment m0 = x(t) dt is just the area of x(t). The normalized first moment mx = m1 /m0
is called the mean. Moments about the mean are called central moments. The nth central moment is
denoted n .
" !
tx(t) dt
mx = " n = (t mx )n x(t) dt (2.34)
x(t) dt
2.8 Moments 29
To account for complex valued signals or sign changes, it is often more useful to define moments in terms of
the absolute quantities |x(t)| or |x(t)|2 . The second central moment 2 is called the variance. It is often
denoted by 2 and defined by
m2
2 = 2 = m2x (2.35)
m0
The first few moments find widespread application. In physics, if x(t) represents the mass density, then
mx equals the centroid, 2 equals the moment of inertia, and equals the radius of gyration. In probability
theory, if x(t) represents the density function of a random variable, then mx equals the mean, 2 equals the
variance, and equals the standard deviation.
REVIEW PANEL 2.26
The Moment mn and Central Moment n Are Measures of Signal Size
! !
m1
mn = n
t x(t) dt mx (mean) = n = (t mx )n x(t) dt
m0
For power signals, the normalized second moment, m2 /m0 , equals the total power, and 2 equals the ac
power (the dierence between the total power and the dc power). The variance 2 may thus be regarded as
the power in a signal with its dc oset removed. For an energy signal, mx is a measure of the eective signal
delay, and is a measure of its eective width, or duration.
REVIEW PANEL 2.27
The Delay and Duration of Energy Signals
' (1/2
m1 m2
Delay: mx = Duration: = m2x
m0 m0
EXAMPLE 2.9 (Moments of Energy Signals)
(a) Find the signal delay and duration for the signal x(t) = 13 , 0 t 3.
! 3 ! 3 ! 3
The moments of x(t) are m0 = 1
3 dt = 1, m 1 = 1
3 t dt = 3
2 , m2 = 1 2
3t dt = 3.
0 0 0
% &1/2
We find that delay = mx = m1
m0 = 1.5, and duration = = m2
m0 m2x = (3 94 )1/2 = 0.866.
(b) Find the signal delay and duration for the signal x(t) = et u(t).
! ! !
The moments of x(t) are m0 = e dt = 1, m1 =
t
tet dt = 1, m2 = t2 et dt = 2.
0 0 0
% &1/2
We find that delay = mx = m1
m0 = 1, and duration = = m2
m0 m2x = (2 1)1/2 = 1.
30 Chapter 2 Analog Signals
CHAPTER 2 PROBLEMS
DRILL AND REINFORCEMENT
2.1 (Operations on Signals) For each signal x(t) of Figure P2.1, sketch the following:
(a) y(t) = x(t) (b) f (t) = x(t + 3)
(c) g(t) = x(2t 2) (d) h(t) = x(2 2t)
(e) p(t) = x[0.5(t 2)] (f ) s(t) = x(0.5t 1)
(g) xe (t) (its even part) (h) xo (t) (its odd part)
x(t) Signal 1 x(t) Signal 2 x(t) Signal 3
2 2 2
t
t t 2 2
3 2 4 2
Figure P2.1 Signals for Problem 2.1
2.2 (Symmetry) Find the even and odd parts of each signal x(t).
(a) x(t) = et u(t) (b) x(t) = (1 + t)2 (c) x(t) = [sin(t) + cos(t)]2
2.3 (Symmetry) Evaluate the following integrals using the concepts of symmetry.
! 3 ! 2 3 4
(a) I = (4 t2 ) sin(5t) dt (b) I = 4 t3 cos(0.5t) dt
3 2
2.4 (Classification) For each periodic signal shown in Figure P2.4, evaluate the average value xav , the
energy E in one period, the signal power P , and the rms value xrms .
x(t) Signal 1 x(t) Signal 2 x(t) Signal 3
4 2
1
1
t 7 t t
2 2 5 2 2 5 2
2
5
Figure P2.4 Periodic signals for Problem 2.4
2.5 (Signal Classification) Classify each signal as a power signal, energy signal, or neither and find its
power or energy as appropriate.
(a) tet u(t) (b) et [u(t) u(t 1)] (c) te|t|
(d) et (e) 10et sin(t)u(t) (f ) sinc(t)u(t)
2.6 (Periodic Signals) Classify each of the following signals as periodic, nonperiodic, or almost periodic
and find the signal power where appropriate. For each periodic signal, also find the fundamental
frequency and the common period.
(a) x(t) = 4 3 sin(12t) + sin(30t) (b) x(t) = cos(10t)cos(20t)
(c) x(t) = cos(10t) cos(20t) (d) x(t) = cos(10t)cos(10t)
(e) x(t) = 2 cos(8t) + cos2 (6t) (f ) x(t) = cos(2t) 2 cos(2t 4 )
Chapter 2 Problems 31
2.7 (Periodic Signals) Classify each of the following signals as periodic, nonperiodic, or almost periodic
and find the signal power where appropriate. For each periodic signal, also find the fundamental
frequency and the common period.
(a) x(t) = 4 3 sin2 (12t) (b) x(t) = cos() + cos(20t) (c) x(t) = cos(t) + cos2 (t)
2.8 (Signal Description) For each signal x(t) shown in Figure P2.8,
(a) Express x(t) by intervals.
(b) Express x(t) as a linear combination of steps and/or ramps.
(c) Express x(t) as a linear combination of rect and/or tri functions.
(d) Sketch the first derivative x (t).
(e) Find the signal energy in x(t).
x(t) Signal 1 x(t) Signal 2 x(t) Signal 3
4 4 4
2 t 2 t t
2 4 6 2 3 4 6 2 4 6
x(t) Signal 4 x(t) Signal 5 x(t) Signal 6
4 4 4
t t t
3 6 2 3 4 6 2 4 6
Figure P2.8 Signals for Problem 2.8
2.9 (Sketching Signals) Sketch each of the following signals.
+ t2 ,
(a) x(t) = 3 sin(4t 30 ) (b) x(t) = 2 tri(t 1) + 2 tri 2 (c) x(t) = 9te3|t|
(d) x(t) = t rect(0.5t) (e) x(t) = rect(0.5t)sgn(t) (f ) x(t) = e2|t1|
(g) x(t) = sinc( t3
3 ) (h) x(t) = rect( 6t )tri( t2
2 ) (i) x(t) = u(1 |t|)
(j) x(t) = u(1 |t|)sgn(t) (k) x(t) = rect( 6t )rect( t2
4 ) (l) x(t) = u(t 1)u(3 t)
2.10 (Impulses and Comb Functions) Sketch the following signals. Note that the comb function is a
2
periodic train of unit impulses with unit spacing defined as comb(t) = (t k).
k=
(a) x(t) = 3(t 2) (b) x(t) = 3(2t 2) (c) x(t) = 3t(t 2)
(d) x(t) = 3t(2t 2) (e) x(t) = comb(t/2) (f ) x(t) = comb(0.5t)rect( t5
5 )
2.11 (The Sifting Property) Evaluate the following integrals.
! ! 6 ! 6
(a) (4 t )(t + 3) dt (b)
2
(4 t )(t + 4) dt (c)
2
(6 t2 )[(t + 4) + 2(2t + 4)] dt
3 3
! ! 6 ! t
(d) (t 2)(x t) dt (e) (4 t2 ) (t 4) dt (f ) [(t + 2) (t 2)] dt
3
2.12 (Generalized Derivatives) Sketch the signals x(t), x (t), and x (t) for the following:
(a) x(t) = 4 tri[ 21 (t 2)] (b) x(t) = et u(t) (c) x(t) = 2 rect(0.5t) + tri(t)
(d) x(t) = e|t| (e) x(t) = (1 et )u(t) (f ) x(t) = e2t rect( t1
2 )
32 Chapter 2 Analog Signals
2.13 (Ideally Sampled Signals) Sketch the ideally sampled signal and the impulse approximation for
each of the following signals, assuming a sampling interval of ts = 0.5 s.
(a) x(t) = rect(t/4) (b) x(t) = tri(t/2) (c) x(t) = sin(t) (d) x(t) = t rect(0.5t)
REVIEW AND EXPLORATION
2.14 (Periodic Signals) Justify the following statements about periodic signals.
(a) The area of the product of two periodic signals is either infinite or zero.
(b) If a periodic signal xp (t) with period T is both even and half-wave symmetric, it must show even
symmetry about t = T2 and odd symmetry about t = T4 .
(c) If a periodic signal xp (t) with period T is both odd and half-wave symmetric, it must show odd
symmetry about t = T2 and even symmetry about t = T4 .
(d) If a periodic signal xp (t) is shifted to xp (t ) or scaled to xp (t), the average value, signal
power, and rms value do not change.
2.15 (rms Value) Find the signal power and rms value for a periodic pulse train with peak value A and
duty ratio D if the pulse shape is the following:
(a) Rectangular (b) Half-sinusoid (c) Sawtooth (d) Triangular
2.16 (Sketching Signals) Sketch the following signals. Which of these signals (if any) are identical?
(a) x(t) = r(t 2) (b) x(t) = tu(t) 2u(t 2) (c) x(t) = 2u(t) (t 2)u(t 2)
(d) x(t) = tu(t 2) 2u(t 2) (e) x(t) = tu(t 2) 2u(t) (f ) x(t) = (t 2)u(t) u(t 2)
2.17 (Signals and Derivatives) Sketch each signal x(t) and represent it as a linear combination of step
and/or ramp functions where possible.
(a) x(t) = u(t + 1)u(1 t) (b) x(t) = sgn(t)rect(t) (c) x(t) = t rect(t)
(d) x(t) = t rect(t 0.5) (e) x(t) = t rect(t 2) (f ) x(t) = u(t + 1)u(1 t)tri(t + 1)
2.18 (Areas) Use the signals x(t) = (t) and x(t) = sinc(t) as examples to justify the following:
(a) If the area of |x(t)| is finite, the area of x2 (t) need not be finite.
(b) If the area of x2 (t) is finite, the area of |x(t)| need not be finite.
(c) If the area of x2 (t) is finite, the area of x(t) is also finite.
2.19 (Energy) Consider an energy signal x(t), over the range 3 t 3, with energy E = 12 J. Find the
range of the following signals and compute their signal energy.
(a) x(3t) (b) 2x(t) (c) x(t 4) (d) x(t) (e) x( 3t 2)
2.20 (Power) Consider a periodic signal x(t) with time period T = 6 and power P = 4 W. Find the time
period of the following signals and compute their signal power.
(a) x(3t) (b) 2x(t) (c) x(t 4) (d) x(t) (e) x( 3t 2)
Chapter 2 Problems 33
2.21 (Energy) If y(t) = x1 (t) + x2 (t), the area of y 2 (t) equals
! ! ! !
y (t) dt = x1 (t) dt + x2 (t) dt + 2 x1 (t)x2 (t) dt
2 2 2
Use this result to show that for any energy signal, the signal energy equals the sum of the energy in
its odd and even parts.
2.22 (Areas and Energy) The area of the signal et u(t) equals unity. Use this result and the notion of
how the area changes upon time scaling to find the following (without formal integration).
(a) The area of x(t) = e2t u(t).
(b) The energy of x(t) = e2t u(t).
(c) The area of y(t) = 2e2t u(t) 6et u(t).
(d) The energy of y(t) = 2e2t u(t) 6et u(t).
2.23 (Power) Over one period, a periodic signal increases linearly from A to B in T1 seconds, decreases
linearly from B to A in T2 seconds, and equals A for the rest of the period. What is the power of this
periodic signal if its period T is given by T = 2(T1 + T2 )?
2.24 (Power and Energy) Use simple signals such as u(t), u(t 1), et u(t) (and others) as examples to
argue for or against the following statements.
(a) The sum of energy signals is an energy signal.
(b) The sum of a power and an energy signal is a power signal.
(c) The algebraic sum of two power signals can be an energy signal or a power signal or identically
zero.
(d) The product of two energy signals is zero or an energy signal.
(e) The product of a power and energy signal is an energy signal or identically zero.
(f ) The product of two power signals is a power signal or identically zero.
2.25 (Switched Periodic Signals) Let x(t) be a periodic signal with power Px . Show that the power Py
of the switched periodic signal y(t) = x(t)u(t t0 ) is given by Py = 0.5Px . Use this result to compute
the signal power for the following:
(a) y(t) = u(t) (b) y(t) = | sin(t)|u(t) (c) y(t) = 2 sin(2t)u(t) + 2 sin(t)
(d) y(t) = 2 u(t) (e) y(t) = (1 et )u(t) (f ) y(t) = 2 sin(t)u(t) + 2 sin(t)
2.26 (Power and Energy) Compute the signal energy or signal power as appropriate for each x(t).
(a) x(t) = e2t u(t) (b) x(t) = et1 u(t) (c) x(t) = e(1t) u(1 t)
(d) x(t) = e1+2t u(1 t) (e) x(t) = e(12t) u(1 2t) (f ) x(t) = et u(t 2)
2
(g) x(t) = e|1t| (h) x(t) = sinc(3t 1) (i) x(t) = et /2
2.27 (Power and Energy) Classify each signal as a power signal, energy signal, or neither, and compute
the signal energy or signal power where appropriate.
1
(a) x(t) = u(t) (b) x(t) = 1 + u(t) (c) x(t) =
1 + |t|
1 1
(d) x(t) = (e) x(t) = 1 + cos(t)u(t) (f ) x(t) = , t 1
1 + t2 t
1
(g) x(t) = , t 1 (h) x(t) = cos(t)u(t) (i) x(t) = cos(t)u(t) cos[(t 4)]u(t 4)
t
34 Chapter 2 Analog Signals
2.28 (Periodicity) The sum of two periodic signals is periodic if their periods T1 and T2 are commensurate.
Under what conditions will their product be periodic? Use sinusoids as examples to prove your point.
2.29 (Periodicity) Use Eulers identity to confirm that the signal x(t) = ej2f0 t is periodic with period
T = 1/f0 and use this result in the following:
(a) Is the signal
y(t) = x(2t) + 3x(0.5t) periodic? If so, what is its period?
(b) Is the signal
f (t) = 2ej16t + 3ej7t periodic? If so, what is its period?
(c) Is the signal
g(t) = 4ej16t 5e7t periodic? If so, what is its period?
(d) Is the signal
h(t) = 3ej16t 2e7 periodic? If so, what is its period?
2
(e) Is the signal s(t) = X[k]ej2kf0 t periodic? If so, what is its period?
k=
2.30 (Periodicity) It is claimed that each of the following signals is periodic. Verify this claim by sketching
each signal and finding its period. Find the signal power for those that are power signals.
(a) u[sin(t)] (b) sgn[sin(t)] (c) [sin(t)]
2.31 (Periodicity) Let x(t) = sin(2t).
(a) Sketch x(t) and find its period and power.
(b) Is y(t) = ex(t) periodic? If so, find its period and sketch.
(c) Is z(t) = ejx(t) periodic? If so, find its period and power.
2.32 (Periodicity) It is claimed that the sum of an energy signal x(t) and its shifted (by multiples of T )
replicas is a periodic signal with period T . Verify this claim by sketching the following and, for each
case, compare the area of one period of the periodic extension with the total area of x(t).
(a) The sum of x(t) = tri(t/2) and its replicas shifted by T = 6.
(b) The sum of x(t) = tri(t/2) and its replicas shifted by T = 4.
(c) The sum of x(t) = tri(t/2) and its replicas shifted by T = 3.
2.33 (Periodic Extension) The sum of an absolutely integrable signal x(t) and its shifted (by multiples
of T ) replicas is called the periodic extension of x(t) with period T . Show that the periodic extension
of the signal x(t) = et u(t) with period T is y(t) = x(t)/(1 eT ). How does the area of one period
of y(t) compare with the total area of x(t). Sketch y(t) and find its signal power.
2.34 (Half-Wave Symmetry) Argue that if a half-wave symmetric signal x(t) with period T is made
up of several sinusoidal components, each component is also half-wave symmetric over one period T .
Which of the following signals show half-wave symmetry?
(a) x(t) = cos(2t) + cos(6t) + cos(10t)
(b) x(t) = 2 + cos(2t) + sin(6t) + sin(10t)
(c) x(t) = cos(2t) + cos(4t) + sin(6t)
2.35 (Derivatives) Each of the following signals is zero outside the interval 1 t 1. Sketch the signals
x(t), x (t), and x (t).
(a) x(t) = cos(0.5t) (b) x(t) = 1 + cos(t) (c) x(t) = tri(t) (d) x(t) = 1 t2
Chapter 2 Problems 35
2.36 (Practical Signals) Energy signals that are commonly encountered as the response of analog systems
include the decaying exponential, the exponentially damped ramp, and the exponentially damped sine.
Compute the signal energy for the following:
(a) x(t) = et/ u(t) (b) x(t) = tet/ u(t) (c) f (t) = et sin(2t)u(t)
2.37 (Time Constant) For an exponential signal of the form x(t) = Aet/ u(t), the quantity is called
the time constant and provides a measure of how rapidly the signal decays. A practical estimate of
the time it takes for the signal to decay to less than 1% of its initial value is 5 . What is the actual
time it takes for x(t) to decay to exactly 1% of its initial value? How well does the practical estimate
compare with the exact result?
2.38 (Rise Time) The rise time is a measure of how fast a signal reaches a constant final value and is
commonly defined as the time it takes to rise from 10% to 90% of the final value. Compute the rise
time of the following signals.
-
sin(0.5t), 0 t 1
(a) x(t) = (1 e )u(t)
t
(b) y(t) =
1, t 1
2.39 (Rise Time and Scaling) In practice the rise time tR of the signal x(t) = (1 et/ )u(t) is often
approximated as tR 2.2 .
(a) What is the actual rise time of x(t), and how does it compare with the practical estimate?
(b) Compute the rise time of the signals f (t) = x(3t) and g(t) = x(t/3). How are these values related
to the rise time of x(t)? Generalize this result to find the rise time of h(t) = x(t).
2.40 (Settling Time) The settling time is another measure for signals that reach a nonzero final value.
The 5% settling time is defined as the time it takes for a signal to settle to within 5% of its final value.
Compute the 5% settling time of the following signals.
-
sin(0.5t), 0 t 1
(a) x(t) = (1 e )u(t)
t
(b) y(t) =
1, t 1
2.41 (Signal Delay) The delay of an energy signal is a measure of how far the signal has been shifted
from its mean position and is defined in one of two ways:
" "
tx(t) dt tx2 (t) dt
D1 = " D2 = "
x(t) dt
x2 (t) dt
(a) Verify that the delays D1 and D2 of x(t) = rect(t) are both zero.
(b) Find and compare the delays D1 and D2 of the following signals.
(1) x(t) = rect(t 2) (2) x(t) = et u(t) (3) x(t) = tet u(t)
2.42 (Signal Models) Argue that each of the following models can describe the signal of Figure P2.42,
and find the parameters A and for each model.
At
(a) x(t) = Atet u(t) (b) x(t) = A(et e2t ) (c) x(t) =
+ t2
x(t)
1
t
1
Figure P2.42 Signals for Problem 2.42
36 Chapter 2 Analog Signals
2.43 (Instantaneous Frequency) The instantaneous phase of the sinusoid x(t) = cos[(t)] is defined
as its argument (t), and the instantaneous frequency fi (t) is then defined by the derivative of the
instantaneous phase as fi (t) = (t)/2. Consider the signal y(t) = cos(2f0 t + ). Show that its
instantaneous frequency is constant and equals f0 Hz.
2.44 (Chirp Signals) Signals whose frequency varies linearly with time are called swept-frequency signals,
or chirp signals. Consider the signal x(t) = cos[(t)] where the time-varying phase (t) is also called
the instantaneous phase. The instantaneous frequency i (t) = (t) is defined as the derivative of the
instantaneous phase (in rad/s).
(a) What is the expression for (t) and x(t) if the instantaneous frequency is to be 10 Hz?
(b) What is the expression for (t) and x(t) if the instantaneous frequency varies linearly from 0 to
100 Hz in 2 seconds?
(c) What is the expression for (t) and x(t) if the instantaneous frequency varies linearly from 50 Hz
to 100 Hz in 2 seconds?
(d) Set up a general expression for a chirp signal x(t) whose frequency varies linearly from f0 Hz to
f1 Hz in t0 seconds.
2.45 (Chirp Signals) Chirp signals whose frequency varies linearly with time are often used in signal-
processing applications (such as radar). Consider the signal x(t) = cos(t2 ). How does the instanta-
neous frequency of x(t) vary with time. What value of will result in a signal whose frequency varies
from dc to 10 Hz in 4 seconds?
2.46 (Impulses as Limiting Forms) Argue that the following signals describe the impulse x(t) = A(t)
as 0. What is the constant A for each signal?
1 t2 /2
(a) x(t) = e (b) x(t) = (c) x(t) = 1
sinc( t ) (d) x(t) = 1 |t|/
e
2 + t2
2.47 (Impulses) It is possible to show that the signal [f (t)] is a string of impulses at the roots tk of
f (t) = 0 whose strengths equal 1/ | f (tk ) |. Use this result to sketch the following signals.
(a) x(t) = (t2 3t + 2) (b) x(t) = [sin(t)]
COMPUTATION AND DESIGN
ctsiggui A GUI for Signal Visualization
The graphical user interface ctsiggui allows you to plot a continuous-time signal x(t).
You can display results of the operation y(t) = A + Bx(Ct + D) for your choice of parameters.
You can also display the odd part, even part, derivative, and running integral of x(t).
To explore this routine, type ctsiggui at the Matlab prompt.
mathgui A GUI for Special Mathematical Functions
The graphical user interface ctsiggui allows you to plot and visualize the special mathematical
functions encountered in this book.
They include the sine integral, Fresnel integrals, Chebyshev functions, and Bessel functions.
To explore this routine, type mathgui at the Matlab prompt.
Chapter 2 Problems 37
2.48 (Periodicity) Use Matlab to plot each signal over the range 0 t 3, using a small time step (say,
0.01 s). If periodic, determine the period and compute the signal power (by hand if possible or using
Matlab otherwise).
(a) x(t) = sin(2t) (b) y(t) = ex(t) (c) z(t) = ejx(t)
(d) f (t) = cos[x(t)] (e) g(t) = cos[x2 (t)]
2.49 (Curious Signals) Let s(t) = sin(t). Use Matlab to sketch each of the following signals over the
range 2 t 6, using a small time step (say, 0.02 s). Confirm that each signal is periodic and find
the period and power.
(a) x(t) = u[s(t)] (b) y(t) = sgn[s(t)] (c) f (t) = sgn[s(t)] + sgn[s(t + 0.5)]
(d) g(t) = r[s(t)] (e) h(t) = es(t)
"
2.50 (Numerical Integration) A crude way to compute the definite integral I = x(t) dt is to ap-
proximate x(t) by N rectangular strips of width ts and find I as the sum of the areas under each
strip:
I ts [x(t1 ) + x(t2 ) + + x(tN )], tk = kts
This is called the rectangular rule. The sum of the quantity in brackets can be computed using the
Matlab routine sum and then multiplied by ts to approximate the integral I as the area.
(a) Use the rectangular rule to approximate the integrals of x(t) = tri(t) and y(t) = sin2 (t), 0
t 1 with N = 5 and N = 10 and compare with the exact values. Does increasing the the
number of strips N lead to more accurate results?
(b) The trapezoidal rule uses trapezoidal strips of width ts to approximate the integral I. Show that
this rule leads to the approximation
I ts [ 12 x(t1 ) + x(t2 ) + + 12 x(tN )], tk = kts
(c) Use the trapezoidal rule to approximate the integral of the signals y(t) = sin2 (t), 0 t 1 and
x(t) = tri(t) with N = 5 and N = 10 and compare with the exact values. Are the results for a
given N more accurate than those found by the rectangular rule?
"t
2.51 (Numerical Integration) A crude way to find the running integral y(t) = 0
x(t) dt is to approxi-
mate x(t) by rectangular strips and compute
n
2
y(t) ts x(kts )
k=0
The cumulative sum can be computed using the Matlab routine cumsum and then multiplied by ts to
obtain y(t). Let x(t) = 10et sin(2t), 0 t T0 . Find an exact closed form result for y(t).
(a) Let T0 = 2. Plot the exact expression and the approximate running integral of x(t) using a time
step of ts = 0.1 s and ts = 0.01 s. Comment on the dierences.
(b) Let T0 = 5. Plot the approximate running integral of x(t) with ts = 0.1 s and ts = 0.01 s. From
the graph, can you predict the area of x(t) as T0 ? Does the error between this predicted
value and the value from the exact result decrease as ts decreases? Should it? Explain.
2.52 (Numerical Derivatives) The derivative x (t) can be numerically approximated by the slope
x[n] x[n 1]
x (t)|t=nts
ts
38 Chapter 2 Analog Signals
where ts is a small time step. The Matlab routine diff yields the dierence x[n] x[n 1] (whose
length is 1 less than the length of x[n]). Use Matlab to obtain the approximate derivative of x(t)
over 0 t 3 with ts = 0.1 s. Compute the exact derivative of x(t) = 10et sin(2t)u(t) and plot
both the exact and approximate results on the same plot. Also plot the error between the exact and
approximate results. What happens to the error if ts is halved?
2.53 (Signal Operations) The ADSP routine operate can be used to plot scaled and/or shifted versions
of a signal x(t). Let x(t) = 2u(t + 1) r(t + 1) + r(t 1). Use Matlab to plot the signals
x(t), y(t) = x(2t 1), and f (t) = x(1 2t).
2.54 (Periodic Signals) The ADSP routines lcm1 and gcd1 allow us to find the LCM or GCD of an array
of rational fractions. Use these routines to find the common period and fundamental frequency of the
signal x(t) = 2 cos(2.4t) 3 sin(5.4t) + cos(14.4t 0.2).
2.55 (Energy and Power) The ADSP routine enerpwr also computes the energy (or power) if x(t) is a
string expression (it does not require you to specify a time step). Let x(t) = 6 sinc(2t), 0.5 t 0.5.
Use the routine enerpwr to find the energy in this signal and compute the signal power if x(t) describes
one period of a periodic signal with period T = 1.4 s.
2.56 (Beats) Consider the amplitude modulated signal given by x(t) = cos(2f0 t)cos[2(f0 + f )t].
(a) This signal can be expressed in the form x(t) = A cos(2f1 t) + B cos(2f2 t). How are A, B, f1 ,
and f2 related to the parameters of the original signal? Use Matlab to plot x(t) for 0 t 1 s
with a time step of 8192
1
s, f0 = 400 Hz, and A = B = 1 for the following values of f .
(1) f = 0 Hz (2) f = 1 Hz (3) f = 4 Hz (4) f = 5 Hz
Use the command sound to listen to each signal. Explain how you might determine the frequency
f from the plots.
(b) If f f0 , the frequencies f1 and f2 are very close together, and if we listen to the signal,
it seems to fade and grow, causing beats. Explain why this happens. Can you determine the
frequency of the beats? Would you be able to hear the beat signal even if f0 is not in the audible
range?
2.57 (Chirp Signals) Consider the chirp signal x(t) = cos(t2 /6). Plot x(t) over 0 t T using a small
time step (say, 0.02 s) with T = 2, 6, 10 s. What do the plots reveal as T is increased? Is this signal
periodic? Should it be? How does its instantaneous frequency vary with time?
2.58 (Simulating an Impulse) An impulse may be regarded as a tall, narrow spike that arises as a
limiting form of many ordinary functions such as the sinc and Gaussian. Consider the Gaussian signal
2
x(t) = t10 e(t/t0 ) . As we decrease t0 , its height increases to maintain a constant area.
(a) Plot x(t) over 2 t 2 for t0 = 1, 0.5, 0.1, 0.05, 0.01 using a time step of 0.1t0 . What can you
say about the symmetry in x(t)?
(b) Find the area of x(t) for each t0 , using the Matlab command sum. How does the area change
with t0 ?
(c) Does x(t) approach an impulse as t0 0? If x(t) A(t), what is the value of A?
(d) Plot the (numerical) derivative x (t) for each t0 , using the Matlab command diff. Find the
area of x (t) for each t0 . How does the area change with t0 ? What can you say about the nature
of x(t) as t0 0?
Chapter 3
DISCRETE SIGNALS
3.0 Scope and Objectives
This chapter begins with an overview of discrete signals and how they arise. It develops various ways of
signal classification, shows how discrete signals can be manipulated by various operations, and quantifies the
measures used to characterize such signals. It explains how discrete-time (DT) sinusoids dier from their
analog counterparts, introduces the sampling theorem that forms the key to sampling analog signals without
loss of information, and concludes with a brief introduction to random signals.
3.1 Discrete Signals
Discrete signals (such as the annual population) may arise naturally or as a consequence of sampling con-
tinuous signals (typically at a uniform sampling interval ts ). A sampled or discrete signal x[n] is just an
ordered sequence of values corresponding to the integer index n that embodies the time history of the signal.
It contains no direct information about the sampling interval ts , except through the index n of the sample
locations. A discrete signal x[n] is plotted as lines against the index n. When comparing analog signals with
their sampled versions, we shall assume that the origin t = 0 also corresponds to the sampling instant n = 0.
We need information about ts only in a few situations such as plotting the signal explicitly against
! time t
(at t = nts ) or approximating the area of the underlying analog signal from its samples (as ts x[n]).
REVIEW PANEL 3.1
Notation for a Numeric Sequence x[n]
A marker () indicates the origin n = 0. Example: x[n] = {1, 2, 4, 8, . . .}.
Ellipses (. . .) denote infinite extent on either side. Example: x[n] = {2, 4, 6, 8, . . .}
A discrete signal x[n] is called right-sided if it is zero for n < N (where N is finite), causal if it is zero
for n < 0, left-sided if it is zero for n > N , and anti-causal if it is zero for n 0.
REVIEW PANEL 3.2
Discrete Signals Can Be Left-Sided, Right-Sided, Causal, or Anti-Causal
Left-sided Right-sided Causal Anti-causal
(zero for n>N ) (zero for n<N ) (zero for n< 0 ) (zero for n > 0 )
n n n n
N N
39
40 Chapter 3 Discrete Signals
A discrete periodic signal repeats every N samples and is described by
x[n] = x[n kN ], k = 0, 1, 2, 3, . . . (3.1)
The period N is the smallest number of samples that repeats. Unlike its analog counterpart, the period N of
discrete signals is always an integer. The common period of a linear combination of periodic discrete signals
is given by the least common multiple (LCM) of the individual periods.
REVIEW PANEL 3.3
The Period of Discrete Signals Is Measured as the Number of Samples per Period
The period N is always an integer. For combinations, N is the LCM of the individual periods.
3.1.1 Signal Measures
Signal measures for discrete signals are often based on summations. Summation is the discrete-time equiv-
alent of integration. The discrete sum SD , the absolute sum SA , and the cumulative sum (running sum)
sC [n] of a signal x[n] are defined by
"
" n
"
SD = x[n] SA = |x[n]| sC [n] = x[k] (3.2)
n= n= k=
Signals for which the absolute sum |x[n]| is finite are called absolutely summable. For nonperiodic signals,
the signal energy E is a useful measure. It is defined as the sum of the squares of the signal values
"
E= |x[n]|2 (3.3)
n=
The absolute value allows us to extend this relation to complex-valued signals. Measures for periodic signals
are based on averages since their signal energy is infinite. The average value xav and signal power P of a
periodic signal x[n] with period N are defined as the average sum per period and average energy per period,
respectively:
N 1 N 1
1 " 1 "
xav = x[n] P = |x[n]|2 (3.4)
N n=0 N n=0
Note that the index runs from n = 0 to n = N 1 and includes all N samples in one period. Only for
nonperiodic signals is it useful to use the limiting forms
M
" M
"
1 1
xav = lim x[n] P = lim |x[n]|2 (3.5)
M 2M + 1 M 2M + 1
n=M n=M
Signals with finite energy are called energy signals (or square summable). Signals with finite power are called
power signals. All periodic signals are power signals.
REVIEW PANEL 3.4
Energy and Power in Discrete Signals
" N 1
1 "
Energy: E = |x[n]|2 Power (if periodic with period N ): P = |x[n]|2
n=
N n=0
3.2 Operations on Discrete Signals 41
EXAMPLE 3.1 (Signal Energy and Power)
(a) Find the energy in the signal x[n] = 3(0.5)n , n 0.
This describes a one-sided decaying exponential. Its signal energy is
"
"
" #
" $
9 1
E= x [n] =
2
|3(0.5) | =
n 2
9(0.25) =
n
= 12 J Note: n =
n= n=0 n=0
1 0.25 n=0
1
(b) Consider the periodic signal x[n] = 6 cos(2n/4) whose period is N = 4.
One period of this signal is x1 [n] = {6, 0, 6, 0}. The average value and signal power of x[n] is
1% &
3 3
1" 1" 2
xav = x[n] = 0 P = x [n] = 36 + 36 = 18 W
4 n=0 4 n=0 4
(c) Consider the periodic signal x[n] = 6ej2n/4 whose period is N = 4.
This signal is complex-valued, with |x[n]| = 6. Its signal power is thus
1% &
3
1"
P = |x[n]|2 = 36 + 36 + 36 + 36 = 36 W
4 n=0 4
3.2 Operations on Discrete Signals
Common operations on discrete signals include elementwise addition and multiplication. In analogy with
analog signals, two other useful operations are time shift and folding or time reversal.
Time Shift: The signal y[n] = x[n ] describes a delayed version of x[n] for > 0. In other words, if x[n]
starts at n = N , then its shifted version y[n] = x[n ] starts at n = N + . Thus, the signal y[n] = x[n 2]
is a delayed (shifted right by 2) version of x[n], and the signal g[n] = x[n + 2] is an advanced (shifted left
by 2) version of x[n]. A useful consistency check for sketching shifted signals is based on the fact that if
y[n] = x[n ], a sample of x[n] at the original index n gets relocated to the new index nN based on the
operation n = nN .
Folding: The signal y[n] = x[n] represents a folded version of x[n], a mirror image of the signal x[n] about
the origin n = 0. The signal y[n] = x[n ] may be obtained from x[n] in one of two ways:
(a) x[n] delay (shift right) by x[n ] fold x[n ].
(b) x[n] fold x[n] advance (shift left) by x[n ].
In either case, a sample of x[n] at the original index n will be plotted at a new index nN given by
n = nN , and this can serve as a consistency check in sketches.
42 Chapter 3 Discrete Signals
REVIEW PANEL 3.5
Time delay means x[n] x[n M ], M > 0, and folding means x[n] x[n]
You can generate x[n M ] from x[n] in one of two ways:
1. Shift right M units: x[n] x[n M ]. Then fold: x[n M ] x[n M ].
2. Fold: x[n] x[n]. Then shift left M units: x[n] x[(n + M )] = x[n M ].
Check: Use n nN M to confirm new locations nN for the origin n = 0 and end points of x[n].
EXAMPLE 3.2 (Operations on Discrete Signals)
Let x[n] = {2, 3, 4, 5, 6, 7}. Find and sketch the following:
y[n] = x[n 3], f [n] = x[n + 2], g[n] = x[n], h[n] = x[n + 1], s[n] = x[n 2]
Here is how we obtain the various signals:
y[n] = x[n 3] = {0, 2, 3, 4, 5, 6, 7} (shift x[n] right 3 units)
f [n] = x[n + 2] = {2, 3, 4, 5, 6, 7} (shift x[n] left 2 units)
g[n] = x[n] = {7, 6, 5, 4, 3, 2} (fold x[n] about n = 0)
h[n] = x[n + 1] = {7, 6, 5, 4, 3, 2} (fold x[n], then delay by 1)
s[n] = x[n 2] = {7, 6, 5, 4, 3, 2} (fold x[n], then advance by 2)
Refer to Figure E3.2 for the sketches.
x [n] x [n 3] x [n +2] x [n ] x [n +1] x [n 2]
7 7 7 7 7 7
2
2 2 2 2 2
n n n n n n
2 3 6 4 1 3 2 2 3 5
Figure E3.2 The signals for Example 3.2
3.2.1 Symmetry
If a signal x[n] is identical to its mirror image x[n], it is called an even symmetric signal. If x[n]
diers from its mirror image x[n] only in sign, it is called an odd symmetric or antisymmetric signal.
Mathematically,
xe [n] = xe [n] xo [n] = xo [n] (3.6)
In either case, the signal extends over symmetric limits N n N . For an odd symmetric signal, xo [0] = 0
and the sum of xo [n] over symmetric limits (, ) equals zero:
M
"
xo [k] = 0 (3.7)
k=M
3.2 Operations on Discrete Signals 43
REVIEW PANEL 3.6
Characteristics of Symmetric Signals
x e [n] x o [n]
n n
Even symmetry: x e [n] = x e [ n ] Odd symmetry: x o [n] = x o [ n ] and x o [0] = 0
3.2.2 Even and Odd Parts of Signals
Even symmetry and odd symmetry are mutually exclusive. Consequently, if a signal x(t) is formed by
summing an even symmetric signal xe [n] and an odd symmetric signal xo [n], it will be devoid of either
symmetry. Turning things around, any signal x[n] may be expressed as the sum of an even symmetric part
xe [n] and an odd symmetric part xo [n]:
x[n] = xe [n] + xo [n] (3.8)
To find xe [n] and xo [n] from x[n], we fold x[n] and invoke symmetry to get
x[n] = xe [n] + xo [n] = xe [n] xo [n] (3.9)
Adding and subtracting the two preceding equations, we obtain
xe [n] = 0.5x[n] + 0.5x[n] xo [n] = 0.5x[n] 0.5x[n] (3.10)
Naturally, if x[n] has even symmetry, xo [n] will equal zero, and if x[n] has odd symmetry, xe [n] will equal
zero.
REVIEW PANEL 3.7
Any Discrete Signal Is the Sum of an Even Symmetric and an Odd Symmetric Part
x[n] = xe [n] + xo [n] where xe [n] = 0.5x[n] + 0.5x[n] and xo [n] = 0.5x[n] 0.5x[n]
How to implement: Graphically, if possible. How to check: Does xe [n] + xo [n] give x[n]?
EXAMPLE 3.3 (Signal Symmetry)
(a) Let x[n] = {4, 2, 4, 6}. Find and sketch its odd and even parts.
We zero-pad the signal to x[n] = {4, 2, 4, 6, 0} so that it covers symmetric limits. Then
0.5x[n] = {2, 1, 2, 3, 0} 0.5x[n] = {0, 3, 2, 1, 2}
Zero-padding, though not essential, allows us to perform elementwise addition or subtraction with ease
to obtain
xe [n] = 0.5x[n] + 0.5x[n] = {2, 4, 4, 4, 2}
xo [n] = 0.5x[n] + 0.5x[n] = {2, 2, 0, 2, 2}
The various !signals are sketched in Figure E3.3A. As a consistency check you should confirm that
xo [0] = 0, xo [n] = 0, and that the sum xe [n] + xo [n] recovers x[n].
44 Chapter 3 Discrete Signals
x [n] x e [n] x o [n]
4 4 0.5x [n] 0.5x [n] 4
2 2 2 2 2 2 2 2
n n n n n
2 1 1 2
3 3 2
4 4
6
Figure E3.3A The signal x[n] and its odd and even parts for Example 3.3(a)
(b) Let x[n] = u[n] u[n 5]. Find and sketch its odd and even parts.
The signal x[n] and the genesis of its odd and even parts are shown in Figure E3.3B. Note the value
of xe [n] at n = 0 in the sketch.
x [n] 0.5x [n] 0.5x [n] x e [n] x o [n]
2 2
1 1 1 1
n n n n 4 n
4 4 4 4 4 4
1
Figure E3.3B The signal x[n] and its odd and even parts for Example 3.3(b)
3.3 Decimation and Interpolation
The time scaling of discrete-time signals must be viewed with care. For discrete-time signals, time scaling is
equivalent to decreasing or increasing the signal length. The problems that arise in time scaling are not in
what happens but how it happens.
3.3.1 Decimation
Suppose x[n] corresponds to an analog signal x(t) sampled at intervals ts . The signal y[n] = x[2n] then
corresponds to the compressed signal x(2t) sampled at ts and contains only alternate samples of x[n] (cor-
responding to x[0], x[2], x[4], . . .). We can also obtain y[n] directly from x(t) (not its compressed version)
if we sample it at intervals 2ts (or at a sampling rate S = 1/2ts ). This means a twofold reduction in the
sampling rate. Decimation by a factor of N is equivalent to sampling x(t) at intervals N ts and implies an
N-fold reduction in the sampling rate. The decimated signal x[N n] is generated from x[n] by retaining every
N th sample corresponding to the indices k = N n and discarding all others.
3.3.2 Interpolation
If x[n] corresponds to x(t) sampled at intervals ts , then y[n] = x[n/2] corresponds to x(t) sampled at ts /2
and has twice the length of x[n] with one new sample between adjacent samples of x[n]. If an expression for
x[n] (or the underlying analog signal) were known, it would be no problem to determine these new sample
values. If we are only given the sample values of x[n] (without its analytical form), the best we can do is
interpolate between samples. For example, we may choose each new sample value as zero (zero interpolation),
a constant equal to the previous sample value (step interpolation), or the average of adjacent sample values
(linear interpolation). Zero interpolation is referred to as up-sampling and plays an important role in
practical interpolation schemes. Interpolation by a factor of N is equivalent to sampling x(t) at intervals
ts /N and implies an N-fold increase in both the sampling rate and the signal length.
3.3 Decimation and Interpolation 45
REVIEW PANEL 3.8
How to Decimate or Interpolate by N
Decimate: Keep every N th sample (at n = kN ). This leads to potential loss of information.
Interpolate: Insert N 1 new values after each sample. The new sample values may equal
zero (zero interpolation), or the previous value (step interpolation), or linearly interpolated values.
Some Caveats
Consider the two sets of operations shown below:
x[n] decimate by 2 x[2n] interpolate by 2 x[n]
x[n] interpolate by 2 x[n/2] decimate by 2 x[n]
On the face of it, both sets of operations start with x[n] and appear to recover x[n], suggesting that interpo-
lation and decimation are inverse operations. In fact, only the second sequence of operations (interpolation
followed by decimation) recovers x[n] exactly. To see why, let x[n] = {1, 2, 6, 4, 8}. Using step interpolation,
for example, the two sequences of operations result in
decimate interpolate
{1, 2, 6, 4, 8} {1, 6, 8} {1, 1, 6, 6, 8, 8}
n 2n n n/2
interpolate decimate
{1, 2, 6, 4, 8} {1, 1, 2, 2, 6, 6, 4, 4, 8, 8} {1, 2, 6, 4, 8}
n n/2 n 2n
We see that decimation is indeed the inverse of interpolation, but the converse is not necessarily true.
After all, it is highly unlikely for any interpolation scheme to recover or predict the exact value of the
samples that were discarded during decimation. In situations where both interpolation and decimation are
to be performed in succession, it is therefore best to interpolate first. In practice, of course, interpolation or
decimation should preserve the information content of the original signal, and this imposes constraints on
the rate at which the original samples were acquired.
REVIEW PANEL 3.9
Decimation Is the Inverse of Interpolation but Not the Other Way Around
If a signal x[n] is interpolated by N and then decimated by N , we recover the original signal x[n].
If a signal x[n] is first decimated by N and then interpolated by N , we may not recover x[n].
Remember: If both interpolation and decimation are required, it is better to interpolate first.
EXAMPLE 3.4 (Decimation and Interpolation)
(a) Let x[n] = {1, 2, 5, 1}. Generate x[2n] and various interpolated versions of x[n/3].
To generate y[n] = x[2n], we remove samples at the odd indices to obtain x[2n] = {2, 1}.
The zero-interpolated signal is g[n] = x[ n3 ] = {1, 0, 0, 2, 0, 0, 5, 0, 0, 1, 0, 0}.
The step-interpolated signal is h[n] = x[ n3 ] = {1, 1, 1, 2, 2, 2, 5, 5, 5, 1, 1, 1}.
46 Chapter 3 Discrete Signals
The linearly interpolated signal is s[n] = x[ n3 ] = {1, 4 5
3, 3, 2, 3, 4, 5, 3, 1, 1, 23 , 13 }.
In linear interpolation, note that we interpolated the last two values toward zero.
(b) Let x[n] = {3, 4, 5, 6}. Find g[n] = x[2n 1] and the step-interpolated signal h[n] = x[0.5n 1].
In either case, we first find y[n] = x[n 1] = {3, 4, 5, 6}. Then
g[n] = y[2n] = x[2n 1] = {4, 6}.
h[n] = y[ n2 ] = x[0.5n 1] = {3, 3, 4, 4, 5, 5, 6, 6}.
(c) Let x[n] = {3, 4, 5, 6}. Find y[n] = x[2n/3] assuming step interpolation where needed.
Since we require both interpolation and decimation, we first interpolate and then decimate to get
After interpolation: g[n] = x[ n3 ] = {3, 3, 3, 4, 4, 4, 5, 5, 5, 6, 6, 6}.
After decimation: y[n] = g[2n] = x[ 23 n] = {3, 3, 4, 5, 5, 6}.
3.3.3 Fractional Delays
Fractional (typically half-sample) delays are sometimes required in practice and can be implemented using
interpolation and decimation. If we require that interpolation be followed by decimation and integer shifts,
the only sequence of operations that will yield the correct result is interpolation followed by an integer shift
and decimation, as summarized in the following review panel.
REVIEW PANEL 3.10
Fractional Delay of x[n] Requires Interpolation, Shift, and Decimation (in That Order)
The idea is to ensure that each operation (interpolation, shift, and decimation) involves integers.
For x[n] x[n M N ] = x[
N nM
N ]: Interpolate x[n] by N , delay by M , then decimate by N .
EXAMPLE 3.5 (Fractional Delay)
Let x[n] = {2, 4, 6, 8}. Find the signal y[n] = x[n 0.5] assuming linear interpolation where needed.
We first interpolate by 2, then delay by 1, and then decimate by 2 to get
After interpolation: g[n] = x[ n2 ] = {2, 3, 4, 5, 6, 7, 8, 4} (last sample interpolated to zero).
After delay: h[n] = g[n 1] = x[ n1
2 ] = {2, 3, 4, 5, 6, 7, 8, 4}.
After decimation: y[n] = h[2n] = x[ 2n1
2 ] = x[n 0.5] = { 3, 5, 7, 4}.
3.4 Common Discrete Signals 47
3.4 Common Discrete Signals
The discrete versions of the unit impulse (or sample) [n], unit step u[n], and unit ramp are defined as
' ' '
0, n = 0 0, n < 0 0, n < 0
[n] = u[n] = r[n] = nu[n] = (3.11)
1, n = 0 1, n 0 n, n 0
The discrete impulse is just a unit sample at n = 0. It is completely free of the kind of ambiguities associated
with the analog impulse (t) at t = 0. The discrete unit step u[n] also has a well-defined, unique value of
u[0] = 1 (unlike its analog counterpart u(t)). The signal x[n] = Anu[n] = Ar[n] describes a discrete ramp
whose slope A is given by x[k] x[k 1], the dierence between adjacent sample values.
REVIEW PANEL 3.11
The Discrete Impulse, Step, and Ramp Are Well Defined at n = 0
[n] u [n] r [n]
1 5
1 4
3
12
n n n
3.4.1 Properties of the Discrete Impulse
The product of a signal x[n] with the impulse [n k] results in
x[n][n k] = x[k][n k] (3.12)
This is just an impulse with strength x[k]. The product property leads directly to
"
x[n][n k] = x[k] (3.13)
n=
This is the sifting property. The impulse extracts the value x[k] from x[n] at the impulse location n = k.
The product and sifting properties are analogous to their analog counterparts.
3.4.2 Signal Representation by Impulses
Any discrete signal x[n] may be expressed as a sum of shifted impulses [nk] whose strengths x[k] correspond
to the signal values at n = k. Thus,
"
x[n] = x[k][n k] (3.14)
k=
For example, the signals u[n] and r[n] may be expressed as a train of shifted impulses:
"
"
u[n] = [n k] r[n] = k[n k] (3.15)
k=0 k=0
The signal u[n] may also be expressed as the cumulative sum of [n], and the signal r[n] may be described
as the cumulative sum of u[n]:
n
" n
"
u[n] = [k] r[n] = u[k] (3.16)
k= k=
48 Chapter 3 Discrete Signals
3.4.3 Discrete Pulse Signals
The discrete versions of the rectangular pulse rect(n/2N ) and triangular pulse tri(n/N ) are given by
% n & ' 1, |n| N %n& '
1 |n|
N , |n| N
rect = tri = (3.17)
2N 0, elsewhere N 0, elsewhere
The signal rect( 2N
n
) has 2N + 1 unit samples over N n N . The factor 2N in rect( 2N n
) gets around
the problem of having to deal with half-integer values of n when N is odd. The signal x[n] = tri(n/N ) also
has 2N + 1 samples over N n N , with the end samples x[N ] and x[N ] being zero.
REVIEW PANEL 3.12
The Discrete rect and tri Functions
(N = 5) rect [n /2N ] (N = 5) tri [n /N ]
1 1
n n
-N N -N N
EXAMPLE 3.6 (Describing Sequences and Signals) !
(a) Let x[n] = (2)n and y[n] = [n 3]. Find z[n] = x[n]y[n] and evaluate the sum A = z[n].
The product, z[n] = x[n]y[n] = (2)3 [n 3] = 8[n 3], is an impulse.
! ! n
The sum, A = z[n], is given by (2) [n 3] = (2)3 = 8.
(b) Mathematically describe the signals of Figure E3.6B in at least two dierent ways.
x [n] y [n] h [n]
4 6 6
3 4 4 4
2 2 2
n 2 n n
1
1 2 1 2 3 4 5 6 3 2 1 1 2 3
1
Figure E3.6B The signals for Example 3.6(b)
1. The signal x[n] may be described as the sequence x[n] = {4, 2, 1, 3}.
It may also be written as x[n] = 4[n + 1] + 2[n] [n 1] + 3[n 2].
2. The signal y[n] may be represented variously as
A numeric sequence: y[n] = {0, 0, 2, 4, 6, 6, 6}.
A sum of shifted impulses: y[n] = 2[n 2] + 4[n 3] + 6[n 4] + 6[n 5] + 6[n 6].
A sum of steps and ramps: y[n] = 2r[n 1] 2r[n 4] 6u[n 7].
Note carefully that the argument of the step function is [n 7] (and not [n 6]).
3. The signal h[n] may be described as h[n] = 6 tri(n/3) or variously as
A numeric sequence: h[n] = {0, 2, 4, 6, 4, 2, 0}.
A sum of impulses: h[n] = 2[n + 2] + 4[n + 1] + 6[n] + 4[n 1] + 2[n 2].
A sum of steps and ramps: h[n] = 2r[n + 3] 4r[n] + 2r[n 3].
3.5 Discrete-Time Harmonics and Sinusoids 49
3.4.4 The Discrete Sinc Function
The discrete sinc function is defined by
% n & sin(n/N )
sinc = , sinc(0) = 1 (3.18)
N (n/N )
The signal sinc(n/N ) equals zero at n = kN , k = 1, 2, . . .. At n = 0, sinc(0) = 0/0 and cannot be
evaluated in the limit since n can take on only integer values. We therefore define sinc(0) = 1. The envelope
of the sinc function shows a mainlobe and gradually decaying sidelobes. The definition of sinc(n/N ) also
implies that sinc(n) = [n].
3.4.5 Discrete Exponentials
Discrete exponentials are often described using a rational base. For example, the signal x[n] = 2n u[n] shows
exponential growth while y[n] = (0.5)n u[n] is a decaying exponential. The signal f [n] = (0.5)n u[n] shows
values that alternate in sign. The exponential x[n] = n u[n], where = rej is complex, may be described
using the various formulations of a complex number as
( )n
x[n] = n u[n] = rej u[n] = rn ejn u[n] = rn [cos(n) + j sin(n)]u[n] (3.19)
This complex-valued signal requires two separate plots (the real and imaginary parts, for example) for a
graphical description. If 0 < r < 1, x[n] describes a signal whose real and imaginary parts are exponentially
decaying cosines and sines. If r = 1, the real and imaginary parts are pure cosines and sines with a peak
value of unity. If r > 1, we obtain exponentially growing sinusoids.
3.5 Discrete-Time Harmonics and Sinusoids
If we sample an analog sinusoid x(t) = cos(2f0 t) at intervals of ts corresponding to a sampling rate of
S = 1/ts samples/s (or S Hz), we obtain the sampled sinusoid
x[n] = cos(2f nts + ) = cos(2n Sf + ) = cos(2nF + ) (3.20)
The quantities f and = 2f describe analog frequencies. The normalized frequency F = f /S is called the
digital frequency and has units of cycles/sample. The frequency = 2F is the digital radian frequency
with units of radians/sample. The various analog and digital frequencies are compared in Figure 3.1. Note
that the analog frequency f = S (or = 2S) corresponds to the digital frequency F = 1 (or = 2).
REVIEW PANEL 3.13
The Digital Frequency Is the Analog Frequency Normalized by Sampling Rate S
f (cycles/sec) (radians/sec)
F (cycles/sample) = (radians/sample) = = 2F
S(samples/sec) S(samples/sec)
3.5.1 Discrete-Time Sinusoids Are Not Always Periodic in Time
An analog sinusoid x(t) = cos(2f t + ) has two remarkable properties. It is unique for every frequency.
And it is periodic in time for every choice of the frequency f . Its sampled version, however, is a beast of a
dierent kind.
50 Chapter 3 Discrete Signals
Connection between analog and digital frequencies
f (Hz) Analog frequency
S 0.5 S 0 0.5S S
F (F = f/S ) Digital frequency
1 0.5 0 0.5 1
= 2 f Analog frequency
2S S 0 S 2S
= 2 F Digital frequency
2 0 2
Figure 3.1 Comparison of analog and digital frequencies
Are all discrete-time sinusoids and harmonics periodic in time? Not always! To understand this idea,
suppose x[n] is periodic with period N such that x[n] = x[n + N ]. This leads to
cos(2nF + ) = cos[2(n + N )F + ] = cos(2nF + + 2NF ) (3.21)
The two sides are equal provided NF equals an integer k. In other words, F must be a rational fraction (ratio
of integers) of the form k/N . What we are really saying is that a DT sinusoid is not always periodic but only
if its digital frequency is a ratio of integers or a rational fraction. The period N equals the denominator of
k/N , provided common factors have been canceled from its numerator and denominator. The significance
of k is that it takes k full periods of the analog sinusoid to yield one full period of the sampled sinusoid. The
common period of a combination of periodic DT sinusoids equals the least common multiple (LCM) of their
individual periods. If F is not a rational fraction, there is no periodicity, and the DT sinusoid is classified as
nonperiodic or almost periodic. Examples of periodic and nonperiodic DT sinusoids appear in Figure 3.2.
Even though a DT sinusoid may not always be periodic, it will always have a periodic envelope.
(a) cos(0.125n) is periodic. Period N=16 (b) cos(0.5n) is not periodic. Check peaks or zeros.
1 Envelope 1 Envelope
0.5 is periodic 0.5 is periodic
Amplitude
Amplitude
0 0
0.5 0.5
1 1
0 4 8 12 16 20 24 28 0 4 8 12 16 20 24 28
DT Index n DT Index n
Figure 3.2 Discrete-time sinusoids are not always periodic
REVIEW PANEL 3.14
A DT Harmonic cos(2nF0 + ) or ej(2nF0 +) Is Not Always Periodic in Time
It is periodic only if its digital frequency F0 = k/N can be expressed as a ratio of integers.
Its period equals N if common factors have been canceled in k/N .
One period of the sampled sinusoid is obtained from k full periods of the analog sinusoid.
3.5 Discrete-Time Harmonics and Sinusoids 51
EXAMPLE 3.7 (Discrete-Time Harmonics and Periodicity)
(a) Is x[n] = cos(2F n) periodic if F = 0.32? If F = 3? If periodic, what is its period N ?
If F = 0.32, x[n] is periodic because F = 0.32 = 100
32
= 258
=N k
. The period is N = 25.
If F = 3, x[n] is not periodic because F is irrational and cannot be expressed as a ratio of integers.
(b) What is the period of the harmonic signal x[n] = ej0.2n + ej0.3n ?
The digital frequencies in x[n] are F1 = 0.1 = 1
10 = k1
N1 and F2 = 0.15 = 3
20 = N2 .
k2
Their periods are N1 = 10 and N2 = 20.
The common period is thus N = LCM(N1 , N2 ) = LCM(10, 20) = 20.
(c) The signal x(t) = 2 cos(40t) + sin(60t) is sampled at 75 Hz. What is the common period of the
sampled signal x[n], and how many full periods of x(t) does it take to obtain one period of x[n]?
The frequencies in x(t) are f1 = 20 Hz and f2 = 30 Hz. The digital frequencies of the individual
components are F1 = 2075 = 15 = N1 and F2 = 75 = 5 = N2 . Their periods are N1 = 15 and N2 = 5.
4 k1 30 2 k2
The common period is thus N = LCM(N1 , N2 ) = LCM(15, 5) = 15.
The fundamental frequency of x(t) is f0 = GCD(20, 30) = 10 Hz. One period of x(t) is T = f10 = 0.1 s.
Since N = 15 corresponds to a duration of N ts = NS = 0.2 s, it takes two full periods of x(t) to obtain
one period of x[n]. We also get the same result by computing GCD(k1 , k2 ) = GCD(4, 2) = 2.
3.5.2 Discrete-Time Sinusoids Are Always Periodic in Frequency
Unlike analog sinusoids, discrete-time sinusoids and harmonics are always periodic in frequency. If we start
with the sinusoid x[n] = cos(2nF + ) and add an integer m to F , we get
cos[2n(F + m) + ] = cos(2nF + + 2nm) = cos(2nF + ) = x[n]
This result says that discrete-time (DT) sinusoids at the frequencies F m are identical. Put another
way, a DT sinusoid is periodic in frequency (has a periodic spectrum) with period F = 1. The range
0.5 F 0.5 defines the principal period or principal range. A DT sinusoid with a frequency outside
this range can always be expressed as a DT sinusoid whose frequency is in the principal period by subtracting
out an integer. A DT sinusoid can be uniquely identified only if its frequency falls in the principal period.
To summarize, a discrete-time sinusoid is periodic in time only if its digital frequency F is a rational
fraction, but it is always periodic in frequency with period F = 1.
REVIEW PANEL 3.15
A DT Harmonic cos(2nF0 + ) Is Always Periodic in Frequency but Not Always Unique
Its frequency period is unity (harmonics at F0 and F0 M are identical for integer M ).
It is unique only if F0 lies in the principal period 0.5 < F0 0.5.
If F0 > 0.5, the unique frequency is Fa = F0 M , where M is chosen to ensure 0.5 < Fa 0.5.
52 Chapter 3 Discrete Signals
3.6 Aliasing and the Sampling Theorem
The central concept in the digital processing of analog signals is that the sampled signal must be a unique
representation of the analog signal. For a sinusoid x(t) = cos(2f0 t + ), a sampling rate S > 2f0 ensures
that the digital frequency of the sampled signal falls in the principal period 0.5 F 0.5 and permits
a unique correspondence with the underlying analog signal. More generally, the sampling theorem says
that for a unique correspondence between an analog signal and the version reconstructed from its samples
(using the same sampling rate), the sampling rate must exceed twice the highest signal frequency fmax .
The critical rate S = 2fmax is called the Nyquist rate or Nyquist frequency, and ts = 2fmax 1
is called
the Nyquist interval. For the sinusoid x(t) = cos(2f0 t + ), the Nyquist rate is SN = 2f0 = T2 and
corresponds to taking two samples per period (because the sampling interval is ts = T2 ).
REVIEW PANEL 3.16
The Sampling Theorem: How to Sample an Analog Signal Without Loss of Information
For an analog signal band-limited to fmax Hz, the sampling rate S must exceed 2fmax .
S = 2fmax defines the Nyquist rate. ts = 2fmax 1
defines the Nyquist interval.
For an analog sinusoid: The Nyquist rate corresponds to taking two samples per period.
Consider an analog signal x(t) = cos(2f0 t + ) and its sampled version x[n] = cos(2nF0 + ), where
F0 = f0 /S. If x[n] is to be a unique representation of x(t), we must be able to reconstruct x(t) from x[n].
In practice, reconstruction uses only the copy or image of the periodic spectrum of x[n] in the principal
period 0.5 F 0.5, which corresponds to the analog frequency range 0.5S f 0.5S. We use a
lowpass filter to remove all other replicas or images, and the output of the lowpass filter corresponds to the
reconstructed analog signal. As a result, the highest frequency fH we can identify in the signal reconstructed
from its samples is fH = 0.5S.
REVIEW PANEL 3.17
The Highest Frequency Cannot Exceed Half the Sampling or Reconstruction Rate
Upon sampling or reconstruction, all frequencies must be brought into the principal period.
Whether the frequency of the reconstructed analog signal matches x(t) or not depends on the sampling
rate S. If S > 2f0 , the digital frequency F0 = f0 /S is always in the principal range 0.5 F 0.5, and the
reconstructed analog signal is identical to x(t). If S < 2f0 , the digital frequency exceeds 0.5. Its image in
the principal range appears at the lower digital frequency Fa = F0 M (corresponding to the lower analog
frequency fa = f0 MS), where M is an integer that places the digital frequency Fa between 0.5 and 0.5 (or
the analog frequency fa between 0.5S and 0.5S). The reconstructed analog signal xa (t) = cos(2fa t + )
is at a lower frequency fa = SFa than f0 and is no longer a replica of x(t). This phenomenon, where a
reconstructed sinusoid appears at a lower frequency than the original, is called aliasing. The real problem
is that the original signal x(t) and the aliased signal xa (t) yield identical sampled representations at the
sampling frequency S and prevent unique identification of x(t) from its samples!
REVIEW PANEL 3.18
Aliasing Occurs if the Analog Signal cos(2f0 t + ) Is Sampled Below the Nyquist Rate
If S < 2f0 , the reconstructed analog signal is aliased to a lower frequency |fa | < 0.5S. We find fa as
fa = f0 MS, where M is an integer that places fa in the principal period (0.5S < fa 0.5S).
3.6 Aliasing and the Sampling Theorem 53
EXAMPLE 3.8 (Aliasing and Its Eects)
(a) A 100-Hz sinusoid x(t) is sampled at 240 Hz. Has aliasing occurred? How many full periods of x(t)
are required to obtain one period of the sampled signal?
The sampling rate exceeds 200 Hz, so there is no aliasing. The digital frequency is F = 100
240 = 12 .
5
Thus, five periods of x(t) yield 12 samples (one period) of the sampled signal.
(b) A 100-Hz sinusoid is sampled at rates of 240 Hz, 140 Hz, 90 Hz, and 35 Hz. In each case, has aliasing
occurred, and if so, what is the aliased frequency?
To avoid aliasing, the sampling rate must exceed 200 Hz. If S = 240 Hz, there is no aliasing, and
the reconstructed signal (from its samples) appears at the original frequency of 100 Hz. For all other
choices of S, the sampling rate is too low and leads to aliasing. The aliased signal shows up at a lower
frequency. The aliased frequencies corresponding to each sampling rate S are found by subtracting out
multiples of S from 100 Hz to place the result in the range 0.5S f 0.5S. If the original signal
has the form x(t) = cos(200t + ), we obtain the following aliased frequencies and aliased signals:
1. S = 140 Hz, fa = 100 140 = 40 Hz, xa (t) = cos(80t + ) = cos(80t )
2. S = 90 Hz, fa = 100 90 = 10 Hz, xa (t) = cos(20t + )
3. S = 35 Hz, fa = 100 3(35) = 5 Hz, xa (t) = cos(10t + ) = cos(10t )
We thus obtain a 40-Hz sinusoid (with reversed phase), a 10-Hz sinusoid, and a 5-Hz sinusoid (with
reversed phase), respectively. Notice that negative aliased frequencies simply lead to a phase reversal
and do not represent any new information. Finally, had we used a sampling rate exceeding the Nyquist
rate of 200 Hz, we would have recovered the original 100-Hz signal every time. Yes, it pays to play by
the rules of the sampling theorem!
(c) Two analog sinusoids x1 (t) (shown light) and x2 (t) (shown dark) lead to an identical sampled version as
illustrated in Figure E3.8C. Has aliasing occurred? Identify the original and aliased signal. Identify the
digital frequency of the sampled signal corresponding to each sinusoid. What is the analog frequency
of each sinusoid if S = 50 Hz? Can you provide exact expressions for each sinusoid?
Two analog signals and their sampled version
1
0.5
Amplitude
0.5
1
0 0.05 0.1 0.15 0.2 0.25 0.3
Time t [seconds]
Figure E3.8C The sinusoids for Example 3.8(c)
Look at the interval (0, 0.1) s. The sampled signal shows five samples per period. This covers three
full periods of x1 (t) and so F1 = 35 . This also covers two full periods of x2 (t), and so F2 = 25 . Clearly,
x1 (t) (with |F1 | > 0.5) is the original signal that is aliased to x2 (t). The sampling interval is 0.02 s.
54 Chapter 3 Discrete Signals
So, the sampling rate is S = 50 Hz. The original and aliased frequencies are f1 = SF1 = 30 Hz and
f2 = SF2 = 20 Hz.
From the figure, we can identify exact expressions for x1 (t) and x2 (t) as follows. Since x1 (t) is a delayed
cosine with x1 (0) = 0.5, we have x1 (t) = cos(60t 3 ). With S = 50 Hz, the frequency f1 = 30 Hz
actually aliases to f2 = 20 Hz, and thus x2 (t) = cos(40t 3 ) = cos(40t + 3 ). With F = 30 50 = 0.6
(or F = 0.4), the expression for the sampled signal is x[n] = cos(2nF 3 ).
(d) A 100-Hz sinusoid is sampled, and the reconstructed signal (from its samples) shows up at 10 Hz.
What was the sampling rate S?
If you said 90 Hz (100 S = 10), you are not wrong. But you could also have said 110 Hz (100 S =
10). In fact, we can also subtract out integer multiples of S from 100 Hz, and S is then found from
the following expressions (as long as we ensure that S > 20 Hz):
1. 100 MS = 10
2. 100 MS = 10
Solving the first expression for S, we find, for example, S = 45 Hz (with M = 2) or S = 30 Hz (with
M = 3). Similarly, the second expression gives S = 55 Hz (with M = 2). Which of these sampling
rates was actually used? We have no way of knowing!
3.6.1 Reconstruction Using a Dierent Sampling Rate
There are situations when we sample a signal using one sampling rate S1 but reconstruct the analog signal
from samples using a dierent sampling rate S2 . In such situations, a frequency f0 in the original signal will
result in a recovered frequency of fr = f0 (S2 /S1 ) if S1 > 2f0 (no aliasing) or fr = fa (S2 /S1 ) if S1 < 2f0 ,
where fa is the aliased frequency. In other words, all frequencies, aliased or recovered, are identified by their
principal period.
REVIEW PANEL 3.19
Aliased or Reconstructed Frequencies Are Always Identified by Their Principal Period
Sampling: Unique digital frequencies always lie in the principal period 0.5 < Fa 0.5.
Reconstruction at SR : Analog frequencies lie in the principal period 0.5SR < fa 0.5SR .
The reconstructed frequency is fR = SR Fa = SR fSa .
EXAMPLE 3.9 (Signal Reconstruction at Dierent Sampling Rates)
A 100-Hz sinusoid is sampled at S Hz, and the sampled signal is then reconstructed at 540 Hz. What is the
frequency of the reconstructed signal if S = 270 Hz? If S = 70 Hz?
1. If S = 270 Hz, the digital frequency of the sampled signal is F = 100
270 = 27 , which lies in the principal
10
period. The frequency fr of the reconstructed signal is then fr = SF = 540F = 200 Hz.
2. If S = 70 Hz, the digital frequency of the sampled signal is F = 100
70 = 7 , which does not lie in the
10
principal period. The frequency of the principal period is F = 7 1 = 37 , and the frequency fr of
10
reconstructed signal is then fr = 70F = SF = 30 Hz. The negative sign simply translates to a phase
reversal in the reconstructed signal.
3.7 Random Signals 55
3.7 Random Signals
The signals we have studied so far are called deterministic or predictable. They are governed by a unique
mathematical representation that, once established, allows us to completely characterize the signal for all
time, past, present, or future. In contrast to this is the class of signals known as random or stochastic
whose precise value cannot be predicted in advance. We stress that only the future values of a random signal
pose a problem since past values of any signal, random or otherwise, are exactly known once they have
occurred. Randomness or uncertainty about future signal values is inherent in many practical situations. In
fact, a degree of uncertainty is essential for communicating information. The longer we observe a random
signal, the more the additional information we gain and the less the uncertainty. To fully understand the
nature of random signals requires the use of probability theory, random variables, and statistics. Even with
such tools, the best we can do is to characterize random signals only on the average based on their past
behavior.
3.7.1 Probability
Figure 3.3 shows the results of two experiments, each repeated under identical conditions. The first exper-
iment always yields identical results no matter how many times it is run and yields a deterministic signal.
We need to run the experiment only once to predict what the next, or any other run, will yield.
(a) Four realizations of a deterministic signal (b) Four realizations of a random signal
Amplitude
Amplitude
Time Time
Figure 3.3 Realizations of a deterministic and stochastic process
The second experiment gives a dierent result or realization x(t) every time the experiment is repeated
and describes a stochastic or random system. A random signal or random process X(t) comprises
the family or ensemble of all such realizations obtained by repeating the experiment many times. Each
realization x(t), once obtained, ceases to be random and can be subjected to the same operations as we use
for deterministic signals (such as derivatives, integrals, and the like). The randomness of the signal stems
from the fact that one realization provides no clue as to what the next, or any other, realization might yield.
At a given instant t, each realization of a random signal can assume a dierent value, and the collection of
all such values defines a random variable. Some values are more likely to occur, or more probable, than
others. The concept of probability is tied to the idea of repeating an experiment a large number of times
in order to estimate this probability. Thus, if the value 2 V occurs 600 times in 1000 runs, we say that the
probability of occurrence of 2 V is 0.6.
The probability of an event A, denoted Pr(A), is the proportion of successful outcomes to the (very
large) number of times the experiment is run and is a fraction between 0 and 1 since the number of successful
56 Chapter 3 Discrete Signals
runs cannot exceed the total number of runs. The larger the probability Pr(A), the more the chance of event
A occurring. To fully characterize a random variable, we must answer two questions:
1. What is the range of all possible (nonrandom) values it can acquire? This defines an ensemble space,
which may be finite or infinite.
2. What are the probabilities for all the possible values in this range? This defines the probability
distribution function F (x). Clearly, F (x) must always lie between 0 and 1.
It is common to work with the derivative of the probability distribution function called the probability
density function f (x). The distribution function F (x) is simply the running integral of the density f (x):
* x
d F (x)
f (x) = or F (x) = f () d (3.22)
dx
The probability F (x1 ) = Pr[X x1 ] that X is less than x1 is given by
* x1
Pr[X x1 ] = f (x) dx (3.23)
The probability that X lies between x1 and x2 is Pr[x1 < X x2 ] = F (x2 ) F (x1 ). The area of f (x) is 1.
3.7.2 Measures for Random Variables
Measures or features of a random variable X are based on its distribution. Two commonly used features are
the mean and variance, defined by
* *
E(x) = mx = xf (x) dx
x2 = E[(x mx )2 ] = (x mx )2 f (x) dx (3.24)
The mean, or expectation, is a measure of where the distribution is centered. The variance measures the
spread of the distribution about its mean. The less the spread, the smaller is the variance. The variance
is also a measure of the ac power in a signal. The quantity is known as the standard deviation and
provides a measure of the uncertainty in a physical measurement.
3.7.3 Probability Distributions
Two of the most commonly encountered probability distributions are the uniform distribution and normal
(or Gaussian) distribution. These are illustrated in Figure 3.4.
Uniform density Uniform distribution Gaussian density Gaussian distribution
f(x) 1 F(x) f(x) F(x)
1
1 0.5
x x x x
mx mx
Figure 3.4 The uniform and normal probability distributions
In a uniform distribution, every value is equally likely, since the random variable shows no preference for
a particular value. The density function f (x) is just a rectangular pulse defined by
1
, x
f (x) = (uniform distribution) (3.25)
0, otherwise
3.7 Random Signals 57
and the distribution F (x) is a ramp that flattens out. When quantizing signals in uniform steps, the error
in representing a signal value is assumed to be uniformly distributed between 0.5 and 0.5, where is
the quantization step. The density function of the phase of a sinusoid with random phase is also uniformly
distributed between and .
The bell-shaped Gaussian probability density is also referred to as normal and defined by
. /
1 (x mx )2
f (x) = exp (normal distribution) (3.26)
2 2 2
The mean (or variance) of the sum of Gaussian distributions equals the sum of the individual means (or
variances). The probability distribution of combinations of statistically independent, random phenomena
often tends to a Gaussian. This is the central limit theorem.
The idea of distributions also applies to deterministic periodic signals for which they can be found as
exact analytical expressions. Consider the periodic signal x(t) of Figure 3.5. The probability Pr[X < 0] that
x(t) < 0 is zero. The probability Pr[X < 3] that x(t) is less than 3 is 1. Since x(t) is linear over one period
(T = 3), all values in this range are equally likely, and F (x) must vary linearly from 0 to 1 over this range.
This yields the distribution F (x) and density f (x) as shown. Note that the area of f (x) equals unity.
Periodic signal Distribution Density
x(t) F(x) f(x)
3
1
1/3
t x x
T=3 3 3
Figure 3.5 A periodic signal and its density and distribution functions
3.7.4 Stationary, Ergodic, and Pseudorandom Signals
A random signal is called stationary if its statistical features do not change over time. Stationarity suggests
a state of statistical equilibrium akin to the steady-state for deterministic situations. A stationary process is
typically characterized by a constant mean and constant variance. The statistical properties of a stationary
random signal may be found as ensemble averages across the process by averaging over all realizations at
one specific time instant or as time averages along the process by averaging a single realization over time.
The two are not always equal. If they are, a stationary process is said to be ergodic. The biggest advantage
of ergodicity is that we can use features from one realization to describe the whole process. Ergodicity is
assumed in most practical situations! For an ergodic signal, the mean equals the time average, and the
variance equals the ac power (the power in the signal with its dc component removed).
3.7.5 Statistical Estimates
Probability theory allows us to fully characterize a random signal from an a priori knowledge of its probability
distribution. This yields features like the mean and variance of the random variable. In practice, we are
faced with exactly the opposite problem of finding such features from a set of discrete data, often in the
absence of a probability distribution. The best we can do is get an estimate of such features and perhaps
even the distribution itself. This is what statistical estimation achieves. The mean and variance are typically
estimated directly from the observations xk , k = 0, 1, 2, . . . , N 1 as
N 1 N 1
1 " 1 "
mx = xk x2 = (xk mx )2 (3.27)
N N 1
k=0 k=0
58 Chapter 3 Discrete Signals
In many situations, we use artificially generated signals (which can never be truly random) with prescribed
statistical features called pseudorandom signals. Such signals are actually periodic (with a very long
period), but over one period their statistical features approximate those of random signals.
Histograms: The estimates fk of a probability distribution are obtained by constructing a histogram from
a large number of observations. A histogram is a bar graph of the number of observations falling within
specified amplitude levels, or bins, as illustrated in Figure 3.6.
Number of observations
Number of observations
Bin width Bin width
Histogram of a uniform random signal Histogram of a Gaussian random signal
Figure 3.6 Histograms of a uniformly distributed and a normally distributed random signal
Signal-to-Noise Ratio: For a noisy signal x(t) = s(t) + An(t) with a signal component s(t) and a noise
component An(t) (with noise amplitude A), the signal-to-noise ratio (SNR) is the ratio of the signal power
s2 and noise power A2 n2 and usually defined in decibels (dB) as
# 2 $
s
SNR = 10 log dB (3.28)
A2 n2
3.7.6 Application: Coherent Signal Averaging
Coherent signal averaging is a method of extracting signals from noise and assumes that the experiment can
be repeated and the noise corrupting the signal is random (and uncorrelated). Averaging the results of many
runs tends to average out the noise to zero, and the signal quality (or signal-to-noise ratio) improves. The
more the number of runs, the smoother and less noisy the averaged signal. We often remove the mean or any
linear trend before averaging. Figure 3.7 shows one realization of a noisy sine wave and the much smoother
results of averaging 8 and 48 such realizations. This method is called coherent because it requires time
coherence (time alignment of the signal for each run). It relies, for its success, on perfect synchronization of
each run and on the statistical independence of the contaminating noise.
(a) One realization of noisy sine (b) Average of 8 realizations (c) Average of 48 realizations
5 5 5
Amplitude
Amplitude
Amplitude
0 0 0
5 5 5
0 5 10 0 5 10 0 5 10
Time Time Time
Figure 3.7 Coherent averaging of a noisy sine wave
Chapter 3 Problems 59
CHAPTER 3 PROBLEMS
DRILL AND REINFORCEMENT
3.1 (Discrete Signals) Sketch each signal and find its energy or power as appropriate.
(a) x[n] = {6, 4, 2, 2} (b) x[n] = {3, 2, 1, 0, 1}
(c) x[n] = {0, 2, 4, 6} (d) x[n] = u[n] u[n 4]
(e) x[n] = cos(n/2) (f ) x[n] = 8(0.5)n u[n]
3.2 (Operations) Let x[n] = {6, 4, 2, 2}. Sketch the following signals and find their signal energy.
(a) y[n] = x[n 2] (b) f [n] = x[n + 2] (c) g[n] = x[n + 2] (d) h[n] = x[n 2]
3.3 (Operations) Let x[n] = 8(0.5)n (u[n + 1] u[n 4]). Sketch the following signals.
(a) y[n] = x[n 3] (b) f [n] = x[n + 1] (c) g[n] = x[n + 4] (d) h[n] = x[n 2]
3.4 (Decimation and Interpolation) Let x[n] = {4, 0, 2, 1, 3}. Find and sketch the following
signals and compare their signal energy with the energy in x[n].
(a) The decimated signal d[n] = x[2n]
(b) The zero-interpolated signal f [n] = x[ n2 ]
(c) The step-interpolated signal g[n] = x[ n2 ]
(d) The linearly interpolated signal h[n] = x[ n2 ]
3.5 (Symmetry) Sketch each signal and its even and odd parts.
(a) x[n] = 8(0.5)n u[n] (b) x[n] = u[n] (c) x[n] = 1 + u[n]
(d) x[n] = u[n] u[n 4] (e) x[n] = tri( n3
3 ) (f ) x[n] = {6, 4, 2, 2}
3.6 (Sketching Discrete Signals) Sketch each of the following signals:
(a) x[n] = r[n + 2] r[n 2] 4u[n 6] (b) x[n] = rect( n6 )
(c) x[n] = rect( n2
4 ) (d) x[n] = 6 tri( n4
3 )
3.7 (Signal Description) For each signal shown in Figure P3.7,
(a) Write out the numeric sequence, and mark the index n = 0 by an arrow.
(b) Write an expression for each signal using impulse functions.
(c) Write an expression for each signal using steps and/or ramps.
(d) Find the signal energy.
(e) Find the signal power, assuming that the sequence shown repeats itself.
x [n] Signal 1 x [n] Signal 2 x [n] Signal 3 x [n] Signal 4
2 4 6 5
4 5 4
1 3 3
3 3 n 2
1 2
n n n
3 8 2 5 4 8
Figure P3.7 Signals for Problem 3.7
60 Chapter 3 Discrete Signals
3.8 (Discrete-Time Harmonics) Check for the periodicity of the following signals, and compute the
common period N if periodic.
(a) x[n] = cos( n2 ) (b) x[n] = cos( n2 )
(c) x[n] = sin( n
4 ) 2 cos( 6 )
n
(d) x[n] = 2 cos( n4 ) + cos ( 4 )
2 n
(e) x[n] = 4 3 sin( 7n
4 ) (f ) x[n] = cos( 5n
12 ) + cos( 9 )
4n
(g) x[n] = cos( 38 n) + cos( 83 n) (h) x[n] = cos( 3 ) cos( 2 )
8n n
(i) x[n] = ej0.3n (j) x[n] = 2ej0.3n + 3ej0.4n
(k) x[n] = ej0.3n (l) x[n] = (j)n/2
3.9 (Digital Frequency) Set up an expression for each signal, using a digital frequency |F | < 0.5, and
another expression using a digital frequency in the range 4 < F < 5.
(a) x[n] = cos( 4n
3 ) (b) x[n] = sin( 4n
3 ) + 3 sin( 3 )
8n
3.10 (Sampling and Aliasing) Each of the following sinusoids is sampled at S = 100 Hz. Determine if
aliasing has occurred and set up an expression for each sampled signal using a digital frequency in the
principal range (|F | < 0.5).
(a) x(t) = cos(320t + 4 ) (b) x(t) = cos(140t 4 ) (c) x(t) = sin(60t)
REVIEW AND EXPLORATION
3.11 (Signal Duration) Use examples to argue that the product of a right-sided and a left-sided discrete-
time signal is always time-limited or identically zero.
3.12 (Signal Representation) The two signals shown in Figure P3.12 may be expressed as
(a) x[n] = An (u[n] u[n N ]) (b) y[n] = A cos(2F n + )
Find the constants in each expression and then find the signal energy or power as appropriate.
x [n] y [n] 2 2
4 1 1 1
1 1
n
1
n 1 1 1 1
1 2 3 4 5 2 2
Figure P3.12 Signals for Problem 3.12
3.13 (Energy and Power) Classify the following as energy signals, power signals, or neither and find the
energy or power as appropriate.
(a) x[n] = 2n u[n] (b) x[n] = 2n u[n 1] (c) x[n] = cos(n)
1 1
(d) x[n] = cos(n/2) (e) x[n] = u[n 1] (f ) x[n] = u[n 1]
n n
1
(g) x[n] = u[n 1] (h) x[n] = ejn (i) x[n] = ejn/2
n2
(j) x[n] = e(j+1)n/4
(k) x[n] = j n/4 (l) x[n] = ( j)n + ( j)n
3.14 (Energy and Power) Sketch each of the following signals, classify as an energy signal or power
signal, and find the energy or power as appropriate.
Chapter 3 Problems 61
"
(a) x[n] = y[n kN ], where y[n] = u[n] u[n 3] and N = 6
k=
"
(b) x[n] = (2)n5k (u[n 5k] u[n 5k 4])
k=
3.15 (Sketching Signals) Sketch the following signals and describe how they are related.
(a) x[n] = [n] (b) f [n] = rect(n) (c) g[n] = tri(n) (d) h[n] = sinc(n)
3.16 (Discrete Exponentials) A causal discrete exponential has the form x[n] = n u[n].
(a) Assume that is real and positive. Pick convenient values for > 1, = 1, and < 1; sketch
x[n]; and describe the nature of the sketch for each choice of .
(b) Assume that is real and negative. Pick convenient values for < 1, = 1, and > 1;
sketch x[n]; and describe the nature of the sketch for each choice of .
(c) Assume that is complex and of the form = Aej , where A is a positive constant. Pick
convenient values for and for A < 1, A = 1, and A > 1; sketch the real part and imaginary
part of x[n] for each choice of A; and describe the nature of each sketch.
(d) Assume that is complex and of the form = Aej , where A is a positive constant. Pick
convenient values for and for A < 1, A = 1, and A > 1; sketch the magnitude and imaginary
phase of x[n] for each choice of A; and describe the nature of each sketch.
3.17 (Interpolation and Decimation) Let x[n] = 4 tri(n/4). Sketch the following signals and describe
how they dier.
(a) x[ 23 n], using zero interpolation followed by decimation
(b) x[ 23 n], using step interpolation followed by decimation
(c) x[ 23 n], using decimation followed by zero interpolation
(d) x[ 23 n], using decimation followed by step interpolation
3.18 (Fractional Delay) Starting with x[n], we can generate the signal x[n 2] (using a delay of 2) or
x[2n 3] (using a delay of 3 followed by decimation). However, to generate a fractional delay of the
form x[n MN ] requires a delay, interpolation, and decimation!
(a) Describe the sequence of operations required to generate x[n 23 ] from x[n].
(b) Let x[n] = {1, 4, 7, 10, 13}. Sketch x[n] and x[n 23 ]. Use linear interpolation where required.
(c) Generalize the results of part (a) to generate x[n M
N ] from x[n]. Any restrictions on M and N ?
3.19 (The Roots of Unity) The N roots of the equation z N = 1 can be found by writing it as z N = ej2k
to give z = ej2k/N , k = 0, 1, . . . , N 1. What is the magnitude of each root? The roots can be
displayed as vectors directed from the origin whose tips lie on a circle.
(a) What is the length of each vector and the angular spacing between adjacent vectors? Sketch for
N = 5 and N = 6.
(b) Extend this concept to find the roots of z N = 1 and sketch for N = 5 and N = 6.
3.20 (Digital Sinusoids) Find the period N of each signal if periodic. Express each signal using a digital
frequency in the principal range (|F | < 0.5) and in the range 3 F 4.
(a) x[n] = cos( 7n
3 ) (b) x[n] = cos( 7n
3 ) + sin(0.5n) (c) x[n] = cos(n)
62 Chapter 3 Discrete Signals
3.21 (Aliasing and Signal Reconstruction) The signal x(t) = cos(320t + 4 ) is sampled at 100 Hz,
and the sampled signal x[n] is reconstructed at 200 Hz to recover the analog signal xr (t).
(a) Has aliasing occurred? What is the period N and the digital frequency F of x[n]?
(b) How many full periods of x(t) are required to generate one period of x[n]?
(c) What is the analog frequency of the recovered signal xr (t)?
(d) Write expressions for x[n] (using |F | < 0.5) and for xr (t).
3.22 (Digital Pitch Shifting) One way to accomplish pitch shifting is to play back (or reconstruct) a
sampled signal at a dierent sampling rate. Let the analog signal x(t) = sin(15800t + 0.25) be
sampled at a sampling rate of 8 kHz.
(a) Find its sampled representation with digital frequency |F | < 0.5.
(b) What frequencies are heard if the signal is reconstructed at a rate of 4 kHz?
(c) What frequencies are heard if the signal is reconstructed at a rate of 8 kHz?
(d) What frequencies are heard if the signal is reconstructed at a rate of 20 kHz?
3.23 (Discrete-Time Chirp Signals) Consider the signal x(t) = cos[(t)], where (t) = t2 . Show that
its instantaneous frequency fi (t) = 2 (t) varies linearly with time.
1
(a) Choose such that the frequency varies from 0 Hz to 2 Hz in 10 seconds, and generate the
sampled signal x[n] from x(t), using a sampling rate of S = 4 Hz.
(b) It is claimed that, unlike x(t), the signal x[n] is periodic. Verify this claim, using the condition
for periodicity (x[n] = x[n + N ]), and determine the period N of x[n].
(c) The signal y[n] = cos(F0 n2/M ), n = 0, 1, . . . , M 1, describes an M -sample chirp whose digital
frequency varies linearly from 0 to F0 . What is the period of y[n] if F0 = 0.25 and M = 8?
3.24 (Time Constant) For exponentially decaying discrete signals, the time constant is a measure of
how fast a signal decays. The 60-dB time constant describes the (integer) number of samples it takes
for the signal level to decay by a factor of 1000 (or 20 log 1000 = 60 dB).
(a) Let x[n] = (0.5)n u[n]. Compute its 60-dB time constant and 40-dB time constant.
(b) Compute the time constant in seconds if the discrete-time signal is derived from an analog signal
sampled at 1 kHz.
3.25 (Signal Delay) The delay D of a discrete-time energy signal x[n] is defined by
"
kx2 [k]
k=
D=
"
x2 [k]
k=
(a) Verify that the delay of the symmetric sequence x[n] = {4, 3, 2, 1, 0, 1, 2, 3, 4} is zero.
(b) Compute the delay of the signals g[n] = x[n 1] and h[n] = x[n 2].
(c) What is the delay of the signal y[n] = 1.5(0.5)n u[n] 2[n]?
3.26 (Periodicity) It is claimed that the sum of an absolutely summable signal x[n] and its shifted (by
multiples of N ) replicas is a periodic signal xp [n] with period N . Verify this claim by sketching the
following and, for each case, compute the power in the resulting periodic signal xp [n] and compare the
sum and energy of one period of xp [n] with the sum and energy of x[n].
Chapter 3 Problems 63
(a) The sum of x[n] = tri(n/3) and its replicas shifted by N =7
(b) The sum of x[n] = tri(n/3) and its replicas shifted by N =6
(c) The sum of x[n] = tri(n/3) and its replicas shifted by N =5
(d) The sum of x[n] = tri(n/3) and its replicas shifted by N =4
(e) The sum of x[n] = tri(n/3) and its replicas shifted by N =3
3.27 (Periodic Extension) The sum of an absolutely summable signal x[n] and its shifted (by multiples
of N ) replicas is called the periodic extension of x[n] with period N . Show that one period of the
x[n]
periodic extension of the signal x[n] = n u[n] with period N is y[n] = , 0 n N 1. How
1 N
does the one-period sum of y[n] compare with the sum of x[n]? What is the signal power in x[n] and
y[n]?
3.28 (Signal Norms) Norms provide a measure of the size of a signal. The p-norm, or H older norm,
! 1/p
xp for discrete signals is defined by xp = ( |x|p ) , where 0 < p < is a positive integer. For
p = , we also define x as the peak absolute value |x|max .
(a) Let x[n] = {3, j4, 3 + j4}. Find x1 , x2 , and x .
(b) What is the significance of each of these norms?
COMPUTATION AND DESIGN
dtsiggui A GUI for Signal Visualization
The graphical user interface ctsiggui allows you to plot a discrete-time signal x[n].
You can display results of the operation y[n] = A + Bx[Cn + D] for your choice of parameters.
You can also display the odd part, even part, first dierence, and running sum of x[n].
To explore this routine, type dtsiggui at the Matlab prompt.
randgui A GUI for Random Signal Visualization
The graphical user interface randgui allows you to plot a random signal and its histogram.
You can select the distribution and display its histogram using various bin sizes.
You can also display the eect of adding several realizations of a random signal.
To explore this routine, type randgui at the Matlab prompt.
3.29 (Discrete Signals) Plot each signal x[n] over 10 n 10. Then, using the ADSP routine operate
(or otherwise), plot each signal y[n] and compare with the original.
(a) x[n] = u[n + 4] u[n 4] + 2[n + 6] [n 3] y[n] = x[n 4]
(b) x[n] = r[n + 6] r[n + 3] r[n 3] + r[n 6] y[n] = x[n 4]
(c) x[n] = rect( 10
n
) rect( n36 ) y[n] = x[n + 4]
(d) x[n] = 6 tri( 6 ) 3 tri( n3 )
n
y[n] = x[n + 4]
3.30 (Signal Interpolation) Let h[n] = sin(n/3), 0 n 10. Using the ADSP routine interpol (or
otherwise), plot h[n], the zero-interpolated, step-interpolated, and linearly interpolated signals using
interpolation by 3.
3.31 (Discrete Exponentials) A causal discrete exponential may be expressed as x[n] = n u[n], where
the nature of dictates the form of x[n]. Plot the following over 0 n 40 and comment on the
nature of each plot.
64 Chapter 3 Discrete Signals
(a) The signal x[n] for = 1.2, = 1, and = 0.8.
(b) The signal x[n] for = 1.2, = 1, and = 0.8.
(c) The real part and imaginary parts of x[n] for = Aej/4 , with A = 1.2, A = 1, and A = 0.8.
(d) The magnitude and phase of x[n] for = Aej/4 , with A = 1.2, A = 1, and A = 0.8.
3.32 (Discrete-Time Sinusoids) Which of the following signals are periodic and with what period? Plot
each signal over 10 n 30. Do the plots confirm your expectations?
(a) x[n] = 2 cos( n
2 ) + 5 sin( 5 )
n
(b) x[n] = 2 cos( n
2 ) sin( 3 )
n
(c) x[n] = cos(0.5n) (d) x[n] = 5 sin( 8 + 4 ) 5 cos( n
n
8 4)
3.33 (Complex-Valued Signals) A complex-valued signal x[n] requires two plots for a complete descrip-
tion in one of two formsthe magnitude and phase vs. n or the real part vs. n and imaginary part
vs. n.
(a) Let x[n] = {2, 1 + j, j2, 2 j2, 4}. Sketch each form for x[n] by hand.
(b) Let x[n] = ej0.3n . Use Matlab to plot each form over 30 n 30. Is x[n] periodic? If so,
can you identify its period from the Matlab plots? From which form, and how?
3.34 (Complex Exponentials) Let x[n] = 5 2ej ( 9 4 ) . Plot the following signals and, for each case,
n
derive analytic expressions for the signals plotted and compare with your plots. Is the signal x[n]
periodic? What is the period N ? Which plots allow you determine the period of x[n]?
(a) The real part and imaginary part of x[n] over 20 n 20
(b) The magnitude and phase of x[n] over 20 n 20
(c) The sum of the real and imaginary parts over 20 n 20
(d) The dierence of the real and imaginary parts over 20 n 20
3.35 (Complex Exponentials) Let x[n] = ( j)n + ( j)n . Plot the following signals and, for each case,
derive analytic expressions for the sequences plotted and compare with your plots. Is the signal x[n]
periodic? What is the period N ? Which plots allow you determine the period of x[n]?
(a) The real part and imaginary part of x[n] over 20 n 20
(b) The magnitude and phase of x[n] over 20 n 20
3.36 (Discrete-Time Chirp Signals) An N -sample chirp signal x[n] whose digital frequency varies
linearly from F0 to F1 is described by
. # $/
F1 F0 2
x[n] = cos 2 F0 n + n , n = 0, 1, . . . , N 1
2N
(a) Generate and plot 800 samples of a chirp signal x whose digital frequency varies from F = 0 to
F = 0.5. Observe how the frequency of x varies linearly with time, using the ADSP command
timefreq(x).
(b) Generate and plot 800 samples of a chirp signal x whose digital frequency varies from F = 0 to
F = 1. Is the frequency always increasing? If not, what is the likely explanation?
3.37 (Chirp Signals) It is claimed that the chirp signal x[n] = cos(n2 /6) is periodic (unlike the analog
chirp signal x(t) = cos(t2 /6)). Plot x[n] over 0 n 20. Does x[n] appear periodic? If so, can you
identify the period N ? Justify your results by trying to find an integer N such that x[n] = x[n + N ]
(the basis for periodicity).
Chapter 3 Problems 65
3.38 (Signal Averaging) Extraction of signals from noise is an important signal-processing application.
Signal averaging relies on averaging the results of many runs. The noise tends to average out to zero,
and the signal quality or signal-to-noise ratio (SNR) improves.
(a) Generate samples of the sinusoid x(t) = sin(800t) sampled at S = 8192 Hz for 2 seconds. The
sampling rate is chosen so that you may also listen to the signal if your machine allows.
(b) Create a noisy signal s[n] by adding x[n] to samples of uniformly distributed noise such that s[n]
has an SNR of 10 dB. Compare the noisy signal with the original and compute the actual SNR
of the noisy signal.
(c) Sum the signal s[n] 64 times and average the result to obtain the signal sa [n]. Compare the
averaged signal sa [n], the noisy signal s[n], and the original signal x[n]. Compute the SNR of
the averaged signal xa [n]. Is there an improvement in the SNR? Do you notice any (visual and
audible) improvement? Should you?
(d) Create the averaged result xb [n] of 64 dierent noisy signals and compare the averaged signal
xb [n] with the original signal x[n]. Compute the SNR of the averaged signal xb [n]. Is there an
improvement in the SNR? Do you notice any (visual and/or audible) improvement? Explain how
the signal xb [n] diers from xa [n].
(e) The reduction in SNR is a function of the noise distribution. Generate averaged signals, using
dierent noise distributions (such as Gaussian noise) and comment on the results.
3.39 (The Central Limit Theorem) The central limit theorem asserts that the sum of independent noise
distributions tends to a Gaussian distribution as the number N of distributions in the sum increases.
In fact, one way to generate a random signal with a Gaussian distribution is to add many (typically 6
to 12) uniformly distributed signals.
(a) Generate the sum of uniformly distributed random signals using N = 2, N = 6, and N = 12 and
plot the histograms of each sum. Does the histogram begin to take on a Gaussian shape as N
increases? Comment on the shape of the histogram for N = 2.
(b) Generate the sum of random signals with dierent distributions using N = 6 and N = 12. Does
the central limit theorem appear to hold even when the distributions are not identical (as long
as you select a large enough N )? Comment on the physical significance of this result.
3.40 (Music Synthesis I) A musical composition is a combination of notes, or signals, at various frequen-
cies. An octave covers a range of frequencies from f0 to 2f0 . In the western musical scale, there are 12
notes per octave, logarithmically equispaced. The frequencies of the notes from f0 to 2f0 correspond
to
f = 2k/12 f0 k = 0, 1, 2, . . . , 11
The 12 notes are as follows (the and stand for sharp and flat, and each pair of notes in parentheses
has the same frequency):
A (A or B ) B C (C or D ) D (D or E ) E F (F or G ) G (G or A )
An Example: Raga Malkauns: In Indian classical music, a raga is a musical composition based on
an ascending and descending scale. The notes and their order form the musical alphabet and grammar
from which the performer constructs musical passages, using only the notes allowed. The performance
of a raga can last from a few minutes to an hour or more! Raga malkauns is a pentatonic raga (with
five notes) and the following scales:
Ascending: D F G B C D Descending: C B G F D
66 Chapter 3 Discrete Signals
The final note in each scale is held twice as long as the rest. To synthesize this scale in Matlab, we
start with a frequency f0 corresponding to the first note D and go up in frequency to get the notes in
the ascending scale; when we reach the note D, which is an octave higher, we go down in frequency to
get the notes in the descending scale. Here is a Matlab code fragment.
f0=340; d=f0; % Pick a frequency and the note D
f=f0*(2^(3/12)); g=f0*(2^(5/12)); % The notes F and G
bf=f0*(2^(8/12)); c=f0*(2^(10/12)); % The notes B(flat) and C
d2=2*d; % The note D (an octave higher)
Generate sampled sinusoids at these frequencies, using an appropriate sampling rate (say, 8192 Hz);
concatenate them, assuming silent passages between each note; and play the resulting signal, using the
Matlab command sound. Use the following Matlab code fragment as a guide:
ts=1/8192; % Sampling interval
t=0:ts:0.4; % Time for each note (0.4 s)
s1=0*(0:ts:0.1); % Silent period (0.1 s)
s2=0*(0:ts:0.05); % Shorter silent period (0.05 s)
tl=0:ts:1; % Time for last note of each scale
d1=sin(2*pi*d*t); % Start generating the notes
f1=sin(2*pi*f*t); g1=sin(2*pi*g*t);
bf1=sin(2*pi*bf*t); c1=sin(2*pi*c*t);
dl1=sin(2*pi*d2*tl); dl2=sin(2*pi*d*tl);
asc=[d1 s1 f1 s1 g1 s1 bf1 s1 c1 s2 dl1]; % Create ascending scale
dsc=[c1 s1 bf1 s1 g1 s1 f1 s1 dl2]; % Create descending scale
y=[asc s1 dsc s1]; sound(y) % Malkauns scale (y)
3.41 (Music Synthesis II) The raw scale of raga malkauns will sound pretty dry! The reason for
this is the manner in which the sound from a musical instrument is generated. Musical instruments
produce sounds by the vibrations of a string (in string instruments) or a column of air (in woodwind
instruments). Each instrument has its characteristic sound. In a guitar, for example, the strings are
plucked, held, and then released to sound the notes. Once plucked, the sound dies out and decays.
Furthermore, the notes are never pure but contain overtones (harmonics). For a realistic sound, we
must include the overtones and the attack, sustain, and release (decay) characteristics. The sound
signal may be considered to have the form x(t) = (t)cos(2f0 t + ), where f0 is the pitch and (t)
is the envelope that describes the attack-sustain-release characteristics of the instrument played. A
crude representation of some envelopes is shown in Figure P3.41 (the piecewise linear approximations
will work just as well for our purposes). Woodwind instruments have a much longer sustain time and
a much shorter release time than do plucked string and keyboard instruments.
(t) Envelopes of (t) Envelopes of
woodwind instruments 1 string and keyboard instruments
1
t t
1 1
Figure P3.41 Envelopes and their piecewise linear approximations (dark) for Problem 3.41
Experiment with the scale of raga malkauns and try to produce a guitar-like sound, using the appro-
priate envelope form. You should be able to discern an audible improvement.
Chapter 3 Problems 67
3.42 (Music Synthesis III) Synthesize the following notes, using a woodwind envelope, and synthesize
the same notes using a plucked string envelope.
F (0.3) D(0.4) E(0.4) A(1) A(0.4) E(0.4) F (0.3) D(1)
All the notes cover one octave, and the numbers in parentheses give a rough indication of their relative
duration. Can you identify the music? (It is Big Ben.)
3.43 (Music Synthesis IV) Synthesize the first bar of Pictures at an Exhibition by Mussorgsky, which
has the following notes:
A(3) G(3) C(3) D(2) G (1) E(3) D(2) G (1) E(3) C(3) D(3) A(3) G(3)
All the notes cover one octave except the note G , which is an octave above G. The numbers in
parentheses give a rough indication of the relative duration of the notes (for more details, you may
want to listen to an actual recording). Assume that a keyboard instrument (such as a piano) is played.
3.44 (DTMF Tones) In dual-tone multi-frequency (DTMF) or touch-tone telephone dialing, each number
is represented by a dual-frequency tone. The frequencies for each digit are listed in Chapter 18.
(a) Generate DTMF tones corresponding to the telephone number 487-2550, by sampling the sum of
two sinusoids at the required frequencies at S = 8192 Hz for each digit. Concatenate the signals
by putting 50 zeros between each signal (to represent silence) and listen to the signal using the
Matlab command sound.
(b) Write a Matlab program that generates DTMF signals corresponding to a vector input repre-
senting the digits in a phone number. Use a sampling frequency of S = 8192 Hz.
Chapter 4
ANALOG SYSTEMS
4.0 Scope and Objectives
Analog systems are used to process analog signals. A description of systems relies heavily on how they
respond to arbitrary or specific signals. In the time domain, many analog systems can be described by
their response to arbitrary signals using dierential equations. The class of linear, time-invariant systems
can also be described by their impulse response, the response to an impulse input. This chapter deals
with continuous-time systems and their classification, time-domain representation, and analysis based on
the solution of dierential equations. It also introduces the all-important concept of the impulse response,
which forms a key ingredient in both system description and system analysis.
4.1 Introduction
In its broadest sense, a physical system is an interconnection of devices and elements subject to physical
laws. A system that processes analog signals is referred to as an analog system or continuous-time (CT)
system. The signal to be processed forms the excitation or input to the system. The processed signal is
termed the response or output.
The response of any system is governed by the input and the system details. A system may of course
be excited by more than one input, and this leads to the more general idea of multiple-input systems. We
address only single-input, single-output systems in this text. The study of systems involves the input, the
output, and the system specifications. Conceptually, we can determine any one of these in terms of the other
two. System analysis implies a study of the response subject to known inputs and system formulations.
Known input-output specifications, on the other hand, usually allow us to identify, or synthesize, the system.
System identification or synthesis is much more dicult because many system formulations are possible
for the same input-output relationship.
Most real-world systems are quite complex and almost impossible to analyze quantitatively. Of necessity,
we are forced to use models or abstractions that retain the essential features of the system and simplify
the analysis, while still providing meaningful results. The analysis of systems refers to the analysis of the
models that in fact describe such systems, and it is customary to treat the system and its associated models
synonymously. In the context of signal processing, a system that processes the input signal in some fashion
is also called a filter.
4.1.1 Terminology of Systems
A system requires two separate descriptions for a complete specification, one in terms of its components
or external structure and the other in terms of its energy level or internal state. The state of a system is
described by a set of state variables that allow us to establish the energy level of the system at any instant.
68
4.1 Introduction 69
Such variables may represent physical quantities or may have no physical significance whatever. Their choice
is governed primarily by what the analysis requires. For example, capacitor voltages and inductor currents
are often used as state variables since they provide an instant measure of the system energy. Any inputs
applied to the system result in a change in the energy or state of the system. All physical systems are,
by convention, referenced to a zero-energy state (variously called the ground state, the rest state, the
relaxed state, or the zero state) at t = .
The behavior of a system is governed not only by the input but also by the state of the system at the
instant at which the input is applied. The initial values of the state variables define the initial conditions
or initial state. This initial state, which must be known before we can establish the complete system
response, embodies the past history of the system. It allows us to predict the future response due to any
input regardless of how the initial state was arrived at.
4.1.2 Operators
Any equation is based on a set of operations. An operator is a rule or a set of directionsa recipe if you
willthat shows us how to transform one function to another. For example, the derivative operator s ddt
transforms a function x(t) to y(t) = s{x(t)} or d x(t)
dt . If an operator or a rule of operation is represented by
the symbol O, the equation
O{x(t)} = y(t) (4.1)
implies that if the function x(t) is treated exactly as the operator O requires, we obtain the function y(t).
For example, the operation O{ } = 4 dt d
{ } + 6 says that to get y(t), we must take the derivative of x(t),
multiply by 4 and then add 6 to the result 4 dt d
{x(t)} + 6 = 4 dx
dt + 6 = y(t).
If an operation on the sum of two functions is equivalent to the sum of operations applied to each
separately, the operator is said to be additive. In other words,
O{x1 (t) + x2 (t)} = O{x1 (t)} + O{x2 (t)} (for an additive operation) (4.2)
If an operation on Kx(t) is equivalent to K times the linear operation on x(t) where K is a scalar, the
operator is said to be homogeneous. In other words,
O{Kx(t)} = KO{x(t)} (for a homogeneous operation) (4.3)
Together, the two describe the principle of superposition. An operator O is termed a linear operator
if it is both additive and homogeneous. In other words,
O{Ax1 (t) + Bx2 (t)} = AO{x1 (t)} + BO{x2 (t)} (for a linear operation) (4.4)
If an operation performed on a linear combination of x1 (t) and x2 (t) produces the same results as a linear
combination of operations on x1 (t) and x2 (t) separately, the operation is linear. If not, it is nonlinear.
Linearity thus implies superposition. An important concept that forms the basis for the study of linear
systems is that the superposition of linear operators is also linear.
REVIEW PANEL 4.1
A Linear Operator Obeys Superposition: aO{x1 (t)} + bO{x2 (t)} = O{ax1 (t) + bx2 (t)}
Superposition implies both homogeneity and additivity.
Homogeneity: O{ax(t)} = aO{x(t)} Additivity: O{x1 (t)} + O{x2 (t)} = O{x1 (t) + x2 (t)}
Testing an Operator for Linearity: If an operator fails either the additive or the homogeneity test,
it is nonlinear. In all but a few (usually contrived) cases, if an operator passes either the additive or the
homogeneity test, it is linear (meaning that it will also pass the other). In other words, only one test,
additivity or homogeneity, suces to confirm linearity (or lack thereof) in most cases.
70 Chapter 4 Analog Systems
EXAMPLE 4.1 (Testing for Linear Operations)
(a) Consider the operator O{ } = log{ }.
Since log(Kx) = K log x, the log operator is nonlinear because it is not homogeneous.
(b) Consider the operator O{x} = C{x} + D.
If we test for homogeneity, we find that O{Kx} = KCx + D but KO{x} = KCx + KD.
The operator is thus nonlinear. Only if D = 0 is the operation linear.
(c) Consider the squaring operator O{ } = { }2 , which transforms x(t) to x2 (t).
We find AO{x(t)} = Ax2 (t) but O{Ax(t)} = [Ax(t)]2 = A2 x2 (t).
Since the two are not equal, the squaring operator is also nonlinear.
d{ }
(d) Consider the derivative operator O{ } = dt , which transforms x(t) to x (t).
We find that AO{x(t)} = Ax (t) and O{Ax(t)} = x (At) = Ax (t).
The two are equal, and the derivative operator is homogeneous and thus linear.
Of course, to be absolutely certain, we could use the full force of the linearity relation to obtain
O{Ax1 (t) + Bx2 (t)} = d
dt [Ax1 (t) + Bx2 (t)] and AO{x1 (t)} + AO{x2 (t)} = Ax1 (t) + Bx2 (t).
The two results are equal, and we thus confirm the linearity of the derivative operator.
4.2 System Classification
Systems may be classified in several ways. Such classifications allow us to make informed decisions on the
choice of a given method of analysis over others, depending on the context in which the system is considered.
At the quantitative level, analog systems are usually modeled by dierential equations that relate the output
y(t) and input x(t) through the system parameters and the independent variable t. Using the notation
n
y (n) (t) d dty(t)
n , the general form of a dierential equation may be written as
y (n) (t) + a1 y (n1) (t) + + an1 y (1) (t) + an y(t) = b0 x(m) (t) + b1 x(m1) (t) + + bm1 x(1) (t) + bm x(t) (4.5)
The order n of the dierential equation refers to the order of the highest derivative of the output y(t).
It is customary to normalize the coecient of the highest derivative of y(t) to 1. The coecients ak and bk
k
may be functions of x(t) and/or y(t) and/or t. Using the derivative operator sk ddtk with s0 1, we may
recast this equation in operator notation as
{sn + a1 sn1 + + an1 s + an }y(t) = {b0 sm + b1 sm1 + + bm1 s + bm }x(t) (4.6)
d y(t) d2 y(t)
Notation: For low-order systems, we will also use the notation y (t) dt , y (t) dt2 etc.
4.2 System Classification 71
4.2.1 Linearity and Time Invariance
A linear system is one for which superposition applies and implies three constraints:
1. The system equation must involve only linear operators.
2. The system must contain no internal independent sources.
3. The system must be relaxed (with zero initial conditions).
REVIEW PANEL 4.2
What Makes a System Nonlinear?
(1) nonlinear elements or (2) nonzero initial conditions or (3) internal sources
For a linear system, scaling the input leads to an identical scaling of the output. In particular, this means
zero output for zero input and a linear input-output relation passing through the origin. This is possible only
if every system element obeys a similar relationship at its own terminals. Since independent sources have
terminal characteristics that are constant and do not pass through the origin, a system that includes such
sources is therefore nonlinear. Formally, a linear system must also be relaxed (with zero initial conditions) if
superposition is to hold. We can, however, use superposition even for a system with nonzero initial conditions
(or internal sources) that is otherwise linear. We treat it as a multiple-input system by including the initial
conditions (or internal sources) as additional inputs. The output then equals the superposition of the outputs
due to each input acting alone, and any changes in the input are related linearly to changes in the response.
As a result, the response can be written as the sum of a zero-input response (due to the initial conditions
alone) and the zero-state response (due to the input alone). This is the principle of decomposition,
which allows us to analyze linear systems in the presence of nonzero initial conditions. Both the zero-input
response and the zero-state response obey superposition individually.
REVIEW PANEL 4.3
Linearity from the Input-Output Relation
The input-output relation is a straight line passing through the origin.
!
d v(t) 1 t
Examples: Input = v(t) Output = C Input = v(t) Output = v(t) dt
dt L
EXAMPLE 4.2 (Linearity from the Input-Output Relation)
The input-output relations for four systems are shown in Figure E4.2. Which systems are linear?
Output Output Output Output
Input Input Input Input
(a) Linear (b) Nonlinear (c) Nonlinear (d) Nonlinear
Figure E4.2 Input-output relations of the systems for Example 4.2
Only the first one is linear because the input-output relation is a straight line that passes through the
origin. All other systems are nonlinear. The second system describes a half-wave rectifier, the third describes
an internal source, and the fourth describes an operational amplifier.
72 Chapter 4 Analog Systems
4.2.2 Time-Invariant (Shift-Invariant) Systems
Time invariance (also called shift invariance) implies that the shape of the response y(t) depends only on
the shape of the input x(t) and not on the time when it is applied. If the input is shifted to x(t ), the
response equals y(t ) and is shifted by the same amount. In other words, the system does not change
with time. Such a system is also called stationary or fixed.
Every element of a time-invariant system must itself be time invariant with a value that is constant with
respect to time. If the element value depends on the input or output, this only makes the system nonlinear.
Coecients in a system equation that depend on the element values cannot show explicit dependence on
time for time-invariant systems. In a time-varying system, the value of at least one system element is a
function of time. As a result, the system equation contains time-dependent coecients. An example is a
system containing a time-varying resistor. In physical systems, aging of components often contributes to
their time-varying nature.
Formally, if the operator O transforms the input x(t) to the output y(t) such that O{x(t)} = y(t), a
time-invariant system requires that
If O{x(t)} = y(t) then O{x(t t0 )} = y(t t0 ) (for a time-invariant operation) (4.7)
REVIEW PANEL 4.4
Time Invariance from the Operational Relation
If O{x(t)} = y(t) then O{x(t t0 )} = y(t t0 ) (shift input by shift output by ).
EXAMPLE 4.3 (Linearity and Time Invariance of Operators)
(a) y(t) = x(t)x (t) is nonlinear but time invariant.
The operation is O{ } = ({ })( d{dt} ). We find that
AO{x(t)} = A[x(t)x (t)] but O{Ax(t)} = [Ax(t)][Ax (t)] = A2 x(t)x (t). The two are not equal.
O{x(t t0 )} = x(t t0 )x (t t0 ) and y(t t0 ) = x(t t0 )x (t t0 ). The two are equal.
(b) y(t) = tx(t) is linear but time varying.
The operation is O{ } = t{ }. We find that
AO{x(t)} = A[tx(t)] and O{Ax(t)} = t[Ax(t)]. The two are equal.
O{x(t t0 )} = t[x(t t0 )] but y(t t0 ) = (t t0 )x(t t0 ). The two are not equal.
(c) y(t) = x(t) is linear but time varying. With t t, we see that AO{x(t)} = A[x(t)] and O{Ax(t)} =
Ax(t). The two are equal.
To test for time invariance, we find that O{x(t t0 )} = x(t t0 ) but y(t t0 ) = x[(t t0 )]. The
two are not equal, and the time-scaling operation is time varying. Figure E4.3C illustrates this for
y(t) = x(2t), using a shift of t0 = 2.
4.2 System Classification 73
x(t) y1(t) y1(t2)
1 Time scale 1 Delay 1
(compress by 2) 2 units
4 2 2 4
x(t 2) y2 (t)
1 Time scale 1
(compress by 2) Not the same!!
2 6 1 3
Figure E4.3C Illustrating time variance of the system for Example 4.3(c)
(d) y(t) = x(t 2) is linear and time invariant. The operation t t 2 reveals that
AO{x(t)} = A[x(t 2)] and O{Ax(t)} = Ax(t 2). The two are equal.
O{x(t t0 )} = x(t t0 2) and y(t t0 ) = x(t t0 2). The two are equal.
(e) y(t) = ex(t) x(t) is nonlinear but time invariant.
The operation is O{ } = e{ } { } and reveals that
AO{x(t)} = Aex(t) x(t) but O{Ax(t)} = eAx(t) [Ax(t)]. The two are not equal.
O{x(t t0 )} = ex(tt0 ) x(t t0 ) and y(t t0 ) = ex(tt0 ) x(t t0 ). The two are equal.
4.2.3 Linear Time-Invariant Systems
The important class of linear time-invariant (LTI) systems are described by dierential equations with
constant coecients. To test for linearity or time invariance of systems described by dierential equations,
we can formally apply the linearity or time-invariance test to each operation or recognize the nonlinear or
time-varying operations by generalizing the results of the previous examples as follows.
1. Terms containing products of the input and/or output make a system equation nonlinear. A constant
term also makes a system equation nonlinear.
2. Coecients of the input or output that are explicit functions of t make a system equation time varying.
Time-scaled inputs or outputs such as y(2t) also make a system equation time varying.
REVIEW PANEL 4.5
An LTI System Is Described by a Linear Constant-Coecient Dierential Equation (LCCDE)
y (n) (t) + An1 y (n1) (t) + + A0 y(t) = Bm x(m) (t) + Bm1 x(m1) (t) + + B0 x(t)
All terms contain x(t) or y(t). All coecients are constant (not functions of x(t) or y(t) or t).
dn y(t) d y(t) d2 y(t)
Notation: y (n) (t) = dtn , y (0) (t) = y(t) Also, y (t) = dt , y (t) = dt2
REVIEW PANEL 4.6
What Makes a System Dierential Equation Nonlinear or Time Varying?
It is nonlinear if any term is a constant or a nonlinear function of x(t) or y(t).
It is time varying if the coecient of any term in x(t) or y(t) is an explicit function of t.
74 Chapter 4 Analog Systems
EXAMPLE 4.4 (Linearity and Time Invariance of Systems)
(a) We test for the linearity and time invariance of the following systems:
1. y (t) 2y(t) = 4x(t). This is LTI.
2. y (t) 2ty (t) = x(t). This is linear but time varying.
3. y (t) + 2y 2 (t) = 2x (t) x(t). This is nonlinear but time invariant.
4. y (t) 2y(t) = ex(t) x(t). This is nonlinear but time invariant.
5. y (t) 4y(t)y(2t) = x(t). This is nonlinear and time varying.
(b) What can you say about the linearity and time-invariance of the four circuits and their governing
dierential equations shown in the Figure E4.4B.
3 + 3 i 2 (t) 3 3t
+ + + +
i(t) i(t) i(t) i(t)
v(t) v(t) v(t) v(t)
2H 2H 2H 2H
4V
+
di(t) di(t) di(t) di(t)
2 + 3 i(t) = v(t) 2 + 3 i 2 (t) = v(t) 2 + 3 i(t) + 4 = v(t) 2 + 3t i(t) = v(t)
dt dt dt dt
(a) LTI (b) Nonlinear (c) Nonlinear (d) Time varying
Figure E4.4B The circuits for Example 4.4(b)
For (a), 2i (t) + 3i(t) = v(t). This is LTI because all the element values are constants.
For (b), 2i (t) + 3i2 (t) = v(t). This is nonlinear due to the nonlinear element.
For (c), 2i (t) + 3i(t) + 4 = v(t). This is nonlinear due to the 4-V internal source.
For (d), 2i (t) + 3ti(t) = v(t). This is time varying due to the time-varying resistor.
Implications of Linearity and Time Invariance
In most practical cases, if an input x(t) to a relaxed LTI system undergoes a linear operation, the output
y(t) undergoes the same linear operation. For example, the input x (t) results in the response y (t). The
superposition property is what makes the analysis of linear systems so much more tractable. Often, an
arbitrary function may be decomposed into its simpler constituents, the response due to each analyzed
separately and more eectively, and the total response found using superposition. This approach forms the
basis for several methods of system analysis. Representing a signal x(t) as a weighted sum of impulses is the
basis for the convolution method (Chapter 6), representing a periodic signal x(t) as a linear combination of
harmonic signals is the basis for the Fourier series (Chapter 8), and representing a signal x(t) as a weighted
sum of complex exponentials is the basis for Fourier and Laplace transforms (Chapters 9 and 11).
4.2 System Classification 75
4.2.4 Causal and Dynamic Systems
A causal or non-anticipating system is one whose present response does not depend on future values of
the input. The system cannot anticipate future inputs in order to generate or alter the present response.
Systems whose present response is aected by future inputs are termed noncausal or anticipating. A
formal definition of causality requires identical inputs up to a given duration to produce identical responses
over the same duration. Ideal systems (such as ideal filters) often turn out to be noncausal but also form
the yardstick by which the performance of many practical systems, implemented to perform the same task,
is usually assessed. A dierential equation describes a noncausal system if, for example, the output terms
have an argument of the form y(t) and an input term has the argument x(t + ), > 0.
A dynamic system, or a system with memory, is characterized by dierential equations. Its present
response depends on both present and past inputs. The memory or past history is due to energy-storage
elements that lead to the dierential form. In contrast, the response of resistive circuits or circuits operating
in the steady state depends only on the instantaneous value of the input, not on past or future values. Such
systems are also termed instantaneous, memoryless, or static. All instantaneous systems are also causal.
The system equation of an instantaneous system is algebraic, and the input and output are each of the
form x(t) and y(t) (with identical scaling or shift, if any). Dynamic systems include (but are not limited to)
systems described by dierential equations.
REVIEW PANEL 4.7
Causal, Static, and Dynamic Systems
It is causal if the output y(t) does not depend on future inputs such as x(t + 1).
It is static if the output y(t0 ) depends only on the instantaneous value of the input x(t0 ).
It is dynamic if energy storage is present, and y(t0 ) also depends on its own past history.
REVIEW PANEL 4.8
Noncausal and Static Systems from the System Dierential Equation
It is noncausal if output terms have the form y(t) and any input term contains x(t + ), > 0.
It is static if no derivatives are present, and every term in x and y has identical arguments.
EXAMPLE 4.5 (Causal and Dynamic Systems)
We investigate the following systems for causality and memory.
(a) y (t) 2ty (t) = x(t). This is causal and dynamic.
(b) y(t) = x(t) + 3. This is causal and instantaneous (but nonlinear).
(c) y(t) = 2(t + 1)x(t). This is causal and instantaneous (but time varying).
(d) y (t) + 2y(t) = x(t + 5). This is noncausal and dynamic.
(e) y (t + 4) + 2y(t) = x(t + 2). This is causal and dynamic.
(f ) y(t) = x(t + 2). This is noncausal and dynamic (the arguments of x and y dier).
(g) y(t) = 2x(t) is causal and instantaneous for = 1, causal and dynamic for < 1, and noncausal and
dynamic for > 1. It is also time varying if = 1.
76 Chapter 4 Analog Systems
4.3 Analysis of LTI Systems
LTI systems can be analyzed in the time domain using any of the following models:
The dierential equation representation is quite general and applies even to nonlinear and time-varying
systems. For LTI systems it allows the computation of the response using superposition even in the presence
of initial conditions. Its major disadvantages are that, as the system order and complexity increases, both the
formulation of the dierential equations and the evaluation of the initial conditions become quite dicult.
The state variable representation describes an nth-order system by n simultaneous first-order equations,
called state equations, in terms of n state variables. It is quite useful for complex or nonlinear systems and
those with multiple inputs and outputs. For linear systems, the state equations can be solved using matrix
methods. We do not discuss this method in this book.
The impulse response representation describes a relaxed LTI system by its impulse response h(t).
Unlike dierential or state representations, the system response y(t) appears explicitly in the governing
relation called the convolution integral. It also provides the formal ties that allow us to relate time-domain
and transformed-domain methods of system analysis. We discuss this method in detail in Chapter 6.
4.4 LTI Systems Described by Dierential Equations
An nth-order dierential equation requires n initial conditions for its complete solution. Typically, the initial
conditions (ICs) are specified as y(0), y (1) (0), . . . , y (n1) (0) (the response and its n 1 successive derivatives
at t = 0), and the resulting solution is valid for t 0. A convenient technique for solving a linear constant-
coecient dierential equation (LCCDE) is the method of undetermined coecients, which yields the
total response as the sum of the natural response yN (t) and the forced response yF (t).
4.4.1 The Single-Input Case
We start with an nth-order dierential equation with a single input x(t) whose coecient is unity:
y (n) (t) + a1 y (n1) (t) + + an1 y (1) (t) + an y(t) = x(t) (4.8)
{a0 sn + a1 sn1 + + an1 s + an }y(t) = x(t) (4.9)
The Natural, Forced, and Total Response
The form of the natural response depends only on the system details and is independent of the nature of
the input. It is a sum of exponentials whose exponents are the roots (real or complex) of the so-called
characteristic equation or characteristic polynomial defined by
a0 sn + a1 sn1 + a2 sn2 + + an2 s2 + an1 s + an = 0 (4.10)
Its n roots, s1 , s2 , . . . , sn , define the form of the natural response as
yN (t) = K1 es1 t + K2 es2 t + + Kn esn t (4.11)
Here, K1 , K2 , . . . , Kn are as yet undetermined constants (which are evaluated by using the specified initial
conditions but only after setting up the total response). The form for yN (t) must be modified for multiple
roots. Table 4.1 summarizes the various forms.
Since complex roots occur in conjugate pairs, their associated constants also form conjugate pairs to
ensure that yN (t) is real. Algebraic details lead to the preferred form with two real constants, listed as the
second and fourth entries in Table 4.1.
4.4 LTI Systems Described by Dierential Equations 77
Table 4.1 Form of the Natural Response for Analog LTI Systems
Entry Root of Characteristic Equation Form of Natural Response
1 Real and distinct: r Kert
2 Complex conjugate: j et [K1 cos(t) + K2 sin(t)]
3 Real, repeated: rp+1 ert (K0 + K1 t + K2 t2 + + Kp tp )
et cos(t)(A0 + A1 t + A2 t2 + + Ap tp )
4 Complex, repeated: ( j)p+1
+ et sin(t)(B0 + B1 t + B2 t2 + + Bp tp )
Table 4.2 Form of the Forced Response for Analog LTI Systems
Note: If the right-hand side (RHS) is et , where is also a root of the characteristic
equation repeated r times, the forced response form must be multiplied by tr .
Entry Forcing Function (RHS) Form of Forced Response
1 C0 (constant) C1 (another constant)
2 et (see note above) Cet
3 cos(t + ) C1 cos(t) + C2 sin(t) or C cos(t + )
4 et cos(t + ) (see note above) et [C1 cos(t) + C2 sin(t)]
5 t C0 + C1 t
6 tp C0 + C1 t + C2 t2 + + Cp tp
7 tet (see note above) et (C0 + C1 t)
8 tp et (see note above) et (C0 + C1 t + C2 t2 + + Cp tp )
9 t cos(t + ) (C1 + C2 t)cos(t) + (C3 + C4 t)sin(t)
REVIEW PANEL 4.9
The Response of LTI Systems Described by Dierential Equations
Total Response = Natural Response + Forced Response
The roots of the characteristic equation determine only the form of the natural response.
The input terms (RHS) of the dierential equation completely determine the forced response.
Initial conditions satisfy the total response to yield the constants in the natural response.
78 Chapter 4 Analog Systems
The forced response arises due to the interaction of the system with the input and thus depends on
both the input and the system details. It satisfies the given dierential equation and has the same form
as the input. Table 4.2 summarizes these forms for various types of inputs. The constants in the forced
response can be found uniquely and independently of the natural response or initial conditions simply by
satisfying the given dierential equation.
The total response is found by first adding the forced and natural response and then evaluating the
undetermined constants (in the natural component) using the prescribed initial conditions.
Remarks: For stable systems, the natural response is also called the transient response, since it decays to
zero with time. For systems with harmonic or switched harmonic inputs, the forced response is a harmonic
at the input frequency and is termed the steady-state response.
EXAMPLE 4.6 (Natural and Forced Response)
(a) (A First-Order System)
Consider the first-order system y (t) + 2y(t) = x(t). Find its response if
1. x(t) = 6, y(0) = 8
2. x(t) = cos(2t), y(0) = 2
3. x(t) = e2t , y(0) = 3
The characteristic equation s + 2 = 0 has the root s = 2.
The natural response is thus yN (t) = Ke2t .
1. Since x(t) = 6 is a constant, we choose yF (t) = C.
Then yF (t) = 0 and yF (t) + 2yF (t) = 2C = 6, and thus yF (t) = C = 3.
The total response is y(t) = yN (t) + yF (t) = Ke2t + 3.
With y(0) = 8, we find 8 = K + 3 (or K = 5) and y(t) = 5e2t + 3, t 0 or y(t) = (5e2t + 3)u(t).
2. Since x(t) = cos(2t), we choose yF (t) = A cos(2t) + B sin(2t).
Then yF (t) = 2A sin(2t) + 2B cos(2t), and
yF (t) + 2yF (t) = (2A + 2B)cos(2t) + (2B 2A)sin(2t) = cos(2t).
Comparing the coecients of the sine and cosine terms on either side, we obtain
2A + 2B = 1, 2B 2A = 0 or A = 0.25, B = 0.25. This gives
yF (t) = 0.25 cos(2t) + 0.25 sin(2t).
The total response is y(t) = yN (t) + yF (t) = Ke2t + 0.25 cos(2t) + 0.25 sin(2t).
With y(0) = 2, we find 2 = K + 0.25 (or K = 1.75) and
y(t) = [1.75e2t + 0.25 cos(2t) + 0.25 sin(2t)]u(t)
The steady-state response is yss (t) = 0.25 cos(2t) + 0.25 sin(2t), a sinusoid at the input frequency.
3. Since x(t) = e2t has the same form as yN (t), we must choose yF (t) = Cte2t (see Table 4.2).
Then yF (t) = Ce2t 2Cte2t , and yF (t) + 2yF (t) = Ce2t 2Cte2t + 2Cte2t = e2t .
This gives C = 1, and thus yF (t) = te2t and y(t) = yN (t) + yF (t) = Ke2t + te2t .
With y(0) = 3, we find 3 = K + 0 and y(t) = (3e2t + te2t )u(t).
4.4 LTI Systems Described by Dierential Equations 79
(b) (A Second-Order System)
Let y t + 3y (t) + 2y(t) = x(t), t 0 with y(0) = 3, y (0) = 4. Find its response if
1. x(t) = 4e3t
2. x(t) = 4e2t
The characteristic equation is s2 + 3s + 2 = 0 with roots s1 = 1 and s2 = 2.
The natural response is yN (t) = K1 et + K2 e2t .
1. Since x(t) = 4e3t , we select the forced response as yF (t) = Ce3t . Then
yF (t) = 3Ce3t , yF (t) = 9Ce3t , and yF (t) + 3yF (t) + 2yF (t) = (9C 9C + 2C)e3t = 4e3t .
Thus, C = 2, yF (t) = 2e3t , and y(t) = yN (t) + yF (t) = K1 et + K2 e2t + 2e3t .
Using initial conditions, we get y(0) = K1 + K2 + 2 = 3 and y (0) = K1 2K2 6 = 4.
This gives K2 = 11, K1 = 12, and y(t) = (12et 11e2t + 2e3t )u(t).
2. Since x(t) = 4e2t has the same form as a term of yN (t), we must choose yF (t) = Cte2t .
Then yF (t) = 2Cte2t + Ce2t , and yF (t) = 2C(1 2t)e2t 2Ce2t . Thus,
yF (t) + 3yF (t) + 2yF (t) = (2C + 4Ct 2C 6Ct + 3C + 2Ct)e2t = 4e2t . This gives C = 4.
Thus, yF (t) = 4te2t , and y(t) = yN (t) + yF (t) = K1 et + K2 e2t 4te2t .
Using initial conditions, we get y(0) = K1 + K2 = 3 and y (0) = K1 2K2 4 = 4.
Thus, K2 = 11, K1 = 14, and y(t) = (14et 11e2t 4te2t )u(t).
4.4.2 The Zero-State Response and Zero-Input Response
It is often more convenient to describe the response y(t) of an LTI system as the sum of its zero-state
response (ZSR) yzs (t) (assuming zero initial conditions) and zero-input response (ZIR) yzi (t) (assuming zero
input). Each component is found using the method of undetermined coecients. Note that the natural and
forced components yN (t) and yF (t) do not, in general, correspond to the zero-input and zero-state response,
respectively, even though each pair adds up to the total response. Remember also that the zero-state response
obeys superposition (as does the zero-input response).
REVIEW PANEL 4.10
The Zero-Input Response (ZIR) and Zero-State Response (ZSR) of LTI Systems
Total response = ZIR (assume zero input, use given ICs) + ZSR (assume zero ICs).
Each obeys superposition. Each is found from its own natural and forced components.
REVIEW PANEL 4.11
Solving y (n)
(t) + a1 y (n1)
(t) + + an y(t) = x(t)
(n) (n1)
1. Find the ZSR from yzs (t) + a1 yzs (t) + + an yzs (t) = x(t) with zero initial conditions.
(n) (n1)
2. Find the ZIR from yzi (t) + a1 yzi (t) + + an yzi (t) = 0 with given initial conditions.
3. Find complete response as y(t) = yzs (t) + yzi (t)
80 Chapter 4 Analog Systems
EXAMPLE 4.7 (Zero-Input and Zero-State Response for the Single-Input Case)
Let y (t) + 3y (t) + 2y(t) = x(t) with x(t) = 4e3t and initial conditions y(0) = 3 and y (0) = 4.
Find its zero-input response and zero-state response.
The characteristic equation is s2 + 3s + 2 = 0 with roots s1 = 1 and s2 = 2.
Its natural response is yN (t) = K1 es1 t + K2 es2 t = K1 et + K2 e2t .
1. The zero-input response is found from yN (t) and the prescribed initial conditions:
yzi (t) = K1 et + K2 e2t yzi (0) = K1 + K2 = 3
yzi (0) = K1 2K2 = 4
This yields K2 = 7, K1 = 10, and yzi (t) = 10et 7e2t .
2. Similarly, yzs (t) is found from the general form of y(t) but with zero initial conditions.
Since x(t) = 4e3t , we select the forced response as yF (t) = Ce3t .
Then, yF (t) = 3Ce3t , yF (t) = 9Ce3t , and yF (t) + 3yF (t) + 2yF (t) = (9C 9C + 2C)e3t = 4e3t .
Thus, C = 2, yF (t) = 2e3t , and yzs (t) = K1 et + K2 e2t + 2e3t .
With zero initial conditions, we obtain
yzs (0) = K1 + K2 + 2 = 0
yzs (0) = K1 2K2 6 = 0
This yields K2 = 4, K1 = 2, and yzs (t) = 2et 4e2t + 2e3t .
3. The total response is the sum of yzs (t) and yzi (t):
y(t) = yzi (t) + yzs (t) = 12et 11e2t + 2e3t , t0
4.4.3 Solution of the General Dierential Equation
The solution to the general nth-order dierential equation described by
y (n) (t) + a1 y (n1) (t) + + an y(t) = b0 x(m) (t) + b1 x(m1) (t) + + bm x(t) (4.12)
is found by invoking linearity and superposition as follows:
1. Compute the zero-state response y0 (t) to the single-input system
(n) (n1)
y0 (t) + a1 y0 (t) + + an y0 (t) = x(t) (4.13)
2. Use linearity and superposition to find yzs (t) as
(m) (m1)
yzs (t) = b0 y0 (t) + b1 y0 (t) + + bm y0 (t) (4.14)
3. Find the zero-input response yzi (t).
4. Find the total response as y(t) = yzs (t) + yzi (t).
Note that the zero-input response is computed and included just once.
4.5 The Impulse Response of LTI Systems 81
REVIEW PANEL 4.12
Solving y (n)
(t) + a1 y (n1)
(t) + + an y(t) = b0 x(m) (t) + b1 x(m1) (t) + + bm x(t)
(n) (n1)
1. Find y0 (t) from y0 (t) + a1 y0 (t) + + an y0 (t) = x(t) using zero initial conditions.
(m) (m1)
2. Find ZSR (using superposition) as yzs (t) = b0 y0 (t) + b1 y0 (t) + + bm y0 (t)
(n) (n1)
3. Find ZIR from yzi (t)
+ (t)
+ + an yzi (t) = 0 using given initial conditions.
a1 yzi
4. Find complete response as y(t) = yzs (t) + yzi (t)
EXAMPLE 4.8 (Solving a Dierential Equation: The General Case)
Find the response of y (t) + 3y (t) + 2y(t) = 2x (t) + x(t), with x(t) = 4e3t , y(0) = 0, and y (0) = 1.
1. The characteristic equation is s2 + 3s + 2 = 0 with roots s1 = 1 and s2 = 2.
Its natural response is yN (t)K1 et + K2 e2t . Since x(t) = 4e3t , choose yF (t) = Ce3t .
Then, y (t) + 3y (t) + 2y(t) = 9Ce3t 9Ce3t + 2Ce3t = 4e3t , and C = 2, and yF (t) = 2e3t
Thus, y0 (t) has the form y0 (t) = K1 et + K2 e2t + 2e3t .
Using zero initial conditions, K1 + K2 + 2 = 0 and K1 2K2 6 = 0. Then K1 = 2, K2 = 4.
Thus, y0 (t) = 2et 4e2t + 2e3t .
2. Since y0 (t) = 2et + 8e2t 6e3t , we find the ZSR as
yzs (t) = 2y0 (t) + y0 (t) = 2et + 12e2t 10e3t , t0
3. The ZIR is found from yzi (t) = C1 et + C2 e2t , with y(0) = 0 and y (0) = 1. This yields
yzi (0) = C1 + C2 = 0 and yzi
(0) C1 2C2 = 1. We find C1 = 1 and C2 = 1. Then,
yzi (t) = et e2t
4. Finally, the total response is y(t) = yzs (t) + yzi (t) = et + 11e2t 10e3t , t 0.
4.5 The Impulse Response of LTI Systems
The impulse response, denoted by h(t), is simply the response of a relaxed LTI system to a unit impulse
(t). The impulse response provides us with a powerful method for evaluating the zero-state response of LTI
systems to arbitrary inputs using superposition (as described in the next chapter). The impulse response is
also related to the transfer function, which is used extensively for system analysis in the transformed domain
(Chapters 812). The impulse response and step response are often used to characterize the time-domain
performance of systems and filters.
Methods for finding the impulse response in the time domain are often tedious. It is often easier to find
the impulse response of a system by resorting to the transformed domain. Here we consider approaches that
rely only on time-domain methods and on the concepts of linearity.
82 Chapter 4 Analog Systems
REVIEW PANEL 4.13
The Impulse Response and Step Response Is Defined Only for Relaxed LTI Systems
Impulse input (t) Relaxed LTI system Impulse response h(t)
Impulse response h(t): The output of a relaxed LTI system if the input is a unit impulse (t).
Step response s(t): The output of a relaxed LTI system if the input is a unit step u(t).
4.5.1 Impulse Response from the Step Response
For a linear system, if a unit step input u(t) leads to the step response s(t), the impulse (t) = u (t) leads
to the impulse response h(t) = s (t). This result is the basis for the assertion that the impulse response h(t)
equals the derivative of the step response s(t), a concept that suggests a simple way of finding h(t) for a
relaxed system. We evaluate the step response s(t) and then let h(t) = s (t).
REVIEW PANEL 4.14
The Impulse Response h(t) Is the Derivative of the Step Response s(t)
! t
d s(t)
h(t) = s (t) = s(t) = h(t) dt
dt
4.5.2 Impulse Response of a First-Order System
Consider the first-order system y (t) + ay(t) = x(t), where x(t) = u(t). Its characteristic equation (s + a = 0)
yields the natural response sN (t) = K exp(at), t 0. The forced response is a constant of the form
sF (t) = B. Substituting into the governing dierential equation, we obtain 0 + aB = 1 or B = 1/a. The
total response is then given by
1
s(t) = sF (t) + sN (t) = + Keat , t0
a
Since s(0) = 0, we get 0 = 1
a + K or K = 1/a. The step response is thus
1 eat
s(t) = u(t) (4.15)
a
The impulse response h(t) equals the derivative of the step response. Thus,
" #
d 1 eat
h(t) = s (t) =
u(t) = eat u(t) (4.16)
dt a
4.5.3 Impulse Response for the Single-Input Case
To find the impulse response directly, we must apparently (and without success) solve y (t) + ay(t) = 0, a
homogeneous dierential equation (because (t) = 0, t > 0) subject to zero initial conditions. Of course,
what is missing is that the impulse produces a sudden change in the initial conditions and then disappears.
In other words, the impulse response h(t) is equivalent to solving a homogeneous dierential equation, but
subject to the nonzero initial conditions produced by the impulse. For the impulse response of the first-order
circuit considered previously, we note that h(0) = 1. Finding the impulse response of y (t) + ay(t) = x(t) is
then equivalent to solving the homogeneous equation y (t) + ay(t) = 0 with y(0) = 1.
4.5 The Impulse Response of LTI Systems 83
REVIEW PANEL 4.15
An Impulse Produces a Sudden Change in State (Initial Conditions)
Solving y (t) + y(t) = (t), y(0) = 0 is equivalent to solving y (t) + y(t) = 0, y(0) = 1.
Similarly, it turns out that the impulse response of the second-order system y (t)+a1 y (t)+a2 y(t) = x(t)
can be found as the solution to the homogeneous equation y (t) + a1 y (t) + a2 y(t) = 0, with initial conditions
y(0) = 0 and y (0) = 1. These results can be generalized to higher-order systems. For the nth-order,
single-input system given by
y (n) (t) + a1 y (n1) (t) + + an y(t) = x(t) (4.17)
the impulse response h(t) is found as the solution to the homogeneous equation
h(n) (t) + a1 h(n1) (t) + + an h(t) = 0 h(n1) (0) = 1 (and all other ICs zero) (4.18)
Note that the highest-order initial condition is h(n1) (0) = 1 and all other initial conditions are zero.
REVIEW PANEL 4.16
Impulse Response of y (t) + a1 y
(n) (n1)
(t) + + an y(t) = x(t)
Find h(t) from h(n) (t) + a1 h(n1) (t) + + an h(t) = 0, with h(n1) (0) = 1 (and all other ICs zero).
EXAMPLE 4.9 (Impulse Response for the Single-Input Case)
(a) (A First-Order System)
Find the impulse response of the system described by y (t) + 2y(t) = x(t).
The characteristic equation s + 2 = 0 has the root s = 2.
The natural response is thus h(t) = Ke2t .
With h(0) = 1, we obtain h(0) = K = 1, and h(t) = e2t u(t).
(b) (A Second-Order System)
Find the impulse response of the system described by y (t) + 3y (t) + 2y(t) = x(t).
The characteristic equation s2 + 3s + 2 = 0 has the roots s1 = 1 and s2 = 2.
The natural response is h(t) = K1 et + K2 e2t .
With h(0) = 0 and h (0) = 1, we obtain
h(0) = K1 + K2 = 0 and h (0) = K1 2K2 = 1. This gives K1 = 1 and K2 = 1.
Thus, h(t) = (et e2t )u(t).
84 Chapter 4 Analog Systems
4.5.4 Impulse Response for the General Case
To find the impulse response h(t) of the general system described by
y (n) (t) + a1 y (n1) (t) + + an y(t) = b0 x(m) (t) + + bm x(t) (4.19)
we use linearity and superposition as follows:
1. Start with the single-input system
y (n) (t) + a1 y (n1) (t) + + an y(t) = x(t)
and compute its impulse response h0 (t) from the homogeneous equation
(n) (n1) (n1)
h0 (t) + a1 h0 (t) + + an h0 (t) = 0, h0 (0) = 1 (4.20)
2. Then use linearity and superposition to compute h(t) as
(m) (m1)
h(t) = b0 h0 (t) + b1 h0 (t) + + bm h0 (t) (4.21)
REVIEW PANEL 4.17
Impulse Response of y (n)
(t) + a1 y (n1)
(t) + + an y(t) = b0 x(m) (t) + + bm x(t)
(n) (n1) (n1)
1. Find h0 (t) from h0 (t) + a1 h0 (t) + + an h0 (t) = 0, IC: h0 (0) = 1 (all other ICs zero).
(m) (m1)
2. Find h(t) (using superposition) as h(t) = b0 h0 (t) + b1 h0 (t) + + bm h0 (t).
EXAMPLE 4.10 (Impulse Response for the General Case)
(a) Find the impulse response of the system y (t) + 2y(t) = 3x(t).
The impulse response h0 (t) of the single-input system y (t) + 2y(t) = x(t) is h0 (t) = e2t u(t).
The impulse response of the given system is thus h(t) = 3h0 (t) = 3e2t u(t).
(b) Find the impulse response of the system y (t) + 2y(t) = x (t) + 3x(t).
The impulse response h0 (t) of the single-input system y (t) + 2y(t) = x(t) is h0 (t) = e2t u(t).
The impulse response of the given system is thus
h(t) = h0 (t) + 3h0 (t) = (t) 2e2t u(t) + 3e2t u(t) = (t) + e2t u(t).
(c) Find the impulse response of the system y (t) + 3y (t) + 2y(t) = x (t).
The impulse response h0 (t) of the system y (t) + 3y (t) + 2y(t) = x(t) is (from Example 4.9)
h0 (t) = (et e2t )u(t). The required impulse response is then h(t) = h0 (t). We compute:
h0 (t) = (et + 2e2t )u(t)
d
h(t) = h0 (t) = [h (t)] = (et 4e2t )u(t) + (t)
dt 0
4.6 System Stability 85
4.6 System Stability
Stability is important in practical design and is defined in many contexts. In the time domain, stability
involves constraints on the nature of the system response. Bounded-input, bounded-output (BIBO)
stability implies that every bounded input results in a bounded output. For an LTI system described by
the dierential equation
y (n) (t) + a1 y (n1) (t) + + an y(t) = b0 x(m) (t) + b1 x(m1) (t) + + bm x(t), mn (4.22)
the conditions for BIBO stability involve the roots of the characteristic equation. A necessary and sucient
condition for BIBO stability of an LTI system is that every root of its characteristic equation must have
a negative real part (and the highest derivative of the input must not exceed that of the output). This
criterion is based on the results of Tables 4.1 and 4.2. Roots with negative real parts ensure that the natural
(and zero-input) response always decays with time (see Table 4.1), and the forced (and zero-state) response
always remains bounded for every bounded input. Roots with zero real parts make the system unstable.
Simple (non-repeated) roots with zero real parts produce a constant (or sinusoidal) natural response which
is bounded, but if the input is also a constant (or a sinusoid at the same frequency), the forced response is a
ramp or growing sinusoid (see Table 4.2) and hence unbounded. Repeated roots with zero real parts result
in a natural response that is itself a growing sinusoid or polynomial and thus unbounded.
If the highest derivative of the input exceeds (not just equals) that of the output, the system is unstable.
For example, if y(t) = d x(t)
dt , a step input (which is bounded) produces an impulse output (which is unbounded
at t = 0). In the next chapter, we shall see that the stability condition described here is entirely equivalent
to having an LTI system whose impulse response h(t) is absolutely integrable. The stability of nonlinear or
time-varying systems must usually be checked by other means.
REVIEW PANEL 4.18
Requirements for BIBO Stability of Analog Systems
1. The degree of the highest derivative of x(t) must not exceed that of the highest derivative of y(t).
2. Every root of the characteristic equation must have a negative real part.
EXAMPLE 4.11 (Concepts Based on Stability)
(a) The system y (t)+3y (t)+2y(t) = x(t) is stable since the roots of its characteristic equation s2 +3s+2 =
0 are s = 1, 2 and have negative real parts.
(b) The system y (t) + 3y (t) = x(t) is unstable. The roots of its characteristic equation s2 + 3s = 0 are
s1 = 0 , and s2 = 3, and one of the roots does not have a negative real part. Although its natural
response is bounded (it has the form yN (t) = Au(t) + Be3t u(t)), the input x(t) = u(t) produces a
forced response of the form Ctu(t), which becomes unbounded.
(c) The system y (t) + 3y (t) = x(t) is unstable. The roots of its characteristic equation s3 + 3s2 = 0 are
s1 = s2 = 0, and s3 = 3. They result in the natural response yN (t) = Au(t) + Btu(t) + Ce3t u(t),
which becomes unbounded.
86 Chapter 4 Analog Systems
4.7 Application-Oriented Examples
In this section, we analyze several circuits that are useful in understanding the concepts of signal processing
and discuss some of their performance characteristics based on the results of the analysis.
4.7.1 An RC Lowpass Filter
Consider the relaxed RC lowpass filter sketched in the following review panel. Writing a node equation
(based on Kirchhos current law) at the node labeled A, we get the result
1 1
y (t) + y(t) = x(t) (4.23)
where = RC defines the time constant of the circuit. The characteristic equation s + 1 = 0 yields the
natural response yN (t) = Ket/ . To find the step response, we let x(t) = u(t) = 1, t 0. So the forced
response, yF (t) = B, is a constant. Then, with yF (t) = 0, we obtain
1 1
yF (t) + yF (t) = = 0 + B or B=1
Thus, y(t) = yF (t) + yN (t) = 1 + Ket/ . With y(0) = 0, we get 0 = 1 + K and
s(t) = y(t) = (1 et/ )u(t) (step response) (4.24)
The impulse response h(t) equals the derivative of the step response. Thus,
1 t/
h(t) = s (t) = e u(t) (impulse response) (4.25)
REVIEW PANEL 4.19
Unit Step Response and Unit Impulse Response of an RC Lowpass Filter
The output is the capacitor voltage. The time constant is = RC.
A s(t) h(t)
1 + +
+ R 1 + R
1
(1)
1 - t /
e
C C
1 e- t /
t t t t
Step response: s(t) = (1 et/ )u(t) Impulse response: h(t) = s (t) = e
1 t/
u(t)
Performance Measures
The time-domain performance of systems is often measured in terms of their impulse response and/or step
response. For an exponential signal Aet/ , the smaller the time constant , the faster is the decay. For
first-order systems, the time constant is a useful measure of the speed of the response, as illustrated in
Figure 4.1.
The smaller the time constant, the faster the system responds, and the more the output resembles
(matches) the applied input. An exponential decays to less than 1% of its peak value in about 5 . As
a result, the step response is also within 1% of its final value in about 5 . This forms the basis for the
observation that it takes about 5 to reach steady state. For higher-order systems, the rate of decay and the
4.7 Application-Oriented Examples 87
Exponential A e t / Step response Step response
A A A
Small 0.9A
Delay
Large 0.5A
Large
Small t t 0.1A t
Rise time
Figure 4.1 Time-domain performance measures
time to reach steady state depends on the largest time constant max (corresponding to the slowest decay)
associated with the exponential terms in its impulse response. A smaller max implies a faster response and
a shorter time to reach steady state. The speed of response is also measured by the rise time, which is often
defined as the time it takes for the step response to rise from 10% to 90% of its final value. Another useful
measure of system performance is the delay time, which is often defined as the time it takes for the step
response to reach 50% of its final value. These measures are also illustrated in Figure 4.1. Another measure
is the settling time, defined as the time it takes for the step response to settle to within a small fraction
(typically, 5%) of its final value.
REVIEW PANEL 4.20
Time Domain Measures of System Performance
Time constant The smaller the , the more the output resembles the input.
Speed of response Depends on the largest time constant max in h(t).
Steady state Steady state is reached in about 5max .
Rise time Time for step response to rise from 10% to 90% of its final value.
Delay time Time for step response to reach 50% of its final value.
5% settling time Time for step response to settle to within 5% of its final value.
EXAMPLE 4.12 (Some Analog Filters)
Find the step response and impulse response of the circuits shown in Figure E4.12.
+ 1 + + + + +
1 3
H 2 1H 1 2H
x(t) 1F y(t) x(t) 1F y(t) x(t) 1F 1F 1 y(t)
Second-order Bessel filter Second-order Butterworth filter Third-order Butterworth filter
Figure E4.12. Circuits for Example 4.12.
(a) (A Second-Order Bessel Filter)
The governing dierential equation is y (t) + 3y (t) + 3y(t) = 3x(t).
The characteristic equation is s2 + 3s + 3 = 0. Its roots are s1,2 = 32 j 23 .
The natural response is thus yN (t) = e3t/2 [K1 cos( 3t/2) + K2 sin( 3t/2)].
For the step response, x(t) = 1, t 0, and we assume yF (t) = B.
Then yF (t) + yF (t) + 3yF (t) = 0 + 0 + 3B = 3, and B = 1.
88 Chapter 4 Analog Systems
The total response is y(t) = 1 + e3t/2 [K1 cos( 3t/2) + K2 sin( 3t/2)].
Using zero initial conditions, we get y(0) = 0 = 1 + K1 and y (0) = 0 = 23 K2 32 K1 .
Thus, K1 = 1, K2 = 3, and y(t) = u(t) e3t/2 [cos( 3t/2) + 3 sin( 3t/2)]u(t).
The impulse response h(t) equals the derivative of the step response.
Thus, h(t) = y (t) = 2 3e3t/2 sin( 3t/2)u(t).
The impulse response decays to nearly zero in about 3 s (five time constants).
(b) (A Second-Order Butterworth Filter)
The governing dierential equation is y (t) + 2y (t) + y(t) = x(t).
The characteristic equation is s2 + 2s + 1 = 0. Its roots are s1,2 = 12 j 12 .
The natural response is thus yN (t) = et/ 2 [K1 cos(t/ 2) + K2 sin(t/ 2)].
For the step response, x(t) = 1, t 0, and we assume yF (t) = B.
Then yF (t) + 2yF (t) + yF (t) = B = 1.
The total response is y(t) = 1 + et/ 2 [K1 cos(t/ 2) + K2 sin(t/ 2)].
Using zero initial conditions, we get y(0) = 0 = 1 + K1 and y (0) = 0 = 12 (K2 K1 ).
Thus, K1 = K2 = 1 and y(t) = u(t) et/ 2 [cos(t/ 2) + sin(t/ 2)]u(t).
The impulse response h(t) equals the derivative of the step response.
Thus, h(t) = y (t) = 2et/ 2 sin(t/ 2)u(t).
The impulse response decays to nearly zero in about 7 s (five time constants).
(c) (A Third-Order Butterworth Filter)
The governing dierential equation is y (t) + 2y (t) + 2y (t) + y(t) = 12 x(t).
The characteristic equation is s3 + 2s2 + 2s + 1 = 0. Its roots are s1,2 = 12 j 23 and s3 = 1.
The natural response is thus yN (t) = et/2 [K1 cos( 3t/2) + K2 sin( 3t/2)] + K3 et .
For the step response, x(t) = 1, t 0, and we assume yF (t) = B.
Then yF (t) + 2yF (t) + 2yF (t) + yF (t) = 0 + 0 + B = 12 .
The total response is y(t) = 12 + e3t/2 [K1 cos( 3t/2) + K2 sin( 3t/2)] + K3 et .
Using zero initial conditions, we get
y(0) = 0 = 1
2 + K1 + K3 y (0) = 0 = 12 K1 + 3
2 K2 K3y (0) = 0 = 12 K1 23 K2 + K3
Thus, K1 = 0, K2 = 13 , K3 = 12 , and y(t) = 12 u(t) 13 et/2 sin( 3t/2)u(t) 12 et u(t).
The impulse response h(t) equals the derivative of the step response.
Thus, h(t) = et/2 [ 2
1
3
sin( 3t/2) 12 cos( 3t/2)]u(t) 12 et u(t).
Chapter 4 Problems 89
CHAPTER 4 PROBLEMS
DRILL AND REINFORCEMENT
4.1 (Operators) Which of the following describe linear operators?
$t
(a) O{ } = 4{ } (b) O{ } = 4{ } + 3 (c) y(t) = x(t) dt
d x(t)
(d) O{ } = sin{ } (e) y(t) = x(4t) (f ) y(t) = 4 + 3x(t)
dt
4.2 (System Classification) In each of the following systems, x(t) is the input and y(t) is the output.
Classify each system in terms of linearity, time invariance, memory, and causality.
(a) y (t) + 3y (t) = 2x (t) + x(t) (b) y (t) + 3y(t)y (t) = 2x (t) + x(t)
(c) y (t) + 3tx(t)y (t) = 2x (t) (d) y (t) + 3y (t) = 2x2 (t) + x(t + 2)
(e) y(t) + 3 = x2 (t) + 2x(t) (f ) y(t) = 2x(t + 1) + 5
(g) y (t) + et y (t) = |x (t 1)| (h) y(t) = x2 (t) + 2x(t + 1)
$t
(i) y (t) + cos(2t)y (t) = x (t + 1) (j) y(t) + t y(t) dt = 2x(t)
$t $ t+1
(k) y (t) + 0 y(t) dt = |x (t)| x(t) (l) y (t) + t 0 y(t) dt = x (t) + 2
4.3 (Classification) Classify the following systems in terms of their linearity, time invariance, causality,
and memory.
(a) The modulation system
y(t) = x(t)cos(2f0 t).
(b) The modulation system
y(t) = [A + x(t)]cos(2f0 t).
(c) The modulation system
y(t) = cos[2f0 tx(t)].
(d) The modulation system
y(t) = cos[2f0 t + x(t)].
%
(e) The sampling system y(t) = x(t) (t kts ).
k=
4.4 (Forced Response) Evaluate the forced response of the following systems.
(a) y (t) + 2y(t) = u(t) (b) y (t) + 2y(t) = cos(t)u(t)
(c) y (t) + 2y(t) = et u(t) (d) y (t) + 2y(t) = e2t u(t)
(e) y (t) + 2y(t) = tu(t) (f ) y (t) + 2y(t) = te2t u(t)
4.5 (Forced Response) Evaluate the forced response of the following systems.
(a) y (t) + 5y (t) + 6y(t) = 3u(t) (b) y (t) + 5y (t) + 6y(t) = 6et u(t)
(c) y (t) + 5y (t) + 6y(t) = 5 cos(t)u(t) (d) y (t) + 5y (t) + 6y(t) = 2e2t u(t)
(e) y (t) + 5y (t) + 6y(t) = 2tu(t) (f ) y (t) + 5y (t) + 6y(t) = (6et + 2e2t )u(t)
4.6 (Steady-State Response) The forced response of a system to sinusoidal inputs is termed the steady-
state response. Evaluate the steady-state response of the following systems.
(a) y (t) + 5y(t) = 2u(t) (b) y (t) + y(t) = cos(t)u(t)
(c) y (t) + 3y(t) = sin(t)u(t) (d) y (t) + 4y(t) = cos(t) + sin(2t)
(e) y (t) + 5y (t) + 6y(t) = cos(3t)u(t) (f ) y (t) + 4y (t) + 4y(t) = cos(2t)u(t)
90 Chapter 4 Analog Systems
4.7 (Zero-State Response) Evaluate the zero-state response of the following systems.
(a) y (t) + 2y(t) = u(t) (b) y (t) + y(t) = cos(t)u(t)
(c) y (t) + y(t) = r(t) (d) y (t) + 3y(t) = et u(t)
(e) y (t) + 2y(t) = e2t u(t) (f ) y (t) + 2y(t) = e2t cos(t)u(t)
4.8 (Zero-State Response) Evaluate the zero-state response of the following systems.
(a) y (t) + 5y (t) + 6y(t) = 6u(t) (b) y (t) + 4y (t) + 3y(t) = 2e2t u(t)
(c) y (t) + 2y (t) + 2y(t) = 2et u(t) (d) y (t) + 4y (t) + 5y(t) = cos(t)u(t)
(e) y (t) + 4y (t) + 3y(t) = r(t) (f ) y (t) + 5y (t) + 4y(t) = (2et + 2e3t )u(t)
4.9 (System Response) Evaluate the natural, forced, zero-state, zero-input, and total response of the
following systems.
(a) y (t) + 5y(t) = u(t) y(0) = 2
(b) y (t) + 3y(t) = 2e2t u(t) y(0) = 1
(c) y (t) + 4y(t) = 8tu(t) y(0) = 2
(d) y (t) + 2y(t) = 2 cos(2t)u(t) y(0) = 4
(e) y (t) + 2y(t) = 2e2t u(t) y(0) = 6
(f ) y (t) + 2y(t) = 2e2t cos(t)u(t) y(0) = 8
4.10 (System Response) Evaluate the response y(t) of the following systems.
(a) y (t) + y(t) = 2x (t) + x(t) x(t) = 4e2t u(t) y(0) = 2
(b) y (t) + 3y(t) = 3x (t) x(t) = 4e2t u(t) y(0) = 0
(c) y (t) + 4y(t) = x (t) x(t) x(t) = 4u(t) y(0) = 6
(d) y (t) + 2y(t) = x(t) + 2x(t 1) x(t) = 4u(t) y(0) = 0
(e) y (t) + 2y(t) = x (t) 2x(t 1) x(t) = 2et u(t) y(0) = 0
(f ) y (t) + 2y(t) = x (t) 2x (t 1) + x(t 2) x(t) = 2et u(t) y(0) = 4
4.11 (System Response) For each of the following, evaluate the natural, forced, zero-state, zero-input,
and total response. Assume y (0) = 1 and all other initial conditions zero.
(a) y (t) + 5y (t) + 6y(t) = 6u(t) y(0) = 0 y (0) = 1
(b) y (t) + 5y (t) + 6y(t) = 2et u(t) y(0) = 0 y (0) = 1
(c) y (t) + 4y (t) + 3y(t) = 36tu(t) y(0) = 0 y (0) = 1
(d) y (t) + 4y (t) + 4y(t) = 2e2t u(t) y(0) = 0 y (0) = 1
(e) y (t) + 4y (t) + 4y(t) = 8 cos(2t)u(t) y(0) = 0 y (0) = 1
(f ) [(s + 1)2 (s + 2)]y(t) = e2t u(t) y(0) = 0 y (0) = 1 y (0) = 0
4.12 (System Response) Evaluate the response y(t) of the following systems.
(a) y (t) + 3y (t) + 2y(t) = 2x (t) + x(t) x(t) = 4u(t) y(0) = 2 y (0) = 1
(b) y (t) + 4y (t) + 3y(t) = 3x (t) x(t) = 4e2t u(t) y(0) = 0 y (0) = 0
(c) y (t) + 4y (t) + 4y(t) = x (t) x(t) x(t) = 4u(t) y(0) = 6 y (0) = 3
(d) y (t) + 2y (t) + 2y(t) = x(t) + 2x(t 1) x(t) = 4u(t) y(0) = 0 y (0) = 0
(e) y (t) + 5y (t) + 6y(t) = x (t) 2x(t 1) x(t) = 2et u(t) y(0) = 0 y (0) = 0
(f ) y (t) + 5y (t) + 4y(t) = x (t) 2x (t 1) x(t) = 3et u(t) y(0) = 4 y (0) = 4
4.13 (Impulse Response) Find the impulse response of the following systems.
(a) y (t) + 3y(t) = x(t) (b) y (t) + 4y(t) = 2x(t)
(c) y (t) + 2y(t) = x (t) 2x(t) (d) y (t) + y(t) = x (t) x(t)
Chapter 4 Problems 91
4.14 (Impulse Response) Find the impulse response of the following systems.
(a) y (t) + 5y (t) + 4y(t) = x(t) (b) y (t) + 4y (t) + 4y(t) = 2x(t)
(c) y (t) + 4y (t) + 3y(t) = 2x (t) x(t) (d) y (t) + 2y (t) + y(t) = x (t) + x (t)
4.15 (Stability) Which of the following systems are stable, and why?
(a) y (t) + 4y(t) = x(t) (b) y (t) 4y(t) = 3x(t)
(c) y (t) + 4y(t) = x (t) + 3x(t) (d) y (t) + 5y (t) + 4y(t) = 6x(t)
(e) y (t) + 4y(t) = 2x (t) x(t) (f ) y (t) + 5y (t) + 6y(t) = x (t)
(g) y (t) 5y (t) + 4y(t) = x(t) (h) y (t) + 2y (t) 3y(t) = 2x (t)
4.16 (Impulse Response) The voltage input to a series RC circuit with a time constant is 1 t/
e u(t).
(a) Find the analytical form for the capacitor voltage.
(b) Show that as 0, we obtain the impulse response h(t) of the RC circuit.
4.17 (System Response) The step response of an LTI system is given by s(t) = (1 et )u(t).
(a) Establish its impulse response h(t) and sketch both s(t) and h(t).
(b) Evaluate and sketch the response y(t) to the input x(t) = rect(t 0.5).
REVIEW AND EXPLORATION
4.18 (System Classification) Explain why the system y (t) + y (t) = t sin(t) is time invariant, whereas
the system y (t) + y (t) = tx(t), where x(t) = sin(t), is time varying.
4.19 (System Classification) Investigate the linearity, time invariance, memory, causality, and stability
of the following operations.
! t ! t
(a) y(t) = y(0) + x() d (b) y(t) = x() d, t > 0
! t+1 0 !0 t+
(c) y(t) = x() d (d) y(t) = x( + 2) d
!t1
t !t
t+
(e) y(t) = x( 2) d (f ) y(t) = x( + 1) d
t t1
4.20 (Classification) Check the following for linearity, time invariance, memory, causality, and stability.
(a) The time-scaling system y(t) = x(2t)
(b) The folding system y(t) = x(t)
(c) The time-scaling system y(t) = x(0.5t)
(d) The sign-inversion system y(t) = sgn[x(t)]
(e) The rectifying system y(t) = |x(t)|
4.21 (Classification) Consider the two systems (1) y(t) = x(t) and (2) y(t) = x(t + ).
(a) For what values of is each system linear?
(b) For what values of is each system causal?
(c) For what values of is each system time invariant?
(d) For what values of is each system instantaneous?
92 Chapter 4 Analog Systems
4.22 (System Response) Consider the relaxed system y (t) + y(t) = x(t).
(a) The input is x(t) = u(t). What is the response?
(b) Use the result of part (a) (and superposition) to find the response of this system to the input
x1 (t) shown in Figure P4.22.
(c) The input is x(t) = tu(t). What is the response?
(d) Use the result of part (c) (and superposition) to find the response of this system to the input
x2 (t) shown in Figure P4.22.
(e) How are the results of parts (a) and (b) related to the results of parts (c) and (d)?
x 1(t) x 2(t)
4 4
2 t t
1 1 2
4 4
Figure P4.22 Input signals for Problem 4.22
4.23 (System Response) Consider the relaxed system y (t) + 1 y(t) = x(t).
(a) What is the response of this system to the unit step x(t) = u(t)?
(b) What is the response of this system to the unit impulse x(t) = (t)?
(c) What is the response of this system to the rectangular pulse x(t) = u(t) u(t )? Under what
conditions for and will the response resemble (be a good approximation to) the input?
4.24 (System Response) It is known that the response of the system y (t) + y(t) = x(t), = 0, is given
by y(t) = (5 + 3e2t )u(t).
(a) Identify the natural and forced response.
(b) Identify the values of and y(0).
(c) Identify the zero-input and zero-state response.
(d) Identify the input x(t).
4.25 (System Response) It is known that the response of the system y (t) + y(t) = x(t) is given by
y(t) = (5et + 3e2t )u(t).
(a) Identify the zero-input and zero-state response.
(b) What is the zero-input response of the system y (t) + y(t) = x(t) if y(0) = 10?
(c) What is the response of the relaxed system y (t) + y(t) = x(t 2)?
(d) What is the response of the relaxed system y (t) + y(t) = x (t) + 2x(t)?
4.26 (System Response) It is known that the response of the system y (t) + y(t) = x(t) is given by
y(t) = (5 + 2t)e3t u(t).
(a) Identify the zero-input and zero-state response.
(b) What is the zero-input response of the system y (t) + y(t) = x(t) if y(0) = 10?
(c) What is the response of the relaxed system y (t) + y(t) = x(t 2)?
(d) What is the response of the relaxed system y (t) + y(t) = 2x(t) + x (t)?
(e) What is the complete response of the system y (t) + y(t) = x (t) + 2x(t) if y(0) = 4?
Chapter 4 Problems 93
4.27 (Impulse Response) Consider the relaxed system y (t) + 1 y(t) = x(t).
(a) What is the impulse response of this system?
(b) What is the response of this system to the rectangular pulse x(t) = 1 [u(t) u(t )]? Show
that as 0, we obtain the system impulse response h(t).
(c) What is the response of this system to the exponential input x(t) = 1 et/ u(t)? Show that as
0, we obtain the system impulse response h(t).
4.28 (System Response) Find the response of the following systems for t 0.
(a) y (t) + 2y(t) = 2e(t1) u(t 1) y(0) = 5
(b) y (t) + 2y(t) = e2t u(t) + 2e(t1) u(t 1) y(0) = 5
(c) y (t) + 2y(t) = tet + 2e(t1) u(t 1) y(0) = 5
(d) y (t) + 2y(t) = cos(2t) + 2e(t1) u(t 1) y(0) = 5
4.29 (Impulse Response) Find the step response and impulse response of each circuit in Figure P4.29.
+ R + + R + + +
C
x(t) R y(t) x(t) y(t) x(t) R y(t)
C
Circuit 1 Circuit 2 Circuit 3
+ L + + R + + R +
x(t) R y(t) x(t) R C y(t) x(t) R L y(t)
Circuit 4 Circuit 5 Circuit 6
Figure P4.29 Circuits for Problem 4.29
4.30 (Impulse Response) The input-output relation for an LTI system is shown in Figure P4.30. What
is the impulse response h(t) of this system?
x(t) Input y(t) Output
4 4
2
t 5 t
1 3 1 3
4
Figure P4.30 Figure for Problem 4.30
4.31 (System Response) Consider two relaxed RC circuits with 1 = 0.5 s and 2 = 5 s. The input to
both is the rectangular pulse x(t) = 5 rect(t 0.5) V. The output is the capacitor voltage.
(a) Find and sketch the outputs y1 (t) and y2 (t) of the two circuits.
(b) At what time t > 0 does the output of both systems attain the same value?
4.32 (Classification and Stability) Argue for or against the following statements, assuming relaxed
systems and constant element values. You may validate your arguments using simple circuits.
(a) A system with only resistors is always instantaneous and stable.
(b) A system with only inductors and/or capacitors is always stable.
(c) An RLC system with at least one resistor is always linear, causal, and stable.
94 Chapter 4 Analog Systems
4.33 (Dierential Equations from Impulse Response) Though there is an easy way of obtaining a
system dierential equation from its impulse response using transform methods, we can also obtain such
a representation by working in the time domain itself. Let a system be described by h(t) = et u(t). If
we compute h (t) = (t) et u(t), we find that h (t) + h(t) = (t), and the system dierential equation
follows as y (t) + y(t) = x(t). Using this idea, determine the system dierential equation corresponding
to each impulse response h(t).
(a) h(t) = et u(t) (b) h(t) = et u(t) e2t u(t)
4.34 (Inverse Systems) If the input to a system is x0 (t) and its response is y0 (t), the inverse system
is defined as a system that recovers x0 (t) when its input is y0 (t). Inverse systems are often used to
undo the eects of measurement systems such as a transducers. The system equation of the inverse of
many LTI systems can be found simply by switching the input and output. For example, if the system
equation is y(t) = x(t 3), the inverse system is x(t) = y(t 3) (or y(t) = x(t + 3), by time invariance).
Find the inverse of each system and determine whether the inverse system is stable.
(a) y (t) + 2y(t) = x(t) (b) y (t) + 2y (t) + y(t) = x (t) + 2x(t)
4.35 (Inverse Systems) A requirement for a system to have an inverse is that unique inputs must produce
unique outputs. Thus, the system y(t) = |x(t)| does not have an inverse because of the sign ambiguity.
Determine which of the following systems are invertible and, for those that are, find the inverse system.
(a) y(t) = x2 (t) (b) y(t) = ex(t) (c) y(t) = cos[x(t)]
(d) y(t) = ejx(t) (e) y(t) = x(t 2) (f ) y (t) + y(t) = x(t)
COMPUTATION AND DESIGN
ctsimgui A GUI for Numerical Simulation of System Response
The graphical user interface ctsimgui allows you to simulate and visualize the response of analog
systems, using various numerical integration methods.
You can select the input signal, the system parameters, and the simulation method.
You can display the input and simulated response for various choices of the time step.
To explore this routine, type ctsimgui at the Matlab prompt.
4.36 (System Response in Symbolic Form) The ADSP routine sysresp1 yields a symbolic result for
the system response (see Chapter 21 for examples of its usage). Consider the system y (t) + 2y(t) =
2x(t). Use sysresp1 to obtain its
(a) Step response.
(b) Impulse response.
(c) Zero-state response to x(t) = 4e3t u(t).
(d) Complete response to x(t) = 4e3t u(t) with y(0) = 5.
4.37 (System Response) Use the ADSP routine sysresp1 to find the step response and impulse response
of the following filters and plot each result over 0 t 4. Compare the features of the step response
of each filter. Compare the features of the impulse response of each filter.
(a) y (t) + y(t)
= x(t) (a first-order lowpass filter)
(b) y (t) + 2y (t) + y(t) = x(t) (a second-order Butterworth lowpass filter)
Chapter 4 Problems 95
(c) y (t) + y (t) + y(t) = x (t) (a bandpass filter)
(d) y (t) + 2y (t) + 2y (t) + y(t) = x(t) (a third-order Butterworth lowpass filter)
4.38 (Rise Time and Settling Time) For systems whose step response rises to a nonzero final value,
the rise time is commonly defined as the time it takes to rise from 10% to 90% of the final value. The
settling time is another measure for such signals. The 5% settling time, for example, is defined as the
time it takes for a signal to settle to within 5% of its final value. For each system, use the ADSP
routine sysresp1 to find the impulse response and step response and plot the results over 0 t 4.
For those systems whose step response rises toward a nonzero final value, use the ADSP routine trbw
to numerically estimate the rise time and the 5% settling time.
(a) y (t) + y(t)
= x(t) (a first-order lowpass filter)
(b) y (t) + 2y (t) + y(t) = x(t) (a second-order Butterworth lowpass filter)
(c) y (t) + y (t) + y(t) = x (t) (a bandpass filter)
(d) y (t) + 2y (t) + 2y (t) + y(t) = x(t) (a third-order Butterworth lowpass filter)
4.39 (System Response) Consider the system y (t) + 4y(t) + Cy(t) = x(t).
(a) Use sysresp1 to obtain its step response and impulse response for C = 3, 4, 5 and plot each
response over an appropriate time interval.
(b) How does the step response dier for each value of C? For what value of C would you expect
the smallest rise time? For what value of C would you expect the smallest 3% settling time?
(c) Confirm your predictions in the previous part by numerically estimating the rise time and settling
time, using the ADSP routine trbw.
4.40 (Steady-State Response in Symbolic Form) The ADSP routine ssresp yields a symbolic ex-
pression for the steady-state response to sinusoidal inputs (see Chapter 21 for examples of its usage).
Find the steady-state response to the input x(t) = 2 cos(3t 3 ) for each of the following systems and
plot the results over 0 t 3, using a time step of 0.01 s.
(a) y (t) + y(t) = 2x(t), for = 1, 2
(b) y (t) + 4y(t) + Cy(t) = x(t), for C = 3, 4, 5
4.41 (Numerical Simulation of Analog Systems) The ADSP routine ctsim returns estimates of
the system response using numerical integration such as Simpsons rule and Runge-Kutta methods.
Consider the dierential equation y (t) + y(t) = x(t). In the following, use the second-order Runge-
Kutta method throughout.
(a) Let x(t) = rect(t 0.5) and = 1. Evaluate its response y(t) analytically. Use ctsim to evaluate
its response y1 (t) over 0 t 3, using a time step of 0.1 s. Plot both results on the same graph
and compare.
(b) Let x(t) = sin(t), 0 t . Use ctsim to evaluate its response y1 (t) over 0 t 6, using
= 1, 3, 10 and a time step of 0.02 s. Plot each response along with the input x(t) on the same
graph. Does the response begin to resemble the input as is increased? Should it? Explain.
(c) Let x(t) = sin(t), 0 t . Use ctsim to evaluate its response y1 (t) over 0 t 6, using
= 100 and a time step of 0.02 s. Plot the response along with the input x(t) on the same graph.
Now change the time step to 0.03 s. What is the response? To explain what is happening, find
and plot the response for time steps of 0.0201 s, 0.0202 s, and 0.0203 s. Describe what happens
to the computed response and why.
Chapter 5
DISCRETE-TIME SYSTEMS
5.0 Scope and Objectives
The processing of discrete-time signals is accomplished by discrete-time (DT) systems or digital filters.
Their description relies heavily on how they respond to arbitrary or specific signals. Many discrete-time
systems may be described by dierence equations relating the input and output. The class of linear, time-
invariant systems may also be described by their impulse response, the response to an impulse input. This
chapter deals with discrete-time systems and their classification, time-domain representation, and analysis
based on the solution of dierence equations. It also introduces the all-important concept of the impulse
response, which forms a key ingredient in both system description and system analysis.
5.1 Discrete-Time Operators
In the time domain, many discrete-time systems can be modeled by dierence equations. For example,
the system described by y[n] = y[n 1] + x[n] produces the present output y[n] as the sum of the previous
output y[n 1] and the present input x[n]. Dierence equations involve signals and their shifted versions,
which can be conveniently expressed using operator notation. A unit delay is represented by the backward
shift operator, denoted by z 1 and transforms x[n] to x[n 1]. We express this transformation in operator
notation as z 1 {x[n]} = x[n 1]. A delay of 2 units is denoted by z 2 . The forward shift operator z k
describes an advance of k units and transforms x[n] to x[n + k]; we express this transformation in operator
notation as z k {x[n]} = x[n + k]. An operator allows us to transform one function to another. If an operator
is represented by the symbol O, the equation
O{x[n]} = y[n] (5.1)
implies that if the function x[n] is treated exactly as the operator O tells us, we obtain the function y[n].
For example, the operation O{ } = 4z 3 { } + 6 says that to get y[n], we must shift x[n] 3 units, multiply by
4, and then add 6 to the result to obtain 4z 3 {x[n]} + 6 = 4x[n + 3] + 6 = y[n]
5.1.1 Linear Operators and Superposition
If an operation on the sum of two functions is equivalent to the sum of operations applied to each separately,
the operator is said to be additive. In other words,
O{x1 [n] + x2 [n]} = O{x1 [n]} + O{x2 [n]} (for an additive operation) (5.2)
If an operation on Kx[n] is equivalent to K times the linear operation on x[n] where K is a scalar, the
operator is said to be homogeneous. In other words,
O{Kx[n]} = KO{x[n]} (for a homogeneous operation) (5.3)
96
5.2 System Classification 97
Together, the two describe the principle of superposition. An operator O is termed a linear operator
if it is both additive and homogeneous:
O{Ax1 [n] + Bx2 [n]} = AO{x1 [n]} + BO{x2 [n]} (for a linear operation) (5.4)
Otherwise, it is nonlinear. In many instances, it suces to test only for homogeneity (or additivity) to
confirm the linearity of an operation (even though one does not imply the other). An important concept
that forms the basis for the study of linear systems is that the superposition of linear operators is also linear.
REVIEW PANEL 5.1
A Linear Operator Obeys Superposition: aO{x1 [n]} + bO{x2 [n]} = O{ax1 [n] + bx2 [n]}
Superposition implies both homogeneity and additivity.
Homogeneity: O{ax[n]} = aO{x[n]} Additivity: O{x1 [n]} + O{x2 [n]} = O{x1 [n] + x2 [n]}
EXAMPLE 5.1 (Testing for Linear Operators)
(a) Consider the operator O{ } = C{ } + D.
Applying the homogeneity test, O{Ax[n]} = C(Ax[n]) + D, but AO{x[n]} = A(Cx[n] + D).
The two dier, so the operation is nonlinear (it is linear only if D = 0).
(b) Consider the squaring operator O{ } = { }2 , which transforms x[n] to x2 [n].
We find that AO{x[n]} = Ax2 [n], but O{Ax[n]} = (Ax[n])2 = A2 x2 [n].
The two are not equal, and the squaring operator is nonlinear.
5.2 System Classification
Discrete-time systems modeled by dierence equations relate the output y[n] to the input x[n]. The general
form of an N th-order dierence equation may be written as
y[n] + A1 y[n 1] + + AN y[n N ] = B0 x[n] + B1 x[n 1] + + BM x[n M ] (5.5)
The order N describes the output term with the largest delay. It is customary to normalize the leading
coecient to unity.
5.2.1 Linearity
A linear system is one for which superposition applies and implies that the system is relaxed (with zero initial
conditions) and the system equation involves only linear operators. However, we can use superposition even
for a system with nonzero initial conditions that is otherwise linear. We treat it as a multiple-input system by
including the initial conditions as additional inputs. The output then equals the superposition of the outputs
due to each input acting alone, and any changes in the input are related linearly to changes in the response.
As a result, its response can be written as the sum of a zero-input response (due to the initial conditions
alone) and the zero-state response (due to the input alone). This is the principle of decomposition,
which allows us to analyze linear systems in the presence of nonzero initial conditions. Both the zero-input
response and the zero-state response obey superposition.
98 Chapter 5 Discrete-Time Systems
5.2.2 Time Invariance
Time invariance implies that the shape of the response y[n] depends only on the shape of the input x[n]
and not on the time when it is applied. If the input is shifted to x[n n0 ], the response equals y[n n0 ]
and is shifted by the same amount. In other words, the system does not change with time. Formally, if the
operator O transforms the input x[n] to the output y[n] such that O{x[n]} = y[n], time invariance requires
that
O{x[n n0 ]} = y[n n0 ] (for time invariance) (5.6)
REVIEW PANEL 5.2
Time Invariance from the Operational Relation
If O{x[n]} = y[n], then O{x[n n0 )} = y[n n0 ] (shift input by shift output by ).
EXAMPLE 5.2 (Linearity and Time Invariance of Operators)
(a) y[n] = x[n]x[n 1] is nonlinear but time invariant.
The operation is O{ } = ({ })(z 1 { }). We find that
AO{x[n]} = A(x[n]x[n 1]), but O{Ax[n]} = (Ax[n])(Ax[n 1]). The two are not equal.
O{x[n n0 ]} = x[n n0 ]x[n n0 1], and y[n n0 ] = x[n n0 ]x[n n0 1]. The two are equal.
(b) y[n] = nx[n] is linear but time varying.
The operation is O{ } = n{ }. We find that
AO{x[n]} = A(nx[n]), and O{Ax[n]} = n(Ax[n]). The two are equal.
O{x[n n0 ]} = n(x[n n0 ]), but y[n n0 ] = (n n0 )x[n n0 ]. The two are not equal.
(c) y[n] = x[2n] is linear but time varying. The operation n 2n reveals that
AO{x[n]} = A(x[2n]), and O{Ax[n]} = (Ax[2n]). The two are equal.
O{x[n n0 ]} = x[2n n0 ], but y[n n0 ] = x[2(n n0 )]. The two are not equal.
(d) y[n] = x[n 2] is linear and time invariant. The operation n n 2 reveals that
AO{x[n]} = A(x[n 2]), and O{Ax[n]} = (Ax[n 2]). The two are equal.
O{x[n n0 ]} = x[n n0 2], and y[n n0 ] = x[n n0 2]. The two are equal.
(e) y[n] = 2x[n] x[n] is nonlinear but time invariant.
The operation is O{ } = (2){ } { } and reveals that
AO{x[n]} = A(2)x[n] x[n], but O{Ax[n]} = (2)Ax[n] (Ax[n]). The two are not equal.
O{x[n n0 ]} = (2)x[nn0 ] x[n n0 ], and y[n n0 ] = (2)x[nn0 ] x[n n0 ]. The two are equal.
5.2 System Classification 99
5.2.3 Linear Time-Invariant Systems
The important class of linear time-invariant (LTI) systems are described by dierence equations with
constant coecients. To test for linearity or time-invariance, we can formally apply the linearity or time-
invariance tests to each operation in the dierence equation or recognize nonlinear or time-varying operations
by generalizing the results of the previous example as follows:
1. Terms containing products of the input and/or output make a system equation nonlinear. A constant
term also makes a system equation nonlinear.
2. Coecients of the input or output that are explicit functions of n make a system equation time varying.
Time-scaled inputs or outputs such as y[2n] also make a system equation time varying.
REVIEW PANEL 5.3
An LTI System Is Described by a Linear Constant Coecient Dierence Equation (LCCDE)
y[n] + A1 y[n 1] + + AN y[n N ] = B0 x[n] + B1 x[n 1] + + BM x[n M ]
All terms contain x[n] or y[n]. All coecients are constant (not functions of x[n] or y[n] or n).
REVIEW PANEL 5.4
What Makes a System Dierence Equation Nonlinear or Time Varying?
It is nonlinear if any term is a constant or a nonlinear function of x[n] or y[n].
It is time varying if the coecient of any term in x[n] or y[n] is an explicit function of n.
EXAMPLE 5.3 (Linearity and Time Invariance of Systems)
We check the following systems for linearity and time invariance.
(a) y[n] 2y[n 1] = 4x[n]. This is LTI.
(b) y[n] 2ny[n 1] = x[n]. This is linear but time varying.
(c) y[n] + 2y 2 [n] = 2x[n] x[n 1]. This is nonlinear but time invariant.
(d) y[n] 2y[n 1] = (2)x[n] x[n]. This is nonlinear but time invariant.
(e) y[n] 4y[n]y[2n] = x[n]. This is nonlinear and time varying.
Implications of Linearity and Time Invariance
In most practical cases, if an input x[n] to a relaxed LTI system undergoes a linear operation, the output
y[n] undergoes the same linear operation. Often, an arbitrary function may be decomposed into its simpler
constituents, the response due to each analyzed separately and more eectively, and the total response found
using superposition. This approach forms the basis for several methods of system analysis. Representing an
arbitrary signal x[n] as a weighted sum of shifted DT impulses is the basis for the discrete convolution method
(Chapter 7). Representing a signal x[n] as a linear combination of DT harmonics or complex exponentials
is the basis for the discrete-time Fourier transform (DTFT) and the z-transform (Chapters 15 and 17).
100 Chapter 5 Discrete-Time Systems
5.2.4 Causality and Memory
In a causal system, the present response y[n] cannot depend on future values of the input, such as x[n + 2].
Systems whose present response requires future inputs are termed noncausal. We can check for causality
by examining the operational transfer function H(z) derived from the dierence equation in operator
form. Its general form may be expressed as
B0 z M + B1 z M 1 + + BM 1 z + BM PM (z)
H(z) = = (5.7)
A0 z N + A1 z N 1 + + AN 1 z + AN QN (z)
If the order of the numerator polynomial exceeds the order of the denominator polynomial (i.e., M > N ),
the system is noncausal.
REVIEW PANEL 5.5
What Makes a System Dierence Equation Noncausal?
It is noncausal if the least delayed output term is y[n] and an input term like x[n + K], K > 0 is present.
Examples: y[n] 2y[n 2] = x[n] is causal. y[n] 2y[n 2] = x[n + 1] is noncausal.
Examples: y[n + 1] y[n] = x[n + 1] is causal. y[n + 1] y[n] = x[n + 2] is noncausal.
Instantaneous and Dynamic Systems
If the response of a system at n = n0 depends only on the input at n = n0 and not at any other times (past
or future), the system is called instantaneous or static. The system equation of an instantaneous system
is not only algebraic but also the input and output display identical arguments such as x[n 1] and y[n 1].
The response of a dynamic system depends on past (and/or future) inputs. Dynamic systems are usually
described by (but not limited to) dierence equations.
REVIEW PANEL 5.6
What Makes a System Static or Dynamic?
It is static if the output y[n0 ] depends only on the instantaneous value of the input x[n0 ].
Examples: y[n 2] = 3x[n 2] is static, but y[n] = 3x[n 2] is dynamic.
Most dynamic systems are described by dierence equations.
EXAMPLE 5.4 (Causal and Dynamic Systems)
(a) y[n] + A1 y[n 1] + A2 y[n 2] + + AN y[n N ] = x[n + K] is causal for K 0. It is also dynamic
(because it describes a dierence equation).
(b) y[n + N ] + A1 y[n + N 1] + A2 y[n + N 2] + + AN y[n] = x[n + K] is causal for K N and
dynamic.
(c) y[n] = x[n + 2] is noncausal (to find y[0], we need x[2]) and dynamic (y[n0 ] does not depend on x[n0 ]
but on x[n0 + 2]).
(d) y[n + 4] + y[n + 3] = x[n + 2] is causal and dynamic. It is identical to y[n] + y[n 1] = x[n 2].
(e) y[n] = 2x[n] is causal and instantaneous for = 1, causal and dynamic for < 1, and noncausal and
dynamic for > 1. It is also time varying if = 1.
(f ) y[n] = 2(n + 1)x[n] is causal and instantaneous (but time varying).
5.3 Digital Filters 101
5.3 Digital Filters
A digital filter may be described by the dierence equation
y[n] + A1 y[n 1] + + AN y[n N ] = B0 x[n] + B1 x[n 1] + + BM x[n M ] (5.8)
This describes an N th-order recursive filter whose present output depends on its own past values y[n k]
and on the past and present values of the input. It is also called an infinite impulse response (IIR) filter
because its impulse response h[n] (the response to a unit impulse input) is usually of infinite duration. Now
consider the dierence equation described by
y[n] = B0 x[n] + B1 x[n 1] + + BM x[n M ] (FIR filter) (5.9)
Its present response depends only on the input terms and shows no dependence (recursion) on past values of
the response. It is called a nonrecursive filter, or a moving average filter, because its response is just
a weighted sum (moving average) of the input terms. It is also called a finite impulse response (FIR)
filter (because its impulse response is of finite duration).
REVIEW PANEL 5.7
The Terminology of Digital Filters
Recursive (IIR): y[n] + A1 y[n 1] + + AN y[n N ] = B0 x[n] + B1 x[n 1] + + BM x[n M ]
Nonrecursive (FIR): y[n] = B0 x[n] + B1 x[n 1] + + BM x[n M ]
5.3.1 Digital Filter Realization
Digital filters described by dierence equations can be realized by using elements corresponding to the
operations of scaling (or multiplication), shift (or delay), and summing (or addition) that naturally occur
in such equations. These elements describe the gain (scalar multiplier), delay, and summer (or adder),
represented symbolically in Figure 5.1.
Delay Multiplier Summer
x [n] x [n 1] x [n] A Ax [n]
x [n]
+ x [n] + y [n]
z1 +
y [n]
Figure 5.1 The building blocks for digital filter realization
Delay elements in cascade result in an output delayed by the sum of the individual delays. The operational
notation for a delay of k units is z k . A nonrecursive filter described by
y[n] = B0 x[n] + B1 x[n 1] + + BN x[n N ] (5.10)
can be realized using a feed-forward structure with N delay elements, and a recursive filter of the form
y[n] = A1 y[n 1] AN y[n N ] + x[n] (5.11)
requires a feedback structure (because the output depends on its own past values). Each realization is
shown in Figure 5.2 and requires N delay elements. The general form described by
y[n] = A1 y[n 1] AN y[n N ] + B0 x[n] + B1 x[n 1] + + BN x[n N ] (5.12)
102 Chapter 5 Discrete-Time Systems
requires both feed-forward and feedback and 2N delay elements, as shown in Figure 5.3. However, since
LTI systems may be cascaded in any order (as we shall learn in the next chapter), we can switch the two
subsystems to obtain a canonical realization with only N delays, as also shown in Figure 5.3.
x [n]
B0 +
y [n] x [n]
+ y [n]
+ +
z1 z1
A1
+
B1 + + +
z1 z1
A2
B2 +
+
+ +
z1 AN z1
BM
Figure 5.2 Realization of a nonrecursive (left) and recursive (right) digital filter
x [n]
+ + y [n] x [n]
+ + y [n]
+ B0 + + B0 +
z1 z1 z1
A1 A1
+ +
+ +
+ B1 + + B1 +
z1 z1 z1
A2 A2
+ + + +
+ B2 + + B2 +
z1 z1 z1
AN BN AN BN
Figure 5.3 Direct (left) and canonical (right) realization of a digital filter
5.3.2 Analysis of Digital Filters
Digital filters or DT systems can be analyzed in the time domain using any of the following models:
The dierence equation representation applies to linear, nonlinear, and time-varying systems. For LTI
systems, it allows computation of the response using superposition even if initial conditions are present.
The impulse response representation describes a relaxed LTI system by its impulse response h[n]. The
output y[n] appears explicitly in the governing relation called the convolution sum. It also allows us to relate
time-domain and transformed-domain methods of system analysis. We discuss the details of this method in
Chapter 7.
5.4 Digital Filters Described by Dierence Equations 103
The state variable representation describes an nth-order system by n simultaneous first-order dierence
equations called state equations in terms of n state variables. It is useful for complex or nonlinear systems
and those with multiple inputs and outputs. For LTI systems, state equations can be solved using matrix
methods. The state variable form is also readily amenable to numerical solution. We do not pursue this
method in this book.
5.4 Digital Filters Described by Dierence Equations
We now examine how to find the response y[n] of a digital filter excited by an input x[n]. For nonrecursive
filters, whose output depends only on the input, the response is simply the weighted sum of the input terms
exactly as described by its system equation.
For recursive systems, whose dierence equation incorporates dependence on past values of the input,
we can use recursion and successively compute the values of the output as far as desired. This approach
is simple, but it is not always easy to discern a closed-form solution for the output. We can also use an
analytical approach that exactly parallels the solution of dierential equations. Typically, we specify y[1])
for a first-order system, y[1] and y[2] for a second-order system, and y[1], y[2], . . . , y[N ] for an N th-
order system. In other words, an N th-order dierence equation requires N consecutive initial conditions for
its complete solution. The following example illustrates this approach.
5.4.1 Solution by Recursion
The solution of a dierence equation by recursion is straightforward. Given an N th-order dierence equation
subject to the initial conditions y[1], y[2], . . . , y[N ], we successively generate values of y[0], y[1], . . . , as
far as desired.
EXAMPLE 5.5 (System Response Using Recursion)
(a) Consider a system described by y[n] = a1 y[n 1] + b0 u[n]. Let the initial condition be y[1] = 0. We
then successively compute
y[0] = a1 y[1] + b0 u[0] = b0
y[1] = a1 y[0] + b0 u[1] = a1 b0 + b0 = b0 [1 + a1 ]
y[2] = a1 y[1] + b0 u[2] = a1 [a1 b0 + b0 ] + b0 = b0 [1 + a1 + a21 ]
The form of y[n] may be discerned as
y[n] = b0 [1 + a1 + a21 + + an1
1 + an1 ]
Using the closed form for the geometric sequence results in
b0 (1 an+1 )
y[n] = 1
1 a1
(b) Consider a system described by y[n] = a1 y[n 1] + b0 nu[n]. Let the initial condition be y[1] = 0. We
then successively compute
y[0] = a1 y[1] = 0
y[1] = a1 y[0] + b0 u[1] = b0
y[2] = a1 y[1] + 2b0 u[2] = a1 b0 + 2b0
y[3] = a1 y[2] + 3b0 u[3] = a1 [a1 b0 + 2b0 ] + 3b0 = a21 + 2a1 b0 + 3b0
104 Chapter 5 Discrete-Time Systems
The general form is thus y[n] = an1
1 + 2b0 an2
1 + 3b0 an3
1 + (n 1)b0 a1 + nb0 .
We can find a more compact form for this, but not without some eort. By adding and subtracting
b0 an1
1 and factoring out an1 , we obtain
y[n] = an1 b0 an1
1 + b0 an1 [a1 2 3 n
1 + 2a1 + 3a1 + + na1 ]
Using the closed form for the sum kxk from k = 1 to k = N (with x = a1 ), we get
a1 [1 (n + 1)an + na(n+1) ]
y[n] = an1 b0 an1 + b0 an1
1
(1 a1 )2
What a chore! More elegant ways of solving dierence equations are described later in this chapter.
(c) Consider the recursive system y[n] = y[n 1] + x[n] x[n 3]. If x[n] equals [n] and y[1] = 0, we
successively obtain
y[0] = y[1] + [0] [3] = 1 y[3] = y[2] + [3] [0] = 1 1 = 0
y[1] = y[0] + [1] [2] = 1 y[4] = y[3] + [4] [1] = 0
y[2] = y[1] + [2] [1] = 1 y[5] = y[4] + [5] [2] = 0
The impulse response of this recursive filter is zero after the first three values and has a finite length.
It is actually a nonrecursive (FIR) filter in disguise!
5.4.2 Formal Solution of Dierence Equations
In analogy with dierential equations, we start with an N th-order dierence equation with a single input:
y[n] + A1 y[n 1] + A2 y[n 2] + + AN y[n N ] = x[n] (5.13)
Its solution, subject to the given initial conditions y[1], y[2], y[3], . . . , y[N ], may be expressed as a
superposition of the natural response and the forced response. The natural response contains only
exponentials whose exponents correspond to the roots (real or complex) of the characteristic equation defined
by
1 + A1 z 1 + A2 z 2 + + AN z N = z N + A1 z N 1 + + AN = 0 (5.14)
This equation has N roots, z1 , z2 , . . . , zN . The natural response is a linear combination of N discrete-time
exponentials of the form
yN [n] = K1 z1n + K2 z2n + + KN zN
n
(5.15)
This form must be modified for multiple roots. Table 5.1 summarizes the preferred forms for multiple or
complex roots. The N constants K1 , K2 , . . . , KN are evaluated by using the specified initial conditions but
only after setting up the total response.
The forced response satisfies the given dierence equation and has the same form as the input. Table 5.2
summarizes these forms for various types of input signals. The constants in the forced response can be found
uniquely and independently of the natural response or initial conditions by satisfying the given dierence
equation.
The total response is found by first adding the forced and natural response and then evaluating the
undetermined constants (in the natural component), using the prescribed initial conditions.
For stable systems, the natural response is also called the transient response since it decays to zero
with time. For a system with harmonic or switched harmonic inputs, the forced response is also a harmonic
at the input frequency and is called the steady-state response.
5.4 Digital Filters Described by Dierence Equations 105
Table 5.1 Form of the Natural Response for Discrete LTI Systems
Entry Root of Characteristic Equation Form of Natural Response
1 Real and distinct: r Krn
2 Complex conjugate: rej rn [K1 cos(n) + K2 sin(n)]
3 Real, repeated: rp+1 rn (K0 + K1 n + K2 n2 + + Kp np )
! "p+1 rn cos(n)(A0 + A1 n + A2 n2 + + Ap np )
4 Complex, repeated: rej
+ rn sin(n)(B0 + B1 n + B2 n2 + + Bp np )
Table 5.2 Form of the Forced Response for Discrete LTI Systems
Note: If the right-hand side (RHS) is n , where is also a root of the characteristic
equation repeated p times, the forced response form must be multiplied by np .
Entry Forcing Function (RHS) Form of Forced Response
1 C0 (constant) C1 (another constant)
2 n (see note above) Cn
3 cos(n + ) C1 cos(n) + C2 sin(n) or C cos(n + )
4 n cos(n + ) (see note above) n [C1 cos(n) + C2 sin(n)]
5 n C0 + C1 n
6 np C0 + C1 n + C2 n2 + + Cp np
7 nn (see note above) n (C0 + C1 n)
8 np n (see note above) n (C0 + C1 n + C2 n2 + + Cp np )
9 n cos(n + ) (C1 + C2 n)cos(n) + (C3 + C4 n)sin(n)
REVIEW PANEL 5.8
Response of LTI Systems Described by Dierence Equations
Total Response = Natural Response + Forced Response
The roots of the characteristic equation determine only the form of the natural response.
The input terms (RHS) of the dierence equation completely determine the forced response.
Initial conditions satisfy the total response to yield the constants in the natural response.
106 Chapter 5 Discrete-Time Systems
EXAMPLE 5.6 (Forced and Natural Response)
(a) Consider the system shown in Figure E5.6A.
Find its response if x[n] = (0.4)n , n 0 and the initial condition is y[1] = 10.
x [n]
+ y [n]
+
z1
0.6
Figure E5.6A The system for Example 5.6(a)
The dierence equation describing this system is y[n] 0.6y[n 1] = x[n] = (0.4)n , n 0.
Its characteristic equation is 1 0.6z 1 = 0 or z 0.6 = 0.
Its root z = 0.6 gives the form of the natural response yN [n] = K(0.6)n .
Since x[n] = (0.4)n , the forced response is yF [n] = C(0.4)n .
We find C by substituting for yF [n] into the dierence equation
yF [n] 0.6yF [n 1] = (0.4)n = C(0.4)n 0.6C(0.4)n1 .
Cancel out (0.4)n from both sides and solve for C to get
C 1.5C = 1 or C = 2.
Thus, yF [n] = 2(0.4)n . The total response is y[n] = yN [n] + yF [n] = 2(0.4)n + K(0.6)n .
We use the initial condition y[1] = 10 on the total response to find K:
y[1] = 10 = 5 + K
0.6 and K = 9.
Thus, y[n] = 2(0.4) + 9(0.6)n , n 0.
n
(b) Consider the dierence equation y[n] 0.5y[n 1] = 5 cos(0.5n), n 0 with y[1] = 4.
Its characteristic equation is 1 0.5z 1 = 0 or z 0.5 = 0.
Its root z = 0.5 gives the form of the natural response yN [n] = K(0.5)n .
Since x[n] = 5 cos(0.5n), the forced response is yF [n] = A cos(0.5n) + B sin(0.5n).
We find yF [n 1] = A cos[0.5(n 1)] + B sin[0.5(n 1)] = A sin(0.5n) B cos(0.5n). Then
yF [n] 0.5yF [n 1] = (A + 0.5B)cos(0.5n) (0.5A B)sin(0.5n) = 5 cos(0.5n)
Equate the coecients of the cosine and sine terms to get
(A + 0.5B) = 5, (0.5A B) = 0 or A = 4, B = 2, and yF [n] = 4 cos(0.5n) + 2 sin(0.5n).
The total response is y[n] = K(0.5)n + 4 cos(0.5n) + 2 sin(0.5n). With y[1] = 4, we find
y[1] = 4 = 2K 2 or K = 3, and thus y[n] = 3(0.5)n + 4 cos(0.5n) + 2 sin(0.5n), n 0.
The steady-state response is 4 cos(0.5n) + 2 sin(0.5n), and the transient response is 3(0.5)n .
5.4 Digital Filters Described by Dierence Equations 107
(c) Consider the dierence equation y[n] 0.5y[n 1] = 3(0.5)n , n 0 with y[1] = 2.
Its characteristic equation is 1 0.5z 1 = 0 or z 0.5 = 0.
Its root, z = 0.5, gives the form of the natural response yN [n] = K(0.5)n .
Since x[n] = (0.5)n has the same form as the natural response, the forced response is yF [n] = Cn(0.5)n .
We find C by substituting for yF [n] into the dierence equation:
yF [n] 0.5yF [n 1] = 3(0.5)n = Cn(0.5)n 0.5C(n 1)(0.5)n1 .
Cancel out (0.5)n from both sides and solve for C to get Cn C(n 1) = 3, or C = 3.
Thus, yF [n] = 3n(0.5)n . The total response is y[n] = yN [n] + yF [n] = K(0.5)n + 3n(0.5)n .
We use the initial condition y[1] = 2 on the total response to find K:
y[1] = 2 = 2K 6, and K = 4.
Thus, y[n] = 4(0.5)n + 3n(0.5)n = (4 + 3n)(0.5)n , n 0.
(d) (A Second-Order System) Consider the system shown in Figure E5.6D.
Find the forced and natural response of this system if x[n] = u[n] and y[1] = 0, y[2] = 12.
x [n]
+ 4
y [n]
+
z1
1/6
+
+
z1
1/6
Figure E5.6D The system for Example 5.6(d)
Comparison with the generic realization of Figure 5.2 reveals that the system dierence equation is
y[n] 16 y[n 1] 16 y[n 2] = 4x[n] = 4u[n]
Its characteristic equation is 1 16 z 1 16 z 2 = 0 or z 2 16 z 1
6 = 0.
Its roots are z1 = 1
2 and z2 = 13 .
The natural response is thus yN [n] = K1 (z1 )n + K2 (z2 )n = K1 ( 12 )n + K2 ( 13 )n .
Since the forcing function is 4u[n] (a constant for n 0), the forced response yF [n] is constant.
Let yF [n] = C. Then yF [n 1] = C, yF [n 2] = C, and
yF [n] 16 yF [n 1] 16 yF [n 2] = C 16 C 16 C = 4. This yields C = 6.
Thus, yF [n] = 6. The total response y[n] is y[n] = yN [n] + yF [n] = K1 ( 21 )n + K2 ( 13 )n + 6.
To find the constants K1 and K2 , we use the initial conditions on the total response to obtain
y[1] = 0 = 2K1 3K2 + 6, and y[2] = 12 = 4K1 + 9K2 + 6. We find K1 = 1.2 and K2 = 1.2.
Thus, y[n] = 1.2( 12 )n + 1.2( 31 )n + 6, n 0.
Its transient response is 1.2( 21 )n + 1.2( 31 )n . Its steady-state response is a constant that equals 6.
108 Chapter 5 Discrete-Time Systems
5.4.3 The Zero-Input Response and Zero-State Response
It is often more convenient to describe the response y(t) of an LTI system as the sum of its zero-state
response (ZSR) yzs [n] (assuming zero initial conditions) and zero-input response (ZIR) yzi [n] (assuming zero
input). Each component is found using the method of undetermined coecients. Note that the natural and
forced components yN [n] and yF [n] do not, in general, correspond to the zero-input and zero-state response,
respectively, even though each pair adds up to the total response. Remember also that the zero-state response
obeys superposition (as does the zero-input response).
REVIEW PANEL 5.9
The Zero-Input Response (ZIR) and Zero-State Response (ZSR) of LTI Systems
Total Response = ZIR (assume zero input, use given IC) + ZSR (assume zero IC).
Each obeys superposition. Each is found from its own natural and forced components.
REVIEW PANEL 5.10
Solving y[n] + A1 y[n 1] + + AN y[n N ] = x[n]
1. Find ZSR from yzs [n] + A1 yzs [n 1] + + AN yzs [n N ] = x[n], with zero initial conditions.
2. Find ZIR from yzi [n] + A1 yzi [n 1] + + AN yzi [n N ] = 0, using given initial conditions.
3. Find complete response as y[n] = yzs [n] + yzi [n].
EXAMPLE 5.7 (Zero-Input and Zero-State Response for the Single-Input Case)
(a) Consider the dierence equation y[n] 0.6y[n 1] = (0.4)n , n 0, with y[1] = 10.
The forced response and the form of the natural response were found in Example 5.6(a) as:
yF [n] = 2(0.4)n yN [n] = K(0.6)n
1. Its ZSR is found from the form of the total response is yzs [n] = 2(0.4)n + K(0.6)n , with zero
initial conditions:
yzs [1] = 0 = 5 + K
0.6 K=3 yzs [n] = 2(0.4)n + 3(0.6)n , n 0
2. Its ZIR is found from the natural response yzi [n] = K(0.6)n , with given initial conditions:
yzi [1] = 10 = K
0.6 K=6 yzi [n] = 6(0.6)n , n 0
3. The total response is y[n] = yzi [n] + yzs [n] = 2(0.4)n + 9(0.6)n , n 0.
This matches the results of Example 5.6(a).
(b) Let y[n] 16 y[n 1] 16 y[n 2] = 4, n 0, with y[1] = 0 and y[2] = 12.
1. The ZIR has the form of the natural response yzi [n] = K1 ( 12 )n + K2 ( 13 )n (see Example 5.6(d)).
To find the constants, we use the given initial conditions y[1] = 0 and y[2] = 12:
0 = K1 ( 12 )1 + K2 ( 13 )1 = 2K1 3K2 12 = K1 ( 12 )2 + K2 ( 13 )2 = 4K1 + 9K2
Thus, K1 = 1.2, K2 = 0.8, and
yzi [n] = 1.2( 21 )n + 0.8( 13 )n , n0
5.4 Digital Filters Described by Dierence Equations 109
2. The ZSR has the same form as the total response. Since the forced response (found in Exam-
ple 5.6(d)) is yF [n] = 6, we have
yzs [n] = K1 ( 12 )n + K2 ( 13 )n + 6
To find the constants, we assume zero initial conditions, y[1] = 0 and y[2] = 0, to get
y[1] = 0 = 2K1 3K2 + 6 y[2] = 0 = 4K1 + 9K2 + 6
We find K1 = 2.4 and K = 0.4, and thus
yzs [n] = 2.4( 21 )n + 0.4( 31 )n + 6, n0
3. The total response is y[n] = yzi [n] + yzs [n] = 1.2( 21 )n + 1.2( 31 )n + 6, n 0.
This matches the result of Example 5.6(d).
(c) (Linearity of the ZSR and ZIR) An IIR filter is described by y[n] y[n 1] 2y[n 2] = x[n],
with x[n] = 6u[n] and initial conditions y[1] = 1, y[2] = 4.
1. Find the zero-input response, zero-state response, and total response.
2. How does the total response change if y[1] = 1, y[2] = 4 as given, but x[n] = 12u[n]?
3. How does the total response change if x[n] = 6u[n] as given, but y[1] = 2, y[2] = 8?
1. We find the characteristic equation as (1 z 1 2z 2 ) = 0 or (z 2 z 2) = 0.
The roots of the characteristic equation are z1 = 1 and z2 = 2.
The form of the natural response is yN [n] = A(1)n + B(2)n .
Since the input x[n] is constant for n 0, the form of the forced response is also constant.
So, choose yF [n] = C in the system equation and evaluate C:
yF [n] yF [n 1] 2yF [n 2] = C C 2C = 6 C = 3 yF [n] = 3
For the ZSR, we use the form of the total response and zero initial conditions:
yzs [n] = yF [n] + yN [n] = 0.5 + A(1)n + B(2)n , y[1] = y[2] = 0
We obtain yzs [1] = 0 = 3 A + 0.5B and yzs [2] = 0 = 3 + A + 0.25B
Thus, A = 1, B = 8, and yzs [n] = 3 + (1)n + 8(2)n , n 0.
For the ZIR, we use the form of the natural response and the given initial conditions:
yzi [n] = yN [n] = A(1)n + B(2)n y[1] = 1 y[2] = 4
This gives yzi [1] = 1 = A + 0.5B, and yzi [2] = 4 = A + 0.25B.
Thus, A = 3, B = 4, and yzi [n] = 3(1)n + 4(2)n , n 0.
The total response is the sum of the zero-input and zero-state response:
y[n] = yzi [n] + yzs [n] = 3 + 4(1)n + 12(2)n , n 0
2. If x[n] = 12u[n], the zero-state response doubles to yzs [n] = 6 + 2(1)n + 16(2)n .
3. If y[1] = 2 and y[2] = 8, the zero-input response doubles to yzi [n] = 6(1)n + 8(2)n .
110 Chapter 5 Discrete-Time Systems
5.4.4 Solution of the General Dierence Equation
The solution of the general dierence equation described by
y[n] + A1 y[n 1] + + AN y[n N ] = B0 x[n] + B1 x[n 1] + + BM x[n M ] (5.16)
is found by invoking linearity and superposition as follows:
1. Compute the zero-state response y0 [n] of the single-input system
y0 [n] + A1 y0 [n 1] + A2 y0 [n 2] + + AN y0 [n N ] = x[n] (5.17)
2. Use linearity and superposition to find yzs [n] as
yzs [n] = B0 y0 [n] + B1 y0 [n 1] + + BM y0 [n M ] (5.18)
3. Find the zero-input response yzi [n] using initial conditions.
4. Find the total response as y[n] = yzs [n] + yzi [n].
Note that the zero-input response is computed and included just once.
REVIEW PANEL 5.11
Solving y[n] + A1 y[n 1] + + AN y[n N ] = B0 x[n] + B1 x[n 1] + + BM x[n M ]
1. Find y0 [n] from y0 [n] + A1 y0 [n 1] + + AN y0 [n N ] = x[n], using zero initial conditions.
2. Find ZSR (using superposition) as yzs [n] = B0 y0 [n] + B1 y0 [n 1] + + BM y0 [n M ].
3. Find ZIR from yzi [n] + A1 yzi [n 1] + + AN yzi [n N ] = 0, using given initial conditions.
4. Find complete response as y[n] = yzs [n] + yzi [n].
EXAMPLE 5.8 (Response of a General System)
Consider the recursive digital filter whose realization is shown in Figure E5.8.
What is the response of this system if x[n] = 6u[n] and y[1] = 1, y[2] = 4?
x [n]
+ 2
+ y [n]
+
z1
+
+
z1
2
Figure E5.8 The digital filter for Example 5.8
Comparison with the generic realization of Figure 5.3 reveals that the system dierence equation is
y[n] y[n 1] 2y[n 2] = 2x[n] x[n 1]
From Example 5.7(c), the ZSR of y[n] y[n 1] 2y[n 2] = x[n] is y0 [n] = [3 + (1)n + 8(2)n ]u[n].
The ZSR for the input 2x[n] x[n 1] is thus
yzs [n] = 2y0 [n] y0 [n 1] = [6 + 2(1)n + 16(2)n ]u[n] [3 + (1)n1 + 8(2)n1 ]u[n 1]
From Example 5.7(c), the ZIR of y[n] y[n 1] 2y[n 2] = x[n] is yzi [n] = [3(1)n + 4(2)n ]u[n].
The total response is y[n] = yzi [n] + yzs [n]:
y[n] = [3(1)n + 4(2)n ]u[n] + [6 + 2(1)n + 16(2)n ]u[n] [3 + (1)n1 + 8(2)n1 ]u[n 1]
5.5 Impulse Response of Digital Filters 111
5.5 Impulse Response of Digital Filters
The impulse response h[n] of a relaxed LTI system is simply the response to a unit impulse input [n]. The
impulse response provides us with a powerful method for finding the zero-state response of LTI systems to
arbitrary inputs using superposition (as described in the next chapter). The impulse response and the step
response are often used to assess the time-domain performance of digital filters.
REVIEW PANEL 5.12
The Impulse Response and Step Response Is Defined Only for Relaxed LTI Systems
Impulse input [n] Relaxed LTI system Impulse response h [n]
Impulse response h[n]: The output of a relaxed LTI system if the input is a unit impulse [n]
Step response s[n]: The output of a relaxed LTI system if the input is a unit step u[n]
5.5.1 Impulse Response of Nonrecursive Filters
For a nonrecursive (FIR) filter of length M + 1 described by
y[n] = B0 x[n] + B1 x[n 1] + + BM x[n M ] (5.19)
the impulse response h[n] (with x[n] = [n]) is an M + 1 term sequence of the input terms, which may be
written as
h[n] = B0 [n] + B1 [n 1] + + BM [n M ] or h[n] = {B0 , B1 , . . . , BM } (5.20)
The sequence h[n] represents the FIR filter coecients.
5.5.2 Impulse Response of Recursive Filters
Recursion provides a simple means of obtaining as many terms of the impulse response h[n] of a relaxed
recursive filter as we please, though we may not always be able to discern a closed form from the results.
Remember that we must use zero initial conditions.
EXAMPLE 5.9 (Impulse Response by Recursion)
Find the impulse response of the system described by y[n] y[n 1] = x[n].
We find h[n] as the solution to h[n] = h[n 1] + [n] subject to the initial condition y[1] = 0. By
recursion, we obtain
h[0] = h[1] + [0] = 1 h[2] = h[1] = 2
h[1] = h[0] = h[3] = h[2] = 3
The general form of h[n] is easy to discern as h[n] = n u[n].
5.5.3 Impulse Response for the Single-Input Case
Consider the N th-order dierence equation with a single input:
y[n] + A1 y[n 1] + A2 y[n 2] + + AN y[n N ] = x[n] (5.21)
112 Chapter 5 Discrete-Time Systems
To find its impulse response, we solve the dierence equation
h[n] + A1 h[n 1] + A2 h[n 2] + + AN h[n N ] = [n] (zero initial conditions) (5.22)
Since the input [n] is zero for n > 0, we must apparently assume a forced response that is zero and thus
solve for the natural response using initial conditions (leading to a trivial result). The trick is to use at
least one nonzero initial condition, which we must find by recursion. By recursion, we find h[0] = 1. Since
[n] = 0, n > 0, the impulse response is found as the natural response of the homogeneous equation
h[n] + A1 h[n 1] + A2 h[n 2] + + AN h[n N ] = 0, h[0] = 1 (5.23)
subject to the nonzero initial condition h[0] = 1. All the other initial conditions are assumed to be zero
(h[1] = 0 for a second-order system, h[1] = h[2] = 0 for a third-order system, and so on).
REVIEW PANEL 5.13
The Impulse Response of y[n] + A1 y[n 1] + + AN y[n N ] = x[n]
Find h[n] from h[n] + A1 h[n 1] + + AN h[n N ] = 0, with IC h[0] = 1 (all other ICs zero).
EXAMPLE 5.10 (Impulse Response Computation for the Single-Input Case)
(a) Consider the dierence equation y[n] 0.6y[n 1] = x[n].
Its impulse response is found by solving h[n] 0.6h[n 1] = 0, h[0] = 1.
Its natural response is h[n] = K(0.6)n .
With h[0] = 1, we find K = 1, and thus h[n] = (0.6)n u[n].
(b) Let y[n] 16 y[n 1] 16 y[n 2] = x[n].
Its impulse response is found by solving h[n] 16 h[n 1] 16 h[n 2] = 0, h[0] = 1, h[1] = 0.
Its characteristic equation is 1 16 z 1 16 z 2 = 0 or z 2 16 z 1
6 = 0.
Its roots, z1 = 1
2 and z2 = 13 , give the natural response h[n] = K1 ( 12 )n + K2 ( 13 )n .
With h[0] = 1 and h[1] = 0, we find 1 = K1 + K2 and 0 = 2K1 3K2 .
Solving for the constants, we obtain K1 = 0.6 and K2 = 0.4.
Thus, h[n] = [0.6( 21 )n + 0.4( 13 )n ]u[n].
5.5.4 Impulse Response for the General Case
To find the impulse response of the general system described by
y[n] + A1 y[n 1] + A2 y[n 2] + + AN y[n N ] = B0 x[n] + B1 x[n 1] + + BM x[n M ] (5.24)
we use linearity and superposition as follows:
1. Find the impulse response h0 [n] of the single-input system
y0 [n] + A1 y0 [n 1] + A2 y0 [n 2] + + AN y0 [n N ] = x[n] (5.25)
5.5 Impulse Response of Digital Filters 113
by solving the homogeneous equation
h0 [n] + A1 h0 [n 1] + + AN h0 [n N ] = 0, y[0] = 1 (all other ICs zero) (5.26)
2. Then, invoke superposition to find the actual impulse response h[n] as
h[n] = B0 h0 [n] + B1 h0 [n 1] + + BM h0 [n M ] (5.27)
REVIEW PANEL 5.14
Impulse Response of y[n] + A1 y[n 1] + + AN y[n N ] = B0 x[n] + B1 x[n 1] + + BM x[n M ]
1. Find h0 [n] from h0 [n] + A1 h0 [n 1] + + AN h0 [n N ] = 0, IC: h0 [0] = 1 (all others zero).
2. Find h[n] (using superposition) as h[n] = B0 h0 [n] + B1 h0 [n 1] + + BM h0 [n M ].
EXAMPLE 5.11 (Impulse Response for the General Case)
(a) Find the impulse response of y[n] 0.6y[n 1] = 4x[n] and y[n] 0.6y[n 1] = 3x[n + 1] x[n].
We start with the single-input system y0 [n] 0.6y0 [n 1] = x[n].
Its impulse response h0 [n] was found in Example 5.10(a) as h0 [n] = (0.6)n u[n].
Then, for the first system, h[ n] = 4h0 [n] = 4(0.6)n u[n].
For the second system, h[n] = 3h0 [n + 1] h0 [n] = 3(0.6)n+1 u[n + 1] (0.6)n u[n].
This may also be expressed as h[n] = 3[n + 1] + 0.8(0.6)n u[n].
Comment: The general approach can be used for causal or noncausal systems.
(b) Let y[n] 16 y[n 1] 16 y[n 2] = 2x[n] 6x[n 1].
To find h[n], start with the single-input system y[n] 16 y[n 1] 16 y[n 2] = x[n].
Its impulse response h0 [n] was found in Example 5.10(b) as
h0 [n] = [0.6( 21 )n + 0.4( 13 )n ]u[n]
The impulse response of the given system is h[n] = 4h0 [n] h0 [n 1]. We find
h[n] = [1.2( 21 )n + 0.8( 13 )n ]u[n] [3.6( 21 )n1 + 2.4( 31 )n1 ]u[n 1]
Comment: This may be simplified to h[n] = [6( 12 )n + 8( 13 )n ]u[n].
5.5.5 Recursive Form for Nonrecursive Digital Filters
The terms FIR and nonrecursive are synonymous. A nonrecursive filter always has a finite impulse response.
The terms IIR and recursive are often, but not always, synonymous. Not all recursive filters have an infinite
impulse response. In fact, nonrecursive filters can often be implemented in recursive form. A recursive filter
may also be described by a nonrecursive filter of the form y[n] = B0 x[n] + B1 x[n 1] + + BM x[n M ]
if we know all the past inputs. In general, this implies M .
114 Chapter 5 Discrete-Time Systems
EXAMPLE 5.12 (Recursive Form for Nonrecursive Filters)
Consider the nonrecursive filter y[n] = x[n] + x[n 1] + x[n 2].
Its impulse response is h[n] = [n] + [n 1] + [n 2].
To cast this filter in recursive form, we compute y[n 1] = x[n 1] + x[n 2] + x[n 3].
Upon subtraction from the original equation, we obtain the recursive form
y[n] y[n 1] = x[n] x[n 3]
Comment: Remember that the impulse response of this recursive system is of finite length.
5.5.6 The Response of Anti-Causal Systems
So far, we have focused on the response of systems described by dierence equations to causal inputs.
However, by specifying an anti-causal input and appropriate initial conditions, the same dierence equation
can be solved backward in time for n < 0 to generate an anti-causal response. For example, to find the
causal impulse response h[n], we assume that h[n] = 0, n < 0; but to find the anti-causal impulse response
hA [n] of the same system, we would assume that h[n] = 0, n > 0. This means that the same system can be
described by two dierent impulse response functions. How we distinguish between them is easily handled
using the z-transform, which we study in Chapter 17.
EXAMPLE 5.13 (Causal and Anti-Causal Impulse Response)
(a) Find the causal impulse response of the first-order system y[n] 0.4y[n 1] = x[n].
For the causal impulse response, we assume h[n] = 0, n < 0, and solve for h[n], n > 0, by recursion
from h[n] = 0.4h[n 1] + [n]. With h[0] = 0.4h[1] + [0] = 1 and [n] = 0, n = 0, we find
h[1] = 0.4h[0] = 0.4 h[2] = 0.4h[1] = (0.4)2 h[3] = 0.4h[2] = (0.4)3 etc.
The general form is easily discerned as h[n] = (0.4)n and is valid for n 0.
Comment: The causal impulse response of y[n] y[n 1] = x[n] is h[n] = n u[n].
(b) Find the anti-causal impulse response of the first-order system y[n] 0.4y[n 1] = x[n].
For the anti-causal impulse response, we assume h[n] = 0, n 0, and solve for h[n], n < 0, by recursion
from h[n 1] = 2.5(h[n] [n]). With h[1] = 2.5(h[0] [0]) = 2.5, and [n] = 0, n = 0, we find
h[2] = 2.5h[1] = (2.5)2 h[3] = 2.5h[2] = (2.5)3 h[4] = 2.5h[3] = (2.5)4 etc.
The general form is easily discerned as h[n] = (2.5)n = (0.4)n and is valid for n 1.
Comment: The anti-causal impulse response of y[n] y[n 1] = x[n] is h[n] = n u[n 1].
5.6 Stability of Discrete-Time LTI Systems 115
5.6 Stability of Discrete-Time LTI Systems
Stability is important in practical design and involves constraints on the nature of the system response.
Bounded-input, bounded-output (BIBO) stability implies that every bounded input must result in a
bounded output. For an LTI system described by the dierence equation
y[n] + A1 y[n 1] + + AN y[n N ] = B0 x[n] + B1 x[n 1] + + BM x[n M ] (5.28)
the conditions for BIBO stability involve the roots of the characteristic equation. A necessary and sucient
condition for BIBO stability of such an LTI system is that every root of its characteristic equation must have
a magnitude less than unity. This criterion is based on the results of Tables 5.1 and 5.2. Root magnitudes
less than unity ensure that the natural (and zero-input) response always decays with time (see Table 5.1),
and the forced (and zero-state) response always remains bounded for every bounded input. Roots with
magnitudes that equal unity make the system unstable. Simple (non-repeated) roots with unit magnitude
produce a constant (or sinusoidal) natural response that is bounded; but if the input is also a constant
(or sinusoid at the same frequency), the forced response is a ramp or growing sinusoid (see Table 5.2) and
hence unbounded. Repeated roots with unit magnitude result in a natural response that is itself a growing
sinusoid or polynomial and thus unbounded. In the next chapter, we shall see that the stability condition
is equivalent to having an LTI system whose impulse response h[n] is absolutely summable. The stability of
nonlinear or time-varying systems usually must be checked by other means.
The Stability of FIR Filters: The system equation of an FIR filter describes the output as a weighted
sum of shifted inputs. If the input remains bounded, the weighted sum of the inputs is also bounded. In
other words, FIR filters are always stable.
REVIEW PANEL 5.15
Requirement for BIBO Stability of Discrete-Time LTI Systems
Every root of the characteristic equation must have magnitude (absolute value) less than unity.
Note: FIR filters are always stable.
EXAMPLE 5.14 (Concepts Based on Stability)
(a) The system y[n] 16 y[n 1] 16 y[n 2] = x[n] is stable since the roots of its characteristic equation
z 2 16 z 16 = 0 are z1 = 12 and z2 = 13 and their magnitudes are less than 1.
(b) The system y[n] y[n 1] = x[n] is unstable. The root of its characteristic equation z 1 = 0 is z = 1
gives the natural response yN = Ku[n], which is actually bounded. However, for an input x[n] = u[n],
the forced response will have the form Cnu[n], which becomes unbounded.
(c) The system y[n] 2y[n 1] + y[n 2] = x[n] is unstable. The roots of its characteristic equation
z 2 2z + 1 = 0 are equal and produce the unbounded natural response yN [n] = Au[n] + Bnu[n].
(d) The system y[n] 12 y[n 1] = nx[n] is linear, time varying and unstable. The (bounded) step input
x[n] = u[n] results in a response that includes the ramp nu[n], which becomes unbounded.
(e) The system y[n] = x[n] 2x[n 1] is stable because it describes an FIR filter.
116 Chapter 5 Discrete-Time Systems
5.7 Connections: System Representation in Various Forms
An LTI system may be described by a dierence equation, impulse response, or input-output data. All three
are related and, given one form, we should be able to access the others. We have already studied how to
obtain the impulse response from a dierence equation. Here we shall describe how to obtain the system
dierence equation from its impulse response or from input-output data.
5.7.1 Dierence Equations from the Impulse Response
In the time domain, the process of finding the dierence equation from its impulse response is tedious. It
is much easier implemented by other methods (such as the z-transform, which we explore in Chapter 17).
The central idea is that the terms in the impulse response are an indication of the natural response (and
the roots of the characteristic equation) from which the dierence equation may be reconstructed if we can
describe the combination of the impulse response and its delayed versions by a sum of impulses. The process
is best illustrated by some examples.
EXAMPLE 5.15 (Dierence Equations from the Impulse Response)
(a) Let h[n] = u[n]. Then h[n 1] = u[n 1], and h[n] h[n 1] = u[n] u[n 1] = [n].
The dierence equation corresponding to h[n] h[n 1] = [n] is simply y[n] y[n 1] = x[n].
(b) Let h[n] = 3(0.6)n u[n]. This suggests a dierence equation whose left-hand side is y[n] 0.6y[n 1].
We then set up h[n] 0.6h[n 1] = 3(0.6)n u[n] 1.8(0.6)n1 u[n 1]. This simplifies to
h[n] 0.6h[n 1] = 3(0.6)n u[n] 3(0.6)n u[n 1] = 3(0.6)n (u[n] u[n 1]) = 3(0.6)n [n] = 3[n]
The dierence equation corresponding to h[n] 0.6h[n 1] = 3[n] is y[n] 0.6y[n 1] = 3x[n].
(c) Let h[n] = 2(0.5)n u[n] + (0.5)n u[n]. This suggests a characteristic equation (z 0.5)(z + 0.5).
The left-hand side of the dierence equation is thus y[n] 0.25y[n 2]. We now compute
h[n] 0.25h[n 2] = 2(0.5)n u[n] + (0.5)n u[n] 0.25(2(0.5)n1 u[n 1] + (0.5)n1 u[n 1])
This simplifies to
h[n] 0.25h[n 2] = [2(0.5)n + (0.5)n ](u[n] u[n 2]) = [2(0.5)n + (0.5)n ]([n] + [n 2])
This simplifies further to h[n] 0.25h[n 2] = 3[n] 0.5[n 1].
Finally, the dierence equation is y[n] 0.25y[n 2] = 3x[n] 0.5x[n 1].
5.7.2 Dierence Equations from Input-Output Data
The dierence equation of LTI systems may also be obtained from input-output data. The response of the
system described by y[n] = 3x[n] + 2x[n 1] to x[n] = [n] is y[n] = 3[n] + 2[n 1]. Turning things around,
the input [n] and output 3[n]+2[n1] then corresponds to the dierence equation y[n] = 3x[n]+2x[n1].
Note how the coecients of the input match the output data (and vice versa).
5.8 Application-Oriented Examples 117
REVIEW PANEL 5.16
Dierence Equation of an LTI System from Input-Output Information
Example: If x[n] = {1, 2, 3} and y[n] = {3, 3}, then y[n] + 2y[n 1] + 3y[n 2] = 3x[n] + 3x[n 1].
Input Output
3 System 3 3 System Equation
1 2 n n y [n] + 2 y [n 1] + 3 y [n 2] = 3 x [n] + 3 x [n 1]
1 2 1
5.8 Application-Oriented Examples
5.8.1 Inverse Systems
Inverse systems are quite important in practical applications. For example, a measurement system (such as
a transducer) invariably aects (distorts) the signal being measured. To undo the eects of the distortion
requires a system that acts as the inverse of the measurement system. If an input x[n] to a system results
in an output y[n], then its inverse is a system that recovers the signal x[n] in response to the input y[n], as
illustrated in Figure 5.4.
x[n] y[n] x[n]
System Inverse system
Figure 5.4 A system and its inverse
Not all systems have an inverse. For a system to have an inverse, or be invertible, distinct inputs must
lead to distinct outputs. If a system produces an identical output for two dierent inputs, it does not have
an inverse. For invertible LTI systems described by dierence equations, finding the inverse system is as
easy as switching the input and output variables.
REVIEW PANEL 5.17
Finding the Inverse of an LTI System? Try Switching the Input and Output
System: y[n] + 2y[n 1] = 3x[n] + 4x[n 1] Inverse system: 3y[n] + 4y[n 1] = x[n] + 2x[n 1]
How to find the inverse from the impulse response h[n]? Find the dierence equation first.
EXAMPLE 5.16 (Inverse Systems)
(a) Refer to the interconnected system shown in Figure E5.16A(1). Find the dierence equation of the
inverse system, sketch a realization of each system, and find the output of each system.
Input
4 4 Output
y[n] = x [n] - 0.5x [n -1 ] Inverse system
n
1
Figure E5.16A(1) The interconnected system for Example 5.16(a)
The original system is described by y[n] = x[n] 0.5x[n 1]. By switching the input and output, the
inverse system is described by y[n] 0.5y[n 1] = x[n]. The realization of each system is shown in
118 Chapter 5 Discrete-Time Systems
Figure E5.16A(2). Are they related? Yes. If you flip the realization of the echo system end-on-end
and change the sign of the feedback signal, you get the inverse realization.
+
Input + Output Input Output
+
z1 z1
0.5 0.5
System Inverse system
Figure E5.16A(2) Realization of the system and its inverse for Example 5.16(a)
The response g[n] of the first system is simply
g[n] = (4[n] + 4[n 1]) (2[n 1] + 2[n 2]) = 4[n] + 2[n 1]) 2[n 2])
If we let the output of the second system be y0 [n], we have
y0 [n] = 0.5y0 [n 1] + 4[n] + 2[n 1]) 2[n 2])
Recursive solution gives
y0 [0] = 0.5y0 [1] + 4[0] = 4 y0 [1] = 0.5y0 [0] + 2[0] = 4 y0 [2] = 0.5y0 [1] 2[0] = 0
All subsequent values of y0 [n] are zero since the input terms are zero for n > 2. The output is thus
y0 [n] = {4, 4}, the same as the input to the overall system.
(b) The nonlinear system y[n] = x2 [n] does not
# have an inverse. Two inputs, diering in sign, yield the
same output. If we try to recover x[n] as y[n], we run into a sign ambiguity.
(c) The linear (but time-varying) decimating system y[n] = x[2n] does not have an inverse. Two inputs,
which dier in the samples discarded (for example, the signals {1, 2, 4, 5} and {1, 3, 4, 8} yield the same
output {1, 4}). If we try to recover the original signal by interpolation, we cannot uniquely identify
the original signal.
(d) The linear (but time-varying) interpolating system y[n] = x[n/2] does have an inverse. Its inverse is a
decimating system that discards the very samples inserted during interpolation and thus recovers the
original signal.
(e) The LTI system y[n] = x[n] + 2x[n 1] also has an inverse. Its inverse is found by switching the input
and output as y[n] + 2y[n 1] = x[n]. This example also shows that the inverse of an FIR filter results
in an IIR filter.
5.8 Application-Oriented Examples 119
5.8.2 Echo and Reverb
The digital processing of audio signals often involves digital filters to create various special eects such as
echo and reverb, which are typical of modern-day studio sounds. An echo filter has the form
y[n] = x[n] + x[n D] (an echo filter) (5.29)
This describes an FIR filter whose output y[n] equals the input x[n] and its delayed (by D samples) and
attenuated (by ) replica of x[n] (the echo term). Its realization is sketched in Figure 5.5. The D-sample
delay is implemented by a cascade of D delay elements and represented by the block marked z D . This
filter is also called a comb filter (for reasons to be explained in later chapters).
+
Input + Output Input Output
+ +
z-D z-D
An echo filter A reverb filter
Figure 5.5 Echo and reverb filters
Reverberations are due to multiple echoes (from the walls and other structures in a concert hall, for
example). For simplicity, if we assume that the signal suers the same delay D and the same attenuation
in each round-trip to the source, we may describe the action of reverb by
y[n] = x[n] + x[n D] + 2 x[n 2D] + 3 x[n 3D] + (5.30)
If we delay both sides by D units, we get
y[n D] = x[n D] + 2 x[n 2D] + 3 x[n 3D] + 4 x[n 4D] + (5.31)
Subtracting the second equation from the first, we obtain a compact form for a reverb filter:
y[n] y[n D] = x[n] (a reverb filter) (5.32)
This is an IIR filter whose realization is also sketched in Figure 5.5. Its form is reminiscent of the inverse of
the echo system y[n] + y[n D] = x[n], but with replaced by .
In concept, it should be easy to tailor the simple reverb filter to simulate realistic eects by including
more terms with dierent delays and attenuation. In practice, however, this is no easy task, and the filter
designs used by commercial vendors in their applications are often proprietary.
5.8.3 Periodic Sequences and Wave-Table Synthesis
Electronic music synthesizers typically possess tone banks of stored tone sequences that are replicated and
used in their original or delayed forms or combined to synthesize new sounds and generate various musical
eects. The periodic versions of such sequences can be generated by filters that have a recursive form
developed from a nonrecursive filter whose impulse response corresponds to one period of the periodic
signal. The dierence equation of such a recursive filter is given by
y[n] y[n N ] = x1 [n] (N -sample periodic signal generator) (5.33)
120 Chapter 5 Discrete-Time Systems
where x1 [n] corresponds to one period (N samples) of the signal x[n]. This form actually describes a reverb
system with no attenuation whose delay equals the period N . Hardware implementation often uses a circular
buer or wave-table (in which one period of the signal is stored), and cycling over it generates the periodic
signal. The same wave-table can also be used to change the frequency (or period) of the signal (to double
the frequency for example, we would cycle over alternate samples) or for storing a new signal.
EXAMPLE 5.17 (Generating Periodic Signals Using Recursive Filters)
Suppose we wish to generate the periodic signal x[n] described by
x[n] = {2, 3, 1, 6, 2, 3, 1, 6, 2, 3, 1, 6, 2, 3, 1, 6, . . .}
The impulse response sequence of a nonrecursive filter that generates this signal is simply
h[n] = {2, 3, 1, 6, 2, 3, 1, 6, 2, 3, 1, 6, 2, 3, 1, 6, . . .}
If we delay this sequence by one period (four samples), we obtain
h[n 4] = {0, 0, 0, 0, 2, 3, 1, 6, 2, 3, 1, 6, 2, 3, 1, 6, 2, 3, 1, 6, . . .}
Subtracting the delayed sequence from the original gives us h[n] h[n 4] = {2, 3, 1, 6}.
Its recursive form is y[n] y[n 4] = x1 [n], where x1 [n] = {2, 3, 1, 6} describes one period of x[n].
5.8.4 How Dierence Equations Arise
We conclude with some examples of dierence equations, which arise in many ways in various fields ranging
from mathematics and engineering to economics and biology.
1. y[n] = y[n 1] + n, y[1] = 1
This dierence equation describes the number of regions y[n] into which n lines divide a plane if no
two lines are parallel and no three lines intersect.
2. y[n + 1] = (n + 1)(y[n] + 1), y[0] = 0
This dierence equation describes the number of multiplications y[n] required to compute the deter-
minant of an n n matrix using cofactors.
3. y[n + 2] = y[n + 1] + y[n], y[0] = 0, y[1] = 1
This dierence equation generates the Fibonacci sequence {y[n] = 0, 1, 1, 2, 3, 5, . . .}, where each
number is the sum of the previous two.
4. y[n + 2] 2xy[n + 1] + y[n] = 0, y[0] = 1, y[1] = x
This dierence equation generates the Chebyshev polynomials Tn (x) = y[n] of the first kind. We
find that T2 (x) = y[2] = 2x2 1, T3 (x) = y[3] = 4x3 3x, etc. Similar dierence equations called
recurrence relations form the basis for generating other polynomial sets.
5. y[n + 1] = y[n](1 y[n])
In biology, this dierence equation, called a logistic equation, is used to model the growth of populations
that reproduce at discrete intervals.
6. y[n + 1] = (1 + )y[n] + d[n]
This dierence equation describes the bank balance y[n] at the beginning of the nth-compounding
period (day, month, etc.) if the percent interest rate is per compounding period and d[n] is the
amount deposited in that period.
Chapter 5 Problems 121
CHAPTER 5 PROBLEMS
DRILL AND REINFORCEMENT
5.1 (Operators) Which of the following describe linear operators?
(a) O{ } = 4{ } (b) O{ } = 4{ } + 3 (c) O{ } = { }
5.2 (System Classification) In each of the systems below, x[n] is the input and y[n] is the output.
Check each system for linearity, shift invariance, memory, and causality.
(a) y[n] y[n 1] = x[n] (b) y[n] + y[n + 1] = nx[n]
(c) y[n] y[n + 1] = x[n + 2] (d) y[n + 2] y[n + 1] = x[n]
(e) y[n + 1] x[n]y[n] = nx[n + 2] (f ) y[n] + y[n 3] = x2 [n] + x[n + 6]
(g) y[n] 2n y[n] = x[n] (h) y[n] = x[n] + x[n 1] + x[n 2]
5.3 (Response by Recursion) Find the response of the following systems by recursion to n = 4 and
try to discern the general form for y[n].
(a) y[n] ay[n 1] = [n] y[1] = 0
(b) y[n] ay[n 1] = u[n] y[1] = 1
(c) y[n] ay[n 1] = nu[n] y[1] = 0
(d) y[n] + 4y[n 1] + 3y[n 2] = u[n 2] y[1] = 0 y[2] = 1
5.4 (Forced Response) Find the forced response of the following systems.
(a) y[n] 0.4y[n 1] = u[n] (b) y[n] 0.4y[n 1] = (0.5)n
(c) y[n] + 0.4y[n 1] = (0.5)n (d) y[n] 0.5y[n 1] = cos(n/2)
5.5 (Forced Response) Find the forced response of the following systems.
(a) y[n] 1.1y[n 1] + 0.3y[n 2] = 2u[n] (b) y[n] 0.9y[n 1] + 0.2y[n 2] = (0.5)n
(c) y[n] + 0.7y[n 1] + 0.1y[n 2] = (0.5)n (d) y[n] 0.25y[n 2] = cos(n/2)
5.6 (Zero-State Response) Find the zero-state response of the following systems.
(a) y[n] 0.5y[n 1] = 2u[n] (b) y[n] 0.4y[n 1] = (0.5)n
(c) y[n] 0.4y[n 1] = (0.4)n (d) y[n] 0.5y[n 1] = cos(n/2)
5.7 (Zero-State Response) Find the zero-state response of the following systems.
(a) y[n] 1.1y[n 1] + 0.3y[n 2] = 2u[n] (b) y[n] 0.9y[n 1] + 0.2y[n 2] = (0.5)n
(c) y[n] + 0.7y[n 1] + 0.1y[n 2] = (0.5)n (d) y[n] 0.25y[n 2] = cos(n/2)
5.8 (System Response) Let y[n] 0.5y[n 1] = x[n], with y[1] = 1. Find the response of this system
for the following inputs.
(a) x[n] = 2u[n] (b) x[n] = (0.25)n u[n] (c) x[n] = n(0.25)n u[n]
(d) x[n] = (0.5)n u[n] (e) x[n] = n(0.5)n (f ) x[n] = (0.5)n cos(0.5n)
122 Chapter 5 Discrete-Time Systems
5.9 (System Response) Find the response of the following systems.
(a) y[n] + 0.1y[n 1] 0.3y[n 2] = 2u[n] y[1] = 0 y[2] = 0
(b) y[n] 0.9y[n 1] + 0.2y[n 2] = (0.5)n y[1] = 1 y[2] = 4
(c) y[n] + 0.7y[n 1] + 0.1y[n 2] = (0.5)n y[1] = 0 y[2] = 3
(d) y[n] 0.25y[n 2] = (0.4)n y[1] = 0 y[2] = 3
(e) y[n] 0.25y[n 2] = (0.5)n y[1] = 0 y[2] = 0
5.10 (System Response) Sketch a realization for each system, assuming zero initial conditions. Then
evaluate the complete response from the information given. Check your answer by computing the first
few values by recursion.
(a) y[n] 0.4y[n 1] = x[n] x[n] = (0.5)n u[n] y[1] = 0
(b) y[n] 0.4y[n 1] = 2x[n] + x[n 1] x[n] = (0.5)n u[n] y[1] = 0
(c) y[n] 0.4y[n 1] = 2x[n] + x[n 1] x[n] = (0.5)n u[n] y[1] = 5
(d) y[n] + 0.5y[n 1] = x[n] x[n 1] x[n] = (0.5)n u[n] y[1] = 2
(e) y[n] + 0.5y[n 1] = x[n] x[n 1] x[n] = (0.5)n u[n] y[1] = 0
5.11 (System Response) For each system, evaluate the natural, forced, and total response. Assume that
y[1] = 0, y[2] = 1. Check your answer for the total response by computing its first few values by
recursion.
(a) y[n] + 4y[n 1] + 3y[n 2] = u[n] (b) y[n] + 4y[n 1] + 4y[n 2] = 2n u[n]
(c) y[n] + 4y[n 1] + 8y[n 2] = cos(n)u[n] (d) {(1 + 2z 1 )2 }y[n] = n(2)n u[n]
(e) {1 + 34 z 1 + 18 z 2 }y[n] = ( 31 )n u[n] (f ) {1 + 0.5z 1 + 0.25z 2 }y[n] = cos(0.5n)u[n]
(g) {z 2 + 4z + 4}y[n] = 2n u[n] (h) {1 0.5z 1 }y[n] = (0.5)n cos(0.5n)u[n]
5.12 (System Response) For each system, set up a dierence equation and compute the zero-state,
zero-input, and total response, assuming x[n] = u[n] and y[1] = y[2] = 1.
(a) {1 z 1 2z 2 }y[n] = x[n] (b) {z 2 z 2}y[n] = x[n]
(c) {1 34 z 1 + 18 z 2 }y[n] = {z 1 }x[n] (d) {1 34 z 1 + 18 z 2 }y[n] = {1 + z 1 }x[n]
(e) {1 0.25z 2 }y[n] = x[n] (f ) {z 2 0.25}y[n] = {2z 2 + 1}x[n]
5.13 (Impulse Response by Recursion) Find the impulse response h[n] by recursion up to n = 4 for
each of the following systems.
(a) y[n] y[n 1] = 2x[n] (b) y[n] 3y[n 1] + 6y[n 2] = x[n 1]
(c) y[n] 2y[n 3] = x[n 1] (d) y[n] y[n 1] + 6y[n 2] = nx[n 1] + 2x[n 3]
5.14 (Analytical Form for Impulse Response) Classify each filter as recursive or FIR (nonrecursive),
and causal or noncausal, and find an expression for its impulse response h[n].
(a) y[n] = x[n] + x[n 1] + x[n 2] (b) y[n] = x[n + 1] + x[n] + x[n 1]
(c) y[n] + 2y[n 1] = x[n] (d) y[n] + 2y[n 1] = x[n 1]
(e) y[n] + 2y[n 1] = 2x[n] + 6x[n 1] (f ) y[n] + 2y[n 1] = x[n + 1] + 4x[n] + 6x[n 1]
(g) {1 + 4z 1 + 3z 2 }y[n] = {z 2 }x[n] (h) {z 2 + 4z + 4}y[n] = {z + 3}x[n]
(i) {z 2 + 4z + 8}y[n] = x[n] (j) y[n] + 4y[n 1] + 4y[n 2] = x[n] x[n + 2]
5.15 (Stability) Investigate the causality and stability of the following systems.
(a) y[n] = x[n 1] + x[n] + x[n + 1] (b) y[n] = x[n] + x[n 1] + x[n 2]
(c) y[n] 2y[n 1] = x[n] (d) y[n] 0.2y[n 1] = x[n] 2x[n + 2]
(e) y[n] + y[n 1] + 0.5y[n 2] = x[n] (f ) y[n] y[n 1] + y[n 2] = x[n] x[n + 1]
(g) y[n] 2y[n 1] + y[n 2] = x[n] x[n 3] (h) y[n] 3y[n 1] + 2y[n 2] = 2x[n + 3]
Chapter 5 Problems 123
REVIEW AND EXPLORATION
5.16 (System Classification) Classify the following systems in terms of their linearity, time invariance,
memory, causality, and stability.
(a) y[n] = 3n x[n] (b) y[n] = ejn x[n]
(c) y[n] = cos(0.5n)x[n] (d) y[n] = [1 + cos(0.5n)]x[n]
(e) y[n] = ex[n] (f ) y[n] = x[n] + cos[0.5(n + 1)]
5.17 (System Classification) Classify the following systems in terms of their linearity, time invariance,
memory, causality, and stability.
(a) y[n] = x[n/3] (zero interpolation)
(b) y[n] = cos(n)x[n] (modulation)
(c) y[n] = [1 + cos(n)]x[n] (modulation)
(d) y[n] = cos(nx[n]) (frequency modulation)
(e) y[n] = cos(n + x[n]) (phase modulation)
(f )y[n] = x[n] x[n 1] (dierencing operation)
(g) y[n] = 0.5x[n] + 0.5x[n 1] (averaging operation)
N
$ 1
(h) y[n] = N1 x[n k] (moving average)
k=0
(i) y[n] y[n 1] = x[n], 0 < < 1 (exponential averaging)
(j) y[n] = 0.4(y[n 1] + 2) + x[n]
5.18 (Classification) Classify each system in terms of its linearity, time invariance, memory, causality,
and stability.
(a) The folding system y[n] = x[n].
(b) The decimating system y[n] = x[2n].
(c) The zero-interpolating system y[n] = x[n/2].
(d) The sign-inversion system y[n] = sgn{x[n]}.
(e) The rectifying system y[n] = |x[n]|.
5.19 (Classification) Classify each system in terms of its linearity, time invariance, causality, and stability.
(a) y[n] = round{x[n]} (b) y[n] = median{x[n + 1], x[n], x[n 1]}
(c) y[n] = x[n] sgn(n) (d) y[n] = x[n] sgn{x[n]}
5.20 (Inverse Systems) Are the following systems invertible? If not, explain why; if invertible, find the
inverse system.
(a) y[n] = x[n] x[n 1] (dierencing operation)
(b) y[n] = 13 (x[n] + x[n 1] + x[n 2]) (moving average operation)
(c) y[n] = 0.5x[n] + x[n 1] + 0.5x[n 2] (weighted moving average operation)
(d) y[n] y[n 1] = (1 )x[n], 0 < < 1 (exponential averaging operation)
(e) y[n] = cos(n)x[n] (modulation)
(f ) y[n] = cos(x[n])
(g) y[n] = ex[n]
124 Chapter 5 Discrete-Time Systems
5.21 (An Echo System and Its Inverse) An echo system is described by y[n] = x[n] + 0.5x[n N ].
Assume that the echo arrives after 1 ms and the sampling rate is 2 kHz.
(a) What is the value of N ? Sketch a realization of this echo system.
(b) What is the impulse response and step response of this echo system?
(c) Find the dierence equation of the inverse system. Then, sketch its realization and find its
impulse response and step response.
5.22 (Reverb) A reverb filter is described by y[n] = x[n] + 0.25y[n N ]. Assume that the echoes arrive
every millisecond and the sampling rate is 2 kHz.
(a) What is the value of N ? Sketch a realization of this reverb filter.
(b) What is the impulse response and step response of this reverb filter?
(c) Find the dierence equation of the inverse system. Then, sketch its realization and find its
impulse response and step response.
5.23 (System Response) Consider the system y[n] 0.5y[n 1] = x[n]. Find its zero-state response to
the following inputs.
(a) x[n] = u[n] (b) x[n] = (0.5)n u[n] (c) x[n] = cos(0.5n)u[n]
(d) x[n] = (1)n u[n] (e) x[n] = j n u[n] (f ) x[n] = ( j)n u[n] + ( j)n u[n]
5.24 (System Response) For the system realization shown in Figure P5.24, find the response to the
following inputs and initial conditions.
(a) x[n] = u[n] y[1] = 0 (b) x[n] = u[n] y[1] = 4
(c) x[n] = (0.5)n u[n] y[1] = 0 (d) x[n] = (0.5)n u[n] y[1] = 6
(e) x[n] = (0.5)n u[n] y[1] = 0 (f ) x[n] = (0.5)n u[n] y[1] = 2
x [n]
+ y [n]
z1
0.5
Figure P5.24 System realization for Problem 5.24
5.25 (System Response) Find the response of the following systems.
(a) y[n] 0.4y[n 1] = 2(0.5)n1 u[n 1] y[1] = 0
(b) y[n] 0.4y[n 1] = (0.4)n u[n] + 2(0.5)n1 u[n 1] y[1] = 2.5
(c) y[n] 0.4y[n 1] = n(0.5)n u[n] + 2(0.5)n1 u[n 1] y[1] = 2.5
5.26 (System Response) Find the impulse response of the following filters.
(a) y[n] = x[n] x[n 1] (dierencing operation)
(b) y[n] = 0.5x[n] + 0.5x[n 1] (averaging operation)
N
$ 1
(c) y[n] = N1 x[n k], N = 3 (moving average)
k=0
N
$ 1
(d) y[n] = 2
N (N +1) (N k)x[n k], N = 3 (weighted moving average)
k=0
(e) y[n] y[n 1] = (1 )x[n], N = 3, = N 1
N +1 (exponential averaging)
Chapter 5 Problems 125
5.27 (System Response) It is known that the response of the system y[n] + y[n 1] = x[n], = 0, is
given by y[n] = [5 + 3(0.5)n ]u[n].
(a) Identify the natural response and forced response.
(b) Identify the values of and y[1].
(c) Identify the zero-input response and zero-state response.
(d) Identify the input x[n].
5.28 (System Response) It is known that the response of the system y[n] + 0.5y[n 1] = x[n] is described
by y[n] = [5(0.5)n + 3(0.5)n )]u[n].
(a) Identify the zero-input response and zero-state response.
(b) What is the zero-input response of the system y[n] + 0.5y[n 1] = x[n] if y[1] = 10?
(c) What is the response of the relaxed system y[n] + 0.5y[n 1] = x[n 2]?
(d) What is the response of the relaxed system y[n] + 0.5y[n 1] = x[n 1] + 2x[n]?
5.29 (System Response) It is known that the response of the system y[n] + y[n 1] = x[n] is described
by y[n] = (5 + 2n)(0.5)n u[n].
(a) Identify the zero-input response and zero-state response.
(b) What is the zero-input response of the system y[n] + y[n 1] = x[n] if y[1] = 10?
(c) What is the response of the relaxed system y[n] + y[n 1] = x[n 1])?
(d) What is the response of the relaxed system y[n] + y[n 1] = 2x[n 1] + x[n]?
(e) What is the complete response of the y[n] + y[n 1] = x[n] + 2x[n 1] if y[1] = 4?
5.30 (System Interconnections) Two systems are said to be in cascade if the output of the first system
acts as the input to the second. Find the response of the following cascaded systems if the input is a
unit step and the systems are described as follows. In which instances does the response dier when the
order of cascading is reversed? Can you use this result to justify that the order in which the systems
are cascaded does not matter in finding the overall response if both systems are LTI?
(a) System 1: y[n] = x[n] x[n 1] System 2: y[n] = 0.5y[n 1] + x[n]
(b) System 1: y[n] = 0.5y[n 1] + x[n] System 2: y[n] = x[n] x[n 1]
(c) System 1: y[n] = x2 [n] System 2: y[n] = 0.5y[n 1] + x[n]
(d) System 1: y[n] = 0.5y[n 1] + x[n] System 2: y[n] = x2 [n]
5.31 (Systems in Cascade and Parallel) Consider the realization of Figure P5.31.
x [n]
+ + y [n]
+
z1
z1 +
+
z1
Figure P5.31 System realization for Problem 5.31
(a) Find its impulse response if = . Is the overall system FIR or IIR?
(b) Find its dierence equation and impulse response if = . Is the overall system FIR or IIR?
(c) Find its dierence equation and impulse response if = = 1. What is the function of the
overall system?
126 Chapter 5 Discrete-Time Systems
5.32 (Dierence Equations from Impulse Response) Find the dierence equations describing the
following systems.
(a) h[n] = [n] + 2[n 1] (b) h[n] = {2, 3, 1}
(c) h[n] = (0.3)n u[n] (d) h[n] = (0.5)n u[n] (0.5)n u[n]
5.33 (Dierence Equations from Impulse Response) A system is described by the impulse response
h[n] = (1)n u[n]. Find the dierence equation of this system. Then find the dierence equation of
the inverse system. Does the inverse system describe an FIR filter or IIR filter? What function does
it perform?
5.34 (Dierence Equations from Dierential Equations) Consider an analog system described by
the dierential equation y (t) + 3y (t) + 2y(t) = 2u(t).
(a) Confirm that this describes a stable analog system.
(b) Convert this to a dierence equation using the backward Euler algorithm and check the stability
of the resulting digital filter.
(c) Convert this to a dierence equation using the forward Euler algorithm and check the stability
of the resulting digital filter.
(d) Which algorithm is better in terms of preserving stability? Can the results be generalized to any
arbitrary analog system?
5.35 (Dierence Equations) For the filter realization shown in Figure P5.35, find the dierence equation
relating y[n] and x[n] if the impulse response of the filter is given by
(a) h[n] = [n] [n 1] (b) h[n] = 0.5[n] + 0.5[n 1]
x [n]
+ Filter y [n]
z1
Figure P5.35 Filter realization for Problem 5.35
5.36 (Periodic Signal Generators) Find the dierence equation of a filter whose impulse response is a
periodic sequence with first period x[n] = {1, 2, 3, 4, 6, 7, 8}. Sketch a realization for this filter.
5.37 (Recursive and IIR Filters) The terms recursive and IIR are not always synonymous. A recursive
filter could in fact have a finite impulse response. Use recursion to find the the impulse response h[n]
for each of the following recursive filters. Which filters (if any) describe IIR filters?
(a) y[n] y[n 1] = x[n] x[n 2]
(b) y[n] y[n 1] = x[n] x[n 1] 2x[n 2] + 2x[n 3]
5.38 (Recursive Forms of FIR Filters) An FIR filter may always be recast in recursive form by the
simple expedient of including identical factors on the left-hand and right-hand side of its dierence
equation in operational form. For example, the filter y[n] = (1 z 1 )x[n] is FIR, but the identical
filter (1 + z 1 )y[n] = (1 + z 1 )(1 z 1 )x[n] has the dierence equation y[n] + y[n 1] = x[n] x[n 2]
and can be implemented recursively. Find two dierent recursive dierence equations (with dierent
orders) for each of the following filters.
(a) y[n] = x[n] x[n 2] (b) h[n] = {1, 2, 1}
Chapter 5 Problems 127
5.39 (Nonrecursive Forms of IIR Filters) An FIR filter may always be exactly represented in recursive
form, but we can only approximately represent an IIR filter by an FIR filter by truncating its impulse
response to N terms. The larger the truncation index N , the better is the approximation. Consider the
IIR filter described by y[n] 0.8y[n 1] = x[n]. Find its impulse response h[n] and truncate it to three
terms to obtain h3 [n], the impulse response of the approximate FIR equivalent. Would you expect the
greatest mismatch in the response of the two filters to identical inputs to occur for lower or higher
values of n? Compare the step response of the two filters up to n = 6 to justify your expectations.
5.40 (Nonlinear Systems) One way to solve nonlinear dierence equations is by recursion. Consider the
nonlinear dierence equation y[n]y[n 1] 0.5y 2 [n 1] = 0.5Au[n].
(a) What makes this system nonlinear?
(b) Using y[1] = 2, recursively obtain y[0], y[1], and y[2].
(c) Use A = 2, A = 4, and A = 9 in the results of part (b) to confirm that this system finds the
square root of A.
(d) Repeat parts (b) and (c) with y[1] = 1 to check whether the choice of the initial condition
aects system operation.
5.41 (LTI Concepts and Stability) Argue that neither of the following describes an LTI system. Then,
explain how you might check for their stability and determine which of the systems are stable.
(a) y[n] + 2y[n 1] = x[n] + x2 [n] (b) y[n] 0.5y[n 1] = nx[n] + x2 [n]
5.42 (Response of Causal and Noncausal Systems) A dierence equation may describe a causal or
noncausal system depending on how the initial conditions are prescribed. Consider a first-order system
governed by y[n] + y[n 1] = x[n].
(a) With y[n] = 0, n < 0, this describes a causal system. Assume y[1] = 0 and find the first few
terms y[0], y[1], . . . of the impulse response and step response, using recursion, and establish the
general form for y[n].
(b) With y[n] = 0, n > 0, we have a noncausal system. Assume y[0] = 0 and rewrite the dierence
equation as y[n 1] = {y[n] + x[n]}/ to find the first few terms y[0], y[1], y[2], . . . of the
impulse response and step response, using recursion, and establish the general form for y[n].
COMPUTATION AND DESIGN
dtsimgui A GUI for System Response Simulation
The graphical user interface dtsimgui allows you to simulate and visualize the response of discrete-
time systems.
You can select the input signal, the system parameters, and initial conditions.
To explore this routine, type dtsimgui at the Matlab prompt.
5.43 (Numerical Integration Algorithms) Numerical integration algorithms approximate the area y[n]
from y[n 1] or y[n 2] (one or more time steps away). Consider the following integration algorithms.
(a) y[n] = y[n 1] + ts x[n] (rectangular rule)
(b) y[n] = y[n 1] + t2s (x[n] + x[n 1]) (trapezoidal rule)
128 Chapter 5 Discrete-Time Systems
(c) y[n] = y[n 1] + 12 (5x[n] + 8x[n 1] x[n 2])
ts
(Adams-Moulton rule)
(d) y[n] = y[n 2] + ts
3 (x[n] + 4x[n 1] + x[n 2]) (Simpsons rule)
(e) y[n] = y[n 3] + 8 (x[n] + 3x[n 1] + 3x[n 2] + x[n 3])
3ts
(Simpsons three-eighths rule)
Use each of the rules to approximate the area of x(t) = sinc(t), 0 t 3, with ts = 0.1 s and ts = 0.3 s,
and compare with the expected result of 0.53309323761827. How does the choice of the time step ts
aect the results? Which algorithm yields the most accurate results?
5.44 (System Response) Use the Matlab routine filter to obtain and plot the response of the filter
described by y[n] = 0.25(x[n] + x[n 1] + x[n 2] + x[n 3]) to the following inputs and comment on
your results.
(a) x[n] = 1, 0 n 60
(b) x[n] = 0.1n, 0 n 60
(c) x[n] = sin(0.1n), 0 n 60
(d) x[n] = 0.1n + sin(0.5n), 0 n 60
$
(e) x[n] = [n 5k], 0 n 60
k=
$
(f ) x[n] = [n 4k], 0 n 60
k=
5.45 (System Response) Use the Matlab routine filter to obtain and plot the response of the filter
described by y[n] y[n 4] = 0.25(x[n] + x[n 1] + x[n 2] + x[n 3]) to the following inputs and
comment on your results.
(a) x[n] = 1, 0 n 60
(b) x[n] = 0.1n, 0 n 60
(c) x[n] = sin(0.1n), 0 n 60
(d) x[n] = 0.1n + sin(0.5n), 0 n 60
$
(e) x[n] = [n 5k], 0 n 60
k=
$
(f ) x[n] = [n 4k], 0 n 60
k=
5.46 (System Response) Use Matlab to obtain and plot the response of the following systems over the
range 0 n 199.
(a) y[n] = x[n/3], x[n] = (0.9)n u[n] (assume zero interpolation)
(b) y[n] = cos(0.2n)x[n], x[n] = cos(0.04n) (modulation)
(c) y[n] = [1 + cos(0.2n)]x[n], x[n] = cos(0.04n) (modulation)
5.47 (System Response) Use Matlab to obtain and plot the response of the following filters, using direct
commands (where possible) and also using the routine filter, and compare your results. Assume that
the input is given by x[n] = 0.1n + sin(0.1n), 0 n 60. Comment on your results.
N
$ 1
(a) y[n] = 1
N x[n k], N = 4 (moving average)
k=0
Chapter 5 Problems 129
N
$ 1
(b) y[n] = 2
N (N +1) (N k)x[n k], N = 4 (weighted moving average)
k=0
(c) y[n] y[n 1] = (1 )x[n], N = 4, = N 1
N +1 (exponential average)
5.48 (System Response) Use Matlab to obtain and plot the response of the following filters, using
direct commands and using the routine filter, and compare your results. Use an input that consists
of the sum of the signal x[n] = 0.1n + sin(0.1n), 0 n 60 and uniformly distributed random noise
with a mean of 0. Comment on your results.
N$1
(a) y[n] = N1 x[n k], N = 4 (moving average)
k=0
N
$ 1
(b) y[n] = 2
N (N +1) (N k)x[n k], N = 4 (weighted moving average)
k=0
(c) y[n] y[n 1] = (1 )x[n], N = 4, = N 1
N +1 (exponential averaging)
5.49 (System Response) Use the Matlab routine filter to obtain and plot the response of the following
FIR filters. Assume that x[n] = sin(n/8), 0 n 60. Comment on your results. From the results,
can you describe the the function of these filters?
(a) y[n] = x[n] x[n 1] (first dierence)
(b) y[n] = x[n] 2x[n 1] + x[n 2] (second dierence)
(c) y[n] = 13 (x[n] + x[n 1] + x[n 2]) (moving average)
(d) y[n] = 0.5x[n] + x[n 1] + 0.5x[n 2] (weighted average)
5.50 (System Response in Symbolic Form) The ADSP routine sysresp1 returns the system response
in symbolic form. See Chapter 21 for examples of its usage. Obtain the response of the following filters
and plot the response for 0 n 30.
(a) The step response of y[n] 0.5y[n] = x[n]
(b) The impulse response of y[n] 0.5y[n] = x[n]
(c) The zero-state response of y[n] 0.5y[n] = (0.5)n u[n]
(d) The complete response of y[n] 0.5y[n] = (0.5)n u[n], y[1] = 4
(e) The complete response of y[n] + y[n 1] + 0.5y[n 2] = (0.5)n u[n], y[1] = 4, y[2] = 3
5.51 (Inverse Systems and Echo Cancellation) A signal x(t) is passed through the echo-generating
system y(t) = x(t) + 0.9x(t ) + 0.8x(t 2 ), with = 93.75 ms. The resulting echo signal y(t) is
sampled at S = 8192 Hz to obtain the sampled signal y[n].
(a) The dierence equation of a digital filter that generates the output y[n] from x[n] may be written
as y[n] = x[n] + 0.9x[n N ] + 0.8x[n 2N ]. What is the value of the index N ?
(b) What is the dierence equation of an echo-canceling filter (inverse filter) that could be used to
recover the input signal x[n]?
(c) The echo signal is supplied as echosig.mat. Load this signal into Matlab (using the command
load echosig). Listen to this signal using the Matlab command sound. Can you hear the
echoes? Can you make out what is being said?
(d) Filter the echo signal using your inverse filter and listen to the filtered signal. Have you removed
the echoes? Can you make out what is being said? Do you agree with what is being said? If so,
please thank Prof. Tim Schulz (http://www.ee.mtu.edu/faculty/schulz) for this problem.
Chapter 6
CONTINUOUS CONVOLUTION
6.0 Scope and Objectives
In the time domain, convolution may be regarded as a method of finding the zero-state response of a relaxed
LTI system. This chapter describes the convolution operation and its properties, and establishes the key
connections between time-domain and transformed-domain methods for signal and system analysis based on
convolution. Frequency-domain viewpoints of convolution will be presented in later chapters.
6.1 Introduction
The convolution method for finding the zero-state response y(t) of a system to an input x(t) applies to linear
time-invariant (LTI) systems. The system is assumed to be described by its impulse response h(t). An
informal way to establish a mathematical form for y(t) is illustrated in Figure 6.1.
Impulse input Output
Impulse response h(t)
t t t
t t
Input x(t)
t t
t t t
Superposition
Impulse approximation Total response y(t)
of input
Total input x(t)
t t
t
Figure 6.1 The process of convolution
130
6.1 Introduction 131
We divide x(t) into narrow rectangular strips of width ts at kts , k = 0, 1, 2, . . . and replace each strip
by an impulse whose strength ts x(kts ) equals the area under each strip:
!
x(t) ts x(kts )(t kts ) (sum of shifted impulses) (6.1)
k=
Since x(t) is a sum of weighted shifted impulses, the response y(t), by superposition, is a sum of the
weighted shifted impulse responses:
!
y(t) = ts x(kts )h(t kts ) (sum of shifted impulse responses) (6.2)
k=
In the limit as ts d 0, kts describes a continuous variable , and both x(t) and y(t) may be
represented by integral forms to give
" "
x(t) = x()(t ) d y(t) = x()h(t ) d (6.3)
Note that the result for x(t) is a direct consequence of the sifting property of impulses. The result
"
y(t) = x(t) h(t) = x()h(t ) d (6.4)
describes the convolution integral for finding the zero-state response of a system. In this book, we use
the shorthand notation x(t) h(t) to describe the convolution of the signals x(t) and h(t).
"
Notation: We use x(t) h(t) (or x(t) h(t) in figures) as a shorthand notation for x()h(t ) d
REVIEW PANEL 6.1
Convolution Yields the Zero-State Response of an LTI System
Input x(t) System Output y(t) = x(t) * h(t) = h(t) * x(t)
impulse response = h(t) Output = convolution of x(t) and h(t)
6.1.1 The Convolution Process
In the convolution integral, the time t determines the relative location of h(t ) with respect to x(). The
convolution will yield a nonzero result only for those values of t over which h(t ) and x() overlap. The
response y(t) for all time requires the convolution for every value of t. We must evaluate the area of the
product x()h(t ) as t varies. Varying t amounts to sliding the folded function h() past x() by the
chosen values of t, as shown in Figure 6.2.
The impulse response h(t) of many physical systems decays to zero for large t. At any instant t, the
response y(t) may be regarded as the cumulative interaction of the input x() with the folded impulse
response h(t ). Due to the folding, later values of the input are multiplied or weighted by correspondingly
earlier (and larger) values of the impulse response and summed to yield y(t). The response depends on both
the present and past values of the input and impulse response. Inputs in the more recent past are weighted
more heavily by the (folded) impulse response than less recent inputs, but future values of the input (or
impulse response) have absolutely no influence on the present or past response.
132 Chapter 6 Continuous Convolution
h(t)
h( )
x(t) x(t )
t t
t
h( ) x(t ) h( ) x(t ) h( ) x(t )
Increase t Increase t
t t t
Figure 6.2 Convolution as a process of sliding a folded signal past another
Apart from its physical significance, the convolution integral is just another mathematical operation. It
takes only a change of variable = t to show that
" " "
x(t) h(t) = x()h(t ) d = x(t )h() d = x(t )h() d = h(t) x(t) (6.5)
This is the commutative property, one where the order is unimportant. It says that, at least mathematically,
we can switch the roles of the input and the impulse response for any system.
REVIEW PANEL 6.2
Convolution May Be Performed in Any Order
" "
y(t) = x(t) h(t) = h(t) x(t) y(t) = x()h(t ) d = h()x(t ) d
For two causal signals x(t)u(t) and h(t)u(t), the product x()u()h(t )u(t ) is nonzero only over
the range 0 t (because u() is zero for < 0 and u(t ) is a left-sided step, which is zero for > t).
Since both u() and u(t ) are unity in this range, the convolution integral simplifies to
" t
y(t) = x()h(t ) d, x(t) and h(t) zero for t < 0 (6.6)
0
This result generalizes to the fact that the convolution of two right-sided signals is also right-sided and the
convolution of two left-sided signals is also left-sided.
REVIEW PANEL 6.3
Sketching u() and u(t ) Versus
u( ) is a step that turns on at = 0 u(t ) is a step that turns off at = t
u( ) u(t )
1
1
t
6.2 Convolution of Some Common Signals 133
6.2 Convolution of Some Common Signals
The convolution of any signal h(t) with an impulse reproduces the signal h(t). The sifting property gives
(t) h(t) = h(t) (6.7)
This is simply another way of describing h(t) as the impulse response of a system. With h(t) = (t), we have
the less obvious result (t) (t) = (t). These two results are illustrated in Figure 6.3.
(t) x(t) x(t) (t) (t) (t)
(1) (1) (1) (1)
* = * =
t t t t t t
Figure 6.3 Convolution of a signal with an impulse replicates the signal
Convolution is a linear operation and obeys superposition. It is also a time-invariant operation and
implies that shifting the input (or the impulse response) by shifts the output (the convolution) by .
REVIEW PANEL 6.4
Basic Concepts in Convolution
From time invariance: Shift x(t) or h(t) by and you shift y(t) by .
From linearity: Superposition applies. [x1 (t) + x2 (t)] h(t) = x1 (t) h(t) + x2 (t) h(t)
Convolution with an impulse replicates the signal: x(t) (t) = x(t)
EXAMPLE 6.1 (Convolution with Impulses)
Let x(t) = 4 tri(t/2) and h(t) = (t + 1) + (t 1). Sketch their convolution y(t) = x(t) h(t) and their
product p(t) = x(t)h(t) and find the area of each result.
The two signals and their convolution and product are sketched in Figure E6.1. The convolution is found by
shifting the triangular pulse 1 unit to the left and right
# and using superposition. The area of the convolution
y(t) equals 16. To sketch the product p(t), we use x(t)(t ) = x()(t ) (the product property of
impulses). The area of p(t) equals 4.
Comment: Note that convolution of a signal with an impulse replicates the signal, whereas the product of
a signal with an impulse replicates the impulse.
h(t) x(t) y(t) h(t) x(t) p(t)
4 4 4 (2) (2)
(1) (1)
* = (1) (1) =
t t t t t t
1 1 2 2 3 1 1 3 1 1 2 2 1 1
Figure E6.1 The signals of Example 6.1 and their convolution and product
134 Chapter 6 Continuous Convolution
6.2.1 Analytical Evaluation of Convolution
Convolution is an integral operation that may be evaluated analytically, graphically, or numerically. The
result depends on the nature of the signals being convolved. For example, we should expect to see a linear
form if both signals are piecewise constant or a quadratic form if one is linear and the other is piecewise
constant. In analytical convolution, we describe x(t) and h(t) by expressions using step functions, set up the
forms for x() and h(t ), and integrate their product.
While evaluating the integral, keep in mind that x() and h(t ) are functions of (and not t), but
t is a constant with respect to . Simplification of the integration limits due to the step functions in the
convolution kernel occurs frequently in problem solving. For piecewise signals, it is best to break up and
solve each integral separately because the limits on each integral will determine the range of of each result.
REVIEW PANEL 6.5
Concepts in Analytical Convolution: Express x(t) and h(t) Using Step Functions
The step function in x() changes the lower limit; the step in h(t ) changes the upper limit.
Example: u( 1) changes lower limit to 1 and u(t + 3) changes upper limit to t + 3.
" " t+3
Then: (.)u( 1)u(t + 3) d = (.) d = (result of integration)u(t + 2)
1
A function of t is constant with respect to and can be pulled out of the convolution integral.
EXAMPLE 6.2 (Analytical Convolution)
(a) Let x(t) = e2t u(t) and h(t) = et u(t). Then x() = e2 u() and h(t ) = e(t) u(t ). Since
u() = 0, < 0, and u(t ) = 0, > t, we may write
" " t
y(t) = x(t) h(t) = e2 (t)
e u()u(t ) d = et
e d = et (1 et ) = et e2t , t 0
0
Comment: Note how we pulled et out of the first integral because it was not a function of .
(b) Let x(t) = et u(t + 3) and h(t) = et u(t 1). Then h() = e u( + 3) and x(t ) =
e(t) u(t 1). Since u( + 3) = 0, < 3, and u(t 1) = 0, > t 1, we obtain
" " t1
y(t) = e
u( + 1)e(t)
u(t 1) d = e e(t) d
3
Since et is not a function of , we can pull it out of the integral to get
" t1
y(t) = et
d = (t + 2)et , t 1 3 or y(t) = (t + 2)et u(t + 2)
3
(c) Consider the convolution of x(t) = u(t + 1) u(t 1) with itself. Changing the arguments to x() and
x(t ) results in the convolution
"
y(t) = [u( + 1) u( 1)][u(t + 1) u(t 1)] d
Since u(t + 1) = 0, < t + 1, and u(t 1) = 0, > t 1, the integration limits for the four
integrals can be simplified and result in
" t+1 " t1 " t+1 " t1
y(t) = d d d + d
1 1 1 1
6.3 Some Properties of Convolution 135
Evaluating each integral separately, we obtain
" t+1 " t1 " t+1 " t1
d = t + 2, t 2 d = t, t 0 d = t, t 0 d = t 2, t 2
1 1 1 1
Based on each result and its range, we can express the convolution y(t) as
y(t) = (t + 2)u(t + 2) tu(t) tu(t) + (t 2)u(t 2) = r(t + 2) 2r(t) + r(t 2)
We can also express y(t) by ranges, if required.
Caution: Had we simply added the results without regard to their range, we would have obtained
y(t) = (t + 2) t t + (t 2) = 0. This result holds only for t 2 when all terms contribute to y(t).
6.3 Some Properties of Convolution
Example 6.2 reveals the following important results and properties that serve as consistency checks while
finding the convolution y(t) of any arbitrary signals x(t) and h(t).
Duration and Area The starting time of y(t) equals the sum of the starting times of x(t) and h(t). The
ending time of y(t) equals the sum of the ending times of x(t) and h(t). The duration of y(t) equals the sum
of the durations of x(t) and h(t). The area of y(t) equals the product of the areas of x(t) and h(t). A formal
proof involves interchanging the order of integration and noting that areas are shift invariant. We have
" " "
y(t) dt = x()h(t ) d dt
" $" % " "
= h(t ) dt x() d = h(t) dt x(t) dt
Properties Based on Linearity A linear operation on the input to a system results in a similar operation
on the response. Thus, the input x (t) results in the response y (t), and we have x (t) h(t) = y (t). In
fact, the derivative of any one of the convolved signals results in the derivative of the convolution. Repeated
derivatives of either x(t) or h(t) lead to the general result
x(m) (t) h(t) = x(t) h(m) (t) = y (m) (t) x(m) (t) h(n) (t) = y (m+n) (t) (6.8)
Integration of the input to a system results in integration of the response. The step response thus equals
the running integral of the impulse response. More generally, the convolution x(t) u(t) equals the running
integral of x(t) because
" " t
x(t) u(t) = x()u(t ) d = x() d (6.9)
Properties Based on Time Invariance If the input to a system is shifted by , so too is the response.
In other words, x(t ) h(t) = y(t ). In fact, shifting any one of the convolved signals by shifts the
convolution by . If both x(t) and h(t) are shifted, we can use this property in succession to obtain
x(t ) h(t ) = y(t ) (6.10)
The concepts of linearity and shift invariance lie at the heart of many other properties of convolution.
136 Chapter 6 Continuous Convolution
Time Scaling If both x(t) and h(t) are scaled by to x(t) and h(t), the duration property suggests
that the convolution y(t) is also scaled by . In fact, x(t) h(t) = | 1 |y(t), where the scale factor | 1 | is
required to satisfy the area property. The time-scaling property is valid only when both functions are scaled
by the same factor.
Symmetry If both signals are folded ( = 1), so is their convolution. As a consequence of this, the
convolution of an odd symmetric and an even symmetric signal is odd symmetric, whereas the convolution of
two even symmetric (or two odd symmetric) signals is even symmetric. Interestingly, the convolution of x(t)
with its folded version x(t) is also even symmetric, with a maximum at t = 0. The convolution x(t) x(t)
is called the autocorrelation of x(t) and is discussed later in this chapter.
REVIEW PANEL 6.6
Useful Properties of Convolution
Shift: x(t ) h(t) = y(t ) Derivative: x (t) h(t) = y (t) Scale: x(t) h(t) = 1
|| y(t)
" t
Convolution with impulses: x(t) (t) = x(t) and steps: x(t) u(t) = x() d
0
Convolution is generally a smoothing and stretching operation (unless the convolved signals
contain impulses or their derivatives).
6.3.1 Some Useful Convolution Results
Several useful convolution results are sketched in Figure 6.4. Here is how some of these results come about.
(t) (t) (t) (t) x(t) x(t)
(1) (1) (1) (1)
* = * =
t t t t t t
u(t) u(t) r(t)
1 1
e- t e- t = te- t
* =1 *
t t t t t t
1
u(t) rect(t) rect(t) tri(t)
1 1 1 1 1 1
e- t
* = 1 e- t * =
t t t
t t t 0.5 0.5 0.5 0.5 1 1
Figure 6.4 The convolution of some useful signals
" " t
1. u(t) u(t) = u()u(t ) d = d = tu(t) = r(t)
0
" " t
2. et u(t) et u(t) = e e(t) u()u(t ) d = et d = tet u(t)
0
6.3 Some Properties of Convolution 137
" " t
3. u(t) et u(t) = u(t )e u() d = e d = (1 et )u(t)
0
4. rect(t) rect(t) = [u(t + 0.5) u(t 0.5)] [u(t + 0.5) u(t 0.5)] = r(t + 1) 2r(t) + r(t 1) = tri(t)
REVIEW PANEL 6.7
Three Useful Convolution Results
u(t) u(t) = r(t) rect(t) rect(t) = tri(t) et u(t) et u(t) = tet u(t)
EXAMPLE 6.3 (Convolution Properties)
(a) The impulse response of an RC lowpass filter is h(t) = et u(t). Find its step response.
The response s(t) to the step input u(t) is the running integral of h(t), and thus
" t
s(t) = e u() d = (1 et )u(t)
(b) Using linearity, the convolution yr (t) = r(t) et u(t) = u(t) u(t) et u(t) is the running integral of
the step response s(t) = u(t) et u(t) and equals
" t " t
yr (t) = s(t) dt = 1 et dt = r(t) (1 et )u(t)
0 0
(c) Using shifting and superposition, the response y1 (t) to the input x(t) = u(t) u(t 2) equals
y1 (t) = [1 et ]u(t) [1 e(t2) ]u(t 2)
# #
(d) Using the area property, the area of y1 (t) equals [ et dt][ x(t) dt] = 2.
Comment: Try integrating y1 (t) directly at your own risk to arrive at the same answer!
(e) Starting with et u(t) et u(t) = tet u(t), and using the scaling property and u(t) = u(t),
1
et u(t) et u(t) = (t)et u(t) = tet u(t)
(f ) Starting with u(t) et u(t) = (1 et )u(t), and using the scaling property and u(t) = u(t),
1
u(t) et u(t) = (1 et )u(t)
(g) With = 1 in the scaling property, we obtain u(t) et u(t) = (1 et )u(t).
This confirms that the convolution of left-sided signals is also left-sided.
138 Chapter 6 Continuous Convolution
(h) Let x(t) = u(t + 3) u(t 1) and h(t) = u(t + 1) u(t 1).
Using superposition, the convolution y(t) = x(t) x(t) may be described as
y(t) = u(t + 3) u(t + 1) u(t + 3) u(t 1) u(t 1) u(t + 1) + u(t 1) u(t 1)
Since u(t) u(t) = r(t), we invoke time invariance for each term to get
y(t) = r(t + 4) r(t + 2) r(t) + r(t + 2)
The signals and their convolution are shown in Figure E6.3H. The convolution y(t) is a trapezoid
extending from t = 4 to t = 2 whose duration is 6 units, whose starting time equals the sum of the
starting times of x(t) and h(t), and whose area equals the product of the areas of x(t) and h(t).
x(t) h(t) y(t)
2
1 * 1 =
t t t
3 1 1 1 4 2 2
Figure E6.3H The signals for Example 6.3(h) and their convolution
6.4 Convolution by Ranges (Graphical Convolution)
Analytical convolution is tedious to express and sketch range by range. It is often easier to find such range-
by-range results directly. In some cases, the results may even be obtained by graphical evaluation of areas
without solving integrals, which leads to the name graphical convolution. In this approach, we describe
h() and x(t ) by intervals. As we increase t (slide x(t ) to the right) from a position of no overlap
with x(t), the overlap region of x() and h(t ) changes, as do the expressions for their product and the
convolution (the area of their product).
The Pairwise Sum for Finding Convolution Ranges The mechanics of convolution by ranges may
be viewed as a bookkeeping operation. As we fold and slide, we must keep track of changes in the ranges,
integration limits, and so on. The choice of which function to fold and slide is arbitrary. But choosing the
one with the simpler representation leads to simpler integrals. The key, however, is to be able to establish
the correct ranges. Each range represents the largest duration over which the convolution is described by
the same expression. A new range begins each time a range end point of the folded function slides past a
range end point of the other. This is the basis for the following foolproof pairwise sum rule for obtaining
the convolution ranges.
1. Set up two sequences containing the range end points of x(t) and h(t).
2. Form their pairwise sum (by summing each value from one sequence with the other).
3. Arrange the pairwise sum in increasing order and discard duplications.
The resulting sequence yields the end points for the convolution ranges. An example follows.
EXAMPLE 6.4 (The Pairwise Sum Rule)
The pairwise sum of the sequences {0, 1, 3} and {2, 0, 2} gives {2, 0, 2, 1, 1, 3, 1, 3, 5}.
The ordered sequence becomes {2, 1, 0, 1, 1, 2, 3, 3, 5}.
Discarding duplications, we get {2, 1, 0, 1, 2, 3, 5}. The ranges for nonzero convolution are then
2 t 1 1t0 0t1 1t2 2t3 3t5
6.4 Convolution by Ranges (Graphical Convolution) 139
The Recipe for Convolution by Ranges is summarized in the following review panel. To sketch x()
versus , simply relabel the axes. To sketch x(t ) versus , fold x() and delay by t. For example, if the
end points of x() are (4, 3), the end points of (the folded) x(t ) will be (t 3, t + 4).
REVIEW PANEL 6.8
Recipe for Convolution by Ranges
1. Express x(t) and h(t) by intervals and find the convolution ranges using the pairwise sum.
2. For each range, locate x(t ) relative to h(). Keep the end points of x(t ) in terms of t.
3. For each range, integrate x(t )h() over their overlap duration to find the convolution.
EXAMPLE 6.5 (Convolution by Ranges)
Find the convolution of x(t) and h(t) sketched in Figure E6.5.
h(t) h( ) x(t) x(t )
1 1 1 1
t e t
e (t )
t t
1 1 t
Figure E6.5 The signals for Example 6.5
The pairwise sum gives the end points of the convolution ranges as [0, 1, ]. For each range, we
superpose x(t ) = e(t) u(t ) and h() = to obtain the following results:
Overlapping Signals Range and Convolution y(t) End Values
h( ) x(t ) [0 < t < 1]
Range: 0 t 1 y(0) = 0
1 " t
e (t ) e(t) d = 1 + t + et
y(1) = e1
0
t 1
h( ) x(t ) [ t > 1]
Range: t 1 y(1) = e1
1 " 1 " 1
e(t)
d = et
e d = et
e (t ) y() = 0
0 0
1 t
#
We used the indefinite integral e d = ( 1)e to simplify the results. The convolution results match
at the range end points. The convolution is plotted in Figure E6.5A.
h(t) x(t) y(t)
1 1
1/e
t e t =
*
t t t
1
Figure E6.5A The convolution of the signals for Example 6.5
140 Chapter 6 Continuous Convolution
EXAMPLE 6.6 (Convolution by Ranges)
Find the convolution of x(t) and h(t) sketched in Figure E6.6.
x(t) x(t ) h(t) h( )
2 2
t
2 2 2 t 2
t 2 2
1 1 t 1 t +1
2 2
Figure E6.6 The signals for Example 6.6
The pairwise sum gives the end points of the convolution ranges as [3, 1, 1, 3]. For each range, we
superpose x(t ) = 2, t 1 t + 1, and h() = , 2 2 to obtain the following results:
Overlapping Signals Range and Convolution y(t) End Values
x(t ) h( ) [3 < t < 1]
2 Range: 3 t 1 y(3) = 0
" t+1
2
2 d = t2 + 2t 3
t 1 t +1 2 y(1) = 4
2
2
x(t ) h( ) [1 < t < 1]
Range: 1 t 1 y(1) = 4
2 " t+1
2
2 d = 4t
t 1 t +1 2 y(1) = 4
t1
2
x(t ) h( ) [1 < t < 3]
2 Range: 1 t 3 y(1) = 4
" 2
2
2 d = t2 + 2t + 3
t 1 2 t +1 y(3) = 0
t1
2
The convolution results match at the range end points and are plotted in Figure E6.6A.
y(t)
4
h(t)
x(t)
2
t
2 t 3 1 t
2
t * 2
= 1 3
1 1 2
4
Figure E6.6A The convolution of the signals for Example 6.6
As a consistency check, note how the convolution results match at the end points of each range. Note
that one of the convolved signals has even symmetry, the other has odd symmetry, and the convolution result
has odd symmetry.
6.4 Convolution by Ranges (Graphical Convolution) 141
EXAMPLE 6.7 (Convolution by Ranges)
Find the convolution of the signals x(t) and h(t) sketched in Figure E6.7.
x(t) x(t )
2 2
h(t) h( )
1 1
t
t t
1 3 1 3 -2 1 t -1 t+2
Figure E6.7 The signals for Example 6.7
The end points of x(t) and h(t) are {2, 1} and {0, 1, 3}. Their pairwise sum gives {2, 1, 1, 1, 2, 4}.
Discarding duplications, we get the range end points as {2, 1, 1, 2, 4}. For each range, we superpose
x(t ) = 1, t 1 t + 2, and h() = to obtain the following results:
Overlapping Signals Range and Convolution y(t) End Values
h( ) x(t ) [-2 < t < -1]
Range: 2 t 1 y(2) = 0
2 " t+2
1
2 d = (t + 2)2 y(1) = 1
0
t -1 t+2 1 3
h( ) x(t ) [-1 < t < 1]
Range: 1 t 1 y(1) = 1
2 " " t+2
1
1
2 d + 2 d = 2t + 3 y(1) = 5
0 1
t -1 1 t+2 3
h( ) x(t ) [1 < t < 2]
2
Range: 1 t 2 y(1) = 5
" 1 " 3
1
2 d + 2 d = t2 + 2t + 4 y(2) = 4
t1 1
t -1 1 3 t+2
h( ) x(t ) [2 < t < 4]
Range: 2 t 4 y(2) = 4
2
" 3
1 2 d = 2t + 8
y(4) = 0
t1
1 t -1 3 t+2
The convolution is plotted in Figure E6.7A. The convolution results match at the range end points. Since
x(t) is constant while h(t) is piecewise linear, their convolution must yield only linear or quadratic forms.
Our results also confirm this.
y(t)
5
x(t)
4
2
h(t)
1
t * = 1
t t t
1 3 -2 2 1 1 12 4
Figure E6.7A The convolution of the signals for Example 6.7
142 Chapter 6 Continuous Convolution
REVIEW PANEL 6.9
Consistency Checks for the Convolution y(t) = x(t) h(t)
Start: sum of start times of x(t) and h(t). Duration: sum of durations of x(t) and h(t).
End: sum of end times of x(t) and h(t). Area: product of areas of x(t) and h(t).
6.4.1 Graphical Convolution of Piecewise Constant Signals
The convolution of piecewise constant signals is linear over every range. All we then need is to find the
convolution at the end points of each range and connect the dots, so to speak. The convolution values
can easily be calculated graphically. In particular, the convolution of two rectangular pulses of heights A
and B and widths Wmin and Wmax is a trapezoid. You can mentally visualize this result by folding one of
the pulses and sliding it past the other. The convolution increases from zero to a maximum in Wmin units
(partial increasing overlap), stays constant for Wmax Wmin units (total overlap), and decreases to zero in
Wmin units (partial decreasing overlap). The maximum convolution equals ABWmin (the area of the product
during total overlap). The starting time of the convolution can be found from the sum of the starting times
of the two pulses. Note that if the pulse widths are equal, the convolution is a triangular function.
REVIEW PANEL 6.10
Sketching the Convolution y(t) of Piecewise Constant Signals?
1. Find the convolution values at the end points of each range. 2. Connect by straight lines.
Rectangular pulses: y(t) is a trapezoid for unequal pulse widths, a triangle for equal pulse widths.
EXAMPLE 6.8 (Convolution of Piecewise Constant Signals)
Consider the piecewise linear signals x(t) and h(t) and their convolution, shown in Figure E6.8.
x(t) h(t) x( ) h(t ) t = 2 x( ) h(t ) t = 1
3 3 3 3
2 2 2
1 1 1
t t y(t)
1 2 3 3 2 1 2 1 1 2 3 1 1 2 3
14
8
x( ) h(t ) t = 0 x( ) h(t ) t = 1 x( ) h(t ) t = 2
3 3 3 3 t
2 2 2
3 2 1 1 2 3
1 1 1
1 2 3 1 2 3 4 1 2 3 4 5
Figure E6.8 The signals for Example 6.8 and their convolution
The convolution starts at t = 3. The convolution ranges cover unit intervals up to t = 3. The area of
x()h(t ) with t chosen for each end point yields the following results:
y(3) = 0 y(2) = 3 y(1) = 8 y(0) = 14 y(1) = 8 y(2) = 3 y(3) = 0
Note that h(t) = x(t). The convolution x(t) x(t) is called the autocorrelation of x(t) and is always even
symmetric, with a maximum at the origin.
6.4 Convolution by Ranges (Graphical Convolution) 143
6.4.2 Impulse Response of LTI Systems in Cascade and Parallel
Consider the ideal cascade (with no loading eects) of two LTI systems, as shown in Figure 6.5.
Two LTI systems in cascade Equivalent LTI system
x(t) h1(t) h2 (t) y(t) x(t) h1(t) * h2 (t) y(t)
Two LTI systems in parallel
Equivalent LTI system
x(t) h1(t)
+ y(t)
+
x(t) h1(t) + h2 (t) y(t)
h2 (t)
Figure 6.5 Cascaded and parallel systems and their equivalents
The response of the first system is y1 (t) = x(t) h1 (t). The response y(t) of the second system is
y(t) = y1 (t) h2 (t) = [x(t) h1 (t)] h2 (t) = x(t) [h1 (t) h2 (t)] (6.11)
If we wish to replace the cascaded system by an equivalent LTI system with impulse response h(t) such that
y(t) = x(t) h(t), it follows that h(t) = h1 (t) h2 (t). Generalizing this result, the impulse response h(t) of
N ideally cascaded LTI systems is simply the convolution of the N individual impulse responses:
h(t) = h1 (t) h2 (t) hN (t) (for a cascade combination) (6.12)
If the hk (t) are energy signals, the order of cascading is unimportant. The overall impulse response of systems
in parallel equals the sum of the individual impulse responses, as shown in Figure 6.5.
hP (t) = h1 (t) + h2 (t) + + hN (t) (for a parallel combination) (6.13)
REVIEW PANEL 6.11
The Impulse Response of N Interconnected LTI Systems
In cascade: Convolve the impulse responses: hC (t) = h1 (t) h2 (t) hN (t)
In parallel: Add the impulse responses: hP (t) = h1 (t) + h2 (t) + + hN (t)
EXAMPLE 6.9 (Interconnected Systems)
(a) Refer to the system shown in Figure E6.9A. Find the impulse response of each subsystem, the overall
impulse response, and the outputs f (t) and g(t).
2 + +
1 y(t) = x (t)
f(t) + g(t)
2e - t 1F
+
t
LTI system 1 LTI system 2
Figure E6.9A The interconnected system for Example 6.9(a)
144 Chapter 6 Continuous Convolution
The time constant of the RC circuit is = 1. Its impulse response is thus h(t) = et u(t). The input-
output relation for the second system has the form y0 (t) = x0 (t) + x0 (t). Its impulse response is thus
h2 (t) = (t) + (t).
The overall impulse response h(t) is given by their convolution:
h(t) = et u(t) [(t) + (t)] = et u(t) + (t) et u(t) = (t)
This means that the overall system output equals the applied input and the second system acts as the
inverse of the first.
The output g(t) is thus g(t) = 2et u(t).
The output f (t) is given by the convolution f (t) = 2et u(t) et u(t) = 2tet u(t).
(b) Refer to the cascaded system shown in Figure E6.9B. Will the outputs g(t) and w(t) be equal? Explain.
2 + +
f(t) 1 g(t)
2e - t y(t) = x 2(t)
1F
2 + +
1 v(t) w(t)
2e - t y(t) = x 2(t)
1F
Figure E6.9B The cascaded system for Example 6.9(b)
The impulse response of the RC circuit is h(t) = et u(t). For the first system, the output f (t) is
f (t) = 4e2t u(t). Using convolution, the output g(t) is given by
g(t) = et u(t) 4e2t u(t) = 4(et e2t )u(t)
For the second system, the outputs v(t) and w(t) are
v(t) = et u(t) 2et u(t) = 2tet u(t) w(t) = v 2 (t) = 4t2 e2t u(t)
Clearly, w(t) and g(t) are not equal. The reason is that the order of cascading is unimportant only for
LTI systems and the squaring block is nonlinear.
6.5 Stability and Causality
In Chapter 4 we examined the stability of LTI systems described by dierential equations. Bounded-input,
bounded-output (BIBO) stability of such systems required every root of the characteristic equation to have
negative real parts. For systems described by their impulse response, this actually translates to an equivalent
condition that involves constraints on the impulse response h(t).
6.5 Stability and Causality 145
If x(t) is bounded such that |x(t)| < M , then its folded, shifted version x(t ) is also bounded. Using
the fundamental theorem of calculus (the absolute value of any integral cannot exceed the integral of the
absolute value of its integrand), the convolution integral yields the following inequality:
" "
|y(t)| < |h( )||x(t )| d < M |h( )| d (6.14)
It follows immediately that for y(t) to be bounded, we require
"
|h( )| d < (for a stable LTI system) (6.15)
For BIBO stability, therefore, h(t) must be absolutely integrable. This is both a necessary and sucient
condition. If satisfied, we are guaranteed a stable LTI system. In particular, if h(t) is an energy signal, we
have a stable system.
6.5.1 The Impulse Response of Causal Systems
For a causal system, we require an impulse response of the form h(t)u(t), which equals zero for t < 0. This
ensures that an input x(t)u(t t0 ) that starts at t = t0 results in a response y(t) that also starts at t = t0 .
We see this by setting up the convolution integral as
" " t
y(t) = x()u( t0 )h(t )u(t ) d = x()h(t ) d (6.16)
t0
Causal systems are also called physically realizable. Causality actually imposes a powerful constraint on
h(t). The even and odd parts of a causal h(t) cannot be independent, and h(t) can in fact be found from its
even symmetric (or odd symmetric) part alone.
REVIEW PANEL 6.12
Stability and Causality of CT Systems
"
For stability: h(t) must be absolutely integrable with |h()| d < .
For causality: h(t) must be zero for negative time with h(t) = 0, t < 0.
EXAMPLE 6.10 (Stability of LTI Systems)
(a) (Stability of a Dierentiating System)
#
The system y(t) = x (t) has the impulse response h(t) = (t). It is not BIBO stable since |h(t)| dt
is not finite. The (bounded) input u(t), for example, results in the response (t), which is clearly
unbounded (at t = 0). Extending this concept, for a stable system we require the highest derivative of
the input not to exceed the highest derivative of the output. This implies a proper operational transfer
function (the degree of whose numerator cannot exceed that of the denominator).
(b) (Stability of Ideal Filters)
An ideal lowpass filter is described by an impulse response of the form h(t) = sinc(Bt). Since h(t)
is not zero for t < 0, this filter is physically unrealizable. Since the sinc function is not absolutely
integrable, an ideal filter is also unstable.
146 Chapter 6 Continuous Convolution
6.6 The Response to Periodic Inputs
Consider a system with impulse response h(t) = et u(t) excited by a harmonic input x(t) = ej0 t . The
response y(t) then equals
" " t
y(t) = e(t) u(t )ej0 d = et e(1+j0 ) d (6.17)
Upon simplification, we obtain
(t
et & (1+j0 ) ' (( et 1
y(t) = e ( = et(1+j0 ) = ej0 t = Kx(t) (6.18)
1 + j0 1 + j0 1 + j0
where K = 1/(1 + j0 ) is a (complex) constant. The response y(t) = Kx(t) is also a harmonic at the input
frequency 0 . More generally, the response of LTI systems to any periodic input is also periodic with the
same period as the input. In the parlance of convolution, the convolution of two signals, one of which is
periodic, is also periodic and has the same period as the input.
REVIEW PANEL 6.13
A Periodic Input to an LTI System Yields a Periodic Output with Identical Period
Input Relaxed Output Periodic input Relaxed Periodic output
e j 0 t LTI system Ke j 0 t Period = T LTI system Period = T
6.6.1 Periodic Extension and Wraparound
Conceptually, if we know the response to one period of the input, we can find the entire response using
superposition. It is important to realize that although the response to one period is not periodic, superposi-
tion of its infinitely many shifted versions yields a periodic signal. More formally, the sum of an absolutely
integrable signal (or energy signal) x(t) and all its replicas shifted by multiples of T yields a periodic signal
with period T called its periodic extension xpe (t). Thus,
!
xpe (t) = x(t + kT ) (6.19)
k=
The following review panel lists the periodic extensions of two useful signals. The area of one period of the
periodic extension xpe (t) equals the total area of x(t). In fact, adding y(t) and its infinitely many shifted
versions to obtain the periodic extension is equivalent to wrapping y(t) around in one-period segments and
adding them up instead. The wraparound method can thus be used to find the periodic output as the
periodic extension of the response to one period.
REVIEW PANEL 6.14
Periodic Extension with Period T of Two Signals Over (0, T )
et tet T e(t+T )
x(t) = et u(t) xpe (t) = x(t) = tet u(t) xpe (t) = +
1 eT 1 eT (1 eT )2
6.6 The Response to Periodic Inputs 147
EXAMPLE 6.11 (Periodic Extension)
(a) If x(t) is a pulse of duration T , its periodic extension xpe (t) is just x(t) with period T , as shown
in Figure E6.11A. If > T , the periodic extension xpe (t) is found by wrapping around one-period
segments of x(t) past T units and adding them to x(t).
x(t) x pe (t) T = 4 x pe (t) T =2
t t t
3 3 4 1 2
Figure E6.11A The pulse signal for Example 6.11(a) and its periodic extension
(b) The periodic extension of x(t) = et u(t) with period T may be expressed, using wraparound, as
! et
xpe (t) = et + e(t+T ) + e(t+2T ) + = et eT = (6.20)
1 eT
k=0
The signal and its periodic extension is shown in Figure E6.11B.
x(t) x pe (t)
Add shifted replicas
t t
T T
Figure E6.11B The exponential signal for Example 6.11(b) and its periodic extension
6.6.2 Finding the Response to Periodic Inputs
Rather than wrap around the response to one period, we may also find the response yp (t) to a periodic input
xp (t) by first creating the periodic extension hpe (t) of h(t) and then finding the convolution of one period
of hpe (t) and one period of xp (t). However, we must use wraparound to generate yp (t) because the regular
convolution of one period of hpe (t) and one period of xp (t) extends for two periods.
REVIEW PANEL 6.15
System Response to a Periodic Input xp (t) with Period T
1. Find the periodic extension hpe (t) of h(t) with period T .
2. Find the regular convolution y(t) of one period of xp (t) and hpe (t) (this will last 2T units).
3. Wrap around y(t), t T , using yW (t) = y(t + T ). Add yW (t) to the unwrapped portion of y(t).
148 Chapter 6 Continuous Convolution
The Cyclic Approach
Yet another way to find the system response is to slide the entire periodic signal xp (t ) past only one
period of the periodic extension hpe (). Since xp (t ) is periodic, as portions of xp (t ) slide out to
the right of the one period window of hpe (), identical portions come into view (are wrapped around) from
the left. This is the cyclic method with wraparound built in. After xp (t ) slides one full period, the
convolution replicates.
EXAMPLE 6.12 (The Response to Periodic Inputs)
Find the response of a lowpass filter with impulse response h0 (t) = et u(t) excited by a periodic rectangular
pulse train x(t) with unit height, unit pulse width, and period T = 2.
(a) (Periodic Extension) One period of the periodic extension of h0 (t) is given by h(t) = Aet , where
A = 1/(1 e2 ). We first find the regular convolution of one period of x(t) with h(t). The pairwise
sum gives the end points of the convolution ranges as [0, 1, 2, 3]. For each range, we superpose
x(t ) = 1, t 1 t, and h() = Ae , 0 2, to obtain the following results:
Overlapping Signals Range and Convolution y(t)
h( ) x(t ) [0 < t < 1]
A Range: 0 t 1
1 " t
Ae Ae d = A(1 et )
0
t 1 t 1 2
h( ) x(t ) [1 < t < 2]
A Range: 1 t 2
1 " t & '
Ae
Ae d = A e(t1) et
t1
t 1 1 t 2
h( ) x(t ) [2 < t < 3]
A Range: 2 t 3
1 " 2 & '
Ae
Ae d = A e(t1) e2
t1
1 t 1 2 t
We wrap around the last 1-unit range past t = 2 (replacing t by t + 2), and add to the first term, to
get one period of the periodic output yp (t) as
& '
e(t1)
A(1 et ) + A e(t+1) e2 = 1 , 0t1
yp (t) = 1+e
& ' e(t2)
A e(t1) et = , 1t2
1+e
The regular convolution and periodic convolution is plotted in Figure E6.12A.
6.6 The Response to Periodic Inputs 149
x(t) h(t) y(t)
A
1
Ae t
* =
t t t
1 1 2 1 2 3
y(t) yp(t)
Wrap around
and add
t t
1 2 3 1 2 3
Figure E6.12A The regular and periodic convolution of the signals for Example 6.12(a)
(b) (The Cyclic Method) The output for one period may be computed using the cyclic approach by
first creating x(t ) and a one-period segment of h(), as shown in Figure E6.12B.
x(t ) h( )
1 A
Ae
t 2 t 1 t t+1 1 2
Figure E6.12B The signals x(t ) and one period of h() for Example 6.12(b)
We then slide the folded signal x(t ) past h() for a one-period duration (2 units), and find the
periodic convolution as follows:
Overlapping Signals Periodic Convolution yp (t)
h( ) x(t ) [0 < t < 1]
A Range: 0 t 1
" t " 1
1 e(t1)
Ae Ae d +
Ae d = 1
0 t+1 1+e
t 1 t 1 t+1 2
h( ) x(t ) [1 < t < 2]
A Range: 1 t 2
1 " t
Ae e(t2)
Ae d =
t1 1+e
t 1 1 t 2 t+1
As x(t ) slides right over one period of h(), we see portions of two pulses in partial view for
0 t 1, and one pulse in full view for 1 t 2. As expected, both methods yield identical results.
150 Chapter 6 Continuous Convolution
6.6.3 Existence of Convolution
Signals for which the convolution does not exist are not hard to find. The convolution of u(t) and u(t)
is one such example. Unfortunately, the question of existence can be answered only in terms of sucient
conditions that do not preclude the convolution of functions for which such conditions are violated. These
conditions are related primarily to signal energy, area, or one-sidedness. The convolution of two energy
signals, two absolutely integrable signals, or two left-sided signals, or two right-sided signals always exists.
The regular convolution of two periodic signals does not exist because it is either identically zero (if the
periods are non-commensurate and one of them has a zero average value) or infinite. This is why we must
turn to averages and resort to the concept of periodic convolution.
6.7 Periodic Convolution
Convolution involves finding the area under the product of one signal and a folded shifted version of another.
Periodic signals are of infinite extent. For such signals, this product will be either infinite or zero. Clearly,
the convolution of two periodic signals does not exist in the usual sense. This is where the concept of
periodic convolution comes in. The distinction between regular and periodic convolution is rather like the
distinction between energy and power. For signals with infinite energy, a much more useful measure is the
signal power, defined as the energy averaged over all time. Similarly, for signals whose convolution is infinite,
a much more useful measure is the average convolution. This average is called periodic convolution and
denoted xp (t) hp (t).
For two periodic signals xp (t) and hp (t) with identical or common period T , the periodic convolution
yp (t) for one period T may be found by convolving one period T of each signal and wrapping around the
result past T .
"
1 T
yp (t) = xp (t) hp (t) =
x1p ()hp (t ) d, 0tT (6.21)
T 0
The process is exactly like finding the system response to periodic inputs, except that no periodic extension
is required. The periodic convolution of other power signals with non-commensurate periods must be
found from a limiting form, by averaging the convolution of one periodic signal with a finite stretch T0 of
the other, as T0 .
"
1
yp (t) = x(t)
h(t) = lim xT ()h(t ) d (for nonperiodic power signals) (6.22)
T0 T0 T0
REVIEW PANEL 6.16
Periodic Convolution of Periodic Signals with Identical Periods T
1. Find the regular convolution y(t) of one-period segments of each (this will last 2T units).
2. Wrap around y(t), t T , using yW (t) = y(t + T ). Add yW (t) to the unwrapped portion of y(t).
3. Divide the result by the period T .
EXAMPLE 6.13 (Periodic Convolution)
Consider the periodic signals x(t) and y(t), shown at the left in Figure E6.13, for three cases. To find their
periodic convolution, we first find the regular convolution of their one-period segments; create its periodic
extension with period T , using wraparound where necessary; and normalize (divide) the result by T .
6.8 Connections: Convolution and Transform Methods 151
Regular convolution Periodic convolution
x(t) Case 1 T = 2 y(t) of one-period segments z(t)
2 2 4 2
t t t t
1 2 1 2 1 1 1 2
x(t) Case 2 T = 4 y(t) z(t)
1 1 1
1/4
t t t t
1 4 2 4 1 2 3 1 2 3 4
Wraparound
x(t) Case 3 T = 3 y(t) 2 z(t)
1 1
1 2/3
t t t 1/3 t
2 3 2 3 1 2 3 4 1 2 3
Figure E6.13 The periodic signals for Example 6.13 and their periodic convolution
The periodic convolution z(t) (shown on the far right in Figure E6.13) requires wraparound only in the third
case where the regular convolution extends beyond T = 3.
6.8 Connections: Convolution and Transform Methods
Not only is convolution an important method of system analysis in the time domain, but it also leads to
concepts that form the basis of every transform method described in this text. Its role in linking the time
domain and the transformed domain is intimately tied to the concept of eigensignals and eigenvalues.
6.8.1 Eigensignals and Eigenvalues
The analysis of linear systems using convolution is based on expressing an input x(t) as a weighted sum
of shifted impulses, finding the response to each such impulse, and using superposition to obtain the total
response. The signal x(t) can also be described by a weighted combination of other useful signals besides
impulses. Let k (t) form a class of functions that result in the response k (t). If x(t) can be expressed as a
weighted sum of these k (t), the response y(t) is a corresponding weighted sum of k (t):
! !
x(t) = k k y(t) = k k (6.23)
k k
What better choice for k (t) than one that yields a response that is just a scaled version of itself such that
k (t) = Ak k (t)? Then ! !
y(t) = k k = k Ak k (6.24)
k k
Finding the output thus reduces to finding just the scale factors k , which may be real or complex. Signals k
that are preserved in form by a system except for a scale factor k are called eigensignals, eigenfunctions,
or characteristic functions because they are intrinsic (in German, eigen) to the system. The factor k by
which the eigensignal is scaled is called the eigenvalue of the system or the system function.
REVIEW PANEL 6.17
System Response to an Eigensignal = (Eigensignal) (System Function)
152 Chapter 6 Continuous Convolution
6.8.2 Harmonics as Eigensignals of Linear Systems
Everlasting harmonic signals form the most important class of eigensignals of linear systems. The system
response to the everlasting harmonic signal ejt is another everlasting harmonic signal Kejt at the same
frequency but scaled in magnitude and phase by the (possibly complex) constant K.
More generally, everlasting complex exponentials of the form est , where s = + j = s + j2f is a
complex quantity, are also eigensignals of every linear system.
REVIEW PANEL 6.18
The Everlasting Exponential est Is an Eigensignal of Linear Systems
In this everlasting exponential est , the quantity s has the general form s = + j.
The response of a linear system to est is Cest where C is a (possibly complex) constant.
6.8.3 Transformed Domain Relations
Consider the eigensignal x(t) = est as the input to a linear system with impulse response h(t). The response
y(t) equals the convolution:
" "
y(t) = x(t) h(t) = es(t) h() d = est h()es d (6.25)
The response equals the product of the eigensignal est and the system function (which is a function only of
the variable s). If we denote this system function by H(s), we have
"
H(s) = h()es d (6.26)
This is also called the transfer function. It is actually a description of h(t) by a weighted sum of complex
exponentials and is, in general, also complex. Now, the signal x(t) also yields a similar description, called
the two-sided Laplace transform:
"
X(s) = x()es d (two-sided Laplace transform) (6.27)
For a causal signal of the form x(t)u(t), we obtain the one-sided Laplace transform:
"
X(s) = x()es d (one-sided Laplace transform) (6.28)
0
The transform of the response y(t) = x(t)H(s) may also be written as
" "
Y (s) = y(t)est
dt = H(s)x(t)est dt = H(s)X(s) (6.29)
Since y(t) also equals x(t) h(t), convolution in the time domain is equivalent to multiplication in the
transformed domain. This is one of the most fundamental results, and one that we shall use repeatedly in
subsequent chapters.
REVIEW PANEL 6.19
Convolution in One Domain Corresponds to Multiplication in the Other
6.9 Convolution Properties Based on Moments 153
With only slight modifications, we can describe several other transformed-domain relations as follows:
1. With s = j2f , we use ej2f as the eigensignals and transform h(t) to the frequency domain in terms
of its steady-state transfer function H(f ) and the signal x(t) to its Fourier transform X(f ):
"
X(f ) = x()ej2f d (Fourier transform) (6.30)
2. For a single harmonic x(t) = ej2f0 t , the impulse response h(t) transforms to a complex constant
H(f0 ) = Kej . This produces the response Kej(2f0 t+) and describes the method of phasor analysis.
3. For a periodic signal xp (t) described by a combination of harmonics ejk2f0 t at the discrete frequencies
kf0 , we use superposition to obtain a frequency-domain description of xp (t) over one period in terms
of its Fourier series coecients X[k].
REVIEW PANEL 6.20
The Type of Convolution Depends on the Transform Method
Transform Method Time-Domain Convolution Frequency-Domain Convolution
Laplace Transform x(t) h(t) (regular) X(s) H(s) (regular, complex)
Fourier Transform x(t) h(t) (regular) X(f ) H(f ) (regular, complex)
Fourier Series xp (t)h
p (t) (periodic) X[k] H[k] (regular, discrete)
6.9 Convolution Properties Based on Moments
# #
The nth moment of a signal x(t) is defined as mn = tn x(t) dt. Thus, m0 = x(t) dt is just the area under
x(t). The area property suggests the following obvious result for the zeroth moments
" $" %$" %
y(t) dt = x(t) dt h(t) dt or m0 (y) = m0 (x)m0 (h) (6.31)
# -#
The quantity Dx = mx = m m0
1
= tx(t) dt x(t) dt corresponds to the eective delay or mean for an
energy signal. The delays are also related by
m1 (y) m1 (h) m1 (x)
Dy = Dx + Dh or = + (6.32)
m0 (y) m0 (h) m0 (x)
#
Central moments
# (about the mean) are defined as n = (t mx )n x(t) dt. The variance of x(t) is defined
by 2 = (t mx )2 x(t) dt = [m2 (x)/m0 (x)] m2x = Tx2 , and is a measure of the eective duration for an
energy signal. The durations are related by
.
Ty = Tx2 + Th2 or 2 (y) = 2 (x) + 2 (h) (6.33)
6.9.1 Moments of Cascaded Systems
The impulse response of a cascade of linear, time-invariant systems with impulse responses h1 (t), h2 (t), . . .
is described by the repeated convolution
h(t) = h1 (t) h2 (t) h3 (t) (6.34)
The moment properties suggest that the overall system delay D equals the sum of delays of the individual
systems and the overall duration T equals the square root of the sum of squares of the individual durations.
154 Chapter 6 Continuous Convolution
EXAMPLE 6.14 (Moment Properties and Cascaded Systems)
Consider a lowpass filter with time constant = 1 and h(t) = et u(t). The moments of h(t) are
" " "
m0 (h) = h(t) dt = 1 m1 (h) = th(t) dt = 1 m2 (h) = t2 h(t) dt = 2 Dh = 1
0 0 0
(a) If x(t) = h(t), the response is y(t) = x(t) h(t) = te u(t). The moments of y(t) are
t
" "
m0 (y) = y(t) dt = 1 m1 (y) = ty(t) dt = 2 Dy = 2
0 0
We see that m0 (y) = m0 (x)m0 (h) = 1 and Dy = Dx + Dh = 2.
(b) We compute the eective filter duration Th as
"
m2 (h)
Th2 = (t mh )2 h(t) dt = m2h = 2 1 = 1
0 m0 (h)
Comment: For a cascade of N identical lowpass filters (with/ = 1), the overall eective delay De is
De = NDh = N , and the overall eective duration Te is Te = N Th2 = Th N .
6.9.2 Repeated Convolution and the Central Limit Theorem
Repeated convolution is associative as long as the intermediate convolutions exist. In particular, the repeated
convolution of energy signals is always associative, and order is unimportant. With three signals, for example,
x1 (x2 x3 ) = (x1 x2 ) x3 = (x1 x3 ) x2 = (x3 x2 ) x1 = (6.35)
For energy signals, we also observe that the convolution is smoother than any of the signals convolved, and
repeated convolution begins to take on the bell-shaped Gaussian form as the number n of functions convolved
becomes large and may be expressed as
$ %
K (t mn )2
yn (t) = x1 (t) x2 (t) xn (t) / exp (6.36)
2n2 2n2
Here, mn is the sum of the individual means (delays), n2 is the sum of the individual variances, and the
constant K equals the product of the areas under each of the convolved functions.
0n "
K= xk (t) dt (6.37)
k=1
This result is one manifestation of the central limit theorem. It allows us to assert that the response
of a complex system composed of many subsystems is Gaussian, since its response is based on repeated
convolution. The individual responses need not be Gaussian and need not even be known.
The central limit theorem fails if any function has zero area, making K = 0. Sucient conditions for
it to hold require finite values of the average, the variance, and the absolute third moment. All time-
limited functions and many others satisfy these rather weak conditions. The system function H(f ) of a
large number of cascaded systems is also a Gaussian because convolution in the time domain is equivalent to
multiplication in the frequency domain. In probability theory, the central limit theorem asserts that the sum
of n statistically independent random variables approaches a Gaussian for large n, regardless of the nature
of their distributions.
6.9 Convolution Properties Based on Moments 155
REVIEW PANEL 6.21
The Convolution of n Energy Signals Approaches a Gaussian Form for Large n
If mn = sum of the means, n2 = sum of the variances, and K = product of the areas, then
$ %
K (t m2n )2
x1 (t) x2 (t) xn (t) / exp
2n2 2n2
EXAMPLE 6.15 (The Central Limit Theorem)
(a) Consider a cascade of identical RC lowpass filters with h(t) = et u(t). The impulse response yn (t) of
the cascaded system is simply the repeated convolution of h(t) with itself. The first few convolutions
yield
y1 (t) = tet u(t) y2 (t) = 12 t2 et u(t) y3 (t) = 13 t3 et u(t)
If the convolution is repeated n times, the result generalizes to
tn t
yn (t) = et u(t) et u(t) t u(t) = e u(t) (6.38)
n!
The peak shifts to the right by 1 unit for each successive convolution. We expect to see a progression
toward the bell-shaped Gaussian form with increasing n. The result for n = 40 is illustrated in
Figure E6.15(a) along with its Gaussian approximation.
(a) Repeated convolution of etu(t) for n = 40 (b) Repeated convolution of rect(t) for n = 3
0.8
0.06 Gaussian Gaussian
approximation 0.6 approximation
Amplitude
Amplitude
drawn light drawn light
0.04
0.4
0.02 0.2
0 0
10 20 30 40 50 60 70 2 1 0 1 2
Time t [seconds] Time t [seconds]
Figure E6.15 The repeated convolution and its Gaussian approximation for the signals of Example 6.15
To find the Gaussian form as n , we start with the mean mh , variance 2 , and area A for et u(t).
We find "
m1
A = m0 = h(t) dt = 1 mh = =1 2 = 1
0 m0
For n cascaded systems, we have mN = nmh = n, N 2
= n 2 = n, and K = An = 1. These values lead
to the Gaussian approximation for yn (t) as
$ %
1 (t n)2
yn (t) exp
2n 2n
(b) An even more striking example is provided by the convolution of even symmetric rectangular pulses,
shown in Figure E6.15(b) for n = 3. Notice how the result begins to take on a Gaussian look after
only a few repeated convolutions.
156 Chapter 6 Continuous Convolution
6.10 Correlation
Correlation is an operation similar to convolution. It involves sliding one function past the other and finding
the area under the resulting product. Unlike convolution, however, no folding is performed. The correlation
rxx (t) of two identical functions x(t) is called autocorrelation. For two dierent functions x(t) and y(t),
the correlation rxy (t) or ryx (t) is referred to as cross-correlation.
Using the symbol to denote correlation, we define the two operations as
"
rxx (t) = x(t) x(t) = x()x( t) d (6.39)
"
rxy (t) = x(t) y(t) = x()y( t) d (6.40)
"
ryx (t) = y(t) x(t) = y()x( t) d (6.41)
The variable t is often referred to as the lag. The definitions of cross-correlation are not standard, and some
authors prefer to switch the definitions of rxy (t) and ryx (t).
6.10.1 Some Properties of Correlation
Cross-correlation is a measure of similarity between dierent functions. Since the order matters in cross-
correlation, we have two cross-correlation functions given by rxy (t) and ryx (t) as
" "
rxy (t) = x()y( t) d ryx (t) = y()x( t) d (6.42)
At t = 0, we have "
rxy (0) = x()y() d = ryx (0) (6.43)
Thus, rxy (0) = ryx (0). The cross-correlation also satisfies the inequality
. /
|rxy (t)| rxx (0)ryy (0) = Ex Ey (6.44)
where Ex and Ey represent the signal energy in x(t) and y(t), respectively.
Correlation as Convolution
The absence of folding actually implies that the correlation of x(t) and y(t) is equivalent to the convolution
of x(t) with the folded version y(t), and we have rxy (t) = x(t) y(t) = x(t) y(t).
Area and Duration
Since folding does not aect the area or duration, the area and duration properties for convolution also
apply to correlation. The starting and ending time for the cross-correlation rxy (t) may be found by using
the starting and ending times of x(t) and the folded signal y(t).
Commutation
The absence of folding means that the correlation depends on which function is shifted and, in general,
x(t) y(t) = y(t) x(t). Since shifting one function to the right is actually equivalent to shifting the other
function to the left by an equal amount, the correlation rxy (t) is related to ryx (t) by rxy (t) = ryx (t).
6.10 Correlation 157
REVIEW PANEL 6.22
Correlation Is the Convolution of One Signal with a Folded Version of the Other
rxh (t) = x(t) h(t) = x(t) h(t) rhx (t) = h(t) x(t) = h(t) x(t)
Duration = sum of durations of x(t) and h(t). Area = product of areas of x(t) and h(t).
Periodic Correlation
The correlation of two periodic signals or power signals is defined in the same sense as periodic convolution:
" "
1 1
rxy (t) = x()y( t) d rxy (t) = lim x()y( t) d (6.45)
T T T0 T0 T0
The first form defines the correlation of periodic signals with identical periods T , which is also periodic with
the same period T . The second form is reserved for nonperiodic power signals or random signals.
6.10.2 Autocorrelation
The autocorrelation operation involves identical functions. It can thus be performed in any order and
represents a commutative operation.
What Autocorrelation Means
Autocorrelation may be viewed as a measure of similarity, or coherence, between a function x(t) and its shifted
version. Clearly, under no shift, the two functions match and result in a maximum for the autocorrelation.
But with increasing shift, it would be natural to expect the similarity and hence the correlation between
x(t) and its shifted version to decrease. As the shift approaches infinity, all traces of similarity vanish, and
the autocorrelation decays to zero.
Symmetry
Since rxy (t) = ryx (t), we have rxx (t) = rxx (t). This means that the autocorrelation of a real function is
even. The autocorrelation of an even function x(t) also equals the convolution of x(t) with itself, because
the folding operation leaves an even function unchanged.
Maximum Value
It turns out that the autocorrelation function is symmetric about the origin where it attains its maximum
value. It thus satisfies
rxx (t) rxx (0) (6.46)
It follows that the autocorrelation rxx (t) is finite and nonnegative for all t.
Periodic Autocorrelation
For periodic signals, we define periodic autocorrelation in much the same way as periodic convolution. If
we shift a periodic signal with period T past itself, the two line up after every period, and the periodic
autocorrelation also has period T .
158 Chapter 6 Continuous Convolution
Signal Energy and Power
The value of the autocorrelation (or periodic autocorrelation) at the origin is related to the signal energy
(or signal power for periodic signals) by
" " "
1
Ex = rxx (0) = x()x( 0) d = x2 () d Px = rxx (0) = x2p () d (6.47)
T T
REVIEW PANEL 6.23
The Autocorrelation Is Always Even Symmetric with a Maximum at the Origin
rxx (t) = x(t) x(t) = x(t) x(t) rxx (t) = rxx (t) rxx (t) rxx (0)
EXAMPLE 6.16 (Autocorrelation and Cross-Correlation)
(a) The autocorrelation of the rectangular pulse x(t) = rect(t 0.5) equals the convolution of x(t) and
x(t) and is illustrated in Figure E6.16A.
x(t) x(t) x(t) x( t) rxx (t)
1 1 1 1 1
t
**
t
= t
*
t
= t
1 1 1 1 1 1
Figure E6.16A The signal for Example 6.16(a) and its autocorrelation
(b) Consider the autocorrelation of x(t) = et u(t). As we shift x(t) = et u(t) past x() = e u(),
we obtain two ranges (t < 0 and t > 0) over which the autocorrelation results are described as follows:
Overlapping Signals Autocorrelation rxx (t) End Values
x( t)
t <0 Range: t < 0 y() = 0
x( ) "
e et d = 0.5et
y(0) = 0.5
0
t
x( ) Range: t > 0
x( t) y(0) = 0.5
t >0
"
e et d = 0.5et
y() = 0
t
t
The result may be expressed as rxx (t) = 0.5e|t| .
(c) The cross-correlation of the signals x(t) and h(t), shown in Figure E6.16C, may be found using the
convolution of one signal and the folded version of the other. Observe that rxh (t) = rhx (t).
6.10 Correlation 159
h(t) h( t) rhx (t)
2 2 2
x(t) x(t)
1
**
1
= 1
*
1
=
t t t t t
1 1 2 1 2 1 2 1 1
rhx (t) = rxh ( t)
h(t) h(t) rxh (t)
2 2
x(t) x( t)
1
** 1
= 1
* 1
=
t t t t t
1 2 1 1 2 1 1 1 2
Figure E6.16C The signals of Example 6.16(c) and their cross-correlations
6.10.3 Matched Filters
Correlation forms the basis for many methods of signal detection and delay estimation (usually in the
presence of noise). An example is target ranging by radar, illustrated in Figure 6.6, where the objective is
to estimate the target distance (or range) R.
Target
R
R Matched filter Output of matched filter
Transmitted signal Received signal y(t)
s(t) s(t t 0) h(t) = s( t)
t t t t
t0 t0
Figure 6.6 Illustrating the concept of matched filtering
A transmitter sends out an interrogating signal s(t), and the reflected and delayed signal (the echo)
s(t t0 ) is processed by a correlation receiver, or matched filter, whose impulse response is matched to
the signal to obtain the target range. In fact, its impulse response is chosen as h(t) = s(t), a folded version
of the transmitted signal, in order to maximize the signal-to-noise ratio. The response y(t) of the matched
filter is the convolution of the received echo and the folded signal h(t) = s(t) or the correlation of s(t t0 )
(the echo) and s(t) (the signal). This response attains a maximum at t = t0 , which represents the time taken
to cover the round-trip distance 2R. The target range R is then given by R = 0.5ct0 , where c is the velocity
of signal propagation.
Why not use the received signal directly to estimate the delay? The reason is that we may not be able
to detect the presence (let alone the exact onset) of the received signal because it is usually much weaker
than the transmitted signal and also contaminated by additive noise. However, if the noise is uncorrelated
with the original signal (as it usually is), their cross-correlation is very small (ideally zero), and the cross-
correlation of the original signal with the noisy echo yields a peak (at t = t0 ) that stands out and is much
easier to detect. Ideally, of course, we would like to transmit narrow pulses (approximating impulses) whose
autocorrelation attains a sharp peak.
160 Chapter 6 Continuous Convolution
CHAPTER 6 PROBLEMS
DRILL AND REINFORCEMENT
6.1 (Convolution Kernel) For each signal x(t), sketch x() vs. and x(t ) vs. , and identify
significant points along each axis.
(a) x(t) = r(t) (b) x(t) = u(t 2) (c) x(t) = 2tri[0.5(t 1)] (d) x(t) = e|t|
6.2 (Convolution Concepts) Using the defining relation, compute y(t) = x(t) h(t) at t = 0.
(a) x(t) = u(t 1) h(t) = u(t + 2)
(b) x(t) = u(t) h(t) = tu(t 1)
(c) x(t) = tu(t + 1) h(t) = (t + 1)u(t)
(d) x(t) = u(t) h(t) = cos(0.5t)rect(0.5t)
6.3 (Analytical Convolution) Evaluate each convolution y(t) = x(t) h(t) and sketch y(t).
(a) x(t) = et u(t) h(t) = r(t)
(b) x(t) = tet u(t) h(t) = u(t)
(c) x(t) = et u(t) h(t) = cos(t)u(t)
(d) x(t) = et u(t) h(t) = cos(t)
(e) x(t) = 2t[u(t + 2) u(t 2)] h(t) = u(t) u(t 4)
(f ) x(t) = 2tu(t) h(t) = rect(t/2)
1
(g) x(t) = r(t) h(t) = u(t 1)
t
6.4 (Convolution with Impulses) Sketch the convolution y(t) = x(t) h(t) for each pair of signals
shown in Figure P6.4.
x(t) Convolution 1 h(t) x(t) Convolution 2 h(t)
3 3 (3)
* (2) (1)
* (2) (2)
t t t t
2 2 2 2 2 2 2 2
Figure P6.4 The signals x(t) and h(t) for Problem 6.4
6.5 (Convolution by Ranges) For each pair of signals x(t) and h(t) shown in Figure P6.5, establish
the convolution ranges. Then sketch x()h(t ) for each range, evaluate the convolution over each
range, and sketch the convolution result y(t).
Convolution 1 Convolution 2
x(t) h(t) x(t) h(t)
4 4 4 e 2 t
2 * 1 *
t t t t
2 2 1 3 2 2 1
Convolution 3
x(t) h(t) x(t) Convolution 4 h(t)
4
* 3 2
* 2
t t t t
2 2 2 2 2 1 1 2 4
Figure P6.5 The signals x(t) and h(t) for Problem 6.5
Chapter 6 Problems 161
6.6 (Convolution and Its Properties)
(a) Use the result u(t) u(t) = r(t) to find and sketch y(t) = rect(t/2) rect(t/4).
(b) Use the result rect(t)rect(t) = tri(t) to find and sketch y(t) = [rect(t+ 12 )rect(t 12 )]rect(t 12 ).
6.7 (Properties) The step response of a system is s(t) = et u(t). What is the system impulse response
h(t)? Compute the response of this system to the following inputs.
(a) x(t) = r(t) (b) x(t) = rect(t/2) (c) x(t) = tri[(t 2)/2] (d) x(t) = (t + 1) (t 1)
6.8 (Properties) The step response of each system is s(t) and the input is x(t). Compute the response
of each system.
(a) s(t) = r(t) r(t 1) x(t) = sin(2t)u(t)
(b) s(t) = et u(t) x(t) = et u(t)
6.9 (System Analysis) Consider the following system:
x(t) h(t) = 2et u(t) (t) y(t)
(a) Let x(t) = et u(t). Find the output y(t).
(b) Let x(t) = u(t). Find the output y(t).
(c) Let x(t) = cos(t). Find the output y(t).
6.10 (Cascaded Systems) Find the response y(t) of the following cascaded systems.
(a) x(t) = u(t) h1 (t) = et u(t) h2 (t) = et u(t) y(t)
(b) x(t) = et u(t) h1 (t) = et u(t) h2 (t) = et u(t) y(t)
(c) x(t) = et u(t) h1 (t) = et u(t) h2 (t) = (t) et u(t) y(t)
6.11 (Stability) Investigate the stability and causality of the following systems.
(a) h(t) = et+1 u(t 1) (b) h(t) = et u(t + 1) (c) h(t) = (t)
(d) h(t) = (1 et )u(t) (e) h(t) = (t) et u(t) (f ) h(t) = sinc(t 1)
6.12 (Causality) Argue that the impulse response h(t) of a causal system must be zero for t < 0. Based
on this result, if the input to a causal system starts at t = t0 , at what time does the response start?
6.13 (Signal-Averaging1 Filter)
2 Consider a a signal-averaging filter whose impulse response is described
by h(t) = T1 rect t0.5T
T .
(a) What is the response of this filter to the unit step input x(t) = u(t)?
(b) What is the response of this filter to a periodic sawtooth signal x(t) with peak value A, duty
ratio D, and period T ?
6.14 (Periodic Extension) For each signal shown in Figure P6.14, sketch the periodic extension with
period T = 6 and T = 4.
x(t) Signal 1 x(t) Signal 2 x(t) Signal 3 x(t) Signal 4
4
4 4 4
6 t
2
t t t 2 4 8
2 4 4 8 2 6 4
Figure P6.14 The signals for Problem 6.14
162 Chapter 6 Continuous Convolution
6.15 (Convolution and Periodic Inputs) The voltage input to a series RC circuit with time constant
= 1 is a rectangular pulse train starting at t = 0. The pulses are of unit width and unit height and
repeat every 2 seconds. The output is the capacitor voltage.
(a) Use convolution to compute the output at t = 1 s and t = 2 s.
(b) Assume that the input has been applied for a long time. What is the steady-state output?
6.16 (Periodic Convolution) Find and sketch the periodic convolution yp (t) = x(t)h(t)
of each pair
of periodic signals shown in Figure P6.16.
Convolution 1 Convolution 2
x(t) h(t) x(t) h(t)
(1) (2) 1 1
t
* t t
* t
1 2 3 1 2 3 1 2 3 1 2 3
Convolution 3 Convolution 4
x(t) h(t) x(t) h(t)
1 1
t
* t 1 t
* 1
t
1 2 3
1
2 4 6 3 4 7 1 2 3
Figure P6.16 The periodic signals for Problem 6.16
6.17 (Inverse Systems) Given a system whose impulse response is h(t) = et u(t), we wish to find the
impulse response hI (t) of an inverse system such that h(t) hI (t) = (t). The form that we require for
the inverse system hI (t) is hI (t) = K1 (t) + K2 (t).
(a) For what values of K1 and K2 will h(t) hI (t) = (t)?
(b) Is the inverse system stable? Is it causal?
(c) What is the impulse response hI (t) of the inverse system if h(t) = 2e3t u(t).
6.18 (Correlation) Let x(t) = rect(t + 0.5) and h(t) = t rect(t 0.5).
(a) Find the autocorrelation rxx (t).
(b) Find the autocorrelation rhh (t).
(c) Find the cross-correlation rhx (t).
(d) Find the cross-correlation rxh (t).
(e) How are the results of parts (c) and (d) related?
REVIEW AND EXPLORATION
6.19 (The Convolution Concept) Let x(t) = 2[u(t) u(t 5)] and h(t) = u(t) u(t 5).
(a) Approximate x(t) by five impulses located at t = 0, 1, 2, 3, 4. Find the convolution of h(t) with
each impulse, and use superposition to find the approximate form of y(t) = x(t) h(t).
(b) How long does the convolution last, and what is its maximum?
(c) If x(t) were approximated by ten impulses, how long would the convolution last, and what would
be its maximum value?
(d) What would you expect the exact form of y(t) to approach?
Chapter 6 Problems 163
6.20 (Operations on the Impulse) Explain the dierence between each of the following operations on
the impulse (t 1). Use sketches to plot results if appropriate.
"
(a) [e u(t)](t 1)
t
(b) et (t 1) dt (c) et u(t) (t 1)
6.21 (Convolution) Compute and sketch the convolution of the following pairs of signals.
!
(a) x(t) = (t k) h(t) = rect(t)
k=
!
(b) x(t) = (t 3k) h(t) = tri(t)
k=
!
(c) x(t) = rect(t 2k) h(t) = rect(t)
k=
6.22 (Impulse Response and Step Response) Find the step response s(t) of each system whose impulse
response h(t) is given.
(a) h(t) = rect(t 0.5) (b) h(t) = sin(2t)u(t)
(c) h(t) = sin(2t)rect(t 0.5) (d) h(t) = e|t|
6.23 (Convolution and System Response) Consider a system described by the dierential equation
y (t) + 2y(t) = x(t).
(a) What is the impulse response h(t) of this system?
(b) Find its output if x(t) = e2t u(t) by convolution.
(c) Find its output if x(t) = e2t u(t) and y(0) = 0 by solving the dierential equation.
(d) Find its output if x(t) = e2t u(t) and y(0) = 1 by solving the dierential equation.
(e) Are any of the outputs identical? Should they be? Explain.
6.24 (System Response) Consider the two inputs and two circuits shown in Figure P6.24.
(a) Find the impulse response of each circuit.
(b) Use convolution to find the response of circuit 1 to input 1. Assume R = 1 , C =1 F.
(c) Use convolution to find the response of circuit 2 to input 1. Assume R = 1 , C =1 F.
(d) Use convolution to find the response of circuit 1 to input 2. Assume R = 1 , C =1 F.
(e) Use convolution to find the response of circuit 2 to input 2. Assume R = 1 , C =1 F.
(f ) Use convolution to find the response of circuit 1 to input 1. Assume R = 2 , C =1 F.
(g) Use convolution to find the response of circuit 1 to input 2. Assume R = 2 , C =1 F.
Input 1 Input 2 + + + +
R C
Input Output Input R Output
e t et C
t t
Circuit 1 Circuit 2
Figure P6.24 The circuits for Problem 6.24
6.25 (Impulse Response and Step Response) The step response of a system is s(t) = (t). The input
to the system is a periodic square wave described for one period by x(t) = sgn(t), 1 t 1. Sketch
the system output.
164 Chapter 6 Continuous Convolution
6.26 (Impulse Response and Step Response) The input to a system is a periodic square wave with
period T = 2 s described for one period by xp (t) = sgn(t), 1 t 1. The output is a periodic
triangular wave described by yp (t) = tri(t) 0.5, 1 t 1. What is the impulse response of the
system? What is the response of this system to the single pulse x(t) = rect(t 0.5)?
6.27 (Convolution) An RC lowpass filter has the impulse response h(t) = 1 et/ u(t), where is the time
constant. Find its response to the following inputs for = 0.5 and = 1.
(a) x(t) = e2t u(t) (b) x(t) = e2t u(t) (c) x(t) = e2|t|
6.28 (Convolution) Find the convolution of each pair of signals.
(a) x(t) = e|t| h(t) = e|t|
(b) x(t) = et u(t) et u(t) h(t) = x(t)
(c) x(t) = et u(t) et u(t) h(t) = x(t)
6.29 (Convolution by Ranges) Consider a series RC lowpass filter with = 1. Use convolution by
ranges to find the capacitor voltage, its maximum value, and time of maximum for each input x(t).
(a) x(t) = rect(t 0.5) (b) x(t) = t rect(t 0.5) (c) x(t) = (1 t)rect(t 0.5)
6.30 (Cascading) The impulse response of two cascaded systems equals the convolution of their impulse
responses. Does the step response sC (t) of two cascaded systems equal s1 (t) s2 (t), the convolution of
their step responses? If not, how is sC (t) related to s1 (t) and s2 (t)?
6.31 (Cascading) System 1 compresses a signal by a factor of 2, and system 2 is an RC lowpass filter with
= 1. Find the output of each cascaded combination. Will their output be identical? Should it be?
Explain.
(a) x(t) = 2et u(t) system 1 system 2 y(t)
(b) x(t) = 2et u(t) system 2 system 1 y(t)
6.32 (Cascading) System 1 is a squaring circuit, and system 2 is an RC lowpass filter with = 1. Find
the output of each cascaded combination. Will their output be identical? Should it be? Explain.
(a) x(t) = 2et u(t) system 1 system 2 y(t)
(b) x(t) = 2et u(t) system 2 system 1 y(t)
6.33 (Cascading) System 1 is a highpass RC circuit with h(t) = (t) et u(t), and system 2 is an
RC lowpass filter with = 1. Find the output of each cascaded combination. Will their output be
identical? Should it be? Explain.
(a) x(t) = 2et u(t) system 1 system 2 y(t)
(b) x(t) = 2et u(t) system 2 system 1 y(t)
6.34 (Cascading) System 1 is a highpass RC circuit with h(t) = (t) et u(t), and system 2 is an RC
lowpass filter with = 1.
(a) Find the impulse response hP (t) of their parallel connection.
(b) Find the impulse response h12 (t) of the cascade of system 1 and system 2.
(c) Find the impulse response h21 (t) of the cascade of system 2 and system 1.
(d) Are h12 (t) and h21 (t) identical? Should they be? Explain.
(e) Find the impulse response hI (t) of a system whose parallel connection with h12 (t) yields hP (t).
Chapter 6 Problems 165
6.35 (Cascading) System 1 is described by y(t) = x (t) + x(t), and system 2 is an RC lowpass filter with
= 1.
(a) What is the output of the cascaded system to the input x(t) = 2et u(t)?
(b) What is the output of the cascaded system to the input x(t) = (t)?
(c) How are system 1 and system 2 related? Should they be? Explain.
6.36 (Cascading) Consider the three circuits shown in Figure P6.36.
(a) Find their impulse responses h1 (t), h2 (t), and h3 (t).
(b) What is the impulse response h12 (t) of the ideal cascade of the first two circuits? Does this equal
the impulse response h3 (t)? Explain.
(c) What value of R will ensure an impulse response h3 (t) that diers from h12 (t) by no more than
1% at t = 0?
+ 1H
+ + R
+ + 1H R +
Input 1 Output Input Output Input 1 2R Output
2R
Circuit 1 Circuit 2 Circuit 3
Figure P6.36 The circuits for Problem 6.36
6.37 (Stability and Causality) Check for the causality and stability of each of the following systems.
(a) h(t) = e(t+1) u(t) (b) h(t) = et1 u(t + 1)
(c) h(t) = (t) et u(t) (d) h(t) = (t) et u(1 t)
6.38 (Stability and Causality) Check for the causality and stability of the parallel connection and
cascade connection of each pair of systems.
(a) h1 (t) = et u(t) h2 (t) = (t)
(b) h1 (t) = et+3 u(t 3) h2 (t) = (t + 2)
(c) h1 (t) = et u(t) h2 (t) = et+2 u(t 1)
(d) h1 (t) = et u(t) h2 (t) = et u(t)
(e) h1 (t) = e|t| h2 (t) = e|t1|
(f ) h1 (t) = e|t| h2 (t) = e|t1|
(g) h1 (t) = e|t1| h2 (t) = e|t1|
6.39 (Stability) Investigate the stability of the following systems.
(a) y (t) = x(t) (b) y (t) + y(t) = x(t) (c) y (n) (t) = x(t) (d) y(t) = x(n) (t)
6.40 (Convolution and System Classification) The impulse response of three systems is
h1 (t) = 2(t) h2 (t) = (t) + (t 3) h3 (t) = et u(t)
(a) Find the response of each to the input x(t) = u(t) u(t 1).
(b) For system 1, the input is zero at t = 2 s, and so is the response. Does the statement zero
output if zero input apply to dynamic or instantaneous systems or both? Explain.
(c) Argue that system 1 is instantaneous. What about the other two?
(d) What must be the form of h(t) for an instantaneous system?
166 Chapter 6 Continuous Convolution
6.41 (Convolution and Smoothing) Convolution is usually a smoothing operation unless one signal is
an impulse or its derivative, but exceptions occur even for smooth signals. Evaluate and comment on
the duration and smoothing eects of the following convolutions.
(a) y(t) = rect(t) tri(t) (b) y(t) = rect(t) (t)
(c) y(t) = rect(t) (t) (d) y(t) = sinc(t) sinc(t)
2 2
(e) y(t) = et et (f ) y(t) = sin(2t) rect(t)
6.42 (Eigensignals) The input x(t) and response y(t) of two systems are given. Which of the systems are
linear, and why?
(a) x(t) = cos(t), y(t) = 0.5 sin(t 0.25)
(b) x(t) = cos(t), y(t) = cos(2t)
6.43 (Eigensignals) If the input to a system is its eigensignal, the response has the same form as the
eigensignal. Justify the following statements by computing the system response by convolution (if
the impulse response is given) or by solving the given dierential equation. You may pick convenient
numerical values for the parameters.
(a) Every signal is an eigensignal of the system described by h(t) = A(t).
(b) The signal x(t) = ejt is an eigensignal of any LTI system such as that described by the impulse
response h(t) = et u(t).
(c) The signal x(t) = cos(t) is an eigensignal of any LTI system described by a dierential equation
such as y (t) + y(t) = x(t).
(d) The signal x(t) = sinc(t) is an eigensignal of ideal filters described by h(t) = sinc(t), .
6.44 (Eigensignals) Which of the following can be the eigensignal of an LTI system?
(a) x(t) = e2t u(t) (b) x(t) = ej2t (c) x(t) = cos(2t) (d) x(t) = ejt + ej2t
6.45 (Stability) Investigate the causality and stability of the following systems.
(a) h(t) = u(t) (b) h(t) = e2t u(t) (c) h(t) = (t 1)
(d) h(t) = rect(t) (e) h(t) = sinc(t) (f ) h(t) = sinc2 (t)
6.46 (Invertibility) Determine which of the following systems are invertible and, for those that are, find
the impulse response of the inverse system.
(a) h(t) = e2t u(t) (b) h(t) = (t 1) (c) h(t) = sinc(t)
6.47 (Periodic Extension) The periodic extension x(t) with period T has the same form and area as
x(t). Use this concept to find the constants in the following assumed form for xpe (t) of each signal.
(a) Signal: x(t) = et/ u(t) Periodic extension for 0 t T : xpe (t) = Ket/
(b) Signal: x(t) = tet/ u(t) Periodic extension for 0 t T : xpe (t) = (A + Bt)et/
6.48 (The Duration Property) The convolution duration usually equals the sum of the durations of the
convolved signals. But consider the following convolutions.
y1 (t) = u(t) sin(t)[u(t) u(t 2)] y2 (t) = rect(t) cos(2t)u(t)
(a) Evaluate each convolution and find its duration. Is the duration infinite? If not, what causes it
to be finite?
(b) In the first convolution, replace the sine pulse by an arbitrary signal x(t) of zero area and finite
duration Td and argue that the convolution is nonzero only for a duration Td .
Chapter 6 Problems 167
(c) In the second convolution, replace the cosine by an arbitrary periodic signal xp (t) with zero
average value and period T = 1. Argue that the convolution is nonzero for only for 1 unit.
6.49 (Convolutions that Replicate) Signals that replicate under self-convolution include the impulse,
sinc, Gaussian, and Lorentzian. For each of the following known results, determine the constant A
using the area property of convolution.
(a) (t) (t) = A(t)
(b) sinc(t) sinc(t) = A sinc(t)
2 2 2
(c) et et = Aet /2
1 1 A
(d) =
1+t 2 1+t 2 1 + 0.25t2
6.50 (Convolution and Moments) For each of the following signal pairs, find the moments m0 , m1 , and
m2 and verify each of the convolution properties based on moments (as discussed in the text).
(a) x(t) = h(t) h(t) = rect(t)
(b) x(t) = et u(t) h(t) = e2t u(t)
6.51 (Central Limit Theorem) Show that the n-fold repeated convolution of the signal h(t) = et u(t)
with itself has the form
tn et
hn (t) =
u(t).
n!
(a) Show that hn (t) has a maximum at t = n.
(b) Assume a Gaussian approximation hn (t) gn (t) = K exp[(t n)2 ]. Equating hn (t) and gn (t)
at t = n, show that K = (en nn /n!). /
(c) Use the Stirling limit to show that K = 1/(2n). The Stirling limit is defined by
$ %
nn n 1
lim n e =
n n! 2
(d) Show that = 1/(2n) by equating the areas of hn (t) and gn (t).
6.52 (Matched Filters) A folded, shifted version of a signal s(t) defines the impulse response of a matched
filter corresponding to s(t).
(a) Find and sketch the impulse response of a matched filter for the signal s(t) = u(t) u(t 1).
(b) Find the response y(t) of this matched filter to the signal x(t) = s(t D), where D = 2 s
corresponds to the signal delay.
(c) At what time tm does the response y(t) attain its maximum value, and how is tm related to the
signal delay D?
6.53 (Autocorrelation Functions) A signal x(t) can qualify as an autocorrelation function only if it
satisfies certain properties. Which of the following qualify as valid autocorrelation functions, and why?
(a) rxx (t) = et u(t) (b) rxx (t) = e|t| (c) rxx (t) = tet u(t)
1
(d) rxx (t) = |t|e|t| (e) rxx (t) = sinc2 (t) (f ) rxx (t) =
1 + t2
t 1 + t2 t2 1
(g) rxx (t) = (h) rxx (t) = (i) rxx (t) = 2
1 + t2 4 + t2 t +4
168 Chapter 6 Continuous Convolution
6.54 (Correlation) Find the cross-correlations rxh (t) and rhx (t) for each pair of signals.
(a) x(t) = et u(t) h(t) = et u(t)
(b) x(t) = et u(t) h(t) = et u(t)
(c) x(t) = e|t| h(t) = e|t|
(d) x(t) = e(t1) u(t 1) h(t) = et u(t)
COMPUTATION AND DESIGN
ctcongui A GUI for Visualization of the Convolution Process
The graphical user interface ctcongui allows you to visualize a movie of the convolution or
correlation of two analog signals.
You can select the signals and the operation (convolution or correlation).
The interface displays a movie of how the product function and the convolution or correlation
result changes as one function slides past the other.
Use the mouse to manually drag one function past the other and see the results change.
To explore this routine, type ctcongui at the Matlab prompt.
6.55 (Animation of Convolution) Use ctcongui to animate the convolution of each of the following
pairs of signals and determine whether it is possible to visually identify the convolution ranges.
(a) x(t) = rect(t) h(t) = rect(t)
(b) x(t) = rect(t) h(t) = et [u(t) u(t 5)]
(c) x(t) = rect(t) h(t) = tri(t)
(d) x(t) = et u(t) h(t) = (1 t)[u(t) u(t 1)]
(e) x(t) = et u(t) h(t) = t[u(t) u(t 1)]
6.56 (Convolution of Sinc Functions) It is claimed that the convolution of the two identical signals
x(t) = h(t) = sinc(t) is y(t) = x(t) h(t) = sinc(t). Let both x(t) and h(t) be described over the
symmetric limits t . Use ctcongui to animate the convolution of x(t) and h(t) for = 1,
= 5, and = 10 (you may want to choose a smaller time step in ctcongui for larger values of ).
Does the convolution begin to approach the required result as increases?
Chapter 7
DISCRETE CONVOLUTION
7.0 Scope and Objectives
Convolution is a central concept in relating the time and frequency domains. In the time domain, convolution
may be regarded as a method of finding the zero-state response of a relaxed linear time-invariant system. This
chapter describes the operation and properties of discrete convolution and establishes the key connections
between time-domain and transformed-domain methods for signal and system analysis based on convolution.
Frequency-domain viewpoints of discrete convolution are presented later, both in this chapter and others.
7.1 Discrete Convolution
Discrete-time convolution is a method of finding the zero-state response of relaxed linear time-invariant
(LTI) systems. It is based on the concepts of linearity and time invariance and assumes that the system
information is known in terms of its impulse response h[n]. In other words, if the input is [n], a unit sample
at the origin n = 0, the system response is h[n]. Now, if the input is x[0][n], a scaled impulse at the origin,
the response is x[0]h[n] (by linearity). Similarly, if the input is the shifted impulse x[1][n 1] at n = 1, the
response is x[1]h[n 1] (by time invariance). The response to the shifted impulse x[k][n k] at n = k is
x[k]h[n k]. Since an arbitrary input x[n] is simply a sequence of samples, it can be described by a sum of
scaled and shifted impulses:
!
x[n] = x[k][n k] (7.1)
k=
By superposition, the response to x[n] is the sum of scaled and shifted versions of the impulse response:
!
y[n] = x[k]h[n k] = x[n] h[n] (7.2)
k=
This is the defining relation for the convolution operation, which we call linear convolution, and denote
by y[n] = x[n] h[n] (or by x[n] h[n] in the figures) in this book. The expression for computing y[n] is called
the convolution sum. As with continuous-time convolution, the order in which we perform the operation
does not matter, and we can interchange the arguments of x and h without aecting the result. Thus,
!
y[n] = x[n k]h[k] = h[n] x[n] (7.3)
k=
!
Notation: We use x[n] h[n] to denote x[k]h[n k]
k=
169
170 Chapter 7 Discrete Convolution
REVIEW PANEL 7.1
Convolution Yields the Zero-State Response of an LTI System
Input x[n] System Output y[n] = x[n] * h[n] = h[n] *x[n]
impulse response = h[n] Output = convolution of x[n] and h[n]
7.1.1 Analytical Evaluation of Discrete Convolution
The procedure for analytical convolution mimics the continuous case and may be implemented quite readily
if x[n] and h[n] are described by simple enough analytical expressions. Often, we must resort to a table
of closed-form solutions for finite or infinite series. When evaluating the convolution sum, keep in mind
that x[k] and h[n k] are functions of the summation variable k. The summations frequently involve step
functions of the form u[k] and u[n k]. Since u[k] = 0, k < 0 and u[n k] = 0, k > n, these can be used to
simplify the lower and upper summation limits to k = 0 and k = n, respectively.
EXAMPLE 7.1 (Analytical Evaluation of Discrete Convolution)
(a) Let x[n] = h[n] = u[n]. Then x[k] = u[k] and h[nk] = u[nk]. The lower limit on the convolution sum
simplifies to k = 0 (because u[k] = 0, k < 0), the upper limit to k = n (because u[n k] = 0, k > n),
and we get
! !n
y[n] = u[k]u[n k] = 1 = (n + 1)u[n] = r[n + 1]
k= k=0
Note that (n + 1)u[n] also equals r[n + 1], and thus u[n] u[n] = r[n + 1].
(b) Let x[n] = h[n] = an u[n], a < 1. Then x[k] = ak u[k] and h[n k] = ank u[n k]. The lower limit on
the convolution sum simplifies to k = 0 (because u[k] = 0, k < 0), the upper limit to k = n (because
u[n k] = 0, k > n), and we get
! n
! n
!
y[n] = ak ank u[k]u[n k] = ak ank = an 1 = (n + 1)an u[n]
k= k=0 k=0
(c) Let x[n] = u[n] and h[n] = n u[n], < 1. Then
! n
! 1 n+1
u[n] n u[n] = k u[k]u[n k] = k = , || < 1
1
k= k=0
(d) Let x[n] = (0.8)n u[n] and h[n] = (0.4)n u[n]. Then
! n
! n
!
y[n] = (0.8)k u[k](0.4)nk u[n k] = (0.8)k (0.4)nk = (0.4)n 2k
k= k=0 k=0
1 2n+1
Using the closed-form result for the sum, we get y[n] = (0.4)n = (0.4)n (2n+1 1)u[n].
12
7.2 Convolution Properties 171
(e) Let x[n] = nu[n + 1] and h[n] = an u[n], a < 1. With h[n k] = a(nk) u[n k] and x[k] = ku[k + 1],
the lower and upper limits on the convolution sum become k = 1 and k = n. Then
n
! n
!
y[n] = ka(nk) = an1 + an kak
k=1 k=0
n+1
a
= an1 + [1 (n + 1)an + nan+1 ]
(1 a)2
The results of analytical discrete convolution often involve finite or infinite summations. In the last part, we
used known results to generate the closed-form solution. This may not always be feasible, however.
7.2 Convolution Properties
Many of the properties of discrete convolution are based on linearity and time invariance. For example, if
x[n] or h[n] is shifted by n0 , so is y[n]. Thus, if y[n] = x[n] h[n], then
x[n n0 ] h[n] = x[n] h[n n0 ] = y[n n0 ] (7.4)
The sum of the samples in x[n], h[n], and y[n] are related by
" #" #
! ! !
y[n] = x[n] h[n] (7.5)
n= n= n=
For causal systems (h[n] = 0, n < 0) and causal signals (x[n] = 0, n < 0), y[n] is also causal. Thus,
n
! n
!
y[n] = x[n] h[n] = h[n] x[n] = x[k]h[n k] = h[k]x[n k] (7.6)
k=0 k=0
An extension of this result is that the convolution of two left-sided signals is also left-sided and the convolution
of two right-sided signals is also right-sided.
EXAMPLE 7.2 (Properties of Convolution)
(a) Here are two useful convolution results that are readily found from the defining relation:
[n] x[n] = x[n] [n] [n] = [n]
(b) We find y[n] = u[n] x[n]. Since the step response is the running sum of the impulse response, the
convolution of a signal x[n] with a unit step is the running sum of the signal x[n]:
n
!
x[n] u[n] = x[k]
k=
(c) We find y[n] = rect(n/2N ) rect(n/2N ) where rect(n/2N ) = u[n + N ] u[n N 1].
The convolution contains four terms:
y[n] = u[n + N ] u[n + N ] u[n + N ] u[n N 1] u[n N 1] u[n + N ] + u[n N 1] u[n N 1]
172 Chapter 7 Discrete Convolution
Using the result u[n] u[n] = r[n + 1] and the shifting property, we obtain
$ %
n
y[n] = r[n + 2N + 1] 2r[n] + r[n 2N 1] = (2N + 1)tri
2N + 1
The convolution of two rect functions (with identical arguments) is thus a tri function.
7.3 Convolution of Finite Sequences
In practice, we often deal with sequences of finite length, and their convolution may be found by several
methods. The convolution y[n] of two finite-length sequences x[n] and h[n] is also of finite length and is
subject to the following rules, which serve as useful consistency checks:
1. The starting index of y[n] equals the sum of the starting indices of x[n] and h[n].
2. The ending index of y[n] equals the sum of the ending indices of x[n] and h[n].
3. The length Ly of y[n] is related to the lengths Lx and Lh of x[n] and h[n] by Ly = Lx + Lh 1.
7.3.1 The Sum-by-Column Method
This method is based on the idea that the convolution y[n] equals the sum of the (shifted) impulse responses
due to each of the impulses that make up the input x[n]. To find the convolution, we set up a row of index
values beginning with the starting index of the convolution and h[n] and x[n] below it. We regard x[n] as a
sequence of weighted shifted impulses. Each element (impulse) of x[n] generates a shifted impulse response
(product with h[n]) starting at its index (to indicate the shift). Summing the response (by columns) gives
the discrete convolution. Note that none of the sequences is folded. It is better (if only to save paper) to let
x[n] be the shorter sequence. The starting index (and the marker location corresponding to n = 0) for the
convolution y[n] is found from the starting indices of x[n] and h[n].
REVIEW PANEL 7.2
Discrete Convolution Using the Sum-by-Column Method
1. Line up the sequence x[n] below the sequence h[n].
2. Line up with each sample of x[n], the product of the entire array h[n] with that sample of x[n].
3. Sum the columns of the (successively shifted) arrays to generate the convolution sequence.
EXAMPLE 7.3 (Convolution of Finite-Length Signals)
(a) An FIR (finite impulse response) filter has an impulse response given by h[n] = {1, 2, 2, 3}. Find its
response y[n] to the input x[n] = {2, 1, 3}. Assume that both x[n] and h[n] start at n = 0.
The paper-and-pencil method expresses the input as x[n] = 2[n] [n 1] + 3[n 2] and tabulates
the response to each impulse and the total response as follows:
h[n] = 1 2 2 3
x[n] = 2 1 3
Input Response
2[n] 2h[n] = 2 4 4 6
[n 1] h[n 1] = 1 2 2 3
3[n 2] 3h[n 2] = 3 6 6 9
Sum = x[n] Sum = y[n] = 2 3 5 10 3 9
7.3 Convolution of Finite Sequences 173
So, y[n] = {2, 3, 5, 10, 3, 9} = 2[n] + 3[n 1] + 5[n 2] + 10[n 3] + 3[n 4] + 9[n 5].
The convolution process is illustrated graphically in Figure E7.3A.
Input Output
6
h [n] 4 4
3
2 1 2 2
n n 2
n
1 2 3
1 2 3
h [n] 1 2 3 4 n
1 n 3
1 2 2 n
1 1
1 2 3 2 2 3
h [n] 6 6
3 3
1 2 2 n 3
n
2 1 2 3 n
1 2 3 4 5
Superposition Superposition
y [n] 10
9
x [n] h [n]
3 3
2 5
1 n 1 2 2 n 3 3
2 1 2 3 2
1 n
1 2 3 4 5
Figure E7.3A The discrete convolution for Example 7.3(a)
(b) Let h[n] = {2, 5, 0, 4} and x[n] = {4, 1, 3}.
We note that the convolution starts at n = 3 and use this to set up the index array and generate the
convolution as follows:
n 3 2 1 0 1 2
h[n] 2 5 0 4
x[n] 4 1 3
8 20 0 16
2 5 0 4
6 15 0 12
y[n] 8 22 11 31 4 12
The marker is placed by noting that the convolution starts at n = 3, and we get
y[n] = {8, 22, 11, 31, 4, 12}
174 Chapter 7 Discrete Convolution
(c) (Response of an Averaging Filter) Let x[n] = {2, 4, 6, 8, 10, 12, . . .}.
What system will result in the response y[n] = {1, 3, 5, 7, 9, 11, . . .}?
At each instant, the response is the average of the input and its previous value. This system describes
an averaging or moving average filter. Its dierence equation is simply y[n] = 12 (x[n] + x[n 1]).
Its impulse response is thus h[n] = 0.5{[n] + [n 1]}, or h[n] = {0.5, 0.5}.
Using discrete convolution, we find the response as follows:
x: 2 4 6 8 10 12 ...
1 1
h: 2 2
1 2 3 4 5 6 ...
1 2 3 4 5 6 ...
y: 1 3 5 7 9 11 ...
This result is indeed the averaging operation we expected.
7.3.2 The Fold, Shift, Multiply, and Sum Concept
The convolution sum may also be interpreted as follows. We fold x[n] and shift x[n] to line up its last
element with the first element of h[n]. We then successively shift x[n] (to the right) past h[n], one index
at a time, and find the convolution at each index as the sum of the pointwise products of the overlapping
samples. One method of computing y[n] is to list the values of the folded function on a strip of paper and
slide it along the stationary function, to better visualize the process. This technique has prompted the name
sliding strip method. We simulate this method by showing the successive positions of the stationary and
folded sequence along with the resulting products, the convolution sum, and the actual convolution.
EXAMPLE 7.4 (Convolution by the Sliding Strip Method)
Find the convolution of h[n] = {2, 5, 0, 4} and x[n] = {4, 1, 3}.
Since both sequences start at n = 0, the folded sequence is x[k] = {3, 1, 4}.
We line up the folded sequence below h[n] to begin overlap and shift it successively, summing the product
sequence as we go, to obtain the discrete convolution. The results are computed in Figure E7.4.
The discrete convolution is y[n] = {8, 22, 11, 31, 4, 12}.
2 5 0 4 2 5 0 4 2 5 0 4
Slide Slide
3 1 4 3 1 4 3 1 4
8 2 20 6 5 0
y[0] = sum of products = 8 y[1] = sum of products = 22 y[2] = sum of products = 11
2 5 0 4 2 5 0 4 2 5 0 4
Slide Slide
3 1 4 3 1 4 3 1 4
15 0 16 0 4 12
y[3] = sum of products = 31 y[4] = sum of products = 4 y[5] = sum of products = 12
Figure E7.4 The discrete signals for Example 7.4 and their convolution
7.3 Convolution of Finite Sequences 175
7.3.3 Discrete Convolution, Multiplication, and Zero Insertion
The discrete convolution of two finite-length sequences x[n] and h[n] is entirely equivalent to multiplication
of two polynomials whose coecients are described by the arrays x[n] and h[n] (in ascending or descending
order). The convolution sequence corresponds to the coecients of the product polynomial. Based on
this result, if we insert zeros between adjacent samples of each signal to be convolved, their convolution
corresponds to the original convolution sequence with zeros inserted between its adjacent samples.
EXAMPLE 7.5 (Polynomial Multiplication and Zero Insertion)
(a) Let h[n] = {2, 5, 0, 4} and x[n] = {4, 1, 3}. To find their convolution, we set up the polynomials
h(z) = 2z 3 + 5z 2 + 0z + 4 x(z) = 4z 2 + 1z + 3
Their product is y(z) = 8z 5 + 22z 4 + 11z 3 + 31z 2 + 4z + 12.
The convolution is thus y[n] = {8, 22, 11, 31, 4, 12}.
(b) Zero insertion of each convolved sequence gives
h1 [n] = {2, 0, 5, 0, 0, 0, 4} x1 [n] = {4, 0, 1, 0, 3}
To find their convolution, we set up the polynomials
h1 (z) = 2z 6 + 5z 4 + 0z 2 + 4 x1 (z) = 4z 4 + 1z 2 + 3
Their product is y1 (z) = 8z 10 + 22z 8 + 11z 6 + 31z 4 + 4z 2 + 12.
The convolution is then y1 [n] = {8, 0, 22, 0, 11, 0, 31, 0, 4, 0, 12}.
This result is just y[n] with zeros inserted between adjacent samples.
REVIEW PANEL 7.3
Convolution of Finite-Length Signals Corresponds to Polynomial Multiplication
Example: {1, 1, 3} {1, 0, 2} = {1, 1, 5, 2, 6} (x2 + x + 3)(x2 + 2) = x4 + x3 + 5x2 + 2x + 6
If we append zeros to one of the convolved sequences, the convolution result will not change but will show
as many appended zeros. In fact, the zeros may be appended to the beginning or end of a sequence and will
will appear at the corresponding location in the convolution result.
REVIEW PANEL 7.4
Zero-Padding: If One Sequence Is Zero-Padded, So Is the Convolution
Example: If x[n] h[n] = y[n] then {0, 0, x[n], 0, 0} {h[n], 0} = {0, 0, y[n], 0, 0, 0}.
176 Chapter 7 Discrete Convolution
7.3.4 Impulse Response of LTI Systems in Cascade and Parallel
Consider the ideal cascade of two LTI systems shown in Figure 7.1. The response of the first system is
y1 [n] = x[n] h1 [n]. The response y[n] of the second system is
y[n] = y1 [n] h2 [n] = (x[n] h1 [n]) h2 [n] = x[n] (h1 [n] h2 [n]) (7.7)
If we wish to replace the cascaded system by an equivalent LTI system with impulse response h[n] such that
y[n] = x[n] h[n], it follows that h[n] = h1 [n] h2 [n]. Generalizing this result, the impulse response h[n] of
N ideally cascaded LTI systems is simply the convolution of the N individual impulse responses
h[n] = h1 [n] h2 [n] hN [n] (for a cascade combination) (7.8)
If the hk [n] are energy signals, the order of cascading is unimportant.
Two LTI systems in cascade Equivalent LTI system
x [n] h1[n] h2 [n] y [n] x [n] h1[n] * h2 [n] y [n]
Two LTI systems in parallel
Equivalent LTI system
x [n] h1[n]
+ y [n]
+
x [n] h1[n] + h2 [n] y [n]
h2 [n]
Figure 7.1 Cascaded and parallel systems and their equivalents
The overall impulse response of systems in parallel equals the sum of the individual impulse responses, as
shown in Figure 7.1:
hP [n] = h1 [n] + h2 [n] + + hN [n] (for a parallel combination) (7.9)
REVIEW PANEL 7.5
Impulse Response of N Interconnected Discrete LTI Systems
In cascade: Convolve the impulse responses: hC [n] = h1 [n] h2 [n] hN [n]
In parallel: Add the impulse responses: hP [n] = h1 [n] + h2 [n] + + hN [n]
EXAMPLE 7.6 (Interconnected Systems)
Consider the interconnected system of Figure E7.6. Find its overall impulse response and the output.
Comment on the results.
Input
Output
4 4 y [n] = x [n] 0.5x [n 1] h [n] = (0.5) n u [n]
n
1
Figure E7.6 The interconnected system of Example 7.6
7.4 Stability and Causality of LTI Systems 177
The impulse response of the first system is h1 [n] = [n] 0.5[n 1]. The overall impulse response hC [n]
is given by the convolution
hC [n] = ([n] 0.5[n 1]) (0.5)n u[n] = (0.5)n u[n] 0.5(0.5)n1 u[n 1]
This simplifies to
hC [n] = (0.5)n (u[n] u[n 1]) = (0.5)n [n] = [n]
What this means is that the overall system output equals the applied input. The second system thus acts
as the inverse of the first.
7.4 Stability and Causality of LTI Systems
In Chapter 5, we found that the BIBO (bounded-input, bounded-output) stability of LTI systems described
by dierence equations requires every root of the characteristic equation to have a magnitude less than unity.
For systems described by their impulse response, this is entirely equivalent to requiring the impulse response
h[n] to be absolutely summable. Here is why. If x[n] is bounded such that |x[n]| < M , so too is its shifted
version x[n k]. The convolution sum then yields the following inequality:
!
!
|y[n]| < |h[k]||x[n k]| < M |h[k]| (7.10)
k= k=
If the output is to remain bounded (|y[n]| < ), then
!
|h[k]| < (for a stable LTI system) (7.11)
k=
In other words, h[n] must be absolutely summable. This is both a necessary and sucient condition, and if
met we are assured a stable system. We always have a stable system if h[n] is an energy signal. Since the
impulse response is defined only for linear systems, the stability of nonlinear systems must be investigated
by other means.
7.4.1 Causality
In analogy with analog systems, causality of discrete-time systems implies a non-anticipating system with
an impulse response h[n] = 0, n < 0. This ensures that an input x[n]u[n n0 ] starting at n = n0 results in
a response y[n] also starting at n = n0 (and not earlier). This follows from the convolution sum:
! n
!
y[n] = x[k]u(k n0 ]h[n k]u[n k] = x[k]h[n k] (7.12)
k n0
REVIEW PANEL 7.6
Stability and Causality of Discrete LTI Systems
!
For stability: h[n] must be absolutely summable with |h[k]| < .
k=
For causality: h[n] must be zero for negative indices with h[n] = 0, n < 0.
178 Chapter 7 Discrete Convolution
EXAMPLE 7.7 (The Concept of Stability)
& by y[n] = x[n + 1] x[n] has the impulse response h[n] = {1, 1}. It is a
(a) The FIR filter described
stable system, since |h[n]| = |1| + | 1| = 2. It is also noncausal because h[n]
& = [n + 1] [n] is
not zero for n < 0. We emphasize that FIR filters are always stable because |h[n]| is the absolute
sum of a finite sequence and is thus always finite.
(b) A filter described by h[n] = (0.5)n u[n] is causal.
& It describes a system with the dierence equation
y[n] = x[n] + ay[n 1]. It is also stable because |h[n]| is finite. In fact, we find that
!
! 1
|h[n]| = (0.5)n = =2
n= n=0
1 0.5
(c) A filter described by the dierence equation y[n] 0.5y[n 1] = nx[n] is causal but time varying. It
is also unstable. If we apply a step input u[n] (bounded input), then y[n] = nu[n] + 0.5y[n 1]. The
term nu[n] grows without bound and makes this system unstable. We caution you that this approach
is not a formal way of checking for the stability of time-varying systems.
7.5 System Response to Periodic Inputs
In analogy with analog systems, the response of a discrete-time system to a periodic input with period N is
also periodic with the same period N . A simple example demonstrates this concept.
EXAMPLE 7.8 (Response to Periodic Inputs)
(a) Let x[n] = {1, 2, 3, 1, 2, 3, 1, 2, 3, . . .} and h[n] = {1, 1}.
The convolution y[n] = x[n] h[n], using the sum-by-column method, is
Index n 0 1 2 3 4 5 6 7 8 9 10
x[n] 1 2 3 1 2 3 1 2 3 1 ...
h[n] 1 1
1 2 3 1 2 3 1 2 3 1 ...
1 2 3 1 2 3 1 2 3 ...
y[n] 1 3 1 2 3 1 2 3 1 2 ...
The convolution y[n] is periodic with period N = 3, except for start-up eects (which last for one
period). One period of the convolution is y[n] = {2, 3, 1}.
(b) Let x[n] = {1, 2, 3, 1, 2, 3, 1, 2, 3, . . .} and h[n] = {1, 1, 1}.
The convolution y[n] = x[n] h[n], using the sum-by-column method, is found as follows:
7.5 System Response to Periodic Inputs 179
Index n 0 1 2 3 4 5 6 7 8 9 10
x[n] 1 2 3 1 2 3 1 2 3 1 ...
h[n] 1 1 1
1 2 3 1 2 3 1 2 3 1 ...
1 2 3 1 2 3 1 2 3 ...
1 2 3 1 2 3 1 2 ...
y[n] 1 3 0 0 0 0 0 0 0 0 ...
Except for start-up eects, the convolution is zero. The system h[n] = {1, 1, 1} is a moving average
filter. It extracts the 3-point running sum, which is always zero for the given periodic signal x[n].
REVIEW PANEL 7.7
The Response of LTI Systems to Periodic Signals Is Also Periodic with Identical Period
Periodic input Relaxed Periodic output
Period = N LTI system Period = N
One way to find the system response to periodic inputs is to find the response to one period of the input and
then use superposition. In analogy with analog signals, if we add an absolutely summable signal (or energy
signal) x[n] and its infinitely many replicas shifted by multiples of N , we obtain a periodic signal with period
N , which is called the periodic extension of x[n]:
!
xpe [n] = x[n + kN ] (7.13)
k=
An equivalent way of finding one period of the periodic extension is to wrap around N -sample sections of
x[n] and add them all up. If x[n] is shorter than N , we obtain one period of its periodic extension simply
by padding x[n] with zeros (to increase its length to N ).
The methods for finding the response of a discrete-time system to periodic inputs rely on the concepts
of periodic extension and wraparound. In analogy with the continuous case, we find the regular convolution
due to one period of the input and use wraparound to generate one period of the periodic output.
EXAMPLE 7.9 (Convolution if Only One Sequence Is Periodic)
(a) Let x[n] = {1, 2, 3} describe one period of a periodic input with period N = 3 to a system whose
impulse response is h[n] = {1, 1}. The response y[n] is also periodic with period N = 3. To find y[n]
for one period, we find the regular convolution y1 [n] of h[n] and one period of x[n] to give
y1 [n] = {1, 1} {1, 2, 3} = {1, 3, 1, 3}
We then wrap around y1 [n] past three samples to obtain one period of y[n] as
' (
{1, 3, 1, 3} = wrap around = 1 3 1 = sum = {2, 3, 1}
3
This is identical to the result obtained in the previous example.
180 Chapter 7 Discrete Convolution
(b) We find the response yp [n] of a moving average filter described by h[n] = {2, 1, 1, 3, 1} to a periodic
signal whose one period is xp [n] = {2, 1, 3}, with N = 3, using two methods.
1. We find the regular convolution y[n] = xp [n] h[n] to obtain
y[n] = {2, 1, 3} {2, 1, 1, 3, 1} = {4, 4, 9, 10, 8, 10, 3}
To find yp [n], values past N = 3 are wrapped around and summed to give
4 4 9
{4, 4, 9, 10, 8, 10, 3} = wrap around = 10 8 10 = sum = {17, 12, 19}
3
2. In analogy with continuous convolution, we could also create the periodic extension hp [n], with
N = 3, and use wraparound to get hp [n] = {5, 2, 1}. The regular convolution of one period of
each sequence gives y[n] = {2, 1 , 3} {5, 2 , 1} = {1 0, 9, 19, 7, 3}. This result is then wrapped
around past these samples and gives yp [n] = {1 7, 12, 19}, as before.
7.6 Periodic Convolution
The regular convolution of two signals, both of which are periodic, does not exist. For this reason, we resort
to periodic convolution by using averages. If both xp [n] and hp [n] are periodic with identical period N ,
their periodic convolution generates a convolution result yp [n] that is also periodic with the same period N .
The periodic convolution or circular convolution yp [n] of xp [n] and hp [n] is denoted yp [n] = xp [n]h
p [n]
and, over one period (n = 0, 1, . . . , N 1), it is defined by
N
! 1 N
! 1
yp [n] = xp [n]h
p [n] = hp [n]x
p [n] = xp [k]hp [n k] = hp [k]xp [n k] (7.14)
k=0 k=0
An averaging factor of 1/N is sometimes included with the summation. Periodic convolution can be imple-
mented using wraparound. We find the linear convolution of one period of xp [n] and hp [n], which will have
(2N 1) samples. We then extend its length to 2N (by appending a zero), slice it in two halves (of length
N each), line up the second half with the first, and add the two halves to get the periodic convolution.
REVIEW PANEL 7.8
Periodic Convolution of Periodic Discrete-Time Signals with Identical Period N
1. Find the regular convolution of one-period segments of each (this will contain 2N 1 samples).
2. Append a zero. Wrap around the last N samples and add to the first N samples.
7.6 Periodic Convolution 181
EXAMPLE 7.10 (Periodic Convolution)
(a) Find the periodic convolution of xp [n] = {1, 0, 1, 1} and hp [n] = {1, 2, 3, 1}.
The period is N = 4. First, we find the linear convolution y[n].
Index n 0 1 2 3 4 5 6
hp [n] 1 2 3 1
xp [n] 1 0 1 1
1 2 3 1
0 0 0 0
1 2 3 1
1 2 3 1
y[n] 1 2 4 4 5 4 1
Then, we append a zero, wrap around the last four samples, and add.
Index n 0 1 2 3
First half of y[n] 1 2 4 4
Wrapped around half of y[n] 5 4 1 0
Periodic convolution yp [n] 6 6 5 4
(b) Find the periodic convolution of xp [n] = {1, 2, 3} and hp [n] = {1, 0, 2}, with period N = 3.
The regular convolution is easily found to be yR [n] = {1, 2, 5, 4, 6}.
Appending a zero and wrapping around the last three samples gives yp [n] = {5, 8, 5}.
7.6.1 Periodic Convolution By the Cyclic Method
To find the periodic convolution, we shift the folded signal xp [n] past hp [n], one index at a time, and
find the convolution at each index as the sum of the pointwise product of their samples but only over a
one-period window (0, N 1). Values of xp [n] and hp [n] outside the range (0, N 1) are generated by
periodic extension. One way to visualize the process is to line up x[k] clockwise around a circle and h[k]
counterclockwise (folded), on a concentric circle positioned to start the convolution, as shown in Figure 7.2.
1 0 2
1 Rotate outer 1 Rotate outer 1
sequence sequence
(folded h ) (folded h )
3 2 clockwise 3 2 clockwise 3 2
0 2 2 1 1 0
y [0]=(1)(1)+(2)(2)+(0)(3) = 5 y [1]=(0)(1)+(1)(2)+(2)(3) = 8 y [2]=(2)(1)+(0)(2)+(1)(3) = 5
Figure 7.2 The cyclic method of circular (periodic) convolution
Shifting the folded sequence turns it clockwise. At each turn, the convolution equals the sum of the
pairwise products. This approach clearly brings out the cyclic nature of periodic convolution.
182 Chapter 7 Discrete Convolution
7.6.2 Periodic Convolution By the Circulant Matrix
Periodic convolution may also be expressed as a matrix multiplication. We set up an N N matrix whose
columns equal x[n] and its cyclically shifted versions (or whose rows equal successively shifted versions of
the first period of the folded signal x[n]). This is called the circulant matrix or convolution matrix.
An N N circulant matrix Cx for x[n] has the general form
x[0] x[N 1] ... x[2] x[1]
x[1] x[0] . . . x[2]
x[2] x[1] ... x[3]
Cx = .. .. .. (7.15)
. . .
x[N 2] ... x[0] x[N 1]
x[N 1] x[N 2] ... x[1] x[0]
Note that each diagonal of the circulant matrix has equal values. Such a constant diagonal matrix is also
called a Toeplitz matrix. Its matrix product with an N 1 column matrix h describing h[n] yields the
periodic convolution y = Ch as an N 1 column matrix.
EXAMPLE 7.11 (Periodic Convolution By the Circulant Matrix)
Consider x[n] = {1, 0, 2} and h[n] = {1, 2, 3}, described over one period (N = 3).
(a) The circulant matrix Cx and periodic convolution y1 [n] are given by
1 2 0 1 1 2 0 1 5
Cx = 0 1 2 h= 2 y1 [n] = 0 1 2 2 = 8
2 0 1 3 2 0 1 3 5
y1 [n]
Comment: Though not required, normalization by N = 3 gives yp1 [n] = = { 53 , 8 5
3 , 3 }.
3
(b) The periodic convolution y2 [n] of x[n] and h[n] over a two-period window yields
1 2 0 1 2 0 1 10
0 1 2 0 1 2 2 16
2 0 1 2 0 1 3 10
C2 =
h2 =
y2 [n] =
1 2 0 1 2 0 1 10
0 1 2 0 1 2 2 16
2 0 1 2 0 1 3 10
We see that y2 [n] has double the length (and values) of y1 [n], but it is still periodic with N = 3.
Comment: Normalization by a two-period window width (6 samples) gives
y2 [n]
yp2 [n] = = { 53 , 83 , 53 , 53 , 83 , 53 }
6
Note that one period (N = 3) of yp2 [n] is identical to the normalized result yp1 [n] of part (a).
7.7 Connections: Discrete Convolution and Transform Methods 183
7.6.3 Regular Convolution from Periodic Convolution
The linear convolution of x[n] (with length Nx ) and h[n] (with length Nh ) may also be found using the
periodic convolution of two zero-padded signals xz [n] and hz [n] (each of length Ny = Nx + Nh 1). The
regular convolution of the original, unpadded sequences equals the periodic convolution of the zero-padded
sequences.
REVIEW PANEL 7.9
Regular Convolution from Periodic Convolution by Zero-Padding
x[n] h[n] = Periodic convolution of their zero-padded (each to length Nx + Nh 1) versions.
EXAMPLE 7.12 (Regular Convolution by the Circulant Matrix)
Let x[n] = {2, 5, 0, 4} and h[n] = {4, 1, 3}. Their regular convolution has S = M + N 1 = 6 samples. Using
trailing zeros, we create the padded sequences
xzp [n] = {2, 5, 0, 4, 0, 0} hzp [n] = {4, 1, 3, 0, 0, 0}
The periodic convolution xzp [n]
hzp [n], using the circulant matrix, equals
2 0 0 4 0 5 4 8
5 2 0 0 4 0 1 22
0 5 2 0 0 4 3 11
Cxzp = 4
h =
0 yp [n] =
0 5 2 0 0 zp
31
0 4 0 5 2 0 0 4
0 0 4 0 5 2 0 12
This is identical to the regular convolution y[n] = x[n] h[n] obtained previously by several other methods
in previous examples.
7.7 Connections: Discrete Convolution and Transform Methods
Discrete-time convolution provides a connection between the time-domain and frequency-domain methods
of system analysis for discrete-time signals. It forms the basis for every transform method described in this
text, and its role in linking the time domain and the transformed domain is intimately tied to the concept
of discrete eigensignals and eigenvalues.
7.7.1 Discrete-Time Harmonics, Eigensignals, and Discrete Transforms
Just as the everlasting analog harmonic ej2f t is an eigensignal of analog systems, the everlasting discrete-
time harmonic ej2nF is an eigensignal of discrete-time systems. The response of a linear system to such
a harmonic is also a harmonic at the same frequency but with changed magnitude and phase. This key
concept leads to idea of discrete transforms analogous to Fourier and Laplace transforms.
REVIEW PANEL 7.10
The Everlasting Exponential z Is an Eigensignal of Discrete-Time Linear Systems
n
In this complex exponential z n , the quantity z has the general form z = rej2F .
The response of a linear system to z n is Cz n , where C is a (possibly complex) constant.
184 Chapter 7 Discrete Convolution
7.7.2 The Discrete-Time Fourier Transform
For the harmonic input x[n] = ej2nF , the response y[n] equals
!
!
y[n] = e j2(nk)F
h[k] = e j2nF
h[k]ej2kF = x[n]Hp (F ) (7.16)
k= k=
This is just the input modified by the system function Hp (F ), where
!
Hp (F ) = h[k]ej2kF (7.17)
k=
The quantity Hp (F ) describes the discrete-time Fourier transform (DTFT) or discrete-time fre-
quency response of h[n]. Unlike the analog system function H(f ), the DT system function Hp (F ) is
periodic with a period of unity because ej2kF = ej2k(F +1) . This periodicity is also a direct consequence
of the discrete nature of h[n].
As with the impulse response h[n], which is just a signal, any signal x[n] may similarly be described by
its DTFT Xp (F ). The response y[n] = x[n]Hp [F ] may then be transformed to its DTFT Yp [n] to give
!
!
Yp (F ) = y[k]ej2F k = x[k]Hp (F )ej2F k = Hp (F )Xp (F ) (7.18)
k= k=
Once again, convolution in the time domain corresponds to multiplication in the frequency domain.
7.7.3 The z-Transform
6 7n
For an input x[n] = rn ej2nF = rej2F = z n , where z is complex, with magnitude |z| = r, the response
may be written as
!
!
y[n] = x[n] h[n] = z nk h[k] = z n h[k]z k = x[n]H(z) (7.19)
k= k=
The response equals the input (eigensignal) modified by the system function H(z), where
!
H(z) = h[k]z k (two-sided z-transform) (7.20)
k=
The complex quantity H(z) describes the z-transform of h[n] and is not, in general, periodic in z. Denoting
the z-transform of x[n] and y[n] by X(z) and Y (z), we write
!
!
Y (z) = y[k]z k = x[k]H(z)z k = H(z)X(z) (7.21)
k= k=
Convolution in the time
6 domain
7n thus corresponds to multiplication in the z-domain.
If r = 1, x[n] = ej2F = ej2nF , and the z-transform reduces to the DTFT. We can thus obtain the
DTFT of x[n] from its z-transform X(z) by letting z = ej2F or |z| = 1 to give
H(F ) = H(z)|z=exp(j2F ) = H(z)||z|=1 (7.22)
The DTFT is thus the z-transform evaluated on the unit circle |z| = 1.
7.8 Deconvolution 185
7.7.4 Sampling and Periodic Extension
Another key concept is that sampling in the time domain leads to a periodic extension in the frequency
domain and vice versa. This implies that the spectrum (DTFT) of a discrete-time signal is periodic, whereas
a discrete spectrum (the Fourier series) corresponds to a periodic time signal. If we sample the periodic
DTFT, we obtain the discrete Fourier transform (DFT), which corresponds to a periodic, discrete-time
signal. If we sample a periodic time signal, we obtain the discrete Fourier series (DFS), which is also
discrete and periodic.
REVIEW PANEL 7.11
Sampling in One Domain Leads to Periodic Extension in the Other Domain
7.7.5 What to Keep in Mind
Convolution plays a central role in signal processing and system analysis. The main reason for the popu-
larity of transformed domain methods of system analysis is that convolution in one domain corresponds to
multiplication in the other. The type of convolution required depends on the type of signals under consid-
eration. For example, we perform discrete convolution when dealing with discrete-time signals and periodic
convolution when dealing with periodic signals. The frequency-domain representation of such signals gives
rise to periodic spectra and requires periodic convolution in the frequency domain.
REVIEW PANEL 7.12
The Type of Convolution Depends on the Transform Method
Transform Method Time-Domain Convolution Frequency-Domain Convolution
DTFT x[n] h[n] (regular, discrete) Xp (F )H
p (F ) (periodic, complex)
DFT
x[n]h[n] (periodic, discrete) XT [k]H
T [k] (periodic, discrete)
z-Transform x[n] h[n] (regular, discrete) X(z) H(z) (regular, complex)
7.8 Deconvolution
Given the system impulse response h[n], the response y[n] of the system to an input x[n] is simply the
convolution of x[n] and h[n]. Given x[n] and y[n] instead, how do we find h[n]? This situation arises very
often in practice and is referred to as deconvolution or system identification.
For discrete-time systems, we have a partial solution to this problem. Since discrete convolution may
be thought of as polynomial multiplication, discrete deconvolution may be regarded as polynomial division.
One approach to discrete deconvolution is to use the idea of long division, a familiar process, illustrated in
the following example.
REVIEW PANEL 7.13
Deconvolution May Be Regarded as Polynomial Division or Matrix Inversion
EXAMPLE 7.13 (Deconvolution by Polynomial Division)
Consider x[n] = {2, 5, 0, 4} and y[n] = {8, 22, 11, 31, 4, 12}. We regard these as being the coecients, in
descending order, of the polynomials
x(w) = 2w3 + 5w2 + 0w + 4 y(w) = 8w5 + 22w4 + 11w3 + 31w2 + 4w + 12
186 Chapter 7 Discrete Convolution
The polynomial h(w) may be deconvolved out of x(w) and y(w) by performing the division y(w)/x(w):
7 4w + w + 3
2
2w + 5w + 0w + 4 8w5 + 22w4 + 11w3 + 31w2 + 4w + 12
3 2
8w5 + 20w4 + 0w3 + 16w2
2w4 + 11w3 + 15w2 + 4w + 12
2w4 + 5w3 + 0w2 + 4w
6w3 + 15w2 + 0w + 12
6w3 + 15w2 + 0w + 12
0
The coecients of the quotient polynomial describe the sequence h[n] = {4, 1, 3}.
7.8.1 Deconvolution By Recursion
Deconvolution may also be recast as a recursive algorithm. The convolution
n
!
y[n] = x[n] h[n] = h[k]x[n k] (7.23)
k=0
when evaluated at n = 0, provides the seed value h[0] as
y[0] = x[0]h[0] h[0] = y[0]/x[0] (7.24)
We now separate the term containing h[n] in the convolution relation
n
! n1
!
y[n] = h[k]x[n k] = h[n]x[0] + h[k]x[n k] (7.25)
k=0 k=0
and evaluate h[n] for successive values of n > 0 from
8 n1
9
1 !
h[n] = y[n] h[k]x[n k] (7.26)
x[0]
k=0
If all goes well, we need to evaluate h[n] only at M N + 1 points, where M and N are the lengths of y[n]
and x[n], respectively.
Naturally, problems arise if a remainder is involved. This may well happen in the presence of noise,
which could modify the values in the output sequence even slightly. In other words, the approach is quite
susceptible to noise or roundo error and not very practical.
EXAMPLE 7.14 (Deconvolution by Recursion)
Let x[n] = {2, 5, 0, 4} and y[n] = {8, 22, 11, 31, 4, 12}. We need only 6 4 + 1 or 3 evaluations of h[n].
If both x[n] and h[n] start at n = 0, we compute the seed value as h[0] = y[0]/x[0] = 4. Then
8 0
9
1 ! y[1] h[0]x[1]
h[1] = y[1] h[k]x[1 k] = =1
x[0] x[0]
k=0
8 1
9
1 ! y[2] h[0]x[2] h[1]x[1]
h[2] = y[2] h[k]x[2 k] = =3
x[0] x[0]
k=0
As before, h[n] = {4, 1, 3}.
7.9 Discrete Correlation 187
7.9 Discrete Correlation
Correlation is a measure of similarity between two signals and is found using a process similar to convolution.
The discrete cross-correlation (denoted ) of x[n] and h[n] is defined by
!
!
rxh [n] = x[n] h[n] = x[k]h[k n] = x[k + n]h[k] (7.27)
k= k=
!
!
rhx [n] = h[n] x[n] = h[k]x[k n] = h[k + n]x[k] (7.28)
k= k=
Some authors prefer to switch the definitions of rxh [n] and rhx [n].
To find rxh [n], we line up the last element of h[n] with the first element of x[n] and start shifting h[n]
past x[n], one index at a time. We sum the pointwise product of the overlapping values to generate the
correlation at each index. This is equivalent to performing the convolution of x[n] and the folded signal
h[n]. The starting index of the correlation equals the sum of the starting indices of x[n] and h[n].
Similarly, rhx [n] equals the convolution of x[n] and h[n], and its starting index equals the sum of the
starting indices of x[n] and h[n]. However, rxh [n] does not equal rhx [n]. The two are folded versions of
each other and related by rxh [n] = rhx [n].
REVIEW PANEL 7.14
Correlation Is the Convolution of One Signal with a Folded Version of the Other
rxh [n] = x[n] h[n] = x[n] h[n] rhx [n] = h[n] x[n] = h[n] x[n]
& & &
Correlation length: Nx + Nh 1 Correlation sum: r[n] = ( x[n])( h[n])
7.9.1 Autocorrelation
The correlation rxx [n] of a signal x[n] with itself is called the autocorrelation. It is an even symmetric
function (rxx [n] = rxx [n]) with a maximum at n = 0 and satisfies the inequality |rxx [n]| rxx [0].
Correlation is an eective method of detecting signals buried in noise. Noise is essentially uncorrelated
with the signal. This means that if we correlate a noisy signal with itself, the correlation will be due only to
the signal (if present) and will exhibit a sharp peak at n = 0.
REVIEW PANEL 7.15
The Autocorrelation Is Always Even Symmetric with a Maximum at the Origin
rxx [n] = x[n] x[n] = x[n] x[n] rxx [n] = rxx [n] rxx [n] rxx [0]
EXAMPLE 7.15 (Discrete Autocorrelation and Cross-Correlation)
(a) Let x[n] = an u[n], |a| < 1. Since x[k n] = akn u[k n] starts at k = n, we obtain the autocorrelation
rxx [n] for n 0 as
!
!
!
! 1
rxx [n] = x[k]x[k n] = ak akn = am+n am = an a2m = an
m=0 m=0
1 a2
k= k=n
a|n|
Since autocorrelation is an even symmetric function, we have rxx [n] = .
1 a2
188 Chapter 7 Discrete Convolution
(b) Let x[n] = an u[n], |a| < 1, and y[n] = rect(n/2N ). To find rxy [n], we shift y[k] and sum the products
over dierent ranges. Since y[k n] shifts the pulse to the right over the limits (N + n, N + n), the
correlation rxy [n] equals zero until n = N . We then obtain
! N
! +1
1 aN +n+1
N n N 1 (partial overlap): rxy [n] = x[k]y[k n] = ak =
1a
k= k=0
N
! +1 2N
! 1 a2N +1
n N (total overlap): rxy [n] = ak = amN +1 = aN +1
m=0
1a
k=N +1
7.9.2 Periodic Discrete Correlation
For periodic sequences with identical period N , the periodic discrete correlation is defined in analogy with
periodic continuous correlation as
N
! 1 N
! 1
rxh [n] = x[n]
h[n]
= x[k]h[k n] rhx [n] = h[n]
x[n]
= h[k]x[k n] (7.29)
k=0 k=0
As with discrete periodic convolution, an averaging factor of 1/N is sometimes included in the summation.
We can also find the periodic correlation rxh [n] using convolution and wraparound, provided we use one
period of the folded, periodic extension of the sequence h[n].
7.9.3 Applications of Correlation
Correlation finds widespread use in applications such as target ranging and estimation of periodic signals
buried in noise. For target ranging, a sampled interrogating signal x[n] is transmitted toward the target.
The signal reflected from the target is s[n] = x[n D] + p[n], a delayed (by D) and attenuated (by )
version of x[n], contaminated by noise p[n]. If the noise is uncorrelated with the signal x[n], its correlation
with x[n] is essentially zero. The cross-correlation of x[n] and its delayed version x[n D] yield a result
that attains a peak at n = D. It is thus quite easy to identify the index D from the correlation (rather than
from the reflected signal directly), even in the presence of noise. The (round-trip) delay index D may then
be related to the target distance d by d = 0.5vD/S, where v is the propagation velocity and S is the rate at
which the signal is sampled.
Correlation methods may also be used to identify the presence of a periodic signal x[n] buried in the
noisy signal s[n] = x[n] + p[n], where p[n] is the noise component (presumably uncorrelated with the signal),
and to extract the signal itself. The idea is to first identify the period of the signal from the periodic
autocorrelation of the noisy signal. If the noisy signal contains a periodic component, the autocorrelation
will show peaks at multiples of the period N . Once the period N is established, we can recover x[n] as the
periodic cross-correlation of an impulse train i[n] = (n kN ), with period N , and the noisy signal s[n].
Since i[n] is uncorrelated with the noise, the periodic cross-correlation of i[n] and s[n] yields (an amplitude
scaled version of) the periodic signal x[n].
REVIEW PANEL 7.16
How to Identify a Periodic Signal x[n] Buried in a Noisy Signal s[n]
Find the period N from the periodic autocorrelation of the noisy signal s[n].
Find the signal x[n] as the periodic cross-correlation of s[n] and an impulse train with period N .
Chapter 7 Problems 189
CHAPTER 7 PROBLEMS
DRILL AND REINFORCEMENT
7.1 (Folding) For each signal x[n], sketch g[k] = x[3 k] vs. k and h[k] = x[2 + k] vs. k.
(a) x[n] = {1, 2, 3, 4} (b) x[n] = {3, 3, 3, 2, 2, 2}
7.2 (Closed-Form Convolution) Find the convolution y[n] = x[n] h[n] for the following:
(a) x[n] = u[n] h[n] = u[n]
(b) x[n] = (0.8)n u[n] h[n] = (0.4)n u[n]
(c) x[n] = (0.5)n u[n] h[n] = (0.5)n {u[n + 3] u[n 4]}
(d) x[n] = n u[n] h[n] = n u[n]
(e) x[n] = n u[n] h[n] = n u[n]
(f ) x[n] = n u[n] h[n] = rect(n/2N )
7.3 (Convolution of Finite Sequences) Find the convolution y[n] = x[n] h[n] for each of the following
signal pairs. Use a marker to indicate the origin n = 0.
(a) x[n] = {1, 2, 0, 1} h[n] = {2, 2, 3}
(b) x[n] = {0, 2, 4, 6} h[n] = {6, 4, 2, 0}
(c) x[n] = {3, 2, 1, 0, 1} h[n] = {4, 3, 2}
(d) x[n] = {3, 2, 1, 1, 2} h[n] = {4, 2, 3, 2}
(e) x[n] = {3, 0, 2, 0, 1, 0, 1, 0, 2} h[n] = {4, 0, 2, 0, 3, 0, 2}
(f ) x[n] = {0, 0, 0, 3, 1, 2} h[n] = {4, 2, 3, 2}
7.4 (Properties) Let x[n] = h[n] = {3, 4, 2, 1}. Compute the following:
(a) y[n] = x[n] h[n] (b) g[n] = x[n] h[n]
(c) p[n] = x[n] h[n] (d) f [n] = x[n] h[n]
(e) r[n] = x[n 1] h[n + 1] (f ) s[n] = x[n 1] h[n + 4]
7.5 (Properties) Let x[n] = h[n] = {2, 6, 0, 4}. Compute the following:
(a) y[n] = x[2n] h[2n]
(b) Find g[n] = x[n/2] h[n/2], assuming zero interpolation.
(c) Find p[n] = x[n/2] h[n], assuming step interpolation where necessary.
(d) Find r[n] = x[n] h[n/2], assuming linear interpolation where necessary.
7.6 (Application) Consider a 2-point averaging filter whose present output equals the average of the
present and previous input.
(a) Set up a dierence equation for this system.
(b) What is the impulse response of this system?
(c) What is the response of this system to the sequence {1, 2, 3, 4, 5}?
(d) Use convolution to show that the system performs the required averaging operation.
190 Chapter 7 Discrete Convolution
7.7 (Stability) Investigate the causality and stability of the following systems.
(a) h[n] = (2)n u[n 1] (b) y[n] = 2x[n + 1] + 3x[n] x[n 1]
(c) h[n] = (0.5)n u[n] (d) h[n] = {3, 2, 1, 1, 2}
(e) h[n] = (0.5)n u[n] (f ) h[n] = (0.5)|n|
7.8 (Periodic Convolution) Find the regular convolution y[n] = x[n] h[n] of one period of each pair
of periodic signals. Then, use wraparound to compute the periodic convolution yp [n] = x[n]h[n].
In
each case, specify the minimum number of padding zeros we must use if we wish to find the regular
convolution from the periodic convolution of the zero-padded signals.
(a) x[n] = {1, 2, 0, 1} h[n] = {2, 2, 3, 0}
(b) x[n] = {0, 2, 4, 6} h[n] = {6, 4, 2, 0}
(c) x[n] = {3, 2, 1, 0, 1} h[n] = {4, 3, 2, 0, 0}
(d) x[n] = {3, 2, 1, 1, 2} h[n] = {4, 2, 3, 2, 0}
7.9 (Periodic Convolution) Find the periodic convolution yp [n] = x[n]h[n]
for each pair of signals
using the circulant matrix for x[n].
(a) x[n] = {1, 2, 0, 1} h[n] = {2, 2, 3, 0}
(b) x[n] = {0, 2, 4, 6} h[n] = {6, 4, 2, 0}
7.10 (Convolution and Interpolation) Consider the following system with x[n] = {0, 3, 9, 12, 15, 18}.
x[n] zero interpolate by N filter y[n]
(a) Find the response y[n] if N = 2 and the filter impulse response is h[n] = {1, 1}. Show that,
except for end eects, the output describes a step interpolation between the samples of x[n].
(b) Find the response y[n] if N = 3 and the filter impulse response is h[n] = {1, 1, 1}. Does the
output describe a step interpolation between the samples of x[n]?
(c) Pick N and h[n] if the system is to perform step interpolation by 4.
7.11 (Convolution and Interpolation) Consider the following system with x[n] = {0, 3, 9, 12, 15, 18}.
x[n] zero interpolate by N filter y[n]
(a) Find the response y[n] if N = 2 and the filter impulse response is h[n] = tri(n/2). Show that,
except for end eects, the output describes a linear interpolation between the samples of x[n].
(b) Find the response y[n] if N = 3 and the filter impulse response is h[n] = tri(n/3). Does the
output describe a linear interpolation between the samples of x[n]?
(c) Pick N and h[n] if the system is to perform linear interpolation by 4.
7.12 (Correlation) For each pair of signals, compute the autocorrelation rxx [n], the autocorrelation rhh [n],
the cross-correlation rxh [n], and the cross-correlation rhx [n]. For each result, indicate the location of
the origin n = 0 by a marker.
Chapter 7 Problems 191
(a) x[n] = {1, 2, 0, 1} h[n] = {2, 2, 3}
(b) x[n] = {0, 2, 4, 6} h[n] = {6, 4, 2}
(c) x[n] = {3, 2, 1, 2} h[n] = {4, 3, 2}
(d) x[n] = {3, 2, 1, 1, 2} h[n] = {4, 2, 3, 2}
7.13 (Correlation) Let x[n] = rect[(n 4)/2] and h[n] = rect[n/4].
(a) Find the autocorrelation rxx [n].
(b) Find the autocorrelation rhh [n].
(c) Find the cross-correlation rxh [n].
(d) Find the cross-correlation rhx [n].
(e) How are the results of parts (c) and (d) related?
7.14 (Periodic Correlation) For each pair of periodic signals described for one period, compute the
periodic autocorrelations rxx [n] and rhh [n], and the periodic cross-correlations rxh [n] and rhx [n]. For
each result, indicate the location of the origin n = 0 by a marker.
(a) x[n] = {1, 2, 0, 1} h[n] = {2, 2, 3, 0}
(b) x[n] = {0, 2, 4, 6} h[n] = {6, 4, 2, 0}
(c) x[n] = {3, 2, 1, 2} h[n] = {0, 4, 3, 2}
(d) x[n] = {3, 2, 1, 1, 2} h[n] = {4, 2, 3, 2, 0}
REVIEW AND EXPLORATION
7.15 (Convolution with Impulses) Find the convolution y[n] = x[n] h[n] of the following signals.
(a) x[n] = [n 1] h[n] = [n 1]
(b) x[n] = cos(0.25n) h[n] = [n] [n 1]
(c) x[n] = cos(0.25n) h[n] = [n] 2[n 1] + [n 2]
(d) x[n] = (1)n h[n] = [n] + [n 1]
7.16 (Convolution) Find the convolution y[n] = x[n] h[n] for each pair of signals.
(a) x[n] = (0.4)n u[n] h[n] = (0.5)n u[n]
(b) x[n] = n u[n] h[n] = n u[n]
(c) x[n] = n u[n] h[n] = n u[n]
(d) x[n] = n u[n] h[n] = n u[n]
7.17 (Step Response) Given the impulse response h[n], find the step response s[n] of each system.
(a) h[n] = (0.5)n u[n] (b) h[n] = (0.5)n cos(n)u[n]
(c) h[n] = (0.5)n cos(n + 0.5)u[n] (d) h[n] = (0.5)n cos(n + 0.25)u[n]
(e) h[n] = n(0.5)n u[n] (f ) h[n] = n(0.5)n cos(n)u[n]
7.18 (Convolution and System Response) Consider the system y[n] 0.5y[n] = x[n].
(a) What is the impulse response h[n] of this system?
(b) Find its output if x[n] = (0.5)n u[n] by convolution.
192 Chapter 7 Discrete Convolution
(c) Find its output if x[n] = (0.5)n u[n] and y[1] = 0 by solving the dierence equation.
(d) Find its output if x[n] = (0.5)n u[n] and y[1] = 2 by solving the dierence equation.
(e) Are any of the outputs identical? Should they be? Explain.
7.19 (Convolution of Symmetric Sequences) The convolution of sequences that are symmetric about
their midpoint is also endowed with symmetry (about its midpoint). Compute y[n] = x[n] h[n] for
each pair of signals and use the results to establish the type of symmetry (about the midpoint) in
the convolution if the convolved signals are both even symmetric (about their midpoint), both odd
symmetric (about their midpoint), or one of each type.
(a) x[n] = {2, 1, 2} h[n] = {1, 0, 1}
(b) x[n] = {2, 1, 2} h[n] = {1, 1}
(c) x[n] = {2, 2} h[n] = {1, 1}
(d) x[n] = {2, 0, 2} h[n] = {1, 0, 1}
(e) x[n] = {2, 0, 2} h[n] = {1, 1}
(f ) x[n] = {2, 2} h[n] = {1, 1}
(g) x[n] = {2, 1, 2} h[n] = {1, 0, 1}
(h) x[n] = {2, 1, 2} h[n] = {1, 1}
(i) x[n] = {2, 2} h[n] = {1, 1}
7.20 (Convolution and Interpolation) Let x[n] = {2, 4, 6, 8}.
(a) Find the convolution y[n] = x[n] x[n].
(b) Find the convolution y1 [n] = x[2n] x[2n]. Is y1 [n] related to y[n]? Should it be? Explain.
(c) Find the convolution y2 [n] = x[n/2] x[n/2], assuming zero interpolation. Is y2 [n] related to
y[n]? Should it be? Explain.
(d) Find the convolution y3 [n] = x[n/2] x[n/2], assuming step interpolation. Is y3 [n] related to
y[n]? Should it be? Explain.
(e) Find the convolution y4 [n] = x[n/2] x[n/2], assuming linear interpolation. Is y4 [n] related to
y[n]? Should it be? Explain.
7.21 (Linear Interpolation) Consider a system that performs linear interpolation by a factor of N . One
way to construct such a system, as shown, is to perform up-sampling by N (zero interpolation between
signal samples) and pass the up-sampled signal through a filter with impulse response h[n] whose
output y[n] is the linearly interpolated signal.
x[n] up-sample (zero interpolate) by N filter y[n]
(a) What should h[n] be for linear interpolation by a factor of N ?
(b) Let x[n] = 4tri(0.25n). Find y1 [n] = x[n/2] by linear interpolation.
(c) Find the system output y[n] for N = 2. Does y[n] equal y1 [n]?
7.22 (Causality) Argue that the impulse response h[n] of a causal system must be zero for n < 0. Based
on this result, if the input to a causal system starts at n = n0 , when does the response start?
7.23 (Numerical Convolution) The convolution y(t) of two analog signals x(t) and h(t) may be approx-
imated by sampling each signal at intervals ts to obtain the signals x[n] and h[n], and folding and
shifting the samples of one function past the other in steps of ts (to line up the samples). At each
instant kts , the convolution equals the sum of the product samples multiplied by ts . This is equivalent
to using the rectangular rule to approximate the area. If x[n] and h[n] are convolved using the sum-
by-column method, the columns make up the product, and their sum multiplied by ts approximates
y(t) at t = kts .
Chapter 7 Problems 193
(a) Let x(t) = rect(t/2) and h(t) = rect(t/2). Find y(t) = x(t) h(t) and compute y(t) at intervals
of ts = 0.5 s.
(b) Sample x(t) and h(t) at intervals of ts = 0.5 s to obtain x[n] and h[n]. Compute y[n] = x[n] h[n]
and the convolution estimate yR (nts ) = ts y[n]. Do the values of yR (nts ) match the exact result
y(t) at t = nts ? If not, what are the likely sources of error?
(c) Argue that the trapezoidal rule for approximating the convolution is equivalent to subtracting
half the sum of the two end samples of each column from the discrete convolution result and
then multiplying by ts . Use this rule to obtain the convolution estimate yT (nts ). Do the values
of yT (nts ) match the exact result y(t) at t = nts ? If not, what are the likely sources of error?
(d) Obtain estimates based on the rectangular rule and trapezoidal rule for the convolution y(t) of
x(t) = 2 tri(t) and h(t) = rect(t/2) by sampling the signals at intervals of ts = 0.5 s. Which rule
would you expect to yield a better approximation, and why?
7.24 (Convolution) Let x[n] = rect(n/2) and h[n] = rect(n/4).
(a) Find f [n] = x[n] x[n] and g[n] = h[n] h[n].
(b) Express these results as f [n] = A tri(n/M ) and g[n] = B tri(n/K) by selecting appropriate values
for the constants A, M, B and K.
(c) Generalize the above results to show that rect(n/2N ) rect(n/2N ) = (2N + 1)tri( 2Nn+1 ).
7.25 (Impulse Response of Dierence Algorithms) Two systems to compute the forward and back-
ward dierence are described by
Forward dierence: yF [n] = x[n + 1] x[n] Backward dierence: yB [n] = x[n] x[n 1]
(a) What is the impulse response of each system?
(b) Which of these systems is stable? Which of these systems is causal?
(c) Find the impulse response of their parallel connection. Is the parallel system stable? Is it causal?
(d) What is the impulse response of their cascade? Is the cascaded system stable? Is it causal?
7.26 (System Response) Find the response of the following filters to the unit step x[n] = u[n], and to
the alternating unit step x[n] = (1)n u[n], using convolution concepts.
(a) h[n] = [n] [n 1] (dierencing operation)
(b) h[n] = {0.5, 0.5} (2-point average)
N
! 1
(c) h[n] = N1 [n k], N = 3 (moving average)
k=0
N
! 1
(d) h[n] = 2
N (N +1) (N k)[n k], N = 3 (weighted moving average)
k=0
(e) y[n] + N 1
N +1 y[n 1] = 2
N +1 x[n], N =3 (exponential average)
7.27 (Eigensignals) Which of the following can be the eigensignal of an LTI system?
(a) x[n] = 0.5n u[n] (b) x[n] = ejn/2 (c) x[n] = ejn
+ ejn/2
(d) x[n] = cos(n/2) (e) x[n] = j n (f ) x[n] = ( j) + ( j)n
n
7.28 (Interconnected Systems) Consider two systems described by
h1 [n] = [n] + [n 1] h2 [n] = (0.5)n u[n]
Find the response to the input x[n] = (0.5)n u[n] if
194 Chapter 7 Discrete Convolution
(a) The two systems are connected in parallel with = 0.5.
(b) The two systems are connected in parallel with = 0.5.
(c) The two systems are connected in cascade with = 0.5.
(d) The two systems are connected in cascade with = 0.5.
7.29 (Systems in Cascade and Parallel) Consider the realization of Figure P7.29.
x [n]
+ + y [n]
+
z1
z1 +
+
z1
Figure P7.29 System realization for Problem 7.29
(a) Find its impulse response if = . Is the overall system FIR or IIR?
(b) Find its impulse response if = . Is the overall system FIR or IIR?
(c) Find its impulse response if = = 1. What does the overall system represent?
7.30 (Cascading) The impulse response of two cascaded systems equals the convolution of their impulse
responses. Does the step response sC [n] of two cascaded systems equal s1 [n] s2 [n], the convolution of
their step responses? If not, how is sC [n] related to s1 [n] and s2 [n]?
7.31 (Cascading) System 1 is a squaring circuit, and system 2 is an exponential averager described by
h[n] = (0.5)n u[n]. Find the output of each cascaded combination. Will their output be identical?
Should it be? Explain.
(a) 2(0.5)n u[n] system 1 system 2 y[n]
(b) 2(0.5)n u[n] system 2 system 1 y[n]
7.32 (Cascading) System 1 is an IIR filter with the dierence equation y[n] = 0.5y[n 1] + x[n], and
system 2 is a filter with impulse response h[n] = [n] [n 1]. Find the output of each cascaded
combination. Will their output be identical? Should it be? Explain.
(a) 2(0.5)n u[n] system 1 system 2 y[n]
(b) 2(0.5)n u[n] system 2 system 1 y[n]
7.33 (Cascading) System 1 is an IIR filter with the dierence equation y[n] = 0.5y[n 1] + x[n], and
system 2 is a filter with impulse response h[n] = [n] (0.5)n u[n].
(a) Find the impulse response hP [n] of their parallel connection.
(b) Find the impulse response h12 [n] of the cascade of system 1 and system 2.
(c) Find the impulse response h21 [n] of the cascade of system 2 and system 1.
(d) Are h12 [n] and h21 [n] identical? Should they be? Explain.
(e) Find the impulse response hI [n] of a system whose parallel connection with h12 [n] yields hP [n].
Chapter 7 Problems 195
7.34 (Cascading) System 1 is a lowpass filter described by y[n] = 0.5y[n 1] + x[n], and system 2 is
described by h[n] = [n] 0.5[n 1].
(a) What is the output of the cascaded system to the input x[n] = 2(0.5)n u[n]?
(b) What is the output of the cascaded system to the input x[n] = [n]?
(c) How are the two systems related?
7.35 (Periodic Convolution) Consider a system whose impulse response is h[n] = (0.5)n u[n]. Show that
h[n]
one period of its periodic extension with period N is given by hpe [n] = , 0 n N 1.
1 (0.5)N
Use this result to find the response of this system to the following periodic inputs.
(a) x[n] = cos(n) (b) x[n] = {1, 1, 0, 0}, with N = 4
(c) x[n] = cos(0.5n) (d) x[n] = (0.5)n , 0 n 3, with N = 4
7.36 (Convolution in Practice) Often, the convolution of a long sequence x[n] and a short sequence h[n]
is performed by breaking the long signal into shorter pieces, finding the convolution of each short piece
with h[n], and gluing the results together. Let x[n] = {1, 1, 2, 3, 5, 4, 3, 1} and h[n] = {4, 3, 2, 1}.
(a) Split x[n] into two equal sequences x1 [n] = {1, 1, 2, 3} and x2 [n] = {5, 4, 3, 1}.
(b) Find the convolution y1 [n] = h[n] x1 [n].
(c) Find the convolution y2 [n] = h[n] x2 [n].
(d) Find the convolution y[n] = h[n] x[n].
(e) How can you find y[n] from y1 [n] and y2 [n]? (Hint: Shift y2 [n] and use superposition. This forms
the basis for the overlap-add method of convolution discussed in Chapter 16.)
7.37 (Correlation) Find the correlation rxh [n] of the following signals.
(a) x[n] = n u[n] h[n] = n u[n]
(b) x[n] = nn u[n] h[n] = n u[n]
(c) x[n] = rect(n/2N ) h[n] = rect(n/2N )
7.38 (Mean and Variance from Autocorrelation) The mean value mx of a random signal x[n] (with
nonzero mean value) may be computed from its autocorrelation function rxx [n] as m2x = lim rxx [n].
|n|
The variance of x[n] is then given by x2 = rxx (0) m2x . Find the
$ mean, 2variance,
% and average power
1 + 2n
of a random signal whose autocorrelation function is rxx [n] = 10 .
2 + 5n2
COMPUTATION AND DESIGN
dtcongui A GUI for the Visualization of Discrete Convolution
The graphical user interface dtcongui allows you to visualize a movie of the convolution or
correlation of two discrete-time signals.
You can select the signals and the operation (convolution or correlation).
The interface displays a movie of how the product function and the convolution or correlation
results change as one function slides past the other.
Use the mouse to manually drag one function past the other and see the results change.
To explore this routine, type dtcongui at the Matlab prompt.
196 Chapter 7 Discrete Convolution
7.39 (Nonrecursive Forms of IIR Filters) An FIR filter may always be exactly represented in recursive
form, but we can only approximately represent an IIR filter by an FIR filter by truncating its impulse
response to N terms. The larger the truncation index N , the better is the approximation. Consider
the IIR filter described by y[n] 0.8y[n 1] = x[n]. Find its impulse response h[n] and truncate it to
20 terms to obtain hA [n], the impulse response of the approximate FIR equivalent. Would you expect
the greatest mismatch in the response of the two filters to identical inputs to occur for lower or higher
values of n?
(a) Use the Matlab routine filter to find and compare the step response of each filter up to n = 15.
Are there any dierences? Should there be? Repeat by extending the response to n = 30. Are
there any dierences? For how many terms does the response of the two systems stay identical,
and why?
(b) Use the Matlab routine filter to find and compare the response to x[n] = 1, 0 n 10 for
each filter up to n = 15. Are there any dierences? Should there be? Repeat by extending the
response to n = 30. Are there any dierences? For how many terms does the response of the
two systems stay identical, and why?
7.40 (Convolution of Symmetric Sequences) The convolution of sequences that are symmetric about
their midpoint is also endowed with symmetry (about its midpoint). Use the Matlab command
conv to find the convolution of the following sequences and establish the type of symmetry (about the
midpoint) in the convolution.
(a) x[n] = sin(0.2n), 10 n 10 h[n] = sin(0.2n), 10 n 10
(b) x[n] = sin(0.2n), 10 n 10 h[n] = cos(0.2n), 10 n 10
(c) x[n] = cos(0.2n), 10 n 10 h[n] = cos(0.2n), 10 n 10
(d) x[n] = sinc(0.2n), 10 n 10 h[n] = sinc(0.2n), 10 n 10
7.41 (Extracting Periodic Signals Buried in Noise) Extraction of periodic signals buried in noise
requires autocorrelation (to identify the period) and cross-correlation (to recover the signal itself).
(a) Generate the signal x[n] = sin(0.1n), 0 n 499. Add some uniform random noise (with a
noise amplitude of 2 and a mean of 0) to obtain the noisy signal s[n]. Plot each signal. Can you
identify any periodicity from the plot of x[n]? If so, what is the period N ? Can you identify any
periodicity from the plot of s[n]?
(b) Obtain the periodic autocorrelation rpx [n] of x[n] and plot. Can you identify any periodicity
from the plot of rpx [n]? If so, what is the period N ? Is it the same as the period of x[n]?
(c) Use the value of N found
& above (or identify N from x[n] if not) to generate the 500-sample
impulse train i[n] = [n kN ], 0 n 499. Find the periodic cross-correlation y[n] of
s[n] and i[n]. Choose a normalizing factor that makes the peak value of y[n] unity. How is the
normalizing factor related to the signal length and the period N ?
(d) Plot y[n] and x[n] on the same plot. Is y[n] a close match to x[n]? Explain how you might
improve the results.
Chapter 8
FOURIER SERIES
8.0 Scope and Objectives
Our journey into the frequency domain begins with the Fourier series, which describes periodic signals by
combinations of harmonic signals or sinusoids. This representation unfolds a perspective of periodic signals
in the frequency domain in terms of their frequency content, or spectrum. This chapter begins with the
Fourier series of periodic signals in three related forms, examines the eects of symmetry, and introduces the
concept of the spectrum. It develops some useful properties of Fourier series, describes some applications of
Fourier series to system analysis, and concludes with a brief historical perspective.
8.1 Fourier Series: A First Look
When we combine periodic signals with commensurate frequencies, we obtain another periodic signal. This
is the process of synthesis. What we now attempt is the analysis, or separation, of a periodic signal into
its periodic components. Even though the choice of periodic components is not unique, we choose harmonic
signals or sinusoids because they are among the simplest periodic signals and provide a unique link with the
frequency domain. From a systems viewpoint, everlasting harmonics of the form ejt are also eigensignals
of linear systems. The Fourier series (FS) describes a periodic signal xp (t) as a sum (linear combination),
in the right mix, of harmonics (or sinusoids) at the fundamental frequency f0 of xp (t) and its multiples
kf0 . The choice of harmonic signals results in other advantages, too. It allows a simple, consistent, and
unique scheme to find the coecients (the right proportion or weight) for each component. In fact, a sum
of sinusoids describing a periodic signal is called a Fourier series only if we select the coecients according
to this scheme. The Fourier series also yields the smallest mean square error in power between xp (t) and its
series representation up to any number of terms or harmonics. It is a least squares fit to a periodic signal.
Finally, the existence conditions for Fourier series (the so-called Dirichlet conditions, to be discussed later)
are weak enough to assert that all periodic signals encountered in practice can be described by a Fourier
series. Indeed, any exceptions are no more than mathematical curiosities.
8.1.1 The Three Forms of a Fourier Series
The trigonometric form of the Fourier series of a periodic signal xp (t) is simply a linear combination of
sines and cosines at multiples of its fundamental frequency f0 = 1/T :
!
xp (t) = a0 + ak cos(2kf0 t) + bk sin(2kf0 t) (8.1)
k=1
The constant term a0 accounts for any dc oset in xp (t), and a0 , ak , and bk are called the trigonometric
Fourier series coecients. There is a pair of terms (a sine and cosine) at each harmonic frequency kf0 .
197
198 Chapter 8 Fourier Series
The polar form combines each sine-cosine pair at the frequency kf0 into a single sinusoid:
!
xp (t) = c0 + ck cos(2kf0 t + k ) (8.2)
k=1
Here, c0 = a0 , and ck and k are called the polar coecients and are related to the trigonometric coecients
ak and bk . This relationship is best found by comparing the phasor representation of the time-domain terms
ck k = ak jbk (8.3)
The exponential form invokes Eulers relation to express each sine-cosine pair at the frequency kf0 by
complex exponentials at kf0 :
!
xp (t) = X[k]ej2kf0 t (8.4)
k=
Here, the index k ranges from to and X[0] = a0 . To see how this form arises, we invoke Eulers
relation to give
ak cos(2kf0 t) + bk sin(2kf0 t) = 0.5ak (ej2kf0 t + ej2kf0 t ) j0.5bk (ej2kf0 t ej2kf0 t ) (8.5)
Combining terms at kf0 and kf0 , we obtain
ak cos(2kf0 t) + bk sin(2kf0 t) = 0.5(ak jbk )ej2kf0 t + 0.5(ak + jbk )ej2kf0 t (8.6)
The relation between the trigonometric and exponential forms is thus
X[k] = 0.5(ak jbk ), k1 (8.7)
The coecient X[k] is simply the complex conjugate of X[k]:
X[k] = 0.5(ak + jbk ) = X [k], k1 (8.8)
REVIEW PANEL 8.1
Three Forms of the Fourier Series for a Periodic Signal xp (t)
Trigonometric Polar Exponential
!
!
!
a0 + ak cos(2kf0 t) + bk sin(2kf0 t) c0 + ck cos(2kf0 t + k ) X[k]ej2kf0 t
k=1 k=1 k=
The connection between the three forms of the coecients is much like the connection between the three
forms of a complex number, and the Argand diagram is a useful way of showing these connections.
X[k] = 0.5(ak jbk ) = 0.5ck k , k1 (8.9)
The conjugate symmetry of X[k] also implies that ak is an even symmetric function of k and that bk
is an odd symmetric function of k.
REVIEW PANEL 8.2
Im
How Are the Fourier Series Coecients Related? ak Re
X[0] = a0 = c0 k
X[k] = 0.5(ak jbk ) X[k]
X[k] = 0.5ck k = 0.5ck ejk bk ck k
8.1 Fourier Series: A First Look 199
8.1.2 Evaluating the Coecients
To find the Fourier series coecients, we need look at only one period of xp (t), since a representation that
describes xp (t) over one period guarantees an identical representation over successive periods and, therefore,
for the entire signal. The key to finding the Fourier series coecients is orthogonality. Two signals f (t) and
g(t) are called orthogonal over the interval t if the area of their product f (t)g (t) over t
equals zero:
"
f (t)g (t) dt = 0 (for f (t) and g(t) to be orthogonal) (8.10)
The conjugation is required only for complex valued signals. Sinusoids and complex exponentials are orthog-
onal over their common period T = 1/f0 with
" " "
cos(2mf0 t)cos(2nf0 t) dt = sin(2mf0 t)sin(2nf0 t) dt = ej2mf0 t ej2nf0 t dt = 0 (8.11)
T T T
To invoke orthogonality, we integrate the Fourier series over one period T to give
" " " "
xp (t) dt = a0 dt + + ak cos(2kf0 t) dt + + bk sin(2kf0 t) dt + (8.12)
T T T T
All but the first term of the right-hand side integrate to zero, and we obtain
"
1
a0 = xp (t) dt (8.13)
T T
The dc oset a0 thus represents the average value of xp (t).
If we multiply xp (t) by cos(2kf0 t) and then integrate over one period T , we get
" "
xp (t)cos(2kf0 t) dt = a0 cos(2kf0 t) dt
T T
" "
+ + ak cos(2kf0 t)cos(2kf0 t) dt + + bk sin(2kf0 t)cos(2kf0 t) dt +
T T
Once again, by orthogonality, all terms of the right-hand side are zero, except the one containing the
coecient ak , and we obtain
" " "
xp (t)cos(2kf0 t) dt = ak cos2 (2kf0 t) dt = ak 0.5[1 cos(4kf0 t)] dt = 0.5T ak (8.14)
T T T
This gives the coecient ak as "
2
ak = xp (t)cos(2kf0 t) dt (8.15)
T T
Multiplying xp (t) by sin(2kf0 t) and integrating over one period, we similarly obtain
"
2
bk = xp (t)sin(2kf0 t) dt (8.16)
T T
REVIEW PANEL 8.3
Trigonometric Fourier Series Coecients
" " "
1 2 2
a0 = x(t) dt ak = x(t)cos(2kf0 t) dt bk = x(t)sin(2kf0 t) dt
T T T T T T
200 Chapter 8 Fourier Series
The polar coecients ck and k , or the exponential coecients X[k], may now be found using the
appropriate relations. In particular, a formal expression for evaluating X[k] directly is also found as follows:
" "
1 1
X[k] = 0.5ak j0.5bk = xp (t)cos(2kf0 t) dt j xp (t)sin(2kf0 t) dt (8.17)
T T T T
We now invoke Eulers relation, cos(2kf0 t) j sin(2kf0 t) = ej2kf0 t , to obtain
"
1
X[k] = xp (t)ej2kf0 t dt (8.18)
T T
The beauty of these results is that each coecient (for any value of k) is unique, is computed independently,
and does not aect any others.
REVIEW PANEL 8.4
The Exponential Fourier Series Coecients Display Conjugate Symmetry
" "
1 1
X[0] = x(t) dt X[k] = x(t)ej2kf0 t dt X[k] = X [k]
T T T T
EXAMPLE 8.1 (Fourier Series Computations)
(a) Let x(t) = A cos(2f0 t + ). This sinusoid is at a single frequency f0 (which is also the fundamental
frequency). Its polar Fourier series coecients are thus c1 = A and 1 = . Its exponential Fourier
series coecients are X[1] = 0.5Aej and X[1] = 0.5Aej .
(b) Let xp (t) = 3 + cos(4t) 2 sin(20t). Its fundamental frequency is f0 = GCD(2,10) = 2 Hz. The
signal contains a dc term (for k = 0), a second (k = 2) harmonic, and a tenth (k = 10) harmonic. We
thus have a0 = 3, a2 = 1, and b10 = 2. All other Fourier series coecients are zero.
(c) Consider the signal x(t) shown in Figure E8.1.
x(t) y(t)
1
et
t t
1 2 3 t0 T
Figure E8.1 The periodic signals x(t) and y(t) for Example 8.1(c and d)
Its exponential Fourier series coecients are given by
" " "
1 T 1 1 t j2kf0 t 1 1 t(1jk)
X[k] = x(t)ej2kf0 t
dt = ee dt = e dt
T 0 2 0 2 0
Integrating and simplifying, we obtain
#1
0.5et(1jk) ## 0.5(e1jk 1)
X[k] = =
1 jk #0 1 jk
8.2 Simplifications Through Signal Symmetry 201
(d) Consider the periodic signal y(t) of Figure E8.1.
Its average value is the average area per period, and thus Y [0] = At0 /T .
The coecients Y [k] are given by
" #t
1 t0
ej2kf0 t ## 0 1 ej2kf0 t0
Y [k] = ej2kf0 t dt = # =
T 0 j2kf0 T 0 j2k
If we factor out ejkf0 t0 and use Eulers relation, we obtain
$ % $ %
ejkf0 t0 ejkf0 t0 2 sin(kf0 t0 )
Y [k] = e
jkf0 t0
=e
jkt0 /T
j2k 2k
This result may also be expressed in terms of a sinc function:
$ %
sin(kt0 /T ) t0
Y [k] = e jkt0 /T
= sinc(k tT0 )ejkt0 /T
k T
Comment: Note how the Fourier series coecients of y(t) depend only on the duty ratio t0 /T .
8.2 Simplifications Through Signal Symmetry
The Fourier series of a periodic signal xp (t) with no symmetry contains both odd (sine) and even (dc and
cosine) components. If xp (t) is even symmetric, it must be made up of only even symmetric terms (dc and
cosines). Hence, bk = 0, and the X[k] must be purely real with X[k] = ak /2. If xp (t) is odd symmetric,
it must contain only odd symmetric terms (sines). Hence, a0 = ak = 0, and the X[k] must be purely
imaginary with X[k] = jbk /2. If xp (t) is half-wave symmetric, it must contain only half-wave symmetric
terms. Only odd-indexed harmonics (at f0 , 3f0 , 5f0 , . . .) display half-wave symmetry. However, even-indexed
harmonics (at 2f0 4f0 , . . .) show an even number of cycles over the fundamental period T , and each half-
period is identical to the next half-period and not an inverted replica as required by half-wave symmetry.
Consequently, even-indexed harmonics cannot be half-wave symmetric, and a half-wave symmetric signal
contains only odd-indexed harmonics, and a0 , ak , bk , ck , and X[k] vanish for even k.
The evaluation of the nonzero coecients for a symmetric signal may be simplified considerably by using
symmetric limits (0.5T, 0.5T ) in the defining integrals and invoking the eects of symmetry. If x(t) is even
symmetric, so is x(t) cos(k0 t). To find ak for an even symmetric signal, we may integrate x(t) cos(k0 t)
only over (0, 0.5T ) and multiply by 4/T to find ak . Likewise, to find bk for an odd symmetric signal, we may
integrate x(t) sin(k0 t) (which is even symmetric) only over (0, 0.5T ) and multiply by 4/T . If x(t) is half-
wave symmetric, we can also integrate over (0, 0.5T ) and multiply by 4/T , provided we evaluate the result
only for odd k (odd harmonics). In the exponential form, the expression for X[k] shows no simplifications
except for half-wave symmetry, where we can use the limits (0, 0.5T ) but only for odd k.
If both even and half-wave symmetry are present, only the ak (k odd) are nonzero and can be found by
integrating x(t) cos(k0 t) over (0, 0.25T ) and multiplying by 8/T . Likewise, for both odd and half-wave
symmetry, only the bk (k odd) are nonzero and may be found by integrating x(t) sin(k0 t) over (0, 0.25T )
and multiplying by 8/T .
In all simplifications through symmetry, note that the lower integration limit is always zero.
202 Chapter 8 Fourier Series
REVIEW PANEL 8.5
Eects of Signal Symmetry on the Fourier Series Coecients
Even Symmetry in xp (t) "
4 T /2
No sine terms (bk = 0) ak = x(t)cos(2kf0 t) dt
T 0
Real X[k]; phase k = 0 or
Odd Symmetry in xp (t) "
4 T /2
No dc or cosine terms (a0 = ak = 0) bk = x(t)sin(2kf0 t) dt
Imaginary X[k]; phase k = 2 or 2 T 0
Half-Wave Symmetry in xp (t) "
ak 4 T /2
cos(2kf0 t)
No dc and even-k terms = x(t) dt (k odd)
bk T 0 sin(2kf0 t)
X[k] = 0 for k even
8.2.1 Removing the DC Oset to Reveal Hidden Symmetry
Adding a dc oset to a periodic signal changes only its dc value and all other coecients remain unchanged.
Since odd symmetry and half-wave symmetry are destroyed by a nonzero dc oset, it is best to check for
such symmetry only after removing the dc oset a0 from the signal. This idea is illustrated in Figure 8.1.
No apparent symmetry No apparent symmetry
2 2
t t
2 4 2 4
Remove dc offset Remove dc offset
Odd symmetry Odd and half-wave symmetry
1 1
t t
1 1
Figure 8.1 Revealing hidden symmetry by removing the dc oset
If such hidden symmetry is present, some of the coecients will be zero and need not be computed. We
can then pick the symmetric (zero-oset) version (using simplifications through symmetry) or the original
signal (but using no such simplifications) to evaluate the remaining coecients.
REVIEW PANEL 8.6
Useful Aids and Checks in Fourier Series Computations
&
1, k even sin(k/2) = 0, k even
ejk = cos(k) = sin(k) = 0
1, k odd cos(k/2) = 0, k odd
The coecients ak or Re{X[k]} are even symmetric functions of k.
The coecients bk or Im{X[k]} are odd symmetric functions of k.
8.2 Simplifications Through Signal Symmetry 203
EXAMPLE 8.2 (Computing the Fourier Series Coecients)
(a) (An Impulse Train) From Figure E8.2A, and by the sifting property of impulses, we get
"
1 T /2 1
X[k] = (t)ej2kf0 t dt =
T T /2 T
All the coecients of an impulse train are constant!
(1) (1) (1) (1) (1) (1) 1
X[0] = (all k)
T
t
T
Figure E8.2A Impulse train and its Fourier series coecients for Example 8.2(a)
(b) (A Sawtooth Signal) From Figure E8.2B, T = 1 (f0 = 1) and xp (t) = t, 0 t 1.
By inspection, a0 = 0.5. Note that xp (t) has hidden odd symmetry, and thus ak = 0, k = 0.
We find the coecients bk , k > 0, as follows:
" 1 #1
2 # 1
bk = 2 t sin(2kt) dt = [sin(2kt) 2kt cos(2kt)] ## =
0 (2k) 2
0 k
1
j
X[0] = 0.5 X[k] = (k = 0)
2k
t
1 2
Figure E8.2B Periodic sawtooth and its Fourier series coecients for Example 8.2(b)
(c) (A Triangular Pulse Train) From Figure E8.2C, we compute a0 = 0.5. Since xp (t) has even
symmetry, bk = 0, k = 0. With T = 2 (or f0 = 0.5) and xp (t) = t, 0 t 1, we compute ak , k > 0,
as follows:
" "
4 T /2 1
ak = xp (t)cos(k0 t) dt = 2 t cos(kt) dt
T 0 0
#1
2 # 2[cos(k) 1] 4
= [cos(kt) + kt sin(kt)] ## = = 2 2 (k odd)
(k)2
0 k 2 2 k
Note that ak = 0 for even k, implying hidden half-wave symmetry (hidden because a0 = 0).
1
2
X[0] = 0.5 X[k] = (k odd)
2 k2
t
2 3 4 5
1
Figure E8.2C Triangular pulse train and its Fourier series coecients for Example 8.2(c)
204 Chapter 8 Fourier Series
(d) (A Half-Wave Symmetric Sawtooth Signal) From Figure E8.2D, xp (t) has half-wave symmetry.
Thus, a0 = 0, and the coecients ak and bk are nonzero only for odd k.
With T = 2 (f0 = 0.5) and xp (t) = t, 0 t 1, we compute ak and bk only for odd k as follows:
" "
4 T /2 1
ak = xp (t)cos(2kf0 t) dt = 2 t cos(kt) dt
T 0 0
#1
2 # 2[cos(k) 1] 4
= [cos(kt) + kt sin(kt)] ## = = 2 2 (k odd)
(k)2
0
2
k 2 k
" #1
1
2 # cos(k) 2
bk = 2 t sin(kt) dt = [sin(kt) kt cos(kt)] ## = 2 = (k odd)
0 (k)2 0 k k
1
2 1
2 t X[0] = 0 X[k] = j (k odd)
1 3 2 k2 k
-1
Figure E8.2D Half-wave symmetric sawtooth and its Fourier series coecients for Example 8.2(d)
(e) (A Trapezoidal Signal) From Figure E8.2E, this signal has both odd and hidden half-wave sym-
metry. Thus, a0 = 0 = ak , and the bk are nonzero only for odd k. With T = 8 (f0 = 18 ); and
xp (t) = t, 0 t 1, and xp (t) = 1, 1 t 2; we use simplifications due to both types of symmetry
to obtain " " 1 " 2
8 T /4
bk = xp (t)sin( 4 ) dt =
kt
t sin( 4 ) dt +
kt
sin( kt
4 ) dt = I1 + I2
T 0 0 1
Now, simplifying the two integrals I1 and I2 for odd k only, we find
#
1 ' ( #1 16 sin(k/4) 4 cos(k/4)
I1 = sin( 4 ) 4 cos( 4 ) ## =
kt kt kt
(k/4)2 0 k2 2 k
#2
cos(kt/4) ## 4[cos(k/2) cos(k/4)] 4 cos(k/4)
I2 = # = = (k odd)
(k/4) 1 k k
Then
16 sin(k/4)
bk = I1 + I2 = (k odd)
k2 2
1
8 sin(k/4)
5 7 t X[0] = 0 X[k] = j (k odd)
1 3 T =8 2 k2
-1
Figure E8.2E Trapezoidal pulse train and its Fourier series coecients for Example 8.2(e)
(f ) (A Half-Wave Rectified Sine) From Figure E8.2F, this signal has no symmetry. Its average value
equals a0 = 1/. With T = 2 (f0 = 0.5) and xp (t) = sin(t), 0 t 1, we compute the coecient ak
8.3 Parsevals Relation and the Power in Periodic Signals 205
as follows: " "
1
1 1) *
ak = sin(t)cos(kt) dt = sin[(1 + k)t] + sin[(1 k)t] dt
0 2 0
Upon simplification, using cos(1 k) = cos(k), this yields
$ %#1
1 cos[(1 + k)t] cos[(1 k)t] ## 1 + cos(k) 2
ak = + # = (1 k2 ) = (1 k2 ) (k even)
2 1+k 1k 0
Similarly, we compute bk as follows:
" 1 "
1 1) *
bk = sin(t)sin(kt) dt = cos[(1 k)t] cos[(1 + k)t dt
0 2 0
$ %#1
1 sin[(1 k)t] sin[(1 + k)t] ##
= + # =0
2 1k 1+k 0
This may seem plausible to the unwary, but if bk = 0, the signal x(t) must show even symmetry. It
does not! The catch is that for k = 1 the first term has the indeterminate form 0/0. We must thus
evaluate b1 separately, either by lHopitals rule,
$ % $ %
1 sin[(1 k)] 1 cos[(1 k)]
b1 = lim = lim = 0.5
2 k1 1k 2 k1 1
or directly from the defining relation with k = 1,
" 1 " 1
b1 = sin(t) sin(t) dt = 0.5 [1 cos(2t)] dt = 0.5
0 0
Thus, b1 = 0.5 and bk = 0, k > 1. By the way, we must also evaluate a1 separately (it equals zero).
Comment: Indeterminate forms typically arise for signals with sinusoidal segments.
1
1 j 1
X[0] = X[1] = X[k] = (k even)
4 (1 k2 )
t
1 2
Figure E8.2F Half-wave rectified sine and its Fourier series coecients for Example 8.2(f)
8.3 Parsevals Relation and the Power in Periodic Signals
Given the periodic signal xp (t), it is easy enough to evaluate the signal power in the time domain as
"
1
P = x2 (t) dt (8.19)
T T p
Since the Fourier series describes xp (t) as a sum of sinusoids at dierent frequencies, its signal power also
equals the sum of the power in each sinusoid
!
P = c20 + 0.5c2k (8.20)
k=1
206 Chapter 8 Fourier Series
Equivalent formulations in terms of ck or X[k] are obtained by recognizing that c2k = a2k + b2k = 4|X[k]|2 and
|X[k]|2 = X[k]X [k] to give
!
!
!
P = a20 + 0.5(a2k + b2k ) = |X[k]| = 2
X[k]X [k] (8.21)
k=1 k= k=
The equivalence of the time-domain and frequency-domain expressions for the signal power forms the so-
called Parsevals relation: "
!
1
P = x2p (t) dt = |X[k]|2 (8.22)
T T
k=
We point out that Parsevals relation holds only if one period of xp (t) is square integrable (an energy signal).
Therefore, it does not apply to signals such as the impulse train.
It is far easier to obtain the total power using xp (t). However, finding the power in or up to a given
number of harmonics requires the harmonic coecients. The power PN up to the N th harmonic is simply
N
! N
! N
!
PN = c20 + 1 2
2 ck = a20 + 2 [ak
1 2
+ b2k ] = |X[k]|2 (8.23)
k=1 k=1 k=N
This is a sum of positive quantities and is always less than the total signal power. As N increases, PN
approaches the true signal power P .
REVIEW PANEL 8.7
Parsevals Theorem: We Can Find the Signal Power from xp (t) or Its Spectrum X[k]
"
!
1
P = x (t) dt
2
= |X[k]|2
T T
k=
EXAMPLE 8.3 (Using Parsevals Relation)
Consider the periodic signal x(t) shown in Figure E8.3.
x(t)
1
t
1 2
Figure E8.3 The periodic signal of Example 8.3
The signal power in x(t) is
" "
1 T
1 1
P = x2 (t) dt = dt = 0.5 W
T 0 2 0
The exponential Fourier series coecients of x(t) are
sin(k/2)
X[k] = 0.5 sinc(0.5k)ejk/2 |X[k]| = 0.5 sinc(0.5k) =
k
8.4 The Spectrum of Periodic Signals 207
The coecients are zero for even k. To compute the power up to the second harmonic (k = 2), we use
2
! 1 1 2
P2 = |x[k]|2 = + 0.25 + 2 = 0.25 + 2 = 0.4526 W
2
k=2
To compute the total power from the harmonics, we would have to sum the infinite series:
!
! + ,
1 2 ! 1 2 2
P = |x[k]| = 0.25 + 2
2
= 0.25 + 2 = 0.25 + 2 = 0.5 W
k2 2 k2 8
k= k odd k odd
The summation in the above expression equals 2 /8 to give P = 0.5 W, as before. Finding the total power
from the harmonics is tedious! It is far better to find the total power directly from x(t).
8.4 The Spectrum of Periodic Signals
The terms spectral analysis or harmonic analysis are often used to describe the analysis of a periodic
signal xp (t) by its Fourier series. The quantities ak , bk , ck , k , or X[k] describe the spectral coecients
of xp (t). They may be plotted against the harmonic index k, or kf0 (hertz), or k0 (radians per second), as
shown in Figure 8.2, and are called spectra or spectral plots.
Magnitude or phase spectrum
k (index)
3 2 1 1 2 3
(rad/s)
3 0 2 0 0 0 2 0 3 0
f (Hz)
3 f 0 2 f 0 f0 f0 2 f0 3 f0
Figure 8.2 Various ways of plotting the Fourier series spectra
The magnitude spectrum and phase spectrum describe plots of the magnitude and phase of each
harmonic. They are plotted as discrete signals and sometimes called line spectra. One-sided spectra refer
to plots of ck and k for k 0 (positive frequencies). Two-sided spectra refer to plots of |X[k]| and k for
all k (all frequencies, positive and negative).
For real periodic signals, the X[k] display conjugate symmetry. As a result, the two-sided magnitude
|X[k]| shows even symmetry, and the two-sided phase spectrum shows reversed phase at negative indices (or
negative frequencies). The magnitude is usually sketched as a positive quantity. An example is shown in
Figure 8.3.
REVIEW PANEL 8.8
Periodic Signals Have Discrete Magnitude and Phase Spectra
The magnitude and phase may be plotted against k or f = kf0 (Hz) or = k0 (radians/s).
One-sided spectra: Plot ck and k , k 0. Two-sided spectra: Plot |X[k]| and X[k], all k.
The two-sided magnitude spectrum is even symmetric.
The two-sided phase spectrum is odd symmetric (if the dc value is non-negative).
208 Chapter 8 Fourier Series
One-sided magnitude ck Two-sided magnitude X[k]
The two-sided magnitude is halved
(except for k=0)
x(t)
f
f f0 f0
f0
t Two-sided phase
One-sided phase T
f0
The two-sided phase is identical to f
the one-sided phase for k>0 f0
f
f0
Figure 8.3 One-sided and two-sided Fourier series spectra
For real signals, the X[k] are purely real if xp (t) is even symmetric or purely imaginary if xp (t) is
odd symmetric. In such cases, it is more meaningful to sketch the amplitude spectrum as the real (or
imaginary) part of X[k] (which may include sign changes). An example is shown in Figure 8.4.
One-sided amplitude spectrum Even symmetric signal Two-sided amplitude spectrum
t
f f
T
Figure 8.4 The amplitude spectrum
REVIEW PANEL 8.9
The Amplitude Spectrum Is Useful for Symmetric Periodic Signals
Even symmetry in xp (t): Plot ak (one-sided) or X[k] (two-sided). The phase is zero.
Odd symmetry in xp (t): Plot bk (one-sided) or Im{X[k]} (two-sided). The phase is 90 .
8.4.1 Signal Symmetry from Its Fourier Series Spectra
The odd or even symmetry of a periodic signal may be discerned from its phase spectrum. If the phase of
every Fourier series coecient is 90 or 90 , the time signal contains only sine terms and has odd symmetry
(if the dc component is zero), or hidden odd symmetry (if the dc component is nonzero). If the phase of every
Fourier series coecient is 0 or 180 , the time signal contains only cosines (and perhaps a dc component)
and has even symmetry. For half-wave symmetry, the dc component must be zero, and the magnitude and
phase spectra must show harmonics only at odd values of the index k.
REVIEW PANEL 8.10
Recognizing Signal Symmetry from Magnitude and Phase Spectra
Half-wave symmetry: Zero dc value and no even-k harmonics in magnitude or phase spectrum.
Odd symmetry: Zero dc value and phase of all harmonics is 90 or 90 .
Even symmetry: Phase of all harmonics is zero or 180 .
8.4 The Spectrum of Periodic Signals 209
Identifying the kth Harmonic
-
If we write xp (t) = k=0 xk (t), the quantity xk (t) describes the kth time-domain harmonic with
xk (t) = ck cos(2kf0 t + k ) = 2|X[k]|cos(2kf0 t + k ) (the kth harmonic) (8.24)
We can identify xk (t) from the magnitude and phase spectrum. If the spectra are one-sided (plots of ck ),
the kth harmonic is simply xk (t) = ck cos(2kf0 t + k ). If the spectra are two-sided (plots of |X[k]|), the
kth harmonic is xk (t) = 2|X[k]|cos(2kf0 t + k ), where k is the phase at the frequency f = kf0 .
REVIEW PANEL 8.11
Finding the kth Time-Domain Harmonic xk (t) from Its One-Sided or Two-Sided Spectra
One-sided magnitude
Two-sided magnitude
ck
ck /2 ck /2 ck cos (2 kf0 t + k )
ck
f f
- kf0 kf0 kf0
t
Two-sided phase One-sided phase
k k
- kf0
f
kf0 f
- k kf0
EXAMPLE 8.4 (Signal Symmetry and Measures from Fourier Series Spectra)
(a) Consider the signal x(t) whose two-sided spectra are shown in Figure E8.4.
For x(t) Magnitude For y(t) Magnitude
4 4 4
3 3 3
2 2
1 1 1
f Hz f Hz
28 20 12 12 20 28 5 15 25 35
Phase (degrees) Phase (degrees)
180 180 90
-28 12 f Hz 35 f Hz
-20 -12 20 28 5 15 25
-180 -180 -90
Figure E8.4 The spectra of the periodic signals x(t) and y(t) of Example 8.4(a and b)
The harmonic frequencies are 12 Hz, 20 Hz, and 28 Hz. The fundamental frequency is given by
f0 = GCD(12, 20, 28) = 4 Hz. The time period is T = 1/f0 = 0.25 s. Only the dc and odd-indexed
harmonics are present. Thus, the signal shows hidden (not true) half-wave symmetry. The phase of
the harmonics is either zero or 180 , implying only cosine terms. Thus, we also have even symmetry.
Since the spectrum is two-sided, the total signal power and the rms value are found as
!
P = |X[k]|2 = 1 + 16 + 9 + 4 + 9 + 16 + 1 = 56 W xrms = P = 56 = 7.4833
210 Chapter 8 Fourier Series
We may also write the Fourier series for the signal by inspection as either
x(t) = 2 + 6 cos(24t 180 ) + 8 cos(40t) + 2 cos(56t + 180 ) or
x(t) = 2 6 cos(24t) + 8 cos(40t) 2 cos(56t).
(b) Consider the signal y(t) whose one-sided spectra are shown in Figure E8.4.
The harmonic frequencies are 5 Hz, 15 Hz, 25 Hz, and 35 Hz. Thus, the fundamental frequency is
f0 = 5 Hz, and the time period is T = 1/f0 = 0.2 s. Only the odd-indexed harmonics are present.
Since the dc value is zero, the signal shows half-wave symmetry. The phase of the harmonics is either
zero (cosine terms) or 90 (sine terms). Thus, both sines and cosines are present, and the signal is
neither odd symmetric nor even symmetric.
Since the spectrum is one-sided, the total signal power and the rms value are found as
!
P = c20 + 0.5 c2k = 0.5(4 + 9 + 16 + 1) = 15 W yrms = P = 15 = 3.8730
We may also write the Fourier series for the signal by inspection as either
y(t) = 2 cos(10t + 90 ) + 3 cos(30t) + 4 cos(50t) + cos(70t 90 ) or
y(t) = 2 sin(10t) + 3 cos(30t) + 4 cos(50t) + sin(70t).
8.5 Properties of Fourier Series
The Fourier series provides a link between the time domain and the frequency domain, and the connection
may be displayed symbolically by the transform pair xp (t) X[k]. We now describe how various operations
on xp (t) aect the spectral coecients X[k].
8.5.1 Time Shift
A time shift changes xp (t) to yp (t) = xp (t ). We may then write
!
!
yp (t) = X[k]ej2kf0 (t) = X[k]ej2kf0 ej2kf0 t (8.25)
k= k=
This represents a Fourier series with coecients Y [k] = X[k]ej2kf0 . Thus,
xp (t ) X[k]ej2kf0 (8.26)
The magnitude spectrum shows no change. The term exp(j2kf0 ) introduces an additional phase of
2kf0 , which varies linearly with k (or frequency). It changes the phase of each harmonic in proportion
to its frequency kf0 .
8.5.2 Time Scaling
A time scaling of xp (t) to yp (t) = xp (t) results in the Fourier series
!
yp (t) = xp (t) = X[k]ej2kf0 t (8.27)
k=
8.5 Properties of Fourier Series 211
Time compression by changes the fundamental frequency of the scaled signal yp (t) from f0 to f0 . The
spectral coecients Y [k] are identical to X[k] for any k, but located at the frequencies kf0 . The more
compressed the time signal, the farther apart are its harmonics in the frequency domain.
8.5.3 Spectrum Zero Interpolation
For integer scale factors, we also have a useful result. A zero interpolation of the spectral coecients X[k]
to X[k/N ] leads to an N -fold signal compression. Note that the period of the compressed signal is assumed
to be the same as that of the original. In other words, one period of the new signal contains N copies of the
original (with a fundamental frequency that is N times the original). In operational notation,
xp (N t) (signal compression byN ) X[k/N ] (zero interpolation by N ) (8.28)
Figure 8.5 illustrates this result for compression by 2.
Periodic signal Fourier series spectrum
x(t) X[k]
f 0 = 1/ T
t f
T 2T f0
Compression by 2 Zero interpolation by 2
y(t) = x( 2 t) Y[k] = X[k /2 ]
f 0 = 1/ T
t f
T 2T f0
Figure 8.5 Signal compression leads to zero interpolation of the spectrum
8.5.4 Folding
The folding operation means = 1 in the scaling property and gives
xp (t) X[k] = X [k] (8.29)
The magnitude spectrum remains unchanged. However, the phase is reversed. This also implies that the ak
remain unchanged, but the bk change sign. Since xp (t) + xp (t) X [k] + X[k] = 2Re{X[k]}, we see that
the Fourier series coecients of the even part of xp (t) equal Re{X[k]} and the Fourier series coecients of
the odd part of xp (t) equal Im{X[k]}.
8.5.5 Derivatives
The derivative of xp (t) is found by dierentiating each term in its series:
!
!
dxp (t) d . /
= X[k]ej2kf0 t = j2kf0 X[k]ej2kf0 t (8.30)
dt dt
k= k=
212 Chapter 8 Fourier Series
In operational notation,
xp (t) j2kf0 X[k] (8.31)
The dc term X[0] vanishes, whereas all other X[k] are multiplied by j2kf0 . The magnitude of each
harmonic is scaled by 2kf0 , in proportion to its frequency, and the spectrum has significantly larger high-
frequency content. The derivative operation enhances the sharp details and features in any time function
and contributes to its high-frequency spectrum.
8.5.6 Integration
Integration of a periodic signal whose average value is zero (X[0] = 0) gives
" t
X[k]
xp (t) dt , (k = 0) + constant (8.32)
0 j2kf0
The integrated signal is also periodic. If we keep track of X[0] separately, integration and dierentiation
X[k]
may be thought of as inverse operations. The coecients j2kf 0
imply faster convergence and reduce the
high-frequency components. Since integration is a smoothing operation, the smoother a time signal, the
smaller its high-frequency content.
REVIEW PANEL 8.12
The Eect of Signal Operations on the Magnitude and Phase Spectrum of xp (t)
Time scale: xp (t) has Fourier series coecients X[k], but at the harmonic frequencies kf0 .
Time shift: xp (t ) has magnitude |X[k]|, but its phase is k 2kf0 (a linear phase change).
Derivative: xp (t) has magnitude 2kf0 |X[k]|; its phase is k + 90 .
EXAMPLE 8.5 (Fourier Series Properties)
The Fourier series coecients of the signal x(t) shown in Figure E8.5 are
1 1
X[0] = X[1] = j0.25 X[k] = (k even)
(1 k2 )
Use properties to find the Fourier series coecients of y(t), f (t), and g(t).
x(t) y(t)
1 1
t t
1 2 3 1 2 3
f(t) g(t)
1 1
2 t t
1 3 1 2 3
1
Figure E8.5 The periodic signals for Example 8.5
8.5 Properties of Fourier Series 213
(a) We note that y(t) = x(t 0.5T ), and thus Y [k] = X[k]ejkf0 T = X[k]ejk = (1)k X[k].
The coecients change sign only for odd k, and we have
1 1
Y [0] = X[0] = Y [1] = X[1] = j0.25 Y [k] = X[k] = (k even)
(1 k2 )
(b) The sinusoid f (t) may be described as f (t) = x(t) y(t). Its Fourier series coecients may be written
as F [k] = X[k] Y [k], and are given by
F [0] = 0 F [1] = j0.25 j0.25 = j0.5 F [k] = 0 (k = 1)
As expected, the Fourier series coecients describe a pure sine wave.
(c) The full-wave rectified sine g(t) may be described as g(t) = x(t) + y(t). Its Fourier series coecients
G[k] = X[k] Y [k] are given by
2 2
G[0] = G[1] = 0 G[k] = (k even)
(1 k2 )
Note that the time period of g(t) is in fact half that of x(t) or y(t). Since only even-indexed coecients
are present, the Fourier series coecients may also be written as
2
G[k] = (all k)
(1 4k2 )
8.5.7 Fourier Series Coecients by the Derivative Method
The derivative property provides an elegant way of finding the Fourier series coecients without the need for
involved integration. It is based on the fact that derivatives of piecewise signals sooner or later yield impulse
trains whose coecients are quite easy to obtain (by inspection or by the sifting property). To implement
this method, we take enough derivatives of a signal xp (t) to obtain another signal (such as an impulse train)
x(m) (t) whose coecients Xm [k] are easy to obtain. The coecients of xp (t) and x(m) (t) are then related by
the derivative property. Note that the dc value X[0] must be evaluated separately (because the dc component
disappears after the very first derivative). Any special cases must also be evaluated separately.
EXAMPLE 8.6 (The Derivative Method)
(a) Consider the rectangular pulse train shown in Figure E8.6A.
x(t) y(t) = x (t)
1 (1) (1) (1)
t0/2 t
t t0/2 T
t0/2 t0/2 T (1) (1) (1)
Figure E8.6A The signals for Example 8.6(a)
Its first derivative y(t) = x (t) contains only impulses. We use the sifting property to find the Y [k] as
"
1 T /2 1 ' jkf0 t0 ( 2j sin(kf0 t0 )
Y [k] = [(t 0.5t0 ) (t + 0.5t0 )]ej2kf0 t dt = e ejkf0 t0 =
T T /2 T T
214 Chapter 8 Fourier Series
The coecients of x(t) and y(t) are related by X[k] = Y [k]/j2kf0 . Thus,
Y [k] sin(kf0 t0 ) t0 sin(kf0 t0 ) t0
X[k] = = = = sinc(kf0 t0 )
j2kf0 kf0 T T kf0 t0 T
(b) Consider the triangular pulse train shown in Figure E8.6B.
x(t) y(t) = x (t)
1 1/t0
t0 T t
t t0
t0 t0 T 1/t0
Figure E8.6B The signals for Example 8.6(b)
Its first derivative y(t) = x (t) contains rectangular pulses of width t0 and height 1/t0 . We use the
result of the previous part and the shifting property to find the Y [k] as
1 ' ( 2j sin(kf0 t0 )sinc(kf0 t0 )
Y [k] = sinc(kf0 t0 ) ejkf0 t0 ejkf0 t0 =
T T
The coecients of x(t) and y(t) are related by X[k] = Y [k]/j2kf0 . Thus,
Y [k] sin(kf0 t0 )sinc(kf0 t0 ) t0 sin(kf0 t0 ) t0
X[k] = = = sinc(kf0 t0 ) = sinc2 (kf0 t0 )
j2kf0 kf0 T T kf0 t0 T
(c) Consider the full-wave rectified signal shown in Figure E8.6C.
x(t) sin (t) x (t) cos (t) x (t) x(t) + x (t)
1 1 (2) (2) (2) (2) (2) (2)
t t t t
2 2 2 2
1 sin (t) 1
Figure E8.6C The signals for Example 8.6(c)
Its fundamental frequency is 0 = 2/T = 2 rad/s. Over one period, x(t) = sin(t). Two derivatives
result in impulses, and the sum y(t) = x(t) + x (t) yields an impulse train with strengths of 2 units
whose Fourier series coecients are simply Y [k] = 2/.
Since Y [k] = X[k] + (jk0 )2 X[k] = X[k](1 4k2 ), we have
2
X[k] =
(1 4k2 )
REVIEW PANEL 8.13
Fourier Series Coecients of Two Periodic Pulse Trains with Period T
x(t) = rect (t/ t0) x(t) = tri (t/ t0)
t 1 t0
1 X [k] = 0 sinc (kf 0 t 0) X [k] = sinc 2(kf 0 t 0)
T T
t t
t0/2 t0/2 t0 t0
8.5 Properties of Fourier Series 215
8.5.8 Multiplication and Convolution
Multiplication and convolution are duals. Multiplication in one domain corresponds to convolution in the
other. In particular, the multiplication of two signals leads to the discrete convolution of their spectra.
If the spectra are described by an infinite series, the convolution is not easily amenable to a closed-form
solution. Discrete convolution requires equally spaced samples for both sequences. If the signals have
dierent periods, we must use their fundamental frequency as the spacing between the spectral samples.
This means that missing values in X[k] and Y [k] at multiples of the fundamental frequency are treated as
zero.
Duality suggests that the product of two spectra corresponds to the periodic convolution of their periodic
time signals:
xp (t)
yp (t) X[k]Y [k] (8.33)
Only if the spectral coecients are located at like harmonic frequencies will their product sequence be
nonzero. In other words, the periods of xp (t) and yp (t) must be identical (or commensurate).
REVIEW PANEL 8.14
Convolution and Multiplication Are Duals
xp (t)y
p (t) X[k]Y [k] xp (t)yp (t) X[k] Y [k]
EXAMPLE 8.7 (Convolution)
(a) (Frequency-Domain Convolution)
Let x(t) = 2 + 4 sin(6t) and y(t) = 4 cos(2t) + 6 sin(4t). Their spectral coecients are given by
X[k] = {j2, 2, j2} and Y [k] = {j3, 2, 0, 2, j3}. Since the fundamental frequencies of x(t) and y(t)
are 6 and 2, the fundamental frequency of the product is 0 = GCD(6, 2) = 2. We insert zeros
at the missing harmonics 2 and 4 in X[k] to get X[k] = {j2, 0, 0, 2, 0, 0, j2}. The sequence Y [k]
has no missing harmonics. The spectral coecients Z[k] of the product x(t)y(t) are
Z[k] = {j2, 0, 0, 2, 0, 0, j2} {j3, 2, 0, 2, j3}
We find that Z[k] = {6, j4, 0, j10, 10, 0, 10, j10, 0, j4, 6}.
The periodic signal corresponding to the spectral coecients Z[k] is
z(t) = x(t)y(t) = 20 cos(2t) + 20 sin(4t) + 8 sin(8t) 12 cos(10t)
You can confirm this result by direct multiplication of x(t) and y(t).
(b) (Time-Domain Convolution)
Consider two rectangular pulse trains x(t) and y(t) with identical periods T and identical heights A,
but dierent pulse widths t1 and t2 . Their Fourier series coecients are described by:
At1 At2
X[k] = sinc(kf0 t1 )ejkf0 t1 Y [k] = sinc(kf0 t2 )ejkf0 t2
T T
The Fourier coecients of the signal z(t) = x(t)
y(t) are simply
A2 t1 t2
Z[k] = X[k]Y [k] = sinc(kf0 t1 )sinc(kf0 t2 )ejkf0 (t1 +t2 )
T2
216 Chapter 8 Fourier Series
The signal z(t) represents the periodic convolution of x(t) and y(t). We use the wraparound method
of periodic convolution to study three cases, as illustrated in Figure E8.7B.
1. A = 2, t1 = t2 = 1, and T = 2: There is no wraparound, and z(t) describes a triangular waveform.
The Fourier coecients simplify to
Z[k] = 1
4 sinc2 ( k2 )ejk = 1
4 sinc2 ( k2 ), (k odd)
This real result reveals the half-wave and even nature of z(t).
2. A = 1, t1 = 2, t2 = 1, and T = 4: There is no wraparound, and z(t) describes a trapezoidal
waveform. The Fourier coecients simplify to
Z[k] = 1
8 sinc( k2 )sinc( k4 )ej3k/4
We find Z[0] = 18 . Since sinc(k/2) = 0 for even k, the signal z(t) should show only hidden
half-wave symmetry. It does.
3. A = 1, t1 = t2 = 2, and T = 3: We require wraparound past 3 units, and the Fourier coecients
of z(t) simplify to
Z[k] = 49 sinc2 ( 32 k)ej4k/3
The signal has no symmetry, but since sinc( 23 k) = 0 for k = 3, 6, . . . , the third harmonic and its
multiples are absent.
Regular convolution Periodic convolution
x(t) Case 1 T = 2 y(t) of one-period segments z(t)
2 2 4 2
t t t t
1 2 1 2 1 1 1 2
x(t) Case 2 T = 4 y(t) z(t)
1 1 1
1/4
t t t t
1 4 2 4 1 2 3 1 2 3 4
Wraparound
x(t) Case 3 T = 3 y(t) 2 z(t)
1 1
1 2/3
t t t 1/3 t
2 3 2 3 1 2 3 4 1 2 3
Figure E8.7B The signals and their convolution for Example 8.7(b)
8.6 Signal Reconstruction and the Gibbs Eect
The peaks in the harmonics used in signal reconstruction occur at dierent times and lead to oscillations
(maxima and minima) or ripples in the reconstruction. The number of peaks in the ripples provides a
visual indication of the number of nonzero harmonics N used in the reconstruction. An example is shown
in Figure 8.6(a). Can you count the 20 peaks in the reconstruction of the sawtooth waveform by its first 20
nonzero harmonics?
8.6 Signal Reconstruction and the Gibbs Eect 217
(a) Sawtooth reconstructed to k=20 (b) Nearsawtooth reconstructed to k=20
1 1
0.8 0.8
Amplitude
Amplitude
0.6 0.6
0.4 0.4
0.2 0.2
0 0
0.2 0.2
0 0.2 0.4 0.6 0.8 1 0 0.2 0.4 0.6 0.8 1
Time t [seconds] Time t [seconds]
Figure 8.6 Reconstruction of a sawtooth and near-sawtooth by its harmonics
(a) Square wave T=2 k=31 (b) Halfwave sawtooth T=2 k=31
1 1
0.5
Amplitude
Amplitude
0.5
0 0
0.5 0.5
1 1
0.5 0 0.5 1 1.5 0.5 0 0.5 1 1.5
(c) Triangular wave T=2 k=31 (d) Halfrectified sine T=2 k=31
1 1
Amplitude
Amplitude
0.5 0.5
0 0
0.5 0 0.5 1 1.5 0.5 0 0.5 1 1.5
(e) Trapezoid T=8 k=31 (f) Exponential T=2 k=31
1 1
0.5
Amplitude
Amplitude
0 0.5
0.5
1 0
0 2 4 6 8 0.5 0 0.5 1 1.5
Time t [seconds] Time t [seconds]
Figure 8.7 Reconstruction of various periodic signals by their harmonics
As N increases, we would intuitively expect the oscillations to die out and lead to perfect reconstruction
as N . This is not what always happens. The same intuition also tells us that we can never get
perfect reconstruction for signals with jumps because we simply cannot approximate a discontinuous signal
by continuous signals (sinusoids). These intuitive observations are indeed confirmed by Figure 8.7, which
shows reconstructions of various signals, including those with jumps.
218 Chapter 8 Fourier Series
8.6.1 The Convergence Rate
The Fourier series coecients X[k] of a periodic signal xp (t) usually decay with the harmonic index k as
1/kn . A larger n implies faster convergence, fewer terms in a truncated series for a given error, and a
smoother signal. We can establish n without computing X[k] by using the derivative property. Since the
coecients of an impulse train show no dependence on k, if xp (t) is dierentiated n times before it first
shows impulses, X[k] must be proportional to 1/(jk0 )n , and thus decay as 1/kn . A measure of smoothness
may be ascribed to xp (t) in terms of the number of derivatives n it takes for the waveform to first result
in impulses. In Figure 8.7, for example, the trapezoidal and half-rectified sine need two derivatives before
yielding impulses, and show a convergence rate of 1/k2 . Both are smoother than the sawtooth and square
waves, which need only one derivative to produce impulses, and show a convergence rate of 1/k. We stress
that the convergence rate is a valid indicator only for large k.
REVIEW PANEL 8.15
The Convergence Rate: What It Means and How to Find It
The convergence rate indicates how rapidly the reconstruction approaches the original signal.
The convergence rate is 1/kn if n derivatives are required for impulses to first appear.
A larger n (faster rate) means a smoother signal. Signals with jumps show poor convergence (1/k).
8.6.2 The Gibbs Eect
The convergence rate is intimately tied to reconstruction from a finite number of harmonics N . The faster the
rate at which the coecients decay, the less the impact the higher harmonics have on the reconstruction. For
signals with jumps, the harmonics decay as 1/k, and we observe some remarkable anomalies. The oscillations
and overshoot persist near the discontinuities but become compressed (their frequency increases) as N is
increased. The peak overshoot moves closer to the discontinuity. As N , the overshoot narrows into
spikes, but its magnitude remains constant at about 9% of the magnitude of the discontinuity. The persistence
of overshoot and imperfect reconstruction for signals with jumps describes the Gibbs phenomenon or
Gibbs eect. Even when N = , the reconstruction contains spikes in the form of vertical lines that
extend upward and downward by 9% of the discontinuity, as shown in Figure 8.8. The total power does,
however, equal the power in the actual signal, as predicted by Parsevals relation, because the area of the
spikes is zero and does not contribute to the power. At a discontinuity, the reconstruction (Fourier series)
converges (sums) to the midpoint and is said to converge to the actual function in the mean squared sense.
The Gibbs eect is not just the appearance of overshoot for finite N . Rather, it is the lack of disappearance
of overshoot as N . If N is small, the overshoot may dier from 9% or be absent altogether. The Gibbs
eect occurs only for waveforms with jump discontinuities whose convergence is 1/k. For signals that converge
as 1/k2 or faster, the Gibbs eect is absent. For such signals, we get better reconstruction with fewer terms
and exact reconstruction with N = .
REVIEW PANEL 8.16
The Gibbs Eect: Perfect Reconstruction Is Impossible for Signals with Jumps
Reconstructed signal shows overshoot and undershoot (about 9% of jump) near each jump location.
At each jump location, the reconstructed value equals the midpoint value of the jump.
The Gibbs eect is present for signals with jumps (whose X[k] decay as 1/k or slower).
The Gibbs eect is absent for signals with no jumps (whose X[k] decay as 1/k2 or faster).
8.6 Signal Reconstruction and the Gibbs Eect 219
(a) Sawtooth T=2 k=21 (b) Sawtooth T=2 k=51 (c) Sawtooth T=2 k=
1 1 1
0.8 0.8 0.8
Amplitude
Amplitude
Amplitude
0.6 0.6 0.6
0.4 0.4 0.4
0.2 0.2 0.2
0 0 0
0.5 0 0.5 1 1.5 0.5 0 0.5 1 1.5 0.5 0 0.5 1 1.5
Time t [seconds] Time t [seconds] Time t [seconds]
Figure 8.8 Illustrating the Gibbs eect for a sawtooth signal
EXAMPLE 8.8 (Convergence Rate and the Gibbs Eect)
(a) What is the convergence rate if X[k] = A/k + jB/k2 ? For large k, B/k2 is much smaller than A/k, and
X[k] thus decays as 1/k (and not 1/k2 ). For small k, of course, X[k] will be aected by both terms.
(b) A true sawtooth pulse exhibits the Gibbs eect as shown in Figure 8.8. A triangular pulse with a
very steep slope approximating a sawtooth does not, as shown in Figure 8.6(b), and leads to perfect
reconstruction for large enough k.
8.6.3 Smoothing by Spectral Windows
Using a finite number of harmonics to reconstruct a periodic signal xp (t) is equivalent to multiplying its
spectral coecients X[k] by a rectangular window WD [k] = rect(n/2N ). The reconstructed signal xR (t)
may be described by
! N
!
xR (t) = rect( 2N
n
)X[k]ej2kf0 t = X[k]ej2kf0 t (8.34)
k= k=N
The signal xR (t) also equals the periodic convolution of xp (t) and wD (t), the signal corresponding to the
rectangular spectral window given by
N
! N
! sinc[(2N + 1)f0 t]
wD (t) = rect( 2N
n
)ej2kf0 t = ej2kf0 t = (2N + 1) (8.35)
sinc(f0 t)
k=N k=N
The signal wD (t) is called the Dirichlet kernel and shows variations similar to a sinc function. Its
periodic convolution with xp (t) is what leads to overshoot and oscillations in the reconstructed signal
xR (t) = xp (t)w
D (t) as illustrated in Figure 8.9. In other words, the Gibbs eect arises due to the abrupt
truncation of the signal spectrum by the rectangular window.
220 Chapter 8 Fourier Series
(a) Dirichlet kernel N=10 (b) Square wave T=1 (c) Their periodic convolution
21
1 1
Amplitude
Amplitude
Amplitude
0
0 0
6
0.5 0 0.5 0 0.5 1 0 0.5 1
Time t [seconds] Time t [seconds] Time t [seconds]
Figure 8.9 Periodic convolution of a signal with jumps and the Dirichlet kernel shows the Gibbs eect
The use of a tapered spectral window W [k] (whose coecients or weights typically decrease with increas-
ing |k|) yields much better convergence and a much smoother reconstruction. The reconstruction xW (t) is
given by
!N
xW (t) = xp (t)w(t)
= W [k]X[k]ej2kf0 t (8.36)
k=N
Table 8.1 lists some useful spectral windows. Note that all windows display even symmetry and are positive,
with W [0] = 1; all windows (except the rectangular or boxcar window) are tapered; and for all windows
(except the boxcar and Hamming), the end samples equal zero.
Table 8.1 Some Common Spectral Windows
Entry Window Type Expression for W [k] Over N k N
. k /
1 Boxcar rect 2N =1
.k/
2 Bartlett tri N = 1 |k| N
. k /
3 von Hann (Hanning) 0.5 + 0.5 cos N
. /
4 Hamming 0.54 + 0.46 cos kN
. k /
5 Cosine cos 2N
.k/
6 Riemann sinc N
. / . 2k /
7 Blackman 0.42 + 0.5 cos k
N + 0.08 cos N
Every window (except the rectangular) provides a reduction, or elimination, of overshoot. The smoothed
reconstruction of a square wave using some of these windows is shown in Figure 8.10. Details of how the
smoothing comes about are described later.
REVIEW PANEL 8.17
For Signals with Jumps, the Gibbs Eect Is Due to Abrupt Spectrum Truncation
To reduce/eliminate Gibbs eect in the reconstruction, we must use tapered spectral windows.
8.7 System Response to Periodic Inputs 221
(a) No windowing k=7 (b) Bartlett windowed k=7 (c) Hamming windowed k=7
1 1 1
Amplitude
Amplitude
Amplitude
0.5 0.5 0.5
0 0 0
0 0.5 1 0 0.5 1 0 0.5 1
Time t [seconds] Time t [seconds] Time t [seconds]
Figure 8.10 The use of tapered windows leads to a smoother reconstruction free of overshoot and oscillations
8.7 System Response to Periodic Inputs
The Fourier series allows us to evaluate the steady-state response of an LTI system, due to a periodic input
xp (t). We have seen in Chapter 6 that the response of an LTI system to the harmonic ejk0 t is also a
harmonic H(k0 )ejk0 t at the input frequency. Its magnitude and phase are determined by the system
function H() evaluated at = k0 . This input-output relationship may be symbolically described by
ejk0 t = H(k0 )ejk0 t (8.37)
With H(k0 ) = Hk k , the output may be written
ejk0 t = Hk ej(k0 t+k ) (8.38)
In other words, to obtain the output, we multiply the input magnitude by Hk and augment the input phase
by k . Eulers relation and superposition (or the fact that cos = Re[ej ]) allows us to generalize this result
for sinusoids:
ck cos(jk0 t + k ) = ck Hk cos(k0 t + k + k ) (8.39)
The response yp (t) of an LTI system to a periodic input xp (t) with period T and fundamental frequency
0 = 2/T may be found as the superposition of the response due to each of the harmonics that make up the
input (by evaluating H() successively at each input frequency k0 ). Note that yp (t) is also periodic with
period T since it contains the same harmonic frequencies as the input, but with dierent magnitudes and
phase. For a half-wave symmetric input, the output is also half-wave symmetric because the odd-indexed
harmonics are missing in both the input and the output. The convergence rate of yp (t), and other type
of symmetry (or lack thereof), depends on both xp (t) and the system function. The closed form for the
response using Fourier series analysis is very dicult to obtain. We could of course use convolution to find
the exact time-domain result, but it lacks the power to untangle the frequency information for which the
Fourier series is so well suited.
REVIEW PANEL 8.18
The Response to Periodic Inputs by Phasor Analysis and Superposition
Input: xk (t) = ck cos(2kf0 t + k ) Transfer function: Evaluate H(f - ) at f = kf0 as Hk- k .
Output: yk (t) = ck Hk cos(k0 t + k + k ); by superposition xp (t) = xk (t) and yp (t) = yk (t).
222 Chapter 8 Fourier Series
8.7.1 Response of Electric Circuits to Periodic Inputs
Here is how we find the response of an electric circuit to the sinusoid ck cos(k0 t + k ):
1. Replace sources and system variables by their phasor form and circuit elements by their impedance.
2. Set up equations based on Kirchhos laws for the transformed circuit to obtain H().
3. Evaluate H() (at the input frequency k0 ) to obtain H(k0 ) = Hk k .
4. Compute the output as ck Hk cos(k0 t + k + k ).
5. For a periodic input (or combinations of sinusoids), find and superpose the time-domain outputs.
REVIEW PANEL 8.19
How Circuit Elements Are Replaced in a Transformed Circuit ( = 2f )
1
L henrys jL ohms ohms
R ohms R ohms C farads jC
EXAMPLE 8.9 (System Response to Periodic Inputs)
! 10
(a) The periodic sawtooth v(t) = 4 sin(3kt) volts is applied to the RC circuit shown in Fig-
k
k=1
ure E8.9A, with R = 1 and C = 13 F . What is the output through the third harmonic?
+ R + + R +
1 1
x(t) C y(t) X() Y() H () =
jC 1 + jRC
Figure E8.9A The circuit for Example 8.9(a)
The system function is given by
V () 1
H() = =
Vin () 1 + j/3
Now, H(0) = 1. So, the dc response equals c0 H(0) = 4 volts.
1 1
The system function at the kth harmonic ( = k0 ) is H(k0 ) = = .
1 + jk0 /3 1 + jk
With ck = 10/k and k = 90 , the response to the kth harmonic is
j10
Vk = H(k0 )ck 90 =
k(1 + jk)
For k = 1, k = 2, and k = 3, we successively compute
V1 = 5 2 45 = 7.0711 45 V2 = 5 26.6 = 2.2361 26.6 V3 = 13 10 18.4 = 1.0541 18.4
The time-domain response through the third harmonic may then be written as
vR (t) = 4 + 7.0711 cos(3t + 45 ) + 2.2361 cos(6t + 26.6 ) + 1.0541 cos(9t + 18.4 )
j10
The response Vk = implies a convergence rate of 1/k2 .
k(1 + jk)
Comment: Unlike the input, the output cannot contain jumps or exhibit the Gibbs eect.
8.7 System Response to Periodic Inputs 223
(b) Consider the system shown in Figure E8.9B(1). Sketch G[k] and g(t) and find the output y(t).
X [k] H(f)
+ +
5 4 5 2 G[k] 1
Y [k]
3 3 1 g(t) 1F y(t)
f f
-2 -1 1 2
-3 -1 1 3
Figure E8.9B(1) The system for Example 8.9(b)
The output of the filter produces the spectrum shown in Figure E8.9B(2).
The signal g(t) is g(t) = 12 + 6 cos(2t).
G[k] g(t) = 8 + 6 cos(2t )
8 14
3 3 8
f
2 t
-1 1
Figure E8.9B(2) The filter output of the system for Example 8.9(b)
1
The transfer function of the RC filter is T (f ) = .
1 + j2f
Since the input comprises components only at dc (f = 0) and f = 1 Hz, we evaluate T (0) = 1 and
T (1) = 1+j2
1
= 0.1572 80.96 . Then the output y(t) is given by
y(t) = 8 + (6)(0.1572)cos(2t 80.96 ) = 8 + 0.9431 cos(2t 80.96 )
(c) Consider the system shown in Figure E8.9C(1). Sketch g(t) and find the output spectrum Y [k].
x(t)
2
Output H(f)
G[k] 1 Y [k]
t 1
4 2 2 4 g(t) f y(t)
1 Input 1 1
2
Figure E8.9C(1) The system for Example 8.9(c)
The output
of the nonlinear system is unity whenever the input exceeds or equals unity. Now, since
x(t) = 2 cos(0.5t) = 1 at t = 0.5, the output g(t) describes a rectangular pulse train, as shown in
Figure E8.9C(2).
g(t) Y [k]
1
t
4 0.5 0.5 4
f
1 0.5 0.5 1
Figure E8.9C(2) The output g(t) of the system for Example 8.9(c)
The Fourier series coecients of g(t) are G[k] = sinc(k/4). Since f0 = 1/T = 0.25 Hz, the spectrum
Y [k] of the ideal filter contains harmonics only up to |k| = 4 (or 1 Hz) as shown.
224 Chapter 8 Fourier Series
8.8 Application-Oriented Examples
Applications of the Fourier series typically depend on a frequency-domain description of periodic signals and
steady-state system analysis. We now describe several such applications.
8.8.1 DC Power Supplies
Conceptually a dc power supply involves feeding a periodic signal to a (full-wave or half-wave) rectifier and
lowpass filter. The rectifier ensures that its output contains a nonzero dc component (even if its input may
not). Ideally, the filter should pass only this dc component in the rectified signal. In practice, the dc output
is contaminated by a small amount of ripple due to the presence of harmonics. The ripple is defined as the
ratio of the magnitude of the largest nonzero harmonic output to the dc output. Since harmonic magnitudes
often decay with frequency, the largest harmonic is typically the first nonzero harmonic. The design of the
lowpass filter is based on how much ripple is allowed.
EXAMPLE 8.10 (Design of a DC Power Supply)
We design a dc power supply with a ripple R of less than 1%, using the input A sin(0 t) to a half-wave
1
rectifier, followed by an RC lowpass filter with H() = , as shown in Figure E8.10.
1 + j
Input Output of half-wave rectifier Output of RC filter
A +
+ R
Half-wave A
t
T rectifier C
t t
T
Figure E8.10 The dc power supply for Example 8.10
The Fourier series coecients of the rectifier output are
A 2A
c0 = c1 = 0.5A ck = (k even)
(1 k2 )
The largest harmonic is c1 at the fundamental frequency 0 . The magnitude of the filter output (the capacitor
voltage) due to the component at 0 equals
# # # #
# c1 # # c1 #
|V1 | = |c1 H(0 )| = ## ## # , 0 1
1 + j0 # # 0 #
The dc output is simply V0 = c0 . For R < 1%, we require |V0 /V1 | > 100 and thus
# # # #
# c0 0 # # 100c1 # 25
# # > 100 or # #
# c1 # > # c0 0 # = f0
The time constant can now be used to select values for R and C (if f0 is specified).
8.8.2 Harmonic Distortion
Ideally, an amplifier with a gain A should amplify a pure cosine wave cos(0 t) to A cos(0 t). When the
output is contaminated by spurious harmonics during amplification, there is harmonic distortion. This
8.8 Application-Oriented Examples 225
Distortion (%) and signal loss (%)
(a) Symmetrically clipped sine wave (b) HD3, THD (light), and loss L vs.
25
1
20
Amplitude
0.5 L
15
0 10
0.5
5 HD3
1
0
0 0.5T T 0 10 20 30 40 50
Time t Clipping angle [degrees]
Figure 8.11 Symmetric clipping of a sine wave leads to harmonic distortion
can happen, for example, if the amplifier reaches saturation and clips the input sinusoid to levels below its
peak value, as shown in Figure 8.11(a).
The clipping angle serves as a measure of the distortion. The larger its value, the more severe is the
distortion. The Fourier series of the clipped signal contains harmonics other than the desired fundamental,
and the magnitude of the fundamental is reduced from the ideal case. This reduction results in what is often
called signal loss. It is the dierence between the gain A of an ideal amplifier and the (amplified) level of
the fundamental component c1 at the output, expressed as a ratio
# #
# A c1 A #
L = ## # = |1 c1 |
# (8.40)
A
Total harmonic distortion (THD) is a measure of the power contained in the unwanted harmonics as
compared to the desired output. It is defined as the square root of the ratio of the power Pu in the unwanted
harmonics and the power P1 in the desired component (the fundamental). Since the unwanted power Pu is
simply the dierence between the total ac power PAC and the power P1 in the fundamental, we have
+ ,1/2 + ,1/2
Pu PAC P1 )
THD = = (total harmonic distortion) (8.41)
P1 P1
Note that Pu describes only the power in the harmonics and excludes the dc component (even if present).
The square root operation is used because it has been customary to deal with rms values instead of power.
We can also find the distortion HDk due only to the kth harmonic as
+ ,1/2 # #
Pk # ck #
HDk = = ## ## (kth harmonic distortion) (8.42)
P1 c1
EXAMPLE 8.11 (Harmonic Distortion)
(a) The input to an amplifier is x(t) = cos(10t). The gain of the amplifier is 10. Its response is y(t) =
8 cos(10t) 0.08 cos(30t) + 0.06 cos(50t). What is the harmonic distortion and signal loss?
The third harmonic distortion (HD3 ) equals | cc13 | = 0.08
8 = 1%.
0 1 2
21/2
+(0.08)2
The total harmonic distortion (THD) equals PPU1 = (0.06) 64 = 1.25%.
The signal loss L equals | 108
10 | = 20%.
226 Chapter 8 Fourier Series
(b) The Fourier series coecients of the symmetrically clipped sine of Figure 8.11 can be found to be
$ %
1 2 sin(k + 1) sin(k 1)
c1 = [sin 2 + 2] ck = (k odd)
k k+1 k1
What is the harmonic distortion and signal loss?
No second harmonic distortion occurs, since all even harmonics are absent.
The third harmonic distortion HD3 and the signal loss L are given by
# # #1 #
# c3 # # 6 sin 4 13 sin 2 # 2 sin 2
#
HD3 = # # = ## # # L = |1 c1 | =
c1 sin 2 + 2 #
With = 8 , for example, we obtain HD3 2.25% and L 2.49%.
Figure 8.11(b) shows how HD3 and L vary nonlinearly with the clipping angle .
8.9 The Dirichlet Kernel and the Gibbs Eect
Reconstruction of a periodic signal by adding a finite number of harmonics is often called a partial sum.
Truncation to N harmonics is equivalent to multiplying the Fourier series coecients X[k] pointwise by
a rectangular spectral window or frequency-domain window WD [k] = rect(k/2N ), which equals 1 for
N k N and is zero elsewhere. The weighted coecients XN [k] then equal
. k /
XN [k] = X[k]WD [k] = X[k]rect 2N (8.43)
The signal wD (t) corresponding to WD [k] is called the Dirichlet kernel. It represents the sum of harmonics
of unit magnitude at multiples of f0 , and can be written as the summation
N
!
wD (t) = ej2kf0 t (8.44)
k=N
From tables (at the end of this book), the closed form for wD (t) is
sin[(N + 12 )f0 t] sinc[(2N + 1)f0 t] M sinc(M f0 t)
wD (t) = = (2N + 1) = (8.45)
sin(f0 t) sinc(f0 t) sinc(f0 t)
where M = 2N + 1. This kernel is periodic with period T = 1/f0 and has some very interesting properties,
as Figure 8.12 illustrates. Over one period,
1. Its area equals T , it attains a maximum peak value of M at t = 0, and its value at t = 0.5T is 1.
2. It shows N maxima, a positive mainlobe of width 2T /M , and decaying positive and negative sidelobes
of width T /M , with 2N zeros at kT /M, k = 1, 2, . . . , 2N .
3. The ratio R of the mainlobe height and the peak sidelobe magnitude stays nearly constant (between 4
and 4.7) for finite M , and R 1.5 4.71 (or 13.5 dB) for very large M .
4. Increasing M increases the mainlobe height and compresses the sidelobes. As M , wD (t) ap-
proaches an impulse with strength T .
8.9 The Dirichlet Kernel and the Gibbs Eect 227
(a) Dirichlet kernel T=1 N=3 (b) Dirichlet kernel T=1 N=5 (c) Dirichlet kernel T=1 N=10
7 11 21
Amplitude
Amplitude
Amplitude
1 1
1
0.5 0 0.5 0.5 0 0.5 0.5 0 0.5
Time t [seconds] Time t [seconds] Time t [seconds]
Figure 8.12 The Dirichlet kernel
Since XN [k] = X[k]WD [k], the reconstructed signal xN (t) equals the periodic convolution wD (t)
xp (t):
"
1
xN (t) = wD (t) xp (t) = wD ( )xp (t ) d (8.46)
T T
If xp (t) contains discontinuities, xN (t) exhibits an overshoot and oscillations near each discontinuity, as
shown in Figure 8.13.
(a) Dirichlet kernel N=10 (b) Square wave T=1 (c) Their periodic convolution
21
1 1
Amplitude
Amplitude
Amplitude
0
0 0
6
0.5 0 0.5 0 0.5 1 0 0.5 1
Time t [seconds] Time t [seconds] Time t [seconds]
Figure 8.13 The Dirichlet kernel leads to overshoot when reconstructing signals with jumps
With increasing N , the mainlobe and sidelobes become taller and narrower, and the overshoot (and
associated undershoot) near the discontinuity becomes narrower but more or less maintains its height.
It can be shown that if a periodic function xp (t) jumps by Jk at times tk , the Fourier reconstruction
xp (t), as N , yields not only the function xp (t) but also a pair of straight lines at each tk , which extend
equally above and below the discontinuity by an amount Ak , given by
$ %
1 1
Ak = si () Jk = 0.0895Jk (8.47)
2
where si(x) is the sine integral defined as
" x
sin()
si(x) = d (8.48)
0
The lines thus extend by about 9% on either side of the jump Jk , as shown in Figure 8.14. This fraction is
independent of both the nature of the periodic signal and the number of terms used, as long as N is large.
We are of course describing the Gibbs eect.
228 Chapter 8 Fourier Series
(a) Reconstruction with wD(t) N=21 (b) N=51 (c) N=
1 1 1
0.5 0.5 0.5
Amplitude
Amplitude
Amplitude
0 0 0
0.5 0.5 0.5
1 1 1
0.5 0 0.5 1 1.5 0.5 0 0.5 1 1.5 0.5 0 0.5 1 1.5
Time t [seconds] Time t [seconds] Time t [seconds]
Figure 8.14 The Gibbs eect occurs when reconstructing signals with jumps
8.9.1 Reconstruction and Partial Sums
The reconstruction of a periodic signal with discontinuities using partial sums is what leads to overshoot
and the Gibbs eect. Certain operations on the partial sum result in a reduction or elimination of overshoot
because their eect is equivalent to the use of tapered windows for smoothing the reconstructed signal. The
operations on the partial sum, which we now discuss, are summarized in Table 8.2.
Table 8.2 Smoothing by Operations on the Partial Sum
Spectral Window Convolution Kernel Reconstruction
Operation W [k] Note: M = 2N + 1 at Jumps
M sinc(M f0 ) 9% overshoot
Partial sum rect(k/2N )
sinc(f0 ) (Gibbs eect)
$ %2
Arithmetic mean sinc(N f0 t) No overshoot
tri(k/N ) N
of partial sum sinc(f0 t) Less steep slope
Integration 1.2% overshoot
sinc(k/N )
of partial sum Steeper slope
The Partial Sum
For a series represented by x = r0 + r1 + r2 + r3 + + rN + rN 1 + , the partial sum sN to N terms is
defined by
sN = r0 + r1 + r2 + r3 + + rN 1 (8.49)
8.9 The Dirichlet Kernel and the Gibbs Eect 229
8.9.2 Arithmetic Mean of Partial Sums
The sum by arithmetic means to N terms is defined as the average (arithmetic mean) of the intermediate
partial sums:
N 1
1 1 !
N =
x (s0 + s1 + + sN 1 ) = sk (8.50)
N N
k=0
This result is valid for any series, convergent or otherwise. It is particularly useful for finding the time signal
from its Fourier series even when such a series diverges.
There are two important theorems relating to such a sum. First, if the actual series converges to x, the
sum by the method of arithmetic means also converges to the same value. Second, the Fourier series of an
absolutely integrable signal x(t) is summable by arithmetic means, and the sum converges uniformly to x(t)
at every point of continuity and to the midpoint of discontinuities otherwise.
Writing out the partial sums, we have
s1 = r0 s2 = r0 + r1 s3 = r0 + r1 + r2 ... sN = r0 + r1 + r2 + + rN 1 (8.51)
The sum of these partial sums may then be written
sN = s1 + + sN = N r0 + (N 1)r1 + (N 2)r2 + + rN 1 (8.52)
The arithmetic mean of the partial sums then equals
N
! 1
1 N k
N =
x [N r0 + (N 1)r1 + (N 2)r2 + + rN 1 ] = rk (8.53)
N N
k=0
This clearly reveals a triangular weighting on the individual terms rk . For a periodic signal xp (t) with
rk = X[k]ej2kf0 t , the arithmetic mean xN (t) of the partial sums may be written, by analogy, as
N
! 1 N
!
N |k|
xN (t) = X[k]ej2kf0 t = WF [k]X[k]ej2kf0 t (8.54)
N
k=(N 1) k=N
In this result, WF [k] describes a tapered triangular window, called the Bartlett window, whose weights
decrease linearly with |k|. With WF [N ] = 0, we may write
+ ,
k |k|
WF [k] = tri =1 , N k N (8.55)
N N
The reconstructed signal xN (t) is
"
1 T /2
xN (t) = wF ( )xp (t ) d (8.56)
T T /2
where wF (t) can be shown to equal
$ %2 $ %2
1 sin[( 12 N 0 t) sinc(N f0 t)
wF (t) = =N (8.57)
N sin( 21 0 t) sinc(f0 t)
This is the so-called Fejer kernel. It has a peak value of N and describes a periodic signal corresponding
to the triangular (Bartlett) spectral window WF [k]. It is entirely positive, and, for a given N , its sidelobes
are much smaller than those of a Dirichlet kernel (of the rectangular window). These properties result in
a reconstruction that is not only smoother but also completely free of overshoot for periodic signals with
discontinuities. An example is shown in Figure 8.15.
Even though partial sums lead to a poor reconstruction with overshoot for signals with jumps, the
arithmetic means of these partial sums provide a smoother reconstruction without overshoot.
230 Chapter 8 Fourier Series
(a) Fejer kernel N=10 (b) Square wave T=1 (c) Their periodic convolution
10
1 1
Amplitude
Amplitude
Amplitude
0 0
0
0.5 0 0.5 0 0.5 1 0 0.5 1
Time t [seconds] Time t [seconds] Time t [seconds]
Figure 8.15 The Fejer kernel leads to a smooth reconstruction of signals with jumps
8.9.3 Integration of Partial Sums
The reconstruction based on integrating rather than averaging the partial sums is described by
N " t+ 2NT
N !
xN (t) = X[k]ej2kf0 t dt (8.58)
T T
t 2N k=N
Carrying out the integration, and noting that 0 T = 2, we get
N $ jk/N %
N ! j2kf0 t e ejk/N
xN (t) = X[k]e (8.59)
T j2kf0
k=N
A final simplification, using Eulers relation, yields
N
! $ % N
!
sin(k/N ) . k / j2kf0 t
xN (t) = N X[k]ej2kf0 t = X[k] sinc N e (8.60)
k
k=N k=N
The quantity WL [k] = sinc(k/N ) describes the Lanczos window, which has a sinc taper. Its kernel, wL (t),
reduces the reconstruction overshoot to less than 1.2% (as compared with 9% for the Dirichlet kernel) but
does not eliminate it (as the Fejer kernel does). The reconstruction, however, shows a much steeper slope at
the discontinuities as compared with the Fejer kernel.
8.10 The Fourier Series, Orthogonality, and Least Squares
The geometric interpretation of orthogonality for two or three dimensions is obvious. The vectors are
mutually perpendicular. The mathematical interpretation is based on the so-called dot product or inner
and Y,
product for two vectors X denoted X Y or < X
|Y >, and defined by .
N
!
X .
Y
=<X
|Y
> = x1 y1 + x2 y2 + + xN yN = xi yi = XY cos(xy ) (8.61)
i=1
Here xy is the angle subtended by the two vectors, and X and Y represent the length of the vectors X
and Y, respectively. The inner product of two vectors equals zero if the angle they subtend is 90 , whereas
the inner product of a vector with itself simply equals the square of its length.
8.10 The Fourier Series, Orthogonality, and Least Squares 231
8.10.1 The Projection Theorem
The best approximation X to a vector X is found by minimizing the square of the dierence X X 2,
which is of course related to the dierence in the length of the two vectors. A fundamental idea in least
squares estimation arises from an intuitive geometric result known as the projection theorem. In essence,
the projection theorem is a generalization of the fact that the shortest distance from a point to a line (or
plane) is the perpendicular dropped from the point to that line (or plane), as illustrated in Figure 8.16. If
the point represents the tip of a vector X in the x1 x2 Cartesian plane and the line is directed along the
x1 axis, the best estimate of X along x1 is its projection X 3 onto the x1 axis since this clearly minimizes
3
the error between X and its estimate X. Put another way, the best estimate requires the error vector to
be orthogonal to x1 . Similarly, the best two-dimensional estimate in the x1 x2 plane of a three-dimensional
is its projection X
vector X 3 onto the x1 x2 plane. This is equivalent to making the error vector orthogonal
to both x1 and x2 . This result can be generalized to higher dimensions and implies that the error vector
must be made orthogonal to every basis vector to achieve the smallest possible error.
x2
x2
X X
x1
Error
Error
x1
~
~ Projection X
Projection X x3
Figure 8.16 Illustrating the projection theorem
To extend this idea to function spaces, let x(t) be a periodic signal with period T approximated by x
(t)
in terms of the orthogonal set of basis functions k (t) = ej2kf0 t as
N
!
(t) =
x k k (t) (8.62)
k=N
In analogy with vectors, this relation suggests that the coecients k describe the projections of x(t) on
the basis functions k (t). For a least squares solution, the k must therefore be chosen such that the error
(t) is orthogonal to every basis function k (t). Since the k (t) are complex, we require
x(t) x
"
[x(t) x
(t)]k (t) dt = 0, k = 0, 1, . . . , N (8.63)
T
Substitution for x
(t) and separation of terms results in
" " " $! %
[x(t) x
(t)]k (t) dt = x(t)k (t) dt m m (t) k (t) dt = 0 (8.64)
T T T m
Due to orthogonality, the products m k , m = k, integrate to zero to give
" "
x(t)k (t) dt k k (t)k (t) dt = 0 (8.65)
T T
232 Chapter 8 Fourier Series
The second integral equals T and represents the energy Ek in k (t), and we have
" "
1 1
k = x(t)k (t) dt = x(t)ej2kf0 t dt (8.66)
T T T T
The k correspond exactly to the Fourier series coecients X[k] and yield a least squares estimate for x(t).
Of course, the least squares method may also be implemented at a brute force level if we minimize the mean
squared error by setting its derivative (with respect to k ) to zero. This approach yields the same results.
REVIEW PANEL 8.20
The Fourier Series Is the Best Least Squares Fit to a Periodic Signal x(t)
It describes x(t) as a sum of sinusoids at its fundamental frequency f0 = 1/T and multiples kf0 whose
weights (magnitude and phase) are selected to minimize the mean square error.
8.11 Existence, Convergence, and Uniqueness
To formalize the notion of existence, convergence, and uniqueness of the Fourier series, we must address and
answer several questions. Under what conditions will the Fourier series for a periodic signal x(t) exist? If it
does, will the series converge? If it does converge, will it converge for every t? If it does converge for every
t, will it converge to x(t) for every t? These questions deal with the existence, convergence, and uniqueness
of Fourier series.
8.11.1 Existence
The idea of existence may be justified by defining the coecients of the series by the proposed Fourier
relations and then showing that the series with these coecients does indeed represent x(t). We start from
the opposite end and assume the coecients can be found using the prescribed relations. Otherwise, the
existence of Fourier series is very dicult to prove in a formal, rigorous sense. This approach requires that
the Fourier series coecients |X[k]| be finite. Thus,
"
|X[k]| |x(t)||ej2kf0 t | dt < (8.67)
T
# #
Since #ej2kf0 t # = 1, we have
"
|x(t)| dt < (8.68)
T
Thus, x(t) must be absolutely integrable over one period. A consequence of absolute integrability is the
Riemann-Lebesgue theorem, which states that the coecients X[k] approach zero as k :
"
lim x(t)ej2kf0 t dt = 0 (8.69)
k T
8.11.2 Convergence
This result also leads us toward the idea of convergence of the series with the chosen coecients. Convergence
to the actual function x(t) for every value of t is known as uniform convergence. This requirement is
satisfied for every continuous function x(t) since we are trying to represent a function in terms of sines and
cosines, which are themselves continuous. We face problems when reconstructing functions with jumps. If
8.11 Existence, Convergence, and Uniqueness 233
we require convergence to the midpoint of the jump at the discontinuity, we sidetrack such problems. In
fact, this is exactly the condition that obtains for functions with jump discontinuities.
Even though our requirement calls for x(t) to be absolutely integrable over one period, it includes square
integrable (energy) signals for which "
|x(t)|2 dt < (8.70)
T
Obviously, every continuous or piecewise continuous signal, over one period, is square integrable. For such a
signal, it turns out that the Fourier series also converges to x(t) in the mean (or in the mean squared sense)
in that, as more terms are added to the series xN (t) truncated to N terms, the mean squared error decreases
and approaches zero as N :
"
|x(t) xN (t)|2 dt 0 as N (8.71)
T
A consequence of this result is that if xN (t) converges in the mean to x(t), it cannot converge to any other
function. In other words, x(t) is uniquely represented by xN (t), N , even though it may not converge
pointwise to x(t) at every value of t.
8.11.3 Uniqueness
Uniqueness means that if two periodic signals x(t) and y(t) possess the same Fourier series, then they are
equal. Here equality implies that the two functions could be dierent at a finite set of points (such as points
of discontinuity) over one period. For signals that are square integrable over one period, convergence in the
mean implies uniqueness. An important result in this regard is the converse of Parsevals relation, known as
the Riesz-Fischer theorem, which, loosely stated, tells us that a series with finite total power (P < )
given in terms of the summation
!
P = |X[k]|2 < (8.72)
k=
must represent the Fourier series of a square integrable function.
8.11.4 The Dirichlet Conditions
The Dirichlet conditions describe sucient conditions for the existence of Fourier series. A periodic
function x(t) will possess a unique Fourier series if, over one period,
1. x(t) is absolutely integrable.
2. x(t) has a finite number of maxima and minima and a finite number of finite discontinuities.
If these conditions are satisfied, the Fourier series will converge to x(t) pointwise for every value of t where
x(t) is continuous and piecewise dierentiable (uniform convergence) or to the midpoint of the discontinuity
at each jump discontinuity otherwise (nonuniform convergence). If, in addition, x(t) is square integrable over
one period, the series will converge to x(t) in a mean squared sense. The mean squared error will approach
zero as the number of terms in the series approaches infinity.
We stress that the Dirichlet conditions are sucient conditions that guarantee a Fourier series if satisfied.
They do not preclude the existence of Fourier series for signals that violate some or all of these conditions,
however. The periodic impulse train is such an example. Other classical examples of functions violating the
Dirichlet conditions include
x(t) = sin(2/t), 0 < t 1, and x(t) = cos[tan(t)], 0 < t 1, each of which possesses an infinite
number of maxima and minima.
234 Chapter 8 Fourier Series
x(t) = tan(t), 0 t < /2, with an infinite discontinuity per period.
Dirichlets own example, x(t) = 1 (for rational t) or 0 (for irrational t) over (, ), which has an
infinite number of finite discontinuities due to the infinite number of rational and irrational values t
can attain over any finite interval.
Such functions, however, are mostly of theoretical interest. More stringent formulations of sucient
conditions are based on how the operation of integration is interpreted. These involve concepts beyond the
scope of this text, such as the theory of infinite sets, and lead to sucient conditions that are no more useful
in practice than the Dirichlet conditions themselves.
REVIEW PANEL 8.21
The Dirichlet Existence Conditions Are Satisfied by Most Periodic Signals
Dirichlet conditions: Over one period, a periodic signal x(t) must be absolutely integrable and contain
a finite number of maxima/minima and a finite number of finite discontinuities.
Since its inception, the theory of Fourier series has been an area of intense mathematical activity and
research and has resulted in many advances, most of little concern from a practical standpoint and most
well beyond our scope. But the convergence problem remains unsolved. No set of necessary and sucient
conditions has yet been formulated.
8.12 A Historical Perspective
Jean Baptiste Joseph Fourier is dead. The man whose name adorns the two most celebrated techniques in
spectral analysis was, in the words of his contemporary, Jacobi, a man who believed that the principal aim
of mathematics was public utility and the explanation of natural phenomena. Lest this description pass
as an unqualified tribute to Fourier, Jacobi went on to add that Fourier did not perceive the end of science
as the honor of the human mind. What did he mean by that?
8.12.1 Prologue
To read between Jacobis lines, we must realize that Fourier was more an engineer or physicist than a
mathematician. If we bear in mind the two key ingredients of the Fourier series, harmonically related
sinusoids and the independence of coecients, we find that in this specific context, three facts emerge:
1. Fouriers own memoirs indicate quite a lack of mathematical rigor in the manner in which he obtained
his results concerning Fourier series.
2. Fourier certainly made no claim to originality in obtaining the formulas for calculating the coecients,
and such formulas were, in fact, described by others years earlier.
3. Fourier was not the first to propose the use of harmonically related sinusoids to represent functions.
This, too, was suggested well before his time.
What, then, is Fouriers claim to fame in the context of the series named after him? To be honest, his
single contribution was to unify these ideas, look beyond the subtle details, and proclaim that any arbitrary
function could be expressed as an infinite sum of harmonically related sinusoids. That Fourier realized
the enormity of his hypothesis is evident from the fact that he spent his last years basking in the glory of
his achievements, in the company of many a sycophant. But it is due more to the achievements of other
celebrated mathematicians, both contemporaries and successors, who sought to instill mathematical rigor
by filling in and clarifying the details of his grand vision and, in so doing, invented concepts that now form
the very fabric of modern mathematical analysis, that Fouriers name is immortalized.
8.12 A Historical Perspective 235
8.12.2 The Eighteenth Century
Our historical journey into the development of Fourier series begins in the eighteenth century, a time of little
rivalry and even lesser distinction between mathematicians and physicists. The concept of a function was a
mathematical expression, a single mathematical formula that described its extent. A triangular waveform
would not have been regarded as one function but two, and an arbitrary graph might not be represented
by a function at all. The mid-eighteenth century saw the study of vibrating strings, which is subject to
a partial dierential equation, occupy the minds of three famous personalities of the day. The solution in
functional form, assuming the initial string shape to be described by a single expression, was first proposed by
dAlembert in 1748 and extended a year later by Euler, arguably the most prolific mathematician in history,
to include arbitrary shapes having dierent analytical expressions over dierent parts. It was Bernoulli
who, in 1753, first suggested a trigonometric sine series as a general solution for string motion when it
starts from rest. To put the problem in mathematical perspective, the one-dimensional dierential equation
governing the string motion y may be written as 2 f /t2 = c2 2 f /x2 . The solution dAlembert and Euler
proposed was f = (x + ct) + (x ct) and involves traveling waves. Bernoullis solution was of the form
f = K1 sin x cos ct + K2 sin 2x cos 2ct + , when the string starts from rest. This solution, being the most
general, he said, must include the solutions of Euler and dAlembert. Euler objected on the grounds that
such a series could represent an arbitrary function of a single variable in terms of such a series of sines only
if the function were both odd and periodic.
In 1767, Lagrange, then only 23 years of age but respected by both Euler and dAlembert, obtained
a solution tantalizingly close to the form with which we are now familiar, if only to transform it into the
functional form of Euler. His only objective at the time was to defend Eulers claim against the critics. The
solution that Lagrange transformed to fit the form given by Euler involved a time dependence that, when
set to zero, would have led to a series of sines describing the string displacement, with coecients given by
the integral form for bk as we now recognize it. Had Lagrange taken this one step more, the fame and glory
would have been all his.
Clairaut in 1757, and Euler two decades later (on returning to the problem of vibrating strings in 1777),
proposed evaluation of the coecients of trigonometric series whose existence was already demonstrated by
other means, more or less in the form we know them now. But they were still skeptical and believed that
such results could be applied only to functions as then understood (a single analytical expression).
8.12.3 The Nineteenth Century
The advent of the nineteenth century saw the emergence of a new and sometimes bitter rivalry between the
proponents of mathematics and physics as the two fields became more well defined and the gulf between
them widened. This was the time when Fourier burst on the scene. It was during the course of his studies
in heat conduction, his first and lasting love (he even felt a sheer physical need for heat, always dressing
heavily and living in excessively warm quarters), that he took the decisive step of suggesting a trigonometric
series representation for an entirely arbitrary function, whether or not such a function could be described
by mathematical expressions over its entire extent. He also realized that, given a function over a prescribed
range, its value outside that range is in no way determined and this foreshadowed the concept of periodic
extension central to the series representation.
These ideas were contained in Fouriers first paper on the theory of heat conduction, competed in draft
form in 18041805 (while in Grenoble) and subsequently presented to the Paris Academy in 1807. The
referees encouraged Fourier to continue his study, even though his results generated as much skepticism
and controversy as interest and excitement. In a letter rebutting his critics (written probably to Lagrange),
Fourier apologized for not acknowledging previous studies by Euler and dAlembert (due to his inability to
refer to those works, he alleged). Yet, he also showed his familiarity with such studies when he claimed that
they were inadequate because they did not consider the range over which such expansions were valid while
236 Chapter 8 Fourier Series
denying their very existence for an arbitrary function. In any event, the propagation of heat was made the
subject of the grand prix de mathematiques for 1812. It is curious that there was only one other candidate
besides Fourier! Whether this topic was selected because of Fouriers goading and the implied challenge to
his critics or because of the genuine interest of the referees in seeing his work furthered remains shrouded in
mystery. Fourier submitted his prize paper late in 1811, and even though he won the prize, the judgesthe
famous trio of Laplace, Lagrange, and Legendre among themwere less than impressed with the rigor of
Fouriers methods and decided to withhold publication in the Academys memoirs.
Remember that 1812 was also a time of great turmoil in France. Napoleons escape from Elba in 1815
and the second restoration led to a restructuring of the Academy to which Fourier was finally nominated in
1816 amidst protests and elected only a year later. And the year 1822 saw his election to the powerful post
of Secretary of the Academy and with it, the publication of his treatise on heat conduction, which contained
without change, his first paper of 1807. That he had resented criticism of his work all along became evident
when, a couple of years later, he caused publication in the Academys memoirs of his prize-winning paper
of 1811, exactly as it was communicated. Amidst all the controversy, however, the importance of his ideas
did not go unrecognized (Lord Kelvin, a physicist himself, called Fouriers work a great mathematical poem)
and soon led to a spate of activity by Poisson, Cauchy, and others. Cauchy, in particular, took the first step
toward lending mathematical credibility to Fouriers work by proposing in 1823 a definition of an integral as
the limit of a sum and giving it a geometric interpretation. But it was Dirichlets decade of dedicated work
that truly patched the holes, sanctified Fouriers method with rigorous proofs, and set the stage for further
progress. He not only extended the notion of a function, giving a definition that went beyond geometric
visualization, but more important he provided seminal results on the sucient conditions for the convergence
of the series (1829) and the criterion of absolute integrability (1837), which we encountered toward the end
of this chapter.
Motivated by Dirichlet, Riemann after completing his doctorate started work on his probationary essay
on trigonometric series in 1851 in the hope of gaining an academic post at the University of Gottingen. This
essay, completed in 1853, was unfortunately published only in 1867, a year after he died. Meanwhile, his
probationary lecture on the hypotheses that lie at the foundations of geometry on June 10, 1854, shook its
very foundations and paved the way for his vision of a new dierential geometry (which was to prove crucial
to the development of the theory of relativity). But even his brief excursion into Fourier series resulted in
two major advances. First, Riemann widened the concept of the integral of a continuous function beyond
Cauchys definition as the limit of a sum to include functions that were neither continuous nor contained
a finite number of discontinuities. Second, and more important, he proved that, for bounded integrable
functions, the Fourier coecients tend to zero as the harmonic index increases without limit, suggesting that
convergence at a point depends only on the behavior of the function in the vicinity of that point.
The issues of convergence raised by Riemann in his essayand the problems of convergence in general
motivated several personalities who made major contributions, Heine and Cantor among them. Heine in
1870 established uniform convergence (first conceived in 1847) at all points except at discontinuities for
functions subject to the Dirichlet conditions. Cantors studies, on the other hand, probed the foundations
of analysis and led him in 1872 to propose the abstract theory of sets.
There were other developments in the nineteenth century, too. In 1875 du Bois-Raymond showed that if
a trigonometric series converges to an integrable function x(t), then that series must be the Fourier series for
x(t). And a few years later in 1881, Jordan introduced the concept of functions of bounded variation leading
to his own convergence conditions. Interestingly enough, Parseval, who proposed a theorem for summing
series of products in 1805 that now carries his name, was not directly involved in the study of Fourier series,
and his theorem seems to have been first used in this context nearly a century later in 1893. The continuous
form, to be encountered in the chapter on Fourier transforms and often referred to as the energy relation,
8.12 A Historical Perspective 237
was first used by Rayleigh in connection with black body radiation. Both forms were later (much later, in
the twentieth century, in fact ) generalized by Plancherel.
The Gibbs eect was apparently first observed and described by the English mathematician Wilbraham.
However, it was made more widely known by the American physicist Michelson (the famous Michelson-
Morley experiment of 1887 is dubbed as the greatest experiment in physics that ever failed because its
negative results led to a firm foundation for the theory of relativity). Michelson, who had developed a
harmonic analyzer in 1898, could not get perfect-square wave reconstruction (without overshoot) by adding
its 80 harmonics. Convinced that it was not an artifact of the device itself, he described his problem in a
letter to the scientific journal Nature. A year later in 1899, Gibbs (who is remembered more for his work
in thermodynamics leading to the phase rule and, lest we forget, for introducing the notation and to
represent the dot product and cross-product of vectors) oered an explanation of the eect that now bears
his name in a letter to the same journal. The story goes that Michelson had written to Gibbs to seek an
explanation for his observations. It is curious that the collected works of Gibbs (which include his letters
to Michelson) make no reference to such correspondence. Gibbs letter to Nature dealt with a sawtooth
waveform, did not contain any proof, and received scant attention at the time. Only in 1906 did B ocher
demonstrate how the Gibbs eect actually occurs for any waveform with jump discontinuities.
In his studies on Fourier series smoothing, Fejer was led to propose summation methods usually reserved
for divergent series. In 1904 he showed that summation by the method of arithmetic means results in a
smoothing eect at the discontinuities and the absence of the Gibbs phenomenon. This was to be the
forerunner of the concept of spectral windows that are now so commonly used in spectral analysis.
8.12.4 The Twentieth Century
As we move into the twentieth century, we cross another frontier in the development of Fourier methods, led
this time by Lebesgue. Following in the footsteps of Borel, who in 1898 formulated the concept of measure of
a set, Lebesgue in 1902 went on to reformulate the notion of the integral on this basis and in 1903 extended
Riemanns theorem to include unbounded functions, provided integration was understood in the Lebesgue
sense. In 1905 he presented a new sucient condition for convergence that included all the previously known
ones. He even settled the nagging problem of term-by-term integration of Fourier series, showing that it no
longer depends on the uniform convergence of the series.
There have been many other developments, mostly of purely mathematical interest, as a result of
Lebesgues fundamental work: the conjecture of Lusin in 1915 that the Fourier series of a square integrable
function converges except on a set of measure zero, proved finally in 1966 by Carleson; the Riesz-Fischer
theorem, proving the converse of the Parsevals theorem; and others. All these developments have finally
given Fourier series a respectability that mathematicians have craved but engineers hardly cared about.
This, then, is where our saga ends. Even though there are certainly other aspects that deserve attention,
we mention some of these only in passing. On the theoretical side are the Fourier integral (transform) itself;
Schwartzs concept of generalized functions, which we have been using so casually (in the form of impulse
functions) in this book; and Wieners exposition of generalized harmonic analysis. On the practical side, the
advent of high-speed computing in the 1950s and the development of fast algorithms for Fourier analysis,
starting with the work of Danielson and Lanczos in 1942 and of Cooley and Tukey in 1965, has led to a
proliferation of Fourier-based methods in almost every conceivable discipline. The end is nowhere in sight.
8.12.5 Epilogue
In the words of Fourier, The profound study of nature is the most fertile source of mathematical discoveries.
Be that as it may, it surely would have been dicult, even for Fourier himself, to predict the household
recognition of his name within the scientific world that would follow from his own study of a tiny aspect of
that nature. Tiny or not, let us also remember that every time we describe a definite integral by the notation
4b
a
, we are using yet another one of his gifts. What else is there to say but viva Fourier!
238 Chapter 8 Fourier Series
CHAPTER 8 PROBLEMS
DRILL AND REINFORCEMENT
8.1 (Fourier Series Concepts) Express each of the following periodic signals by its Fourier series in all
three forms, identify the time period and the harmonics present, compute the signal power and the
rms value, and, for parts (a) and (b), sketch the one-sided and two-sided spectra.
(a) x(t) = 4 + 2 sin(4t + 4 ) + 3 sin(16t) + 4 cos(16t)
! 4
(b) x(t) = k sin( 2 )e
6 k jk/3 jk6t
e
k=4
k=0
(c) x(t) = 2 4 cos(8t + 0.25) + 10 sin(12t 3 )
(d) x(t) = [cos(t) + 2 cos(2t)]2
!
8.2 (Fourier Series Concepts) Consider the periodic signal x(t) = 6
k sin2 ( k
2 )cos(1600kt).
k=1
(a) Identify the fundamental frequency f0 and time period T .
(b) Identify the Fourier series coecients ak , bk , ck , k , and X[k].
(c) Identify any symmetry (true and hidden) present in x(t).
!
8.3 (Fourier Series Concepts) Consider the periodic signal x(t) = 6
k sin( k
2 )sin(100kt + k 3 ).
k=1
(a) Identify the fundamental frequency f0 and time period T .
(b) Identify the Fourier series coecients ak , bk , ck , k and X[k].
(c) Identify any symmetry (true and hidden) present in x(t).
8.4 (Fourier Series Coecients) Sketch a few periods of each of the following periodic signals described
over one period, and find the indicated Fourier series coecient.
(a) X[k] for x(t) = et , 0 t 1, with T = 1
(b) ak for x(t) = rect(t 0.5), with T = 2
(c) bk for x(t) = (1 + t), 0 t 1, with T = 1
8.5 (Symmetry) The magnitude and phase spectra of two periodic signals are shown in Figure P8.5.
(a) Identify the harmonics present in the Fourier series of each signal.
(b) Identify the symmetry (hidden or otherwise) in each periodic signal (if any).
(c) Write out the Fourier series of each signal in polar form.
(d) Find the signal power and the rms value of each signal.
For signal 1 For signal 2
Magnitude Phase (degrees) Magnitude Phase (degrees)
4 90 90 4 4 180 180
2 2 2 2
2 1 210 f (Hz) 20 40 f (Hz)
1 f (Hz) f (Hz)
90 150 40 20
90 150 210 90 40 20 10 10 20 40
180 180
Figure P8.5 The spectra for Problem 8.5
Chapter 8 Problems 239
8.6 (Symmetry) A periodic signal x(t) is described by x(t) = t, 0 t 1, over a portion of its time
period T . Sketch this periodic signal over 2T t 2T and indicate what symmetry it possesses
about t = T2 and t = T4 for the following cases.
(a) x(t) possesses only even symmetry, and T = 2.
(b) x(t) possesses only odd symmetry, and T = 2.
(c) x(t) possesses even and half-wave symmetry, and T = 4.
(d) x(t) possesses odd and half-wave symmetry, and T = 4.
8.7 (Fourier Series) For each periodic signal shown in Figure P8.7,
(a) Compute the Fourier series coecients ak , bk , and X[k] and, where appropriate, simplify for
odd k and even k. Evaluate special or indeterminate cases separately, if necessary.
(b) Compute the signal power in the fundamental component.
(c) Compute the signal power up to the fourth harmonic.
(d) Compute the total signal power.
(e) Identify the convergence rate.
x(t) Signal 1 x(t) Signal 2 x(t) Signal 3
4
4 4
1 sine 3 4 t
t 1 5 t
1 1 4 8 4 1 3 4 6
x(t) Signal 4 x(t) Signal 5 x(t) Signal 6
4
4 4
3 t 0.5 4 t cosine t
1 2 4 0.5
4 4 1 1 3 4
Figure P8.7 The periodic signals for Problem 8.7
8.8 (Properties) The magnitude and phase spectra of a periodic signal x(t) are shown in Figure P8.8.
(a) Write out the Fourier series in polar form and simplify where appropriate.
(b) Sketch the magnitude and phase spectra of f (t) = x(2t).
(c) Sketch the magnitude and phase spectra of g(t) = x(t 16 ).
(d) Sketch the magnitude and phase spectra of h(t) = x (t).
Phase (degrees)
Magnitude 90
60
2 30
3 1 f (Hz)
f (Hz) 30 1 3
3 1 1 3 60
90
Figure P8.8 The spectra for Problem 8.8
8.9 (Properties) Let X[k] be the exponential Fourier series coecients of a periodic signal x(t). Find
the Fourier series coecients of the following:
(a) f (t) = x(2t) (b) g(t) = x(t) (c) h(t) = x(2t) (d) y(t) = 2 + x(2t)
8.10 (Derivative Method) Sketch each periodic signal x(t) described over one period (with T = 1) and
find its exponential Fourier series coecients X[k], using the derivative method.
(a) x(t) = rect(2t) (b) x(t) = et rect(t 0.5) (c) x(t) = t rect(t) (d) x(t) = tri(2t)
240 Chapter 8 Fourier Series
8.11 (Convergence and the Gibbs Eect) Consider a periodic signal with time period T = 2 whose
one period is described by x(t) = tri(2t). Answer the following without computing its Fourier series
coecients.
(a) What is the convergence rate? Will its Fourier series reconstruction show the Gibbs eect? If
so, what is the peak overshoot at each discontinuity?
(b) What value will its Fourier series converge to at t = 0, t = 0.25, t = 0.5, and t = 1?
8.12 (Convergence and the Gibbs Eect) Consider a periodic signal with time period T = 2 whose
one period is described by x(t) = 6 rect(t 0.5). Answer the following without computing its Fourier
series coecients.
(a) What is the convergence rate? Will its Fourier series reconstruction show the Gibbs eect? If
so, what is the peak overshoot at each discontinuity?
(b) What value will its Fourier series converge to at t = 0, t = 0.5, t = 1, and t = 1.5?
8.13 (Convergence and the Gibbs Eect) Consider a periodic signal with time period T = 2 whose
one period is described by x(t) = 6 rect(t)sgn(t). Answer the following without computing its Fourier
series coecients.
(a) What is the convergence rate? Will its Fourier series reconstruction show the Gibbs eect? If
so, what is the peak overshoot at each discontinuity?
(b) What value will its Fourier series converge to at t = 0, t = 0.5, t = 1, and t = 1.5?
8.14 (Convergence and the Gibbs Eect) Consider a periodic signal with time period T = 2 whose one
period is described by x(t) = 4et rect(t 0.5). Answer the following without computing its Fourier
series coecients.
(a) What is the convergence rate? Will its Fourier series reconstruction show the Gibbs eect? If
so, what is the peak overshoot at each discontinuity?
(b) What value will its Fourier series converge to at t = 0, t = 0.5, t = 1, and t = 1.5?
4
!
8.15 (Modulation) A periodic signal x(t) is described by x(t) = 2 + 6
k sin2 ( k
2 )cos(1600kt).
k=1
(a) Sketch the two-sided spectrum of x(t).
(b) Sketch the two-sided spectrum of the modulated signal y(t) = x(t)cos(1600t).
(c) Find the signal power in x(t) and in the modulated signal y(t).
8.16 (System Analysis) The periodic signal x(t) = |sin(250t)| is applied to an ideal filter as shown:
x(t) ideal filter y(t)
Sketch the output spectrum of the filter and the time-domain output y(t) if
(a) The ideal filter blocks all frequencies past 200 Hz.
(b) The ideal filter passes only frequencies between 200 and 400 Hz.
(c) The ideal filter blocks all frequencies past 400 Hz.
!
8.17 (System Analysis) A periodic signal x(t) is described by x(t) = 2 + 6
k sin2 ( k
2 )cos(1600kt).
k=1
This signal forms the input to the following system:
x(t) ideal filter RC lowpass filter ( = 1 ms) y(t)
Sketch the output spectrum of the ideal filter and the time-domain output y(t) if
Chapter 8 Problems 241
(a) The ideal filter blocks all frequencies past 200 Hz.
(b) The ideal filter passes only frequencies between 200 Hz and 2 kHz.
(c) The ideal filter blocks all frequencies past 2 kHz.
8.18 (System Analysis) The signal x(t) = |10 sin(t)| volts is applied to each circuit shown in Figure P8.18.
Assume that R = 1 , C = 1 F, and L = 1 H. For each circuit,
(a) Find the Fourier series coecients c0 and ck for the signal x(t).
(b) Find the dc component of the output y(t).
(c) Find the fundamental component of the output y(t).
(d) Find the power in y(t) up to (and including) the second harmonic.
+ R + + R + + +
C
x(t) R y(t) x(t) y(t) x(t) R y(t)
C
Circuit 1 Circuit 2 Circuit 3
+ L + + R + + R +
x(t) R y(t) x(t) R C y(t) x(t) R L y(t)
Circuit 4 Circuit 5 Circuit 6
Figure P8.18 The circuits for Problem 8.18
8.19 (Application) The input to an amplifier is x(t) = cos(10t), and the output of the amplifier is given
by y(t) = 10 cos(10t) + 2 cos(30t) + cos(50t).
(a) Compute the third harmonic distortion.
(b) Compute the total harmonic distortion.
8.20 (Application) The signal x(t) = sin(10t) is applied to the system whose output is y(t) = x3 (t).
(a) Which harmonics are present in the output y(t)?
(b) Compute the total harmonic distortion and the third harmonic distortion (if any) in y(t).
8.21 (Application) A square wave with zero dc oset and period T is applied to an RC circuit with time
constant . The output is the capacitor voltage. Without extensive computations,
(a) Sketch the filter output if 100 T .
(b) Sketch the filter output if 0.001 T .
8.22 (Design) We wish to design a dc power supply using the following scheme:
x(t) full-wave rectifier RC lowpass filter y(t)
The input is a symmetric triangular wave with T = 0.02 s and zero dc oset. What value of , the
filter time constant, will ensure a ripple of less than 1% in the filter output y(t)? What value of C is
required if R = 1 k?
242 Chapter 8 Fourier Series
8.23 (Design) We wish to design a dc power supply using the following scheme:
x(t) half-wave rectifier RC lowpass filter y(t)
The input is a pure sine wave with T = 0.02 s. What value of , the filter time constant, will ensure a
ripple of less than 1% in the filter output y(t)? What value of C is required if R = 1 k?
REVIEW AND EXPLORATION
8.24 (Fourier Series Coecients) Consider a periodic signal x(t) described by
!
x(t) = 0 + k cos[k0 (t + t0 )]
k=1
What are the Fourier series coecients ak and bk of this signal?
8.25 (Fourier Series Coecients) If x(t) is a periodic signal whose shifted version y(t) = x(t t0 ) is
symmetric, we can first compute the Fourier series coecients of its symmetric version y(t), express
x(t) as x(t) = y(t + t0 ), and use the result of the previous problem to extract the Fourier series
coecients of x(t). Use this approach to find the Fourier series coecients of the following periodic
signals described over one period.
(a) x(t) = 1 + t, 1 t 3, with T = 4
(b) x(t) = tri[0.5(t 1)], 1 t 3, with T = 4
8.26 (Fourier Series) Sketch the periodic signal x(t) whose nonzero Fourier series coecients are
" 2
bk = 12t sin(0.5kt) dt
0
8.27 (Fourier Series) Sketch the periodic signal x(t) whose nonzero Fourier series coecients are
" 1
ak = 12t cos(0.5kt) dt (k odd)
0
8.28 (Modulation) The signal x(t) = cos(2fC t) is modulated by an even symmetric periodic square wave
s(t) with time period T and one period described by s(t) = rect(t/ ). Find and sketch the spectrum
of the modulated signal if fC = 1 MHz, T = 1 ms, and = 0.1 ms.
8.29 (Application) The signal x(t) = sin(10t) is applied to the system whose output is y(t) = |x(t)|.
(a) Sketch the output y(t). Which harmonics are present in y(t)?
(b) Compute the total harmonic distortion and the third harmonic distortion (if any) in y(t).
8.30 (Application) The signal x(t) = sin(10t) is applied to the system whose output is y(t) = sgn[x(t)].
(a) Sketch the output y(t). Which harmonics are present in y(t)?
(b) Compute the total harmonic distortion and the third harmonic distortion (if any) in y(t).
8.31 (Application) Consider two periodic signals g(t) and h(t) described by
!
!
4 8
g(t) = 2 + cos(1600kt) h(t) = sin(800kt)
k k2
k=1 k=1
Chapter 8 Problems 243
(a) Each is passed through an ideal lowpass filter that blocks frequencies past 1 kHz to obtain the
filtered signals x(t) and y(t). Sketch the two-sided spectra of x(t) and y(t).
(b) The filtered signals are multiplied to obtain the signal w(t) = x(t)y(t). Sketch the two-sided
spectra of w(t).
(c) The signal w(t) is passed through an ideal lowpass filter that blocks frequencies past 1 kHz to
obtain the filtered z(t). Sketch z(t) and its two-sided spectra.
8.32 (Fourier Series) The Fourier series coecients of a periodic signal x(t) with period T = 2 are zero
for k 3. It is also known that x(t) = x(t) and x(t) = x(t 1). The signal power in x(t) is 4. Find
an expression for x(t).
8.33 (Fourier Series) A periodic signal x(t) with period T = 0.1 s is applied to an ideal lowpass filter
that blocks all frequencies past 15 Hz. Measurements of the filter output y(t) indicate that yav = 2,
yrms = 3, and y(0) = 4. Find an expression for y(t).
8.34 (System Analysis) A rectangular pulse train with a duty ratio of 0.5 is described over one period
by x(t) = rect(t). This signal is applied to a system whose dierential equation is y (t) + y(t) = x(t).
(a) What type of symmetry (if any) is present in the input x(t)?
(b) What type of symmetry (if any) will be present in the output y(t)?
(c) Compute the dc component and second harmonic component of y(t).
(d) Will the Fourier series reconstruction of y(t) exhibit the Gibbs eect? Should it? Explain.
8.35 (Design) For a series RLC circuit excited by a voltage source, the voltage across the resistor peaks at
the resonant frequency 0 = LC1
. The sharpness of the frequency response increases with the quality
factor Q = 0 L/R. Specify the Q of an RLC circuit that is excited by a half-wave symmetric square
wave pulse train and produces a resistor voltage that is essentially a sinusoid at the 25th harmonic of
the input with a contribution of less than 5% due to any other harmonics.
8.36 (Design) A periodic square wave signal with zero dc oset and T = 1 ms is applied to an RC lowpass
filter with R = 1 k.
(a) Find C such that the output phase diers from the input phase by exactly 45 at 5 kHz.
(b) The half-power frequency is defined as the frequency at which the output power equals half the
input power. How is this related to the time constant of the RC filter? What is the half-power
frequency of the RC filter designed in part (a)?
! 4
8.37 (Convergence) The Fourier series of a periodic signal is x(t) = 2 + sin(kt).
k
k odd
(a) Will the reconstruction of x(t) exhibit the Gibbs eect?
(b) What value does the series converge to at t = 0?
(c) What value does the series converge to at t = 0.5T ?
(d) What value does the series converge to at t = 0.25T ?
8.38 (Gibbs Eect) A periodic signal with convergence rate 1/k is applied to a series RC circuit.
(a) Will the capacitor voltage exhibit the Gibbs eect? Should it? Explain.
(b) Will the resistor voltage exhibit the Gibbs eect? Should it? Explain.
244 Chapter 8 Fourier Series
8.39 (Reconstruction at a Discontinuity) If t and t+ denote instants on either side of a discontinuity
in a signal x(t), the mean square error in the Fourier series reconstruction xn (t) may be written as
d
= [xn (t) x(t )]2 + [xn (t) x(t+ )]2 . Its minimum with respect to xn (t) occurs when = 0. Show
dxn
that this results in xn (t) = 12 [x(t ) + x(t+ )] and implies that the reconstructed value converges to the
midpoint at a discontinuity.
8.40 (Closed Forms for Infinite Series) Parsevals theorem provides an interesting approach to finding
closed-form solutions to infinite series. Starting with the Fourier series coecients of each signal, use
Parsevals theorem to generate the following closed-form results.
!
1 2
(a) = , using a sawtooth periodic signal
k2 6
k=1
! 1 4
(b) = , using a triangular periodic signal
k4 96
k=1,odd
!
1 2
(c) = 0.5 + , using a full-wave rectified sine
(1 4k2 )2 16
k=1
8.41 (Spectral
4 Bounds)
4 Starting with x(n) (t) (j2f0 )n X[k] and the fundamental theorem of calculus,
| x() d| |x()| d, and noting that |ej | = 1, prove that
"
1
|X[k]| |x(n) (t)| dt
T |2f0 |n T p
This result sets the nth bound on the spectrum in terms of the absolute area under the nth derivative
of xp (t). Since the derivatives of an impulse possess zero area, the number of nonzero bounds that
can be found equals the number of times we can dierentiate before only derivatives of impulses occur.
Use this result to find all the nonzero spectral bounds (starting with n = 0) for the following periodic
signals defined over one period.
(a) x(t) = rect(t), with T = 2
(b) x(t) = tri(t), with T = 2
(c) x(t) = | sin(t)|, with T =
8.42 (Smoothing Kernels) The periodic signal (Dirichlet kernel) d(t) corresponding to D[k] = rect( 2N k
)
sinc(M f0 t)
is d(t) = M sinc(f0 t) , where M = 2N + 1. Use this result (and the convolution property) to find the
periodic signal f (t) (the Fejer kernel) corresponding to the triangular window F [k] =tri( M
k
).
8.43 (Significance of Fourier Series) To appreciate the significance of Fourier series, consider a periodic
sawtooth signal x(t) = t, 0 < t < 1, with time period T = 1 whose nonzero Fourier series coecients
are a0 = 0.5 and bk = 1
k , k > 0. Its Fourier series up to the first harmonic is x1 (t) 2 sin(2t).
1 1
(a) Find the power PT in x(t), the power P1 in x1 (t), and the power error PT P1 .
(b) Approximate x(t) by y1 (t) = A0 + B1 sin(2t) as follows. Pick two time instants over (0, 1)say
t1 = 14 and t2 = 12 and substitute into the expression for y1 (t) to obtain:
y1 (t1 ) = A0 + B1 sin(2t1 ) y1 ( 12 ) = 12 A0 + B1 sin() = A0
y1 (t2 ) = A0 + B1 sin(2t2 ) y1 ( 14 ) = A0 + B1 sin( 2 ) = A0 + B1
Chapter 8 Problems 245
(c) Solve for A0 and B1 , find the power Py in y1 (t), and find the power error PT Py . Does x1 (t)
or y1 (t) have a smaller power error?
(d) Start with t1 = 16 , t2 = 14 , and recompute A0 and B1 . Why are they dierent? Compute the
power error. Is the power error less than for part (c)? Is there a unique way to choose t1 and t2
to yield the smallest power error?
(e) If we want to extend this method to an approximation with many more harmonics and coecients,
what problems do you expect?
(f ) Argue that the Fourier series method of computing the coecients is better.
4b
8.44 (Orthogonal and Orthonormal Signals) A set of signals k satisfying a j k = 0, j = k, is said
4b
to be orthogonal over the interval (a, b). If, in addition, the energy Ek = a |k |2 = 1 in each k ,
the set is called orthonormal.
(a) Show that an even symmetric signal is always orthogonal to any odd symmetric signal over the
symmetric duration t .
(b) Let x(t) = cos(2t) and y(t) = cos(4t). Are they orthogonal over 0 t 1?
(c) Let x(t) = cos(2t) and y(t) = cos(4t). Are they orthogonal over 0 t 0.25?
4b
8.45 (Orthogonal Sets) A set of functions {k } is orthogonal only if a j k = 0, j = k, for every pair
of signals in the set. Of the following sets, which are orthogonal and which are also orthonormal?
(a) {1, t, t2 }, 1 t 1
(b) {et/2 u(t), (1 t)et/2 u(t), (1 2t + 0.5t2 )et/2 u(t)}
2 2
(c) {et /2 , tet /2 }, < t <
(d) {et , 2et 3e2t , 3et 12e2t + 10e3t }, t 0
8.46 (Generalized Fourier Series) A generalized Fourier series describes an energy signal x(t), a t b,
by a sum of orthogonal basis signals k (t), k = 0, 1, . . . over the same interval a t b as
!
x(t) = k k (t)
k=0
" b
1
(a) Show that the relation for finding k is k = x(t)k (t) dt, where Ek is the energy in k (t).
Ek a -
(b) Show that the energy in the generalized Fourier series equals |k |2 Ek .
8.47 (Generalized Fourier Series) Let x(t) = tet/2 u(t).
(a) Obtain a three-term generalized Fourier series approximation x(t) 0 0 +1 1 +2 2 in terms
of the basis functions
0 (t) = et/2 u(t) 1 (t) = (1 t)et/2 u(t) 2 (t) = (1 2t + 0.5t2 )et/2 u(t)
(b) Compute the energy error in the series representation for x(t).
8.48 (Generalized Fourier Series) Let x(t) = 12e3t u(t).
(a) Obtain a three-term generalized Fourier series approximation x(t) 0 0 +1 1 +2 2 in terms
of the basis functions
{0 (t) = et 1 (t) = 2et 3e2t 2 (t) = 3et 12e2t + 10e3t }, t 0
(b) Compute the energy error in the series representation for x(t).
246 Chapter 8 Fourier Series
COMPUTATION AND DESIGN
fssyngui A GUI for Fourier Series Synthesis
The graphical user interface fssyngui allows you to visualize a periodic signal from its exponential
Fourier series coecients X[k].
You can select the time period and the number of harmonics used.
The interface displays the reconstructed signal and its Fourier series spectrum.
To explore this routine, type fssyngui at the Matlab prompt.
fsgui A GUI for Fourier Series Reconstruction and Smoothing
The graphical user interface fsgui allows you to reconstruct a periodic signal by its harmonics
and observe how various windows result in a smoothed reconstruction.
You can select the periodic signal, its parameters (time period, duty ratio, etc.), the number of
harmonics used, and the smoothing window.
The interface displays the reconstructed signal and its Fourier series spectrum.
To explore this routine, type fsgui at the Matlab prompt.
fsrgui A GUI for System Response to Periodic Signals
The graphical user interface fsrgui allows you to visualize the response of a system to a periodic
signal.
You can select the periodic signal, its parameters (time period, duty ratio, etc.), and the system
parameters.
The interface displays the input and response up to a desired number of harmonics.
To explore this routine, type fsrgui at the Matlab prompt.
8.49 (What Did Michelson See?) As described in the historical perspective (Section 8.12), Gibbs
explanation for the eect that bears his name was prompted by a letter from Michelson who failed to
perfectly reconstruct a square wave from its 80 harmonics using his harmonic analyzer.
(a) Use Matlab to reconstruct a square wave to 80 harmonics and describe what Michelson might
have observed.
(b) The explanation oered by Gibbs was for the reconstruction of a sawtooth wave. Use Matlab
to reconstruct a sawtooth wave to 80 harmonics and describe what Gibbs might have observed.
8.50 (Numerical Approximation of Fourier Series Coecients) An approximation of x(t) to M
harmonics may be expressed as
M
!
x(t) X[k]ej2kt/T
k=M
A numerical approach to estimating X[k] is based on sampling x(t) at N uniformly spaced intervals
t = nts , 0 n N 1, where ts = T /N , to generate N equations whose solution yields the X[k].
Argue that N = 2M + 1 such equations are needed to find all the coecients X[k], M k M .
We wish to use this approach for finding the Fourier series coecients of
(a) x(t) = t, 0 t 1, with T = 1 (b) x(t) = tri(t), 1 t 1, with T = 2
How many harmonics M can we estimate using N = 5 and N = 11? Compute the X[k] with these
values of N and compare with the exact results. Repeat for N = 21. What are the eects of increasing
N on the accuracy of the results?
Chapter 8 Problems 247
8.51 (Numerical Approximation of Fourier Series Coecients) There is yet another way by which
we can approximate the Fourier series coecients of a periodic signal x(t). We sample x(t) at N
uniformly spaced intervals t = nts , 0 n N 1, where ts = T /N . Argue that the integral for
computing the coecients may be approximated by the summation
" N 1
1 T
1 !
X[k] = x(t)ej2kt/T dt x(nts )ej2kn/N
T 0 N n=0
We wish to use this approach for finding the Fourier series coecients of
(a) x(t) = t, 0 t 1, with T = 1 (b) x(t) = tri(t), 1 t 1, with T = 2
Compute the X[k], 0 k N 1, for N = 6 and N = 10 and compare with the exact results.
Comment on how the values of X[k], k > 0.5N , are related to X[N k]. Can you explain why they
are related? What are the eects of increasing N on the accuracy of X[k] for the first few harmonics?
Chapter 9
THE FOURIER TRANSFORM
9.0 Scope and Objectives
The Fourier transform (FT) provides a frequency-domain description of time-domain signals and may be
regarded as an extension of the Fourier series (FS) as applied to aperiodic signals. This chapter develops
the Fourier transform as a consequence of transforming a periodic signal to an aperiodic one by stretching
the time period without limit and provides a means of going back and forth between the Fourier series and
Fourier transform results. It describes the properties of the Fourier transform and explores the eect of
operations on the spectrum of a signal. It concludes with some applications of the Fourier transform to
signal and system analysis, including an introduction to filters.
9.1 Introduction
The approach we adopt to develop the Fourier transform serves to unite the representations for periodic
functions and their aperiodic counterparts, provided the ties that bind the two are also construed to be the
very ones that separate them and are therefore understood in their proper context.
Recall that a periodic signal xp (t) with period T and its exponential Fourier series coecients X[k] are
related by
! "
1 T /2
xp (t) = X[k]e j2kf0 t
X[k] = xp (t)ej2kf0 t dt (9.1)
T T /2
k=
If the period T of a periodic signal xp (t) is stretched without limit, the periodic signal no longer remains
periodic but becomes a single pulse x(t) corresponding to one period of xp (t). The transition from a periodic
to an aperiodic signal also represents a transition from a power signal to an energy signal.
The harmonic spacing f0 = 1/T approaches zero, and its Fourier series spectrum becomes a continuous
curve. In fact, if we replace f0 by an infinitesimally small quantity df 0, the discrete frequency kf0 may be
replaced by the continuous frequency f . The factor 1/T in the integral relation means that the coecients
X[k] approach zero and are no longer a useful indicator of the spectral content of the aperiodic signal x(t).
However, if we eliminate the dependence of X[k] on the oending factor 1/T in the integral and work with
T X[k], as follows,
" T /2
T X[k] = xp (t)ej2kf0 t dt (9.2)
T /2
the integral on the right-hand side often exists as T (even though T X[k] is in indeterminate form), and
we obtain meaningful results. Further, since kf0 f , the integral describes a function of f . As a result, we
248
9.1 Introduction 249
define T X[k] = X(f ) and obtain
"
X(f ) = lim T X[k] = x(t)ej2f t dt (9.3)
T
This relation describes the Fourier transform X(f ) of the signal x(t) and may also be written in terms of
the frequency variable as "
X() = x(t)ejt dt (the -form) (9.4)
The Fourier transform provides a frequency-domain representation of the aperiodic signal x(t).
9.1.1 The Inverse Fourier Transform
A periodic signal xp (t) can be reconstructed from its spectral coecients X[k], using
!
xp (t) = X[k]ej2kf0 t (9.5)
k=
If T , resulting in the aperiodic signal x(t), it is the quantity T X[k] that describes its spectrum X(f ),
and we must modify the above expression (multiply and divide by T ) to give
!
!
1
xp (t) = T X[k]ej2kf0 t = T X[k]ej2kf0 t f0 (9.6)
T
k= k=
As T and kf0 f , the summation tends to an integration over (, ). With f0 df 0, we
obtain "
x(t) = X(f )ej2f t df (9.7)
This is the inverse Fourier transform, which allows us to obtain x(t) from its spectrum X(f ). The inverse
transform relation may also be written in terms of the variable (by noting that d = 2 df ) to give
"
1
x(t) = X()ejt d (from the -form) (9.8)
2
Unlike the Fourier series, it does matter whether we use the f -form or -form, especially when using the
inverse transform relation! We prefer the f -form because the Fourier transform and its inverse are almost
symmetric and yield easily memorized forms for many signals. However, we shall work out some examples
in the -form and provide all properties in both forms.
The signal x(t) and its Fourier transform X(f ) or X() form a unique transform pair, and their rela-
tionship is shown symbolically using a double arrow:
x(t) X(f ) or x(t) X() (9.9)
REVIEW PANEL 9.1
The Fourier Transform and Inverse Fourier Transform
" "
Transform: X(f ) = x(t)ej2f t dt Inverse transform: x(t) = X(f )ej2f t df
250 Chapter 9 The Fourier Transform
9.1.2 Connections: Sampling and Periodic Extension
Turning things around, the continuous spectrum of an aperiodic signal x(t) sampled at the locations kf0
describes a periodic signal xp (t) with period T = 1/f0 , which arises from replications of x(t). Formally,
sampling in the frequency domain corresponds to periodic extension in the time domain. The sample spacing
f0 in the frequency domain is reciprocally related to the period T on the time domain through T = 1/f0 .
Only if x(t) is time-limited with width t0 < T does the periodic extension correspond to a simple periodic
continuation of x(t). This concept forms an important link between the two domains.
REVIEW PANEL 9.2
Relating the Fourier Transform and the Fourier Series (with T = 1/f0 )
#
Series to transform: X(f ) = T X[k]|kf0 f Transform to series: X[k] = #
T X(f ) f kf0
1
EXAMPLE 9.1 (Connections Between Fourier Series and Fourier Transforms)
(a) The coecients X[k] of a train of the rectangular pulse train shown in Figure E9.1A are
1
X[k] = At0 sinc(kf0 t0 )
T
x p(t) x(t)
A A
t t
t0/2 t0/2 T t0/2 t0/2
Figure E9.1A The rectangular pulse train for Example 9.1(a)
The Fourier transform of the single pulse x(t) that represents one period of xp (t) is then
X(f ) = T X[k]kf0 =f = At0 sinc(f t0 )
Note the equivalence of the envelope (a sinc function), the removal of T , and the change to the
continuous variable f (from kf0 ) as we go from the series to the transform.
(b) Suppose the Fourier transform of x(t) = tri(t) is X(f ) = sinc2 (f ). The Fourier series coecients of its
corresponding periodic extension xp (t) with period T are
X(kf0 ) sinc2 (kf0 )
X[k] = =
T T
The signals xp (t) for three choices of T are shown in Figure E9.1B and yield:
For x1 (t) with T = 2: A triangular wave with X1 [k] = 1
2 sinc2 ( k2 )
For x2 (t) with T = 1: A constant with X2 [k] = sinc2 (k) or X2 [0] = 1 and X2 [k] = 0, k = 0
For x3 (t) with T = 1.5: A triangular form with X3 [k] = 2
3 sinc2 ( 23 k)
9.1 Introduction 251
x(t) x 1(t) x 2(t) x 3(t)
1
t t t t
1 1 1 1 2 3 1 1 2 3 1.5 3
Signal Periodic extension T = 2 Periodic extension T = 1 Periodic extension T = 1.5
Figure E9.1B Periodic extensions of x(t) = tri(t) for Example 9.1(b)
9.1.3 Magnitude and Phase Spectra
The Fourier transform X(f ) is, in general, complex and may be represented in any of the following forms:
X(f ) = Re{X(f )} + jIm{X(f )} = |X(f )| (f ) = |X(f )|ej(f ) (9.10)
For real signals, X(f ) is conjugate symmetric with X(f ) = X (f ). This means that the magnitude
|X(f )| or Re{X(f )} displays even symmetry and the phase (f ) or Im{X(f )} displays odd symmetry. It is
customary to plot the magnitude and phase of X(f ) as two-sided functions.
REVIEW PANEL 9.3
Nonperiodic Signals Have Continuous Spectra
The spectra can be plotted against f (Hz) or (radians/s).
Real signals: Magnitude spectrum has even symmetry; phase spectrum has odd symmetry.
The phase spectrum may be restricted to values in the principal range (, ). Sometimes, it is more
convenient to unwrap the phase (by adding/subtracting multiples of 2) and plot it as a monotonic function.
The Fourier transform X(f ) of a real, even symmetric signal x(t) is always a real and even symmetric
function of f , and of the form X(f ) = A(f ). The Fourier transform X(f ) of a real, odd symmetric signal
x(t) is always imaginary and odd symmetric in f , and of the form X(f ) = jA(f ). For such signals, it is
convenient to plot just the amplitude spectrum A(f ).
REVIEW PANEL 9.4
Eect of Signal Symmetry on the Fourier Transform of Real-Valued Signals
Even symmetry in x(t): The Fourier transform X(f ) is real and even symmetric.
Odd symmetry in x(t): The Fourier transform X(f ) is imaginary and odd symmetric.
No symmetry in x(t): Re{X(f )} is even symmetric, and Im{X(f )} is odd symmetric.
REVIEW PANEL 9.5
The Amplitude Spectrum Is Useful for Real Symmetric Signals
Even symmetry in x(t): Plot Re{X(f )} (which is even symmetric) versus f . The phase is zero.
Odd symmetry in x(t): Plot Im{X(f )} (which is odd symmetric) versus f . The phase is 90 .
252 Chapter 9 The Fourier Transform
EXAMPLE 9.2 (Signals and Their Fourier Transform and Spectra)
Consider the signal x(t) = (t + 0.5) (t 0.5). Its Fourier transform is
"
X(f ) = [(t + 0.5) + (t 0.5)]ej2f t dt = ejf ejf = j2 sin(f )
We observe that x(t) has odd symmetry and X(f ) is purely imaginary. The signal x(t) and its amplitude
spectrum A(f ) = 2 sin(f ) are plotted in the Figure E9.2A(1).
x(t) Amplitude 2sin( f )
(1) 2
0.5 t f
X(f) = j 2sin( f )
0.5 1 1 2 3
(1)
Figure E9.2A(1) The signal for Example 9.2 and its amplitude spectrum
The magnitude spectrum |X(f )| and phase spectrum is sketched in Figure E9.2A(2). The sign changes in
the amplitude account for the phase jumps of . The unwrapped phase is obtained by adding or subtracting
multiples of 2 at the phase jumps to make the phase a monotonic function.
Magnitude Unwrapped phase
2
f
1 1 2 3 3/2
/2 f
Phase
2 1 1 2 3
/2 f /2
1 2
/2 3/2
Figure E9.2A(2) Magnitude and phase spectra of the signal for Example 9.2
9.2 Fourier Transform Pairs and Properties
Table 9.1 presents the Fourier transforms of some useful signals in both the f -form and -form. For energy
signals, the conversion from X(f ) to X() is straightforward (with = 2f ). However, the transform of
many power signals or signals that are not absolutely integrable (such as the constant and the sinusoid)
almost invariably includes impulses. As a result, we must also use the scaling property of impulse functions,
(f ) = (/2) = 2(), when converting X(f ) to X(). This is what leads to the ubiquitous factors of
2 in the Fourier transform of the constant and the sinusoid in the -form of Table 9.1. Finally, we remark
that the transform of signals that grow exponentially or faster does not exist. The reason for this lies in the
nature of convergence of the Fourier transform, which we discuss toward the end of this chapter.
REVIEW PANEL 9.6
Dierences Between the f -Form and -Form of the Fourier Transform
If the Fourier transform contains no impulses: H(f ) and H() are related by = 2f .
If it contains impulses: Replace (f ) by 2() (and 2f by elsewhere) to get H().
9.2 Fourier Transform Pairs and Properties 253
Table 9.1 Some Useful Fourier Transform Pairs
Entry x(t) X(f ) X()
1 (t) 1 1
$%
2 rect(t) sinc(f ) sinc
2
$%
3 tri(t) sinc2 (f ) sinc2
2
$%
4 sinc(t) rect(f ) rect
2
5 cos(2t) 0.5[(f + ) + (f )] [( + 2) + ( 2)]
6 sin(2t) j0.5[(f + ) (f )] j[( + 2) ( 2)]
1 1
7 et u(t)
+ j2f + j
1 1
8 tet u(t)
( + j2f )2 ( + j)2
2 2
9 e|t|
2 + 4 2 f 2 2 + 2
2 2 2
10 et ef e /4
1 2
11 sgn(t)
jf j
1 1
12 u(t) 0.5(f ) + () +
j2f j
+ j2f + j
13 et cos(2t)u(t)
( + j2f )2 + (2)2 ( + j)2 + (2)2
2 2
14 et sin(2t)u(t)
( + j2f )2 + (2)2 ( + j)2 + (2)2
! & ' & '
1 ! k 2 ! 2k
15 (t nT ) f
n=
T T T T
k= k=
! ! !
16 xp (t) = X[k]ej2kf0 t X[k](f kf0 ) 2X[k]( k0 )
k= k= k=
254 Chapter 9 The Fourier Transform
Table 9.2 Operational Properties of the Fourier Transform
Property x(t) X(f ) X()
Similarity X(t) x(f ) 2x()
Time Scaling x(t) 1 $f % 1 $ %
X X
|| ||
Folding x(t) X(f ) X()
Time Shift x(t ) ej2f X(f ) ej X()
Frequency Shift ej2t x(t) X(f ) X( 2)
Convolution x(t) h(t) X(f )H(f ) X()H()
1
Multiplication x(t)h(t) X(f ) H(f ) X() H()
2
Modulation x(t)cos(2t) 0.5[X(f + ) + X(f )] 0.5[X( + 2) + X( 2)]
Derivative x (t) j2f X(f ) jX()
Times-t j2tx(t) X (f ) 2X ()
" t
1 1
Integration x(t) dt X(f ) + 0.5X(0)(f ) X() + X(0)()
j2f j
Conjugation x (t) X (f ) X ()
Correlation x(t) y(t) X(f )Y (f ) X()Y ()
Autocorrelation x(t) x(t) X(f )X (f ) = |X(f )|2 X()X () = |X()|2
Fourier Transform Theorems
" " "
Central 1
x(0) = X(f ) df = X() d X(0) = x(t) dt
ordinates 2
" " "
Parsevals 1
E= x2 (t) dt = |X(f )|2 df = |X()|2 d
theorem 2
" " "
Plancherels 1
x(t)y (t) dt = X(f )Y (f ) df = X()Y () d
theorem 2
9.2 Fourier Transform Pairs and Properties 255
The Fourier transform is a linear operation and obeys superposition. Its properties are summarized in
Table 9.2 for both the f -form and -form. The conversion between the two forms is sometimes not so obvious
and may include (or omit) factors of 2. Our suggestion: Use one form consistently.
EXAMPLE 9.3 (Three Basic Fourier Transform Pairs)
(a) (The Unit Impulse) The Fourier transform of x(t) = (t) is found by the sifting property of impulses
"
X(f ) = (t)ej2f t dt = 1
The spectrum of an impulse is a constant for all frequencies.
(b) (The Decaying Exponential) The Fourier transform of x(t) = et u(t) is
" "
1
X(f ) = et ej2f t dt = e(+j2f )t dt =
0 0 + j2f
The magnitude spectrum decays monotonically with frequency.
(c) (The rect Function) The signal x(t) = rect(t) is unity over (0.5, 0.5) and zero elsewhere. We find
X(f ) by evaluating the defining integral and using Eulers relation to give
" #1/2
1/2
ej2f t ## sin(f )
X(f ) = ej2f t dt = # = = sinc(f )
1/2 j2f 1/2 f
The amplitude spectrum of a rectangular pulse has a sinc form.
REVIEW PANEL 9.7
Three Basic Fourier Transform Pairs
(t) rect(t)
1
(1) e t 1
1 sinc (f)
+ j 2 f
t t t
-0.5 0.5
9.2.1 How the Properties Arise
In this section we show how the properties arise and illustrate the computation of Fourier transforms, using
the defining relation or its properties. Many of the properties also have duals, and these are listed alongside
without proof in what follows.
The similarity theorem is a consequence of the fact that the operations embodied in both the direct
and inverse transforms involve finding the area of the product of a function and a complex exponential of
the form exp(j2f t) and leads to the following result:
If x(t) X(f ) or X() then X(t) x(f ) or 2x() (9.11)
256 Chapter 9 The Fourier Transform
The interchange of time and frequency (t f ) also includes a sign reversal to account for the sign reversal
in the exponential in the direct and inverse transforms. For even symmetric functions, we can simply use
t f . For example, the transform pair rect(t) sinc(f ) leads to sinc(t) rect(f ) = rect(f ). Similarly,
the pair (t) 1 gives 1 (f ) = (f ). The transform pair for the decaying exponential gives
1 1
et u(t) (similarity) ef u(f )
+ j2f j2t
REVIEW PANEL 9.8
The Similarity Theorem: If x(t) X(f ), then X(t) x(f )
Going from one domain to the other, use f t (use f t for even symmetric time signals).
x(t) X(f) X(t) x(-f)
f t
t f
Transform pair New transform pair by symmetry
The time-scaling property follows from a change of variable. For > 0, for example, we have
" " & '
t= 1 1 f
x(t)ej2f t
dt = x()e j2f /a
d = X (9.12)
The scaling property is its own dual in that a scaling by in one domain results in inverse scaling (by 1 )
and amplitude scaling by ||1
in the other. For example, compression of x(t) to x(t) leads to a stretching
of X(f ) by and an amplitude reduction by ||. The multiplier ||
1
ensures that the scaled signal and the
scaled spectrum possess the same energy.
The folding property follows from the scaling property with = 1:
x(t) X(f ) = X (f ) or X() = X () (9.13)
The time-shift property follows from the defining relation and the change of variable = t :
" "
x(t )ej2f t dt = x()ej2f (+) d = ej2f X(f ) (9.14)
The quantity ej2f contributes a delay of units to the time signal.
The frequency-shift property is the dual of the time-shift property:
x(t)ej2t X(f ) (9.15)
REVIEW PANEL 9.9
The Time-Shift and Frequency-Shift Properties Are Duals
x(t ) X(f )ej2f x(t)ej2t X(f )
The convolution property follows if we interchange the order of integration and use a change of
variables (t = ) in the defining integral. We obtain
" (" ) " (" )
x(t )u(t )h()d ej2f t dt = x(t )ej2f (t) dt h()ej2f d = X(f )H(f )
9.2 Fourier Transform Pairs and Properties 257
Its dual is the multiplication property:
1
x(t)h(t) X(f ) H(f ) or [X() H()] (9.16)
2
Convolution in one domain corresponds to multiplication in the other.
REVIEW PANEL 9.10
Convolution and Multiplication Are Duals
x(t) y(t) X(f )Y (f ) x(t)y(t) X(f ) Y (f )
The modulation property follows from x(t)ej2t X(f ) (frequency shift) and Eulers relation:
x(t)cos(2t) = 0.5x(t)[ej2t + ej2t ] 0.5[X(f + ) + X(f )] (9.17)
It is a special case of the frequency-domain convolution property. If a signal x(t) is modulated by cos(2t),
its spectrum X(f ) gets shifted to higher frequencies and centered at f = .
REVIEW PANEL 9.11
Modulation Spreads the Signal Spectrum to Higher Frequencies
x(t)cos(2t) 0.5[X(f + ) + X(f )]
The derivative property follows from the definition of X(f ) if we use integration by parts (assuming
that x(t) 0 as |t| ):
" # "
#
j2f t #
x (t)e
j2f t
dt = x(t)e # +j2f x(t)ej2f t dt = j2f X(f ) (9.18)
The dual of the derivative property is the times-t property, given by
j2tx(t) X (f ) (9.19)
Multiplication by the variable in one domain results in a derivative in the other.
REVIEW PANEL 9.12
The Derivative and Times-t Properties Are Duals
x (t) j2f X(f ) j2tx(t) X (f )
The integration property follows from the convolution property if we describe the running integral of
x(t) as the convolution of x(t) with u(t). With u(t) 0.5(f ) + j2f1
(we derive this pair later), we have
" t ( )
1 X(f )
x(t) dt = x(t) u(t) X(f ) 0.5(f ) + = 0.5X(0)(f ) + (9.20)
j2f j2f
*
Since X(0) equals the area (not *absolute area) of x(t), this relation holds only if x(t) dt (or X(0)) is finite.
The second term disappears if x(t) dt = X(0) = 0. If X(0) = 0, integration and dierentiation may be
regarded as inverse operations.
REVIEW PANEL 9.13
For an Energy Signal x(t), the Derivative and Integration Operations Are Inverses
" t
d x(t) Y (f )
If y(t) = j2f X(f ) = Y (f ) then y(t) dt = X(f )
dt j2f
258 Chapter 9 The Fourier Transform
EXAMPLE 9.4 (Some Transform Pairs Using Properties)
(a) For x(t) = tri(t) = rect(t) rect(t), use rect(t) sinc(f ) and convolution (see Figure E9.4A):
tri(t) = rect(t) rect(t) sinc(f )sinc(f ) = sinc2 (f )
rect(t) rect(t) tri(t)
1 1 1
=
e t
* e t = t e t
t * t t t t t
-0.5 0.5 -0.5 0.5 -1 1
Figure E9.4A The signals for Example 9.4(a and b)
(b) For x(t) = tet u(t), start with et 1
+j2f and use convolution (see Figure E9.4A):
1
tet u(t) = et u(t) et u(t)
( + j2f )2
1
We could also start with et u(t) and use the times-t property to get
+ j2f
( )
j d 1 1
tet u(t) =
2 df + j2f ( + j2f )2
(c) Applying the times-t property successively to the previous result, we obtain
n!
tn et u(t)
( + j2f )n+1
1
(d) For x(t) = e|t| = et u(t) + et u(t), start with et u(t) and use the folding property
+ j2f
and superposition:
1 1 2
e|t| + = 2
+ j2f j2f + 4 2 f 2
(e) For x(t) = sgn(t), use the limiting form for y(t) = et u(t) et u(t) as 0 to give
1 1 4jf 1
et u(t) et u(t) = 2 sgn(t)
+ j2f j2f + 4 2 f 2 jf
*t
(f ) For x(t) = u(t), start with x(t) =
y(t) dt, where y(t) = (t) 1 and Y (0) = 1:
" t
Y (f ) 1
u(t) = y(t) dt + 0.5Y (0)(f ) = + 0.5(f )
j2f j2f
We cannot extend this result to find the transform of r(t) from u(t) because U (0) = . The Fourier
transform of signals that are not absolutely integrable usually contains impulses. We could also have
obtained the transform of u(t) using u(t) = 0.5 + 0.5 sgn(t).
9.2 Fourier Transform Pairs and Properties 259
(g) For x(t) = cos(2t) = 0.5ej2t + 0.5ej2t , start with 1 (f ) and use the dual of the time-shift
property:
cos(2t) = 0.5ej2t + 0.5ej2t 0.5(f ) + 0.5(f + )
Its magnitude spectrum (see Figure E9.4H(a)) is an impulse pair at f = , with strengths of 0.5.
(h) For x(t) = cos(2t + ), start with cos(2t) 0.5(f ) + 0.5(f + ), and use the shifting
property with t t + /2 (and the product property of impulses) to get
cos(2t + ) 0.5ejf / [(f ) + (f + )] = 0.5ej (f ) + 0.5ej (f )
Its magnitude spectrum is an impulse pair at f = with strengths of 0.5. Its phase spectrum shows
a phase of at f = and at f = . The spectra are shown in Figure E9.4H(b). These resemble
the two-sided spectrum for its Fourier series coecients X[k], except that the magnitude spectrum is
now plotted as impulses.
(a) Transform of cos( 2 t) (b) Transform of cos( 2 t+ )
Magnitude Phase (rad)
(0.5) (0.5) (0.5) (0.5)
f
f f
Figure E9.4H The Fourier transforms of cos(2t) and cos(2t + )
(i) For x(t) = cos(2t)u(t), start with u(t) 0.5(f ) + and use modulation to give 1
j2f
( )
1 1
cos(2t)u(t) 0.25[(f + 2) + (f 2)] + 0.5 +
j(f + 2) j(f 2)
This can be simplified further, if desired.
9.2.2 Fourier Transform of Signals Described Graphically
For signals described graphically, the Fourier transform is best evaluated using familiar transform pairs and
operations. Depending on the signal given and the properties we use, we may end up with several dierent
(but functionally equivalent) forms. We may also use the defining relation, if necessary. Whatever else you
do, we caution you not to describe signals by step and ramp functions because their transform includes
impulses and leads to extremely cumbersome results.
EXAMPLE 9.5 (Transform of Signals Described Graphically)
Find the Fourier transforms of the functions shown in Figure E9.5, using recognizable transform pairs and
properties.
y(t) v(t) g(t) h(t)
1 1 s(t)
x(t) 2
1 1
1 1 t 1 t
1 1
t t t t
-1 1 1 1 2 1 1 2 1 1 1
Figure E9.5 The signals for Example 9.5
260 Chapter 9 The Fourier Transform
(a) The signal x(t) is a linear combination of rect and tri functions, x(t) = rect(t/2) tri(t), as shown in
Figure E9.5A.
x(t) 1
1 1
t t
= t
-1 1 -1 1 -1 1
Figure E9.5A Describing the signal for Example 9.5(a)
With rect(t) sinc(f ) and tri(t) sinc2 (f ), we have
X(f ) = 2 sinc(2f ) sinc2 (f )
(b) The signal y(t) may be regarded as the derivative of tri(t), as shown in Figure E9.5B.
y(t)
1 1
Derivative
1 t
t 1
1 1
1
Figure E9.5B. Describing the signal for Example 9.5(b).
Its transform is thus Y (f ) = j2f sinc2 (f ).
We could also describe it as y(t) = rect(t + 0.5) + rect(t 0.5) and use rect(t) sinc(f ) and the
shifting property to get
Y (f ) = sinc(f )ejf + sinc(f )ejf
This result may be simplified further, if desired.
(c) The signal v(t) may be described as v(t) = t rect(t/2), as shown in Figure E9.5C.
v(t) 1
1 1
t t
1
1
t
= 1
t
1 1
1 1 1
Figure E9.5C Describing the signal for Example 9.5(c)
j d + ,
By the times-t property, V (f ) = 2 sinc(2f )ej2f . This can be simplified, if required.
2 df
(d) The transform of the trapezoidal pulse g(t) may be found in several ways. It can be described as the
sum of three tri functions, as shown in Figure E9.5D(1).
g(t)
1
1
= 1 1
t t t t
2 1 1 2 2 1 1 1 1 2
Figure E9.5D(1) First way of describing the signal for Example 9.5(d)
9.2 Fourier Transform Pairs and Properties 261
Thus, g(t) = tri(t + 1) + tri(t) + tri(t 1). The pair tri(t) sinc2 (f ) and the shift property gives
G(f ) = sinc2 (f )ej2f + sinc2 (f ) + sinc2 (f )ej2f = sinc2 (f )[1 + 2 cos(f )]
It may also be described as g(t) = 2 tri(t/2) tri(t), as shown in Figure E9.5D(2).
g(t) 2
1
1 1
=
t t t
2 1 1 2 2 1 1 2 1 1
Figure E9.5D(2) Second way of describing the signal for Example 9.5(d)
We then get G(f ) = 2 sinc2 (2f ) sinc2 (f )
It may also be described as the convolution g(t) = rect(t) rect(t/3), as shown in Figure E9.5D(3).
We then get G(f ) = 3 sinc(f )sinc(3f ). All these forms are equivalent.
g(t)
1 1 1
t t
= t*
2 1 1 2 0.5 0.5 1.5 1.5
Figure E9.5D(3) Third way of describing the signal for Example 9.5(d)
(e) One way to find the transform of h(t) is to regard it as the sum of two signals, as shown in Fig-
ure E9.5E(1), whose transforms we have already found.
h(t)
2 1
1
= t
1
1
t
t -1 1
1
1
Figure E9.5E(1) Describing the signal for Example 9.5(e)
j d + ,
Superposition gives H(f ) = 2 sinc(2f ) sinc2 (f ) + 2 sinc(2f )ej2f
2 df
Another method is to take its derivative h (t) = 2 rect(t0.5)2(t0.5), as shown in Figure E9.5E(2).
sinc(f ) 1 jf
Since h (t) j2fH(f ), we get j2fH(f ) = 2 sinc(f )ejf 2ejf , or H(f ) = e .
jf
h(t)
2 2
Derivative
t 1 t
1
(2)
Figure E9.5E(2) Another way of describing the signal for Example 9.5(e)
We can also use the times-t property if we express the signal as h(t) = 2t rect(t 0.5).
262 Chapter 9 The Fourier Transform
(f ) The signal s(t) = cos(t)rect(t) may be regarded as the product of rect(t) and cos(t), as shown in
Figure E9.5F.
s(t)
1 1
t
= t 3 1 1 t
1 1 1 1 3
Figure E9.5F Describing the signal for Example 9.5(f)
With cos(2t) 0.5(f + ) + 0.5(f ) and rect(t) sinc(f ), the convolution property gives
S(f ) = 0.5[(f + 0.5) + (f 0.5)] sinc(f ) = 0.5 sinc(f + 0.5) + 0.5 sinc(f 0.5)
(g) Consider the tone-burst signal x(t) = cos(2f0 t)rect(t/t0 ). To find its spectrum, we use the modulation
property and the transform pair rect(t/t0 ) t0 sinc(f t0 ) to give
X(f ) = 0.5[(f + f0 ) + (f f0 )] t0 sinc(f t0 ) = 0.5t0 sinc[t0 (f + f0 )] + 0.5t0 sinc[t0 (f f0 )]
This is just the sum of two shifted sinc functions. The signal x(t) and its spectrum are shown in
Figure E9.5G for t0 = 2 s and f0 = 5 Hz.
(a) Toneburst signal x(t) (b) Its Fourier transform X(f)
1 1
Amplitude
Amplitude
0
1
0.4
1.5 1 0.5 0 0.5 1 1.5 10 5 0 5 10
Time t [seconds] Frequency f [Hz]
Figure E9.5G The tone-burst signal for Example 9.5(g) and its spectrum
9.2.3 Fourier Transform of Periodic Signals
A formal expression for the Fourier transform of a periodic signal xp (t) is based on its exponential Fourier
series representation. We invoke superposition and the transform pair ej2kf0 t (f kf0 ) to obtain
!
!
xp (t) = X[k]e j2kf0 t
X[k](f kf0 ) (9.21)
k= k=
The Fourier transform of a periodic signal is an impulse train. The impulses are located at the harmonic
frequencies kf0 , and the impulse strengths equal the Fourier series coecients X[k]. The impulse train is
not, in general, periodic since the strengths X[k] are dierent. Note that we can also relate the Fourier
transform of a periodic signal xp (t) to the Fourier transform X1 (f ) of its single period x1 (t) if we recognize
that T X[k] = X1 (kf0 ). Thus,
!
1 !
xp (t) X[k](f kf0 ) = X1 (kf0 )(f kf0 ) (9.22)
T
k= k=
9.2 Fourier Transform Pairs and Properties 263
This result demonstrates, once again, the important concept that sampling in one domain is a consequence
of periodic extension in the other.
REVIEW PANEL 9.14
The Spectrum of a Periodic Signal xp (t) Is a Train of Impulses at f = kf0 = k/T
x(t) Periodic x(t) Impulsive X(f) X(f)
f0 = 1/ T
Strengths = X[k]
t f
T f0
The strength of the impulse at f = kf0 equals the Fourier series coecient X[k].
Recall that we can also find the Fourier series coecients of a periodic signal with period T = 1/f0
directly from the Fourier transform X(f ) of its single period using X[k] = T1 X(kf0 )
REVIEW PANEL 9.15
Fourier Series Coecients from the Fourier Transform X(f ) of One Period
#
X[k] = T1 X(f )#f kf0 , with period T = 1/f0
EXAMPLE 9.6 (Fourier Transform of Periodic Signals)
-
(a) The Fourier series coecients of the impulse train x(t) = (tn) shown in Figure E9.6A are constant
with X[k] = 1. The Fourier transform of this function is
!
X(f ) = (f k)
k=
The signal x(t) and its transform X(f ) are identical in form.
x(t) X(f)
(1) (1) (1) (1) (1) (1) (1) (1) (1) (1)
t f
1 1 2 1 1 2
Figure E9.6A The impulse train for Example 9.6(a) and its spectrum
(b) The Fourier transform of one period x1 (t) of the signal x(t) shown in Figure E9.6B is given by X1 (f ) =
12 sinc(2f ). The transform X(f ) of the signal x(t) (with T = 12, and f0 = 1/12) is thus
1 ! !
X(f ) = X1 (kf0 )(f kf0 ) = sinc( k6 )(f 12 )
k
T
k= k=
Its amplitude spectrum is an impulse train that shows a sinc form.
264 Chapter 9 The Fourier Transform
X(f)
x(t) 1
6
t f
12 1 1 12
f 0 = 1/12
Figure E9.6B The rectangular pulse train for Example 9.6(b) and its spectrum
9.2.4 The Inverse Fourier Transform
Finding the inverse transform of X(f ) may be accomplished by using known transform pairs and properties
to obtain the required result. It is seldom that we need to resort to the defining relation.
EXAMPLE 9.7 (Finding Inverse Fourier Transforms)
(a) Find the inverse Fourier transform of the two spectra shown in Figure E9.7A.
Magnitude Spectra of y(t)
Phase (degrees)
X(f) 60
1 (5) (5) 30
4 2 f
(3) (3)
f f 2 4
30
1 4 2 2 4 60
Figure E9.7A The spectra for Example 9.7(a)
For X(f ), we write X(f ) = 1 rect(f 0.5). Thus, its inverse is x(t) = (t) sinc(t)ejt .
For y(t), each impulse pair in its magnitude spectrum corresponds to a sinusoid whose phase is read
from the phase plot. We thus have y(t) = 6 cos(4t 30 ) + 10 cos(8t + 60 ).
j3f
(b) Find the inverse transform of H(f ) = .
1 + jf
j2f
Rewrite this as H(f ) = 3 .
2 + j2f
1
Now, start with g(t) = e2t u(t) and the times-t property g (t) j2f G(f ), to get
2 + j2f
d 2t
h(t) = 3 [e u(t)] = 3(t) 6e2t u(t)
dt
Note that the impulse arises due to the jump in e2t u(t) at t = 0.
9.2.5 Eect of Operations on the Spectrum
A time scaling (compression) of the signal x(t) to x(t) stretches both the magnitude and phase of X(f ) by
and reduces the magnitude |X(f )| by ||. Folding a signal x(t) to x(t) causes no change in the magnitude
spectrum |X(f )|, but the phase spectrum of the folded signal shows a sign reversal. Shifting x(t) to x(t )
9.2 Fourier Transform Pairs and Properties 265
causes no change in the magnitude spectrum X(f ) but produces a linear phase change (with f ) in the phase
spectrum. In other words, the phase dierence 2f varies linearly with f . The magnitude spectrum of a
dierentiated signal increases in direct proportion to f . The phase is augmented by 90 for all frequencies.
Since dierentiation enhances sharp details and features in a time function, it follows that the sharp details
in a signal are responsible for the high-frequency content of its spectrum.
Similarly, the magnitude spectrum of an integrated signal decreases in inverse proportion to f , and the
phase is augmented by 90 for all frequencies. Since integration is a smoothing operation, the smoother a
function, the less significant the high-frequency content in its spectrum.
Modulation of x(t) by cos(2t) shifts the scaled-by-half transform 0.5X(f ) by . However, its mag-
nitude equals half the sum of the magnitudes 0.5|X(f + )| + 0.5|X(f )| only in special cases (when x(t)
is band-limited to |f | , for example).
REVIEW PANEL 9.16
The Fourier Spectrum of Time-Scaled, Shifted, or Dierentiated Signals
Time Scaling (stretching) a signal by compresses its spectrum and scales the magnitude by .
Shift of a signal by changes only its phase spectrum by adding 2f to the phase.
Dierentiating a signal scales its magnitude by 2f and adds 90 to its phase.
EXAMPLE 9.8 (Eect of Operations on the Spectrum)
The Fourier transform of a signal x(t) is X(f ) = 2 rect(0.25f ).
(a) Sketch the magnitude and phase spectra for y(t) = x(2t).
The spectrum is compressed in frequency (by 2) and the magnitude is halved (see Figure E9.8A).
Transform of x(t) Transform of x( 2 t)
X(f) 0.5X(f /2)
2
1
f f
2 2 4 4
Figure E9.8A The spectrum of x(2t) for Example 9.8(a)
(b) Sketch the magnitude and phase spectra for y(t) = x(t 2).
Only the phase spectrum changes. Since the original phase is zero, the total phase is just 4f , as
sketched in Figure E9.8B.
Transform of x(t) Transform of x(t 2)
X(f) Magnitude Phase (rad)
2 2 8
2 f
f f
2
2 2 2 2 8
Figure E9.8B The spectrum of x(t 2) for Example 9.8(b)
(c) Sketch the magnitude and phase spectra for y(t) = x (t).
The magnitude is scaled by 2f and 90 is added to the phase, as shown in Figure E9.8C. We have
plotted the magnitude and phase to ensure conjugate symmetry.
266 Chapter 9 The Fourier Transform
Transform of x (t)
Transform of x(t)
Magnitude Phase (rad)
X(f) 8
2 /2
f 2 f
f
2 2 2
2 2 /2
Figure E9.8C The spectrum of x (t) for Example 9.8(c)
(d) Sketch the magnitude and phase spectra for y(t) = tx(t).
We use the property j2tx(t) X (f ) or tx(t) 2
j
X (f ). The magnitude spectrum is dierentiated
and divided by 2. A phase of /2 is added to the already present phase (see Figure E9.8D). Since
the dierentiated spectrum contains impulses, the phase plot is discrete as shown, and we have plotted
the magnitude and phase to ensure conjugate symmetry.
Transform of tx(t)
Transform of x(t)
Magnitude Phase (rad)
X(f)
2 (1/) (1/) /2
2 f
f f
2
2 2 2 2
/2
Figure E9.8D The spectrum of tx(t) for Example 9.8(d)
(e) Sketch the spectra for y(t) = x2 (t) and h(t) = x(t) x(t).
For y(t), the spectrum is the convolution of two rectangular pulses. The phase is zero.
For h(t), the magnitude spectrum gets squared (to 4). The phase is zero (see Figure E9.8E).
Transform of x(t) * x(t)
Transform of x 2(t)
Transform of x(t) Magnitude
Magnitude 4
X(f) 16
2
f f
f
2 2 4 4
2 2
Figure E9.8E The spectra of x2 (t) and x(t) x(t) for Example 9.8(e)
(f ) Sketch the spectra for y(t) = x(t)cos(4t) and h(t) = x(t)cos(2t).
See Figure E9.8F for the spectra of y(t) and h(t).
For y(t), the spectrum is halved, centered at f = 2 Hz, and added. The phase is zero.
Comment: The spectrum is identical to the transform of x(2t). Does that mean x(2t) = x(t) cos(4t)?
Of course, it does! Try it.
For h(t), the spectrum is halved, centered at f = 1 Hz, and added. The phase is zero.
9.2 Fourier Transform Pairs and Properties 267
Transform of x(t) Transform of x(t) cos (4t) Transform of x(t) cos ( 2t)
X(f) Magnitude Magnitude
2 2
1
f f 1 f
2 2 4 4 3 1 1 3
Figure E9.8F The spectra of x(t)cos(4t) and x(t)cos(2t) for Example 9.8(f)
9.2.6 Parsevals Theorem
The Fourier transform is an energy-conserving relation, and the energy may be found from the time signal
x(t) or its spectrum |X(f )|:
" "
E= x2 (t) dt = |X(f )|2 df (9.23)
We use |X(f )| (and not X(f )) to compute the signal energy because of its complex nature. This relation,
called Parsevals theorem, or Rayleighs theorem, applies only to energy signals. It is the counterpart
of and may be derived from Parsevals relation for the power in a periodic signal xp (t):
"
!
1 T /2
P = x2p (t) dt = |X[k]|2 (9.24)
T T /2 k=
Since x(t) corresponds to one period of xp (t) as T , the energy in x(t) may be expressed as
" " T /2
!
!
E= x2 (t) dt = lim x2p (t) dt = lim T |X[k]|2 = lim |T X[k]|2 f0 (9.25)
T T /2 T T
k= k=
As T , f0 df and |T X[k]| |X(f )|, and we obtain
"
E= |X(f )|2 df (9.26)
Once again, if we use = 2f instead of f , we get
" " "
1 1
E= x2 (t) dt = |X()|2 d = |X()|2 d (the -form) (9.27)
2 0
REVIEW PANEL 9.17
Parsevals Relation: The Energy Can Be Found from x(t) or Its Spectrum |X(f )|
" "
E = x2 (t) dt = |X(f )|2 df Note: |X(f )| is the magnitude spectrum
.
268 Chapter 9 The Fourier Transform
EXAMPLE 9.9 (Parsevals Theorem)
(a) What is the signal energy of x(t) = et u(t) in the frequency band 0.5 0.5 rad/s?
"
1
The signal energy is E = x2 (t) dt = .
# 2 #
# 1 # 1
The magnitude spectrum is |X()| = ## #= .
+ j # (2 + 2 )1/2
The energy EB in the band (B , B ) is
" #
1 B 1 tan1 (/) ## B tan1 (B /)
EB = d = # =
0 2 + 2 0
1
The energy E0 in the range || 0.5 is E0 = tan1 (0.5/).
(b) Let x(t) = et u(t). What is B if the frequency band (B B ) is to contain 50% of the total
signal energy?
We require EB = 0.5E. Using the results of part (a) (with E = 2
1
),
0.25 1
EB = = tan1 (B /) or B = tan(/4) =
Thus, 50% of the total energy of x(t) = et u(t) is contained in the frequency range || .
(c) Evaluate the signal energy in x(t) = 8 sinc(4t)cos(2t).
With 8 sinc(4t) 2 rect(f /4), the modulation property gives
$f 1% $f + 1%
X(f ) = rect + rect
4 4
The magnitude spectra |X(f )| and |X(f )| are shown in Figure E9.9C.
2
Transform of 8 sinc (4t) cos ( 2t) 2
X(f)
X(f)
2 4
1 f 1 f
3 1 1 3 3 1 1 3
Figure E9.9C The spectra of x(t) = 8 sinc(4t)cos(2t) for Example 9.9(c)
By Parsevals relation, we find the energy as the area of |X(f )|2 graphically to give E = 12 J.
(d) What fraction of the total energy is contained in the central lobe of the spectrum of x(t) = rect(t)?
*
The total energy in x(t) is simply E = x2 (t) dt = 1.
Since X(f ) = sinc(f ), whose central lobe extends over |f | 1, we seek
" 1 " 1
EB = sinc2 (f ) df = 2 sinc2 (f ) df
1 0
This integral can only be evaluated numerically and yields EB = 0.9028 J. Thus, about 90% of the
energy is concentrated in the central lobe. This result is true of any rectangular pulse shape.
9.2 Fourier Transform Pairs and Properties 269
9.2.7 Other Fourier Transform Theorems
An extension of Parsevals relation, called Plancherels relation, applies to the product of two energy
signals and reads
" " "
1
x1 (t)x2 (t) dt = X1 (f )X2 (f ) df or X1 ()X2 () d (9.28)
2
REVIEW PANEL 9.18
Plancherels Relation Generalizes Parsevals Relation to Two Energy Signals
" "
x(t)y (t) dt =
X(f )Y (f ) df
The central ordinate theorems follow directly from the defining relations for x(t) and X(f ) by setting
t = 0 or f = 0.
" " "
1
X(0) = x(t) dt x(0) = X(f ) df or X() d (9.29)
2
For real signals, we need use only Re{X(f )} to find x(0). For such signals, Im{X(f )} is odd and integrates
to zero between (, ). If x(t) possesses a discontinuity at the origin, we actually obtain x(0) as the
average value at the discontinuity. The central ordinate theorems form a useful check in problem solving.
REVIEW PANEL 9.19
The Central Ordinate Theorems Are Duals
" "
X(0) = area of x(t) = x(t) dt x(0) = area of X(f ) = X(f ) df
The time-limited/band-limited theorem asserts that no signal can be both time-limited and band-
limited simultaneously. A time-limited function xL (t) may be regarded as the product of an infinite-duration
function x(t) and a rect function that restricts its view over a finite duration. The spectrum XL (f ) is just
the convolution of X(f ) and a sinc function of infinite duration and is thus also of infinite extent. Likewise,
a band-limited transform (confined to a finite frequency range |f | < fB ) corresponds to a time signal of
infinite extent. Of course, a signal may be of infinite extent in both domains.
REVIEW PANEL 9.20
The Time-Limited/Band-Limited Theorem
No signal can be simultaneously time-limited and have a band-limited spectrum.
EXAMPLE 9.10 (Fourier Transform " Theorems) "
(a) Evaluate the integrals I = sinc (f )e
2 jf /2
df and J = sinc(f )ejf df .
The integrand in I is the Fourier transform of x(t) = tri(t 0.25).
The integrand in J is the Fourier transform of y(t) = rect(t 0.5).
The signals x(t) and y(t) are sketched in Figure E9.10A.
270 Chapter 9 The Fourier Transform
x(t) = tri (t0.25) y(t) = rect (t0.5)
1 1
0.75
t t
0.75 0.25 1.25 1
Figure E9.10A The spectra for Example 9.10(a)
*
By the central ordinate
* theorem, we find I = X(f ) df = x(0) = 0.75 (from the figure).
Similarly, J = Y (f ) df = y(0) = 0.5 (from the figure). Note that y(0) equals the average of the
discontinuity in y(t) at t = 0. You can confirm this by direct (but tedious) evaluation of the integral.
(b) Refer to the system shown in Figure E9.10B. What is the value of Y (0)?
x(t)
h(t)
6
1 y(t) Y(f)
e 2 t
t t
1 2 1
Figure E9.10B The system for Example 9.10(b)
The output y(t) is the convolution of x(t) and h(t). By the central ordinate theorem, Y (0) equals the
area of y(t). The area property of convolution says that the area of y(t) equals the product of the area
of x(t) (which is 6) and the area of h(t) (which is 0.5). Thus, Y (0) = (6)(0.5) = 3.
"
(c) Evaluate I = sinc4 (f ) df .
With x(t) = tri(t) X(f ) = sinc2 (f ), Parsevals theorem suggests that the integral I corresponds to
the energy in tri(t) (a triangular pulse of width 2 and unit height) and thus I = 23 .
"
(d) Evaluate I = 12 sinc(4t)cos(2t) dt.
Let x(t) = 12 sinc(4t) and y (t) = y(t) = cos(2t).
Then X(f *) = 3 rect(f /4) and
* Y (f ) = Y (f ) = 0.5[(f 1) + (f + 1)].
Since I = x(t)y (t) dt = X(f )Y (f ) df , we use Plancherels theorem to obtain
" " 3 X(f)
I= X(f )Y (f ) =
1.5[(f 1) + (f + 1)] df = 3 (0.5) (0.5) Y(f)
f
2 1 1 2
9.3 System Analysis Using the Fourier Transform 271
"
sinc(f )ejf
(e) Evaluate I = df .
1 + j2f
1
Let X(f ) = and Y (f ) = sinc(f )ejf or Y (f ) = sinc(f )ejf .
1 + j2f
Then x(t) *= et u(t) and y(t)*= y (t) = rect(t 0.5).
Since I = X(f )Y (f ) df = x(t)y (t) dt, we use Plancherels relation to obtain
" " 1
1 y(t)
I= x(t)y (t) dt =
t
e dt = 1 e
1
= 0.6321 x(t)
0 t
1
9.2.8 Existence, Convergence, and Uniqueness
The Dirichlet conditions for Fourier series establish sucient conditions for the existence of Fourier series
and are based on one period of a periodic signal. The same conditions for existence are also valid for Fourier
transforms, provided they are now applied to the entire extent of a nonperiodic signal. These conditions
may be restated as follows: A function x(t) will possess a unique Fourier transform if
1. x(t) is absolutely integrable.
2. x(t) has a finite number of maxima and minima and a finite number of finite discontinuities.
If the Dirichlet conditions are satisfied, then, as f , the Fourier transform of x(t) will converge to
1. x(t) wherever it is continuous and piecewise dierentiable (uniform convergence) or
2. 0.5[x(t ) + x(t+ )] (the midpoint) at each jump discontinuity (nonuniform convergence).
If, in addition, x(t) is an energy signal, the transform will converge to x(t) in a mean squared sense, and the
mean squared error will approach zero as f (as we include more frequencies to reconstruct x(t)).
The Dirichlet conditions impose much more severe restrictions for the existence of Fourier transforms
because they apply to a function over its entire extent. They guarantee a Fourier transform if satisfied.
However, they are only sucient conditions and do not preclude the existence of transforms for functions if
violated. For example, the signals u(t), r(t), and cos(2f0 t) are not absolutely integrable but still possess
a Fourier transform (that almost invariably contains impulses). We can state that the Fourier transform of
absolutely integrable signals always exists, the Fourier transform of signals that are not absolutely integrable
but do not grow exponentially almost always includes impulses, and the Fourier transform of signals that
2
grow exponentially or faster (such as et or et ) does not exist.
9.3 System Analysis Using the Fourier Transform
Conceptually, the Fourier transform can be used for the analysis of relaxed LTI systems by resorting to the
fact that the convolution operation in time corresponds to multiplication in frequency.
9.3.1 The Transfer Function
The response y(t) of a relaxed system (with zero initial conditions) whose impulse response is h(t) to an
input x(t) is the convolution y(t) = x(t) h(t). In the frequency domain, this relation translates to
Y (f ) = X(f )H(f ) or Y () = X()H() (9.30)
272 Chapter 9 The Fourier Transform
The quantity H(f ) or H() defines the system transfer function. The transfer function also equals the
Fourier transform of the impulse response h(t). The input-output relations in the time domain and frequency
domain are illustrated in Figure 9.1.
Input x(t) System Output y(t) = x(t) * h(t) = h(t) * x(t)
impulse response = h(t) Output = convolution of x(t) and h(t)
Input X(f) System Output Y(f) = H(f)X(f)
transfer function = H(f) Output = product of H(f) and X(f)
Figure 9.1 System input-output relations in the time domain and frequency domain
REVIEW PANEL 9.21
The Transfer Function Is a Frequency-Domain Description of a Relaxed LTI System
The transfer function H(f ) equals the transform of the system impulse response h(t).
It is also defined as H(f ) = Y (f )/X(f ), the ratio of the transformed output and transformed input.
A relaxed LTI system is also described by a dierential equation of the form
dn y d2 y dy dm x d2 x dx
An n
+ + A2 2 + A1 + A0 y = Bm m + + B2 2 + B1 + B0 x (9.31)
dt dt dt dt dt dt
If x(t) X() and y(t) Y (), the Fourier transform and the derivative property (in the -form) gives
[(j)n An + + (j)2 A2 + (j)A1 + A0 ]Y () = [(j)m Bm + + (j)2 B2 + (j)B1 + Bm ]X() (9.32)
The transfer function H() is then given by the ratio Y ()/X() as
Y () Bm (j)m + + B2 (j)2 + B1 (j) + B0
H() = = (9.33)
X() An (j)n + + A2 (j)2 + A1 (j) + A0
For an LTI system, the transfer function is a ratio of polynomials in j (or j2f ).
9.3.2 System Representation in Various Forms
A relaxed LTI system may be described in various forms: by its dierential equation, by its impulse response,
or by its transfer function. Given one form, it is fairly easy to obtain the others using time-domain methods
and/or frequency-domain transformations. For example, given the impulse response h(t), we can find the
transfer function from its Fourier transform H(f ). If we express the transfer function as H(f ) = Y (f )/X(f ),
cross-multiplication and inverse transformation lead to the required system dierential equation.
REVIEW PANEL 9.22
Three Representations of a Relaxed LTI System
Y (f )
Dierential equation: From H(f ) = X(f ) by cross-multiplication and inverse transform (IFT)
Y (f )
Transfer function: H(f ) = X(f ) Impulse response: h(t) = IFT{H(f )}
9.3 System Analysis Using the Fourier Transform 273
EXAMPLE 9.11 (Various Ways of System Representation)
1 1 3 + 2j
(a) Let h(t) = et u(t) + e2t u(t). Then H() = + = .
1 + j 2 + j 2 + 3j + (j)2
(b) Let y (t) + 3y (t) + 2y = 2x (t) + 3x(t). Then [(j)2 + 3j + 2]Y () = (2j + 3)X().
Y () 3 + 2j
Since H() = , we obtain H() = .
X() 2 + 3j + (j)2
Y ()
(c) Let H() = . Then cross-multiplication gives [(j)2 + 3j + 2]Y () = (2j + 3)X().
X()
Its inverse transform gives y (t) + 3y (t) + 2y(t) = 2x (t) + 3x(t).
9.3.3 The Transfer Function of Electric Circuits
Given an electric circuit, we can find its transfer function in one of two ways. We can set up its dierential
equation using Kirchhos laws and transform it. A simpler method is to start with the transform of the
constitutive relations for the circuit elements themselves. This leads to the concept of generalized impedance,
as follows:
VR ()
vR (t) = RiR (t) VR () = RIR () ZR = =R
IR ()
d iL (t) VL ()
vL (t) = L VL () = jLIL () ZL = = jL
dt IL ()
d vC (t) VC () 1
iC (t) = C IC () = jCVC () ZC = =
dt IC () jC
The impedances ZR , ZC , and ZL have units of ohms. We can transform a circuit directly to the frequency
domain if we replace circuit elements by their impedances, and sources and system variables by their Fourier
transforms. Equations based on Kirchhos laws assume a simpler algebraic form and allow the computation
of the transfer function or system response.
REVIEW PANEL 9.23
Transformation of Circuit Elements to the Frequency Domain ( = 2f )
1
L henrys jL ohms ohms
R ohms R ohms C farads jC
EXAMPLE 9.12 (Transfer Function of Electric Circuits)
Find the transfer function H() of the RLC circuit shown in Figure E9.12, assuming i(t) as the output.
+ L i(t) + j L I ()
C 1
v(t) R V () jC R
Time domain Frequency domain
Figure E9.12 The circuit for Example 9.12
274 Chapter 9 The Fourier Transform
Let v(t) = (t). Then V () = 1. We transform the circuit, as shown in Figure E9.12, and find
I() 1 j
H() = = =
V () 2 + j + 3/j 3 + 2j + (j)2
9.3.4 The Transfer Function and System Analysis
The transfer function H() allows evaluation of the zero-state response of a relaxed LTI system. It is also
referred to as the frequency response of the system since a plot (or expression) of |H()| (its magnitude
or gain) and H() (its phase) versus provides an indication of its magnitude and phase spectrum in the
frequency domain. We point out that although the Fourier transform is ideally suited for signal analysis, it is
not as well suited to system analysis for several reasons. We are limited only to relaxed systems (zero initial
conditions), inputs that are not energy signals usually involve impulses, and some signals (such as growing
exponentials) cannot be handled at all. The Laplace transform (discussed in later chapters), which is an
extension of the Fourier transform, overcomes all these limitations and is the method of choice for system
analysis in the transformed domain. It would be fair to say that the Fourier transform is better suited for
signal analysis, whereas the Laplace transform is better suited for system analysis.
REVIEW PANEL 9.24
Finding the Zero-State Response of LTI Systems
Input: x(t) X(f ) Transfer function: Evaluate H(f ) from h(t) or system equation.
Zero-state output: Evaluate Y (f ) = X(f )H(f ) and find its inverse Fourier transform y(t).
EXAMPLE 9.13 (System Response Using Fourier Transforms)
4
(a) An LTI system is described by H() = .
2 + j
Find its response y(t) if the input is x(t) = 3e u(t).
2t
The response Y () is given by
& '& '
4 3 12
Y () = H()X() = Y () = =
2 + j 2 + j (2 + j)2
Inverse transformation then yields y(t) = 12te2t u(t).
4
(b) An LTI system is described by H(f ) = .
2 + j2f
Find its response y(t) if the input is x(t) = u(t).
The response Y (f ) is given by
( )( )
4 1
Y (f ) = H(f )X(f ) = + 0.5(f )
2 + j2f j2f
We separate terms, use the product property of impulses, f (x)(x) = f (0)(x), and simplify:
2 2(f ) 2
Y (f ) = + = + (f )
jf (2 + j2f ) 2 + j2f jf (2 + j2f )
9.4 Frequency Response of Filters 275
The first term has no recognizable inverse, but (using partial fractions) we can write it as
2 1 2
=
jf (2 + j2f ) jf 2 + j2f
The response Y (f ) now equals
( )
1 2 1 2
Y (f ) = + (f ) = 2 + 0.5(f )
jf 2 + j2f j2f 2 + j2f
We recognize its inverse transform as y(t) = 2u(t) 2e2t u(t).
Comment: The process is tedious due to the presence of impulses. We inverted (f ) + jf
1
to obtain
the term 2u(t). Term-by-term inversion gives y(t) = 1 + sgn(t) 2e u(t), an equivalent result.
2t
9.3.5 The Steady-State Response to Harmonic Inputs
The response of an LTI system to a harmonic input is also a harmonic at the input frequency and describes
the steady-state response. The quantity H() allows us to find this steady-state response and is also called
the steady-state transfer function. The magnitude and phase of the output depend on the system
transfer function H() at the input frequency 0 . To find the steady-state response yss (t) to the sinusoidal
input x(t) = A cos(0 t + ), we evaluate H() at the input frequency 0 as H(0 ) = K . The steady-state
output is then given by yss (t) = KA cos(0 t + + ). In eect, the transfer function magnitude K multiplies
the input magnitude A, and the transfer function phase adds to the input phase .
REVIEW PANEL 9.25
Finding the Steady-State Response of an LTI System to a Sinusoidal Input
Input: x(t) = A cos(0 t + ) Transfer function: Evaluate H() at 0 as K .
Steady-state output: yss (t) = KA cos(0 t + + )
EXAMPLE 9.14 (Steady-State Response to Harmonic Inputs)
4
Let H() = . Let the input be x(t) be x(t) = 3 sin(2t). Find the steady-state response yss (t).
2 + j2
4
We evaluate H() at the input frequency = 2 to get H() = = 1.4142 45 .
2 + j2
The steady-state output is then yss (t) = 3(1.4142) sin(2t 45 ) = 4.2426 sin(2t 45 ).
Comment: The formal alternative is to find the total response and then drop the transient terms. This
method is not only tedious but also requires the product property of impulses for simplification of results.
Stay away from this alternative if all you need is the steady-state response.
9.4 Frequency Response of Filters
The frequency response H() represents the transfer function for harmonic (and dc) inputs and is useful
primarily for stable systems whose natural (transient) response does indeed decay with time. For LTI
systems, H() is a ratio of polynomials in j and possesses conjugate symmetry with H() = H (). Its
magnitude or gain |H()| is even symmetric in , and its phase () is odd symmetric in .
276 Chapter 9 The Fourier Transform
A frequency-selective filter is a device that passes a certain range of frequencies and blocks the rest.
The range of frequencies passed defines the passband, and the range of frequencies blocked defines the
stopband. The band-edge frequencies are called the cuto frequencies. Ideally, a filter should have
perfect transmission in the passband and perfect rejection in the stopband. Perfect transmission implies a
transfer function with constant gain and linear phase over the passband. If the filter has a constant gain
|H()|, the output is an amplitude-scaled replica of the input. Similarly, if the output undergoes a linear
phase shift with frequency, the output is a time-shifted replica of the input. If the gain is not constant over
the required frequency range, we have amplitude distortion. If the phase shift is not linear with frequency,
we have phase distortion as the signal undergoes dierent delays for dierent frequencies.
The phase and group delay of a system whose transfer function is H() = |H()| () are defined as
() d ()
tp = (phase delay) tg = (group delay) (9.34)
d
If () varies linearly with frequency, tp and tg are not only constant but also equal. For LTI systems (with
rational transfer functions), the phase () is a transcendental function but the group delay is always a
rational function of 2 and is much easier to work with in many filter applications.
REVIEW PANEL 9.26
Phase Delay and Group Delay
Phase delay tp = ()
: The delay at a single frequency in cos[(t tp )] = cos(t + ).
Group delay tg = d()
d : The delay for a group of frequencies in a signal.
9.4.1 Ideal Filters
A filter transfer function with constant gain and linear phase is referred to as ideal or distortionless. The
transfer function HLP (f ) and impulse response hLP (t) of an ideal lowpass filter (LPF) with unit gain, zero
phase, and cuto frequency fC may be written as
HLP (f ) = rect(f /2fC ) hLP (t) = 2fC sinc(2fC t) (ideal LPF) (9.35)
Other filter types include highpass filters that block low frequencies (below fC , say), bandpass filters that
pass only a range of frequencies (of width 2fC centered at f0 , say), and bandstop filters that block a range
of frequencies (of width 2fC centered at f0 , say). The magnitude spectrum of these filters is shown in
Figure 9.2. The transfer function and impulse response of these filters can be generated from the lowpass
form, using properties of the Fourier transform.
Lowpass Highpass Bandpass Bandstop
f f f f
fC fC fC fC f0 f0
f0 fC f0 + fC f0 fC f0 + fC
Figure 9.2 The spectrum of ideal filters
For an ideal highpass filter (HPF), we have HHP (f ) = 1 HLP (f ). Thus,
HHP (f ) = 1 rect(f /2fC ) hHP (t) = (t) 2fC sinc(2fC t) (ideal HPF) (9.36)
9.4 Frequency Response of Filters 277
For an ideal bandpass filter (BPF), we use the modulation property to get
& ' & '
f + f0 f f0
HBP (f ) = rect + rect hBP (t) = 4fC sinc(2fC t)cos(2f0 t) (ideal BPF) (9.37)
2fC 2fC
The transfer function and impulse response of an ideal bandstop filter (BSF) follow as
& ' & '
f + f0 f f0
HBS (f ) = 1 rect + rect hBS (t) = (t) 4fC sinc(2fC t)cos(2f0 t) (9.38)
2fC 2fC
Ideal filters are unstable because their impulse response (which contains a sinc function) is not absolutely
integrable. The infinite extent of the sinc function also makes such filters noncausal and not physically
realizable. Truncating the impulse response (in an eort to make it causal and/or stable) leads to some
undesirable results. One-sided truncation leads to infinite spikes at the band edges. Two-sided truncation
produces overshoot and oscillations near band edges (Gibbs eect). Physically realizable filters cannot display
a region of constant gain, or linear phase, over their passband.
In practice, we often require the step response of lowpass filters to have a monotonic form, free of
overshoot. For a monotonic step response s(t), its derivative (the impulse response) must be entirely positive
(s (t) = h(t) > 0). An ideal lowpass filter can never have a monotonic step response because its impulse
response (a sinc function) is not entirely positive. Even though ideal filters are unrealizable, they form the
yardstick by which the design of practical filters is measured.
REVIEW PANEL 9.27
Ideal Filters Are Noncausal, Unstable, and Physically Unrealizable
1. Ideal filters possess constant gain and linear phase in the passband.
2. Their impulse response (with a sinc form) makes them noncausal and unstable.
3. The step response of ideal filters cannot be monotonic and shows overshoot and ringing.
9.4.2 An RC Lowpass Filter
Consider the RC circuit shown in Figure 9.3. If we assume that the output is the capacitor voltage, its
transfer function may be written as
Y (f ) 1/j2f C 1 1
H(f ) = = = = (9.39)
X(f ) R + (1/j2f C) 1 + j2f RC 1 + j2f
+ R
+ + R
+
1 1
x(t) C y(t) X() Y() H () =
jC 1 + jRC
Figure 9.3 An RC lowpass filter
The quantity = RC is the circuit time constant. The magnitude |H(f )| and phase (f ) of the transfer
function are sketched in Figure 9.4 and given by
1
|H(f )| = . (f ) = tan1 (2f ) (9.40)
1 + 4 2 f 2 2
278 Chapter 9 The Fourier Transform
Magnitude of H(f) Phase of H(f)
+ +
1 f
1/ 2
1F
f
1/ 2
Figure 9.4 Frequency response of the RC lowpass filter
The system is called a lowpass filter because |H(f )| decays monotonically with positive f , leading to a
reduced output amplitude at higher frequencies. At f = 2 1
, the magnitude equals 1/ 2 (or 0.707) and the
phase equals 45 . The frequency f = 2 1
is called the half-power frequency because the output power
of a sinusoid at this frequency is only half the input power. The frequency range 0 f 2 1
defines the
half-power bandwidth over which the magnitude is less than or equal to 1/ 2 (or 0.707) times the peak
magnitude.
The time-domain performance of this system is measured by its impulse response h(t) = et/ u(t), or by
its step response s(t), plotted in Figure 9.5, and described by
h(t) = et/ u(t) s(t) = (1 et/ )u(t) (9.41)
h(t) A s(t)
+ 1 +
+ R
1 + R 1
(1)
1 - t /
e
C C 1 e- t /
t t t t
Figure 9.5 Impulse response h(t) and step response s(t) of the RC lowpass filter
The step response rises smoothly to unity and is within 1% of the final value in about 5 . Other
performance measures include the rise time tr (the time taken to rise from 10% to 90% of the final value),
the delay time td (the time taken to rise to 50% of the final value), and the settling time tP % (the time taken
to settle to within P % of its final value). Commonly used measures are the 5% settling time and the 2%
settling time. Exact expressions for these measures are found to be
tr = ln 9 td = ln 2 t5% = ln 20 t2% = ln 50 (9.42)
A smaller time constant implies a faster rise time and a larger bandwidth. The phase delay and group
delay of the RC lowpass filter are given by
(f ) 1 1 d (f )
tp = = tan1 (2f ) tg = = (9.43)
2f 2f 2 df 1 + 4 2 f 2 2
REVIEW PANEL 9.28
Frequency Response of an RC Lowpass Filter with Time Constant = RC
1 1 1
h(t) = et/ u(t) H(f ) = Half-Power (or 3-dB) frequency: fH = Hz
1 + j2f 2
1
At fH : Magnitude |H(fH )| = = 0.707 HdB = 20 log |H(fH )| = 3 dB Phase = 45
2
9.4 Frequency Response of Filters 279
EXAMPLE 9.15 (Ideal and Real Filters)
(a) Consider the system of Figure E9.15A. Sketch G(f ) and find the system outputs g(t) and y(t).
X(f)
+ +
(5) (6) (5) 1
G(f) Y(f)
(3) (3) h(t) = 4 sinc 2 (2 t )
g(t) 1F y(t)
f
-3 -1 1 3
X(f) H(f) G(f) = X(f)H(f)
(5) (6) (5) 2 (12)
(3) (3) (3) (3) g(t) = 12 + 6 cos(2t )
1 f
f f
-3 -1 1 3 -2 -1 1 2 -1 1
Figure E9.15A The system for Example 9.15(a)
We have H(f ) = 2 rect(f /2). This produces the output G(f ) = H(f )X(f ), as sketched.
The signal g(t) is thus g(t) = 12 + 6 cos(2t).
1
The transfer function of the RC filter is T (f ) = . Since the input contains components at dc
1 + j2f
1
(f = 0) and f = 1 Hz, we compute T (0) = 1 and T (1) = = 0.1572 80.96 .
1 + j2
The output y(t) is given by y(t) = 12 + (6)(0.1572)cos(2t 80.96 ) = 12 + 0.9431 cos(2t 80.96 ).
(b) Refer to the cascaded system of Figure E9.15B. Will the outputs g(t) and w(t) be equal? Explain.
2 + +
f(t) 1 g(t)
2e - t y(t) = x(2t)
1F
2 + +
1 v(t) w(t)
2e - t 1F
y(t) = x(2t)
Figure E9.15B The system for Example 9.15(b)
1
The transfer function of the RC circuit is T (f ) = .
1 + j2f
For the first system, the output f (t) is f (t) = 2e2t u(t). Using its Fourier transform gives
2 2 2
G(f ) = = g(t) = 2(et e2t )u(t)
(1 + j2f )(2 + j2f ) 1 + j2f 2 + j2f
280 Chapter 9 The Fourier Transform
For the second system, the outputs V (f ), v(t), and w(t) are
2
V (f ) = v(t) = 2tet u(t) w(t) = v(2t) = 4te2t u(t)
(1 + j2f )2
Clearly, w(t) and g(t) are not equal. The reason is that the order of cascading is unimportant only for
LTI systems, and the scaling block represents a time-varying system.
(c) Refer to the system shown in Figure E9.15C. Find the signal energy in g(t) and y(t). Also find the
output y(t) at t = 0.
x(t) + H(f)
+
1 G(f) 2 Y(f)
(1)
1F g(t) f y(t)
t 0.5 0.5
Figure E9.15C The system for Example 9.15(c)
1
The transform of the input is X(f ) = 1, and the transfer function of the RC filter is T (f ) = .
1 + j2f
1
The output of the RC filter is G(f ) = . Thus, g(t) = et u(t). Its signal energy is
1 + j2f
"
Eg = et dt = 1
0
Now, Y (f ) = 2G(f ), 0.5 f 0.5. By Parsevals theorem, the signal energy in y(t) is
" "
1/2 1/2
4 4 tan1
Ey = |Y (f )|2 df = df = = 1.6076
1/2 1/2 1 + 4 2 f 2
By the central ordinate theorem, y(0) equals the area of Y (f ). We need compute only the area of
Re[Y (f )] because its odd part is imaginary and integrates to zero. Thus,
" 1/2 " 1/2
2 2 tan1
y(0) = Re[Y (f )] df = df = = 0.8038
1/2 1 + 2 f
2 2
1/2
(d) (A Twin-T Notch Filter)
Analyze the twin-T notch filter shown in Figure E9.15D(1).
Vb ()
+ R R + + R R +
Va ()
1 H( )
(t) C C h(t) 1 1 jC
jC 1
0.5R 2C
0.5R 2 jC
Figure E9.15D(1) The twin-T circuit for Example 9.15(d)
9.4 Frequency Response of Filters 281
With the input V1 (f ) = 1, the node equations and algebraic simplification result in
2Va
jC(Va 1) + + jC(Va H) = 0
R
Vb 1 Vb H 1/R2 C 2 2
+ + 2jCVb = 0 H() =
R R + (1/R2 C 2 ) + (j4/RC)
2
H Vb
+ jC(H Va ) = 0
R
Note that H(0) = 1 = H(). Also, H() = 0 when = RC 1
. These results confirm the bandstop
nature of this filter. The frequency 0 = RC is called the notch frequency or null frequency.
1
The stopband is definedas the region between the half-power frequencies 1 and 2 . At the half-power
frequencies, |H()| = 1 2 or |H()|2 = 0.5, and we have
(1/R2 C 2 2 )2
|H()|2 = = 0.5
(1/R2 C 2 2 )2 + (16 2 /R2 C 2 )
Rearranging and simplifying this equation, we obtain
& '2
1 16 2 1 4
2
= or 2 =
R2 C 2 R2 C 2 R2 C 2 RC
The solution of the two quadratics yields the two positive frequencies
1 = 0 ( 5 2) 2 = 0 ( 5 + 2)
The width of the stopband thus equals = 2 1 = 40 rad/s. The magnitude and phase spectra
of this filter are sketched in Figure E9.15D(2).
Phase (degrees)
Magnitude 90
1 45
0.707 1
0 2
45
1 0 2
90
Figure E9.15D(2) The spectra of the twin-T circuit for Example 9.15(d)
The phase of H() equals 0 at both = 0 and = . There is a phase reversal from 90 to 90
at = 0 . The phase equals 45 at 1 and +45 at 2 .
9.4.3 The Central Limit Theorem Revisited
The central limit theorem asserts that the repeated convolution of energy signals approaches a Gaussian
form. The Fourier transform of a Gaussian signal is also a Gaussian signal. Since convolution transforms to
a product, the product of the transforms of n energy signals must result in a Gaussian form as n .
REVIEW PANEL 9.29
The Central Limit Theorem: Frequency-Domain Version
The product of the Fourier transforms of n energy signals approaches a Gaussian shape for large n.
282 Chapter 9 The Fourier Transform
EXAMPLE 9.16 (The Central Limit Theorem)
For a cascade of n systems, each with an identical impulse response h(t) = et u(t), the impulse response
hn (t) of the composite system is just the repeated convolution of h(t) leading to the exact result and its
Gaussian approximation for large n and given by
( )
t2 1 (t n)2
hn (t) = et u(t) t u(t) = et u(t) exp
n! 2n 2n
Since et u(t) 1+j2f ,
1
the transform Hn (f ) of hn (t) is given by the repeated product of H(f ) with itself:
1
Hn (f ) = [H(f )]n =
(1 + j2f )n
To see that Hn (f ) also approaches a Gaussian form as n , we take logarithms and use the expansion
ln(1 + x) = x 12 x2 + 13 x3 to obtain
ln[Hn (f )] = n ln(1 + j2f ) = j2nf + 12 (2f )2 n 13 j(2f )3 n +
If we retain
terms only up to the second order in f (which is equivalent to assuming that f decays faster
than 1/ n), we have
2
f 2 j2nf
ln[Hn (f )] j2nf 2n 2 f 2 or Hn (f ) e2n e
This describes the Fourier transform of the Gaussian approximation to hn (t). The term ej2nf accounts
for the delay of n units.
9.5 Energy and Power Spectral Density
Parsevals theorem for energy signals tells us that the total signal energy equals the area of the squared
magnitude spectrum |X(f )|2 . The quantity Rxx (f ) = |X(f )|2 is called the energy spectral density and
describes the distribution of energy with frequency. The energy spectral density is measured in joules per
hertz (JHz1 ) and may be thought of as the energy associated with a 1-Hz frequency bin centered at f hertz.
The signal energy over a small frequency band f equals |X(f )|2 f . Note that Rxx (f ) is always a real,
nonnegative, and even function of f .
If we express the spectral density as Rxx (f ) = |X(f )|2 = X(f )X(f ), its inverse transform may be
written as the convolution x(t) x(t) or the autocorrelation rxx (t) = x(t) x(t) = x(t) x(t). In other
words, the spectral density and the autocorrelation function form a transform pair.
(autocorrelation) rxx (t) Rxx (f ) (spectral density) (9.44)
This is the celebrated Wiener-Khintchine theorem. Application of the central ordinate theorem yields
" "
rxx (0) = Rxx (f ) df = |X(f )|2 df = E (9.45)
Thus, rxx (0) equals the energy in x(t).
9.5 Energy and Power Spectral Density 283
REVIEW PANEL 9.30
The Spectral Density Is the Fourier Transform of Autocorrelation Function
For power signals (and periodic signals), we must use averaged measures consistent with power (and not
energy). This leads to the concept of power spectral density (PSD) that corresponds to a continuous
function whose area equals the total signal power. The PSD is measured in watts per hertz (WHz1 ) and
may be thought of as the average power associated with a 1-Hz frequency bin centered at f hertz. For
example, the spectrum of a periodic signal with period T is a train of-impulses at the locations f = kf0
(where f0 = 1/T ) with strengths X[k]. The total signal power equals |X[k]|2 . To express its PSD as a
continuous function of frequency, we describe the signal power |X[k]| of each harmonic at f = kf0 by an
2
impulse whose strength equals |X[k]|2 :
!
Rxx (f ) = |X[k]|2 (f kf0 ) (9.46)
k=
In other words, the PSD of a periodic signal is a train of impulses at f = kf0 with strengths |X[k]|2 whose
total area (the sum of the impulse strengths) equals the total signal power.
REVIEW PANEL 9.31
!
The PSD of Periodic Signals Is an Impulse Train: Rxx (f ) = |X[k]|2 (f kf0 )
k=
It is also possible to describe the PSD of a power signal x(t) in terms of a limiting form of its truncated
version xT (t), as T . Truncation ensures that xT (t) represents an energy signal and its Fourier transform
XT (f ) yields the total energy via Parsevals energy relation:
" "
x2T (t) dt = |XT (f )|2 df (9.47)
Using the limits (T, T ) on the left-hand side allows us to replace xT (t) by its original version x(t), and
dividing both sides by 2T , we get
" T "
1 1
x (t) dt =
2
|XT (f )|2 df (9.48)
2T T 2T
Taking limits as T and interchanging the integration and limiting operation on the right-hand side
yields
" T " " ( )
1 1 1
lim x2 (t) dt = lim |XT (f )|2 df = lim |XT (f )|2 df (9.49)
T 2T T T 2T T 2T
Since the left-hand side is just the signal power in x(t), the integrand on the right-hand side must represent
Rxx (f ) if it is to yield the power when integrated. We thus express the PSD as
|XT (f )|2
Rxx (f ) = lim (9.50)
T 2T
For power signals, rxx (t) and Rxx (f ) form a transform pair and play a role analogous to the signal x(t) and
its spectrum X(f ). For example, rxx (0) equals the average power in x(t). The PSD is also referred to as the
power spectrum and is often used to characterize random signals. It is important to realize that the PSD
is not a unique indicator of the underlying time signal because many time signals can yield the same power
spectral density.
284 Chapter 9 The Fourier Transform
9.5.1 White Noise and Colored Noise
A signal with zero mean whose PSD is constant (with frequency) is called white noise. The autocorrelation
function of such a signal is an impulse. White noise implies infinite power. In theory, white noise inputs
to a system are useful in characterizing system performance. If a signal x(t) forms the input to an LTI
system with transfer function H(f ), the system response is given by Y (f ) = H(f )X(f ). This result can be
expressed in terms of the PSD as
|Y (f )|2 = |X(f )|2 |H(f )|2 (9.51)
The quantity |H(f )|2 is called the power transfer function and can be computed as the output of the system
if the input is white noise input with a PSD of unity. Since physical measurements are restricted to finite
bandwidths, we often use inputs whose PSD is also band-limited or colored in some way. In particular, a
signal whose PSD is constant only over a finite frequency range is called band-limited white noise.
REVIEW PANEL 9.32
The PSD of White Noise Is Constant. Its Autocorrelation Function Is an Impulse.
Just as the autocorrelation function yields the PSD as its Fourier transform, the cross-correlation function
yields the cross-spectral density. We have
rxy (t) = x(t) y(t) = X(f )Y (f ) = Rxy (f ) ryx (t) = y(t) x(t) = Y (f )X(f ) = Ryx (f ) (9.52)
Unlike the PSD, the cross-spectral densities need not be real.
Non-Parametric System Identification
One application of cross-spectral density functions is in transfer function estimation. For a system with
impulse response h(t), the input x(t) yields the output y(t) = x(t) h(t), and we have
ryx (t) = y(t) x(t) = h(t) x(t) x(t) = h(t) rxx (t) (9.53)
The Fourier transform of both sides yields
Ryx (f )
Ryx (f ) = H(f )Rxx (f ) H(f ) = (9.54)
Rxx (f )
This relation allows us to identify an unknown transfer function H(f ) as the ratio of the cross-spectral
density Ryx (f ) and the PSD Rxx (f ) of the input x(t). If x(t) is a white noise signal with a PSD of unity,
we get Rxx (f ) = 1 and H(f ) = Ryx (f ). This approach is termed non-parametric system identification
because it presupposes no model for the system.
9.6 Time-Bandwidth Measures
The scaling property of the Fourier transform tells us that the narrower a time signal, the more spread out
its spectrum. If we rearrange the two central ordinate relations, we can write
* *
x(t) dt X(f ) df
T0 = B0 = T0 B0 = 0.5 (9.55)
x(0) 2X(0)
The term T0 may be regarded as a measure defining time duration and the term B0 as a measure of bandwidth.
This result tells us that the time-bandwidth product is a constant. The larger the bandwidth, the smaller is
9.6 Time-Bandwidth Measures 285
the time duration. Time-bandwidth relations quantify this fundamental concept and assert that measures
of duration in the time domain are inversely related to measures of bandwidth in the frequency domain
and their product is a constant. Measures of duration and bandwidth are especially useful for lowpass and
bandpass filters. The duration usually refers to the duration of the impulse response. Since the impulse
response and step response are related, the rise time of the step response is often used as a practical measure
of impulse-response duration.
REVIEW PANEL 9.33
Duration and Bandwidth Measures Are Useful for Lowpass and Bandpass Systems
Time domain: Duration of the impulse response h(t) or rise-time of the step response s(t)
Frequency domain: Bandwidth of the transfer function H(f )
The commonly used 10% 90% rise time Tr is defined as the time required for the step response s(t)
to rise from 10% to 90% of its final value:
Tr = s(t90 ) s(t10 ) (9.56)
The bandwidth is a measure of the frequency spread of the spectrum of a signal and corresponds to the
range of frequencies that contains a significant fraction of the total signal energy. We shall use definitions
based on the one-sided bandwidth that includes only positive frequencies.
REVIEW PANEL 9.34
Bandwidth Measures (in this book) Are Defined for the One-Sided Bandwidth
For a signal band-limited to B, the absolute bandwidth Babs is just its frequency extent B. For signals
whose spectrum shows sidelobes, we sometimes define a null bandwidth as the half-width of the central lobe
of the spectrum. A practical measure of bandwidth is the half-power bandwidth
or 3-dB bandwidth
B3dB , the range of positive frequencies over which the magnitude exceeds 1/ 2 times its maximum.
REVIEW PANEL 9.35
Definitions of the 10% 90% Rise Time and Half-Power (3-dB) Bandwidth
10% 90% rise time Tr : Time for the step response to rise from 10% to 90% of its final value
3-dB bandwidth B3dB : Positive frequency range for which |H(f )| |H(f)|2max 0.707|H(f )|max
EXAMPLE 9.17 (Time-Bandwidth Relations)
(a) Consider an ideal filter with H(f ) = rect(f ) and h(t) = sinc(t).
Using measures for duration and bandwidth based on the the central ordinate theorems, we find
* *
sinc(t) dt H(f ) dt
T0 = =1 B0 = = 0.5 T0 B0 = 0.5
sinc(0) 2H(0)
It should come as no surprise to you that measures based on the central ordinate theorems will yield
the result T0 B0 = 0.5 for any Fourier transform pair for which the required quantities exist.
286 Chapter 9 The Fourier Transform
(b) Consider an RC lowpass filter with time constant . Its transfer function H(f ), impulse response h(t),
and step response s(t) are given by
1 1 t/
H(f ) = h(t) = e u(t) s(t) = (1 et/ )u(t)
1 + j2f )
.
The half-power bandwidth B3dB is the range of positive frequencies for which |H(f )| 1/2.
This corresponds to a bandwidth of B3dB = 2 .
1
The 10%90% rise time Tr is computed by finding
s(t10 ) = 1 et10 / = 0.1 s(t90 ) = 1 et90 / = 0.9
We obtain t10 = ln(10/9), t90 = ln 10, and Tr = t90 t10 = ln 9. Thus,
ln 9
Tr B3dB = 0.35
2
This result is often used as an approximation for higher-order systems also.
9.6.1 Energy-Based Measures
Energy-based measures for bandwidth are based on the concept of equivalent bandwidth. The equivalent
bandwidth is defined as the bandwidth of an ideal filter with the same energy as the actual filter. The
one-sided equivalent bandwidth Beq is given by
* *
|H(f )|2 df
|H(f )|2 df
Beq = 0
= (9.57)
|H(0)|2 2|H(0)|2
The equivalent bandwidth is also called the equivalent noise bandwidth and is a useful measure for
characterizing the performance of practical filters. The equivalent bandwidth approaches the 3-dB bandwidth
as the filter spectrum approaches the spectrum of an ideal filter.
EXAMPLE 9.18 (Equivalent Bandwidth)
(a) For a first-order RC lowpass filter with time constant , the transfer function H(f ) and its character-
istics are given by
1 1
H(f ) = H(0) = 1 |H(f )|2 =
1 + j2f 1 + 4 2 f 2 2
We then find its equivalent bandwidth Beq as
* "
|H(f )|2 df 1 1 1
Beq = = df =
2|H(0)| 2 2 1 + 4 f
2 2 2 4
The 3-dB bandwidth B3dB of this filter and the ratio Beq /B3dB are given by
1 Beq
B3dB = = = 1.57
2 B3dB 2
9.6 Time-Bandwidth Measures 287
(b) The nth-order Butterworth lowpass filter with a 3-dB bandwidth of B3dB" = 2 1
is defined by the
1 1 1
magnitude-squared function |H(f )|2 = . With |H(0)|2 = 1 and dx = ,
1 + (2f )2n 0 1 + xn sinc(n)
its equivalent bandwidth Beq is given by
* "
|H(f )|2 df
1 1 1
Beq = 0
= df = =
|H(0)|2 0 1 + (2f )2n 2 sinc(0.5/n) 4n sin(0.5/n)
We find that Beq equals 0.25 for n = 1, 2/8 for n = 2, and 1/6 for n = 3. We also find the ratio
Beq /B3dB equals 1.57 for n = 1, 1.111 for n = 2, and 1.047 for n = 3, and approaches unity with
increasing n.
Energy-based measures for duration and the time-bandwidth product rely on the following definitions
for equivalent duration and equivalent bandwidth
* *
{ h(t) dt}2 |H(f )|2 df
Teq = * 2 Beq = Teq Beq = 0.5 (9.58)
h (t) dt 2|H(0)|2
The equality Teq Beq = 0.5 holds for any transform pair for which the required quantities exist. To accom-
modate complex-valued functions, we often replace h(t) by |h(t)| and H(f ) by |H(f )|. In such a case, it
turns out that Teq Beq 0.5.
9.6.2 Moment-Based Measures
Other measures of duration and bandwidth rely on moments. A set of measures based on the moments of
h(t) and H(f ) is defined by
/* 01/2 /* 01/2
t2 |h(t)| dt f 2 |H(f )| df 1
TM = 2 *
BM =
* TM BM (9.59)
|h(t)| dt
|H(f )| df
Another set of measures based on the moments of |h(t)|2 and |H(f )|2 yields the rms duration and rms
bandwidth defined by
/* 01/2 /* 01/2
t2 |h(t)|2 dt f 2 |H(f )|2 df 1
Trms = 2 *
Brms =
* Trms Brms (9.60)
|h(t)|2 dt
|H(f )|2 df 2
In the moment-based measures, the equality in the time-bandwidth product holds only for a Gaussian signal.
EXAMPLE 9.19 (More Time-Bandwidth Relations)
(a) Consider an ideal filter with H(f ) = rect(f ) and h(t) = sinc(t).
Using the equivalent duration and bandwidth, we get
1* 22
*
sinc(t) dt |H(f )|2 dt
Teq = * = 1 Beq = = 0.5 Teq Beq = 0.5
sinc2 (t) dt 2|H(0)|2
288 Chapter 9 The Fourier Transform
(b) Consider an RC lowpass filter with time constant . Its transfer function H(f ) and impulse response
h(t) are given by
1 1
H(f ) = h(t) = et/ u(t)
1 + j2f
From Example 9.18(a), its equivalent bandwidth is Beq = 4
1
. Its equivalent duration is given by
1* 22
1 t/
e dt
Teq = * 1 2t/ = 2
2
e dt
Once again, the duration-bandwidth product is Teq Beq = 0.5.
(c) Consider the cascade of two identical RC lowpass filters with time constant = 1. The transfer
function H(f ) and impulse response h(t) of the cascaded system are given by
1
H(f ) = h(t) = tet u(t)
(1 + j2f )2
Using rms measures, its rms bandwidth is given by
" 1/2
/* 01/2 f2
f |H(f )| df
2 2 0 df
(1 + 4 2 f 2 )2
Brms =
* =
"
=1
|H(f )|2 df 1
df
0 (1 + 4 2 f 2 )2
Its rms duration is given by
/* 01/2 /* 01/2 & '1/2
t2 |h(t)|2 dt t4 e2t dt 0.75
Trms = 2 * = 2 0
* = 2 = 3.4641
|h(t)|2 dt 0
t2 e2t dt 0.25
The time-bandwidth product is Trms Brms = 3.4641 and satisfies the inequality Trms Brms 2 .
1
9.6.3 Concluding Remarks
The preceding examples reveal that the time-bandwidth product satisfies the inequality Tr B C, where
the constant C depends on the definitions used. This important concept represents the equivalent of the
celebrated uncertainty principle of quantum mechanics. We cannot simultaneously make both time and
frequency measures arbitrarily small. The more localized a signal is in time, the more spread out it is in
frequency. In fact, we also have an analogy for discrete-time signals. Sampling a band-limited signal without
loss of information requires a sampling interval ts smaller than 2B1
, where B is the signal bandwidth. This
implies ts B > 2, and tells us that we cannot simultaneously make the bandwidth and sampling interval
arbitrarily small.
REVIEW PANEL 9.36
We Cannot Simultaneously Make the Duration and Bandwidth Arbitrarily Small
The duration-bandwidth product satisfies the inequality Tr Bf C.
Chapter 9 Problems 289
CHAPTER 9 PROBLEMS
DRILL AND REINFORCEMENT
9.1 (Fourier Transforms from the Definition) Sketch each signal x(t) and, starting with the defining
relation, find its Fourier transform X(f ).
(a) x(t) = rect(t 0.5) (b) x(t) = 2t rect(t) (c) x(t) = te2t u(t) (d) x(t) = e2|t|
9.2 (Fourier Transform in Sinc Forms) Consider the signals x(t) sketched in Figure P9.2. Express
each signal by linear combinations of rect and/or tri functions and evaluate the Fourier transform X(f )
in terms of sinc functions.
x(t) Signal 1 x(t) Signal 2 x(t) Signal 3
4 4
4
2 t 2 t t
2 4 6 2 3 4 6 3 1 1 3
x(t) Signal 4 x(t) Signal 5 x(t) Signal 6
4 4 4
t t t
3 6 2 3 4 6 2 4 6
Figure P9.2 Figure for Problem 9.2
9.3 (Fourier Transforms) Sketch each signal x(t), find its Fourier transform X(f ), and sketch its
magnitude and phase spectrum.
(a) x(t) = e2|t1| (b) x(t) = te2|t|
(c) x(t) = e2t cos(2t)u(t) (d) x(t) = u(1 |t|)
(e) x(t) = u(1 |t|)sgn(t) (f ) x(t) = sinc(t) sinc(2t)
(g) x(t) = cos2 (2t)sin(2t) (h) x(t) = (1 et )u(t)
9.4 (Properties) The Fourier transform of x(t) is X(f ) = rect(f /2). Use properties to find and sketch
the magnitude and phase of the Fourier transform of the following:
(a) d(t) = x(t 2) (b) f (t) = x (t) (c) g(t) = x(t)
(d) h(t) = tx(t) (e) p(t) = x(2t) (f ) r(t) = x(t)cos(2t)
(g) s(t) = x2 (t) (h) v(t) = tx (t) (i) w(t) = x(t) x(t)
9.5 (Properties) Consider the transform pair x(t) X(f ) where x(t) = te2t u(t). Without evaluating
X(f ), find the time signals corresponding to the following:
(a) Y (f ) = X(2f ) (b) D(f ) = X(f 1) + X(f + 1) (c) G(f ) = X (f )
(d) H(f ) = f X (f ) (e) M (f ) = j2f X(2f ) (f ) P (f ) = X(f /2)cos(4f )
(g) R(f ) = X 2 (f ) (h) S(f ) = (1 4 2 f 2 )X(f ) (i) V (f ) = X(f ) X(f )
9.6 (Fourier Transforms) Argue for or against the following statements.
(a) Real signals have a real Fourier transform.
(b) Two-sided signals have a two-sided Fourier transform.
(c) The Fourier transform of a real, even symmetric signal is always a function of f 2 .
290 Chapter 9 The Fourier Transform
9.7 (Fourier Transforms) Compute the Fourier transform of the following signals and plot their ampli-
tude spectrum and phase spectrum.
(a) x(t) = (t + 1) + (t 1) (b) x(t) = (t + 1) + (t) + (t 1)
(c) x(t) = (t + 1) (t 1) (d) x(t) = (t + 1) (t) + (t 1)
9.8 (Inverse Transforms) Find the inverse Fourier transforms of the following:
j2f
(a) u(1 |f |) (b)
1 + 4 2 f 2
j2f e4jf
(c) (d)
1 + 6jf 8 f2 2 1 + 4 2 f 2
(e) sinc(0.25f )cos(2f ) (f ) 8 sinc(2f )sinc(4f )
4 sinc(2f ) cos(f )ejf
(g) (h)
1 + j2f 1 + j2f
9.9 (Fourier Transforms and Convolution) Sketch each signal y(t), express it as a convolution of two
functions x(t) and h(t), and find its Fourier transform Y (f ) as the product of X(f ) and H(f ).
(a) y(t) = r(t + 4) 2r(t) + r(t 4)
(b) y(t) = r(t + 4) r(t + 2) r(t 2) r(t 4)
(c) y(t) = te2t u(t)
9.10 (Fourier Transforms and Convolution) Given the Fourier transforms X1 (f ) and X2 (f ) of two
signals x1 (t) and x2 (t), compute the Fourier transform Y (f ) of the product x1 (t)x2 (t).
(a) X1 (f ) = rect(f /4) X2 (f ) = rect(f /4)
(b) X1 (f ) = rect(f /2) X2 (f ) = X1 (f /2)
(c) X1 (f ) = (f ) + (f + 4) + (f 4) X2 (f ) = (f + 2) + (f 2)
(d) X1 (f ) = tri(f ) X2 (f ) = (f + 1) + (f ) + (f 1)
9.11 (Modulation) Sketch the spectrum of the modulated signal y(t) = x(t)m(t) if
(a) X(f ) = rect(f ) m(t) = cos(t)
(b) X(f ) = rect(0.25f ) m(t) = cos(2t)
(c) X(f ) = tri(f ) m(t) = cos(10t)
!
(d) X(f ) = tri(f ) m(t) = 0.5 (t 0.5k)
k=
9.12 (Parsevals Theorem) A series RC circuit with time constant = 1 is excited by a voltage input
x(t). The output is the capacitor voltage. Find the total energy in the input and output. Then,
compute the signal energy in the output over |f | 2
1
Hz and over |f | 1 Hz.
(a) x(t) = (t) (b) x(t) = et u(t)
9.13 (Fourier Transform of Periodic Signals) Find the Fourier transform X(f ) of each periodic signal
x(t) and sketch the magnitude spectrum |X(f )| and phase spectrum X(f ).
-
(a) x(t) = 3 + 2 cos(10t) (b) x(t) = 8 (t 2k)
(c) x(t) = 3 cos(10t) + 4 sin(10t) + 6 cos(20t + 4 ) (d) x(t) = | sin(t)|
9.14 (Application) A signal x(t) is passed through an ideal lowpass filter as shown:
x(t) ideal lowpass filter y(t)
Chapter 9 Problems 291
The filter blocks frequencies above 5 Hz. Find X(f ) and Y (f ) and sketch their spectra for the following
x(t). Also compute and sketch the output y(t).
(a) x(t) = 4 + 2 sin(4t) + 6 cos(12t) + 3 sin(16t) + 4 cos(16t)
(b) x(t) = 8 8 cos2 (6t)
(c) x(t) = | sin(3t)|
9.15 (Frequency Response of Filters) Sketch the magnitude spectrum and phase spectrum of each of
the following filters and find their response to the input x(t) = cos(t).
(a) h(t) = 8 sinc[8(t 1)] (b) H(f ) = tri(f /6)ejf
16
9.16 (System Response) The transfer function of a system is H() = . Find the time-domain
4 + j
response y(t) for the following inputs.
(a) x(t) = 4 cos(4t) (b) x(t) = 4 cos(4t) 4 sin(4t) (c) x(t) = (t)
(d) x(t) = 4t u(t) (e) x(t) = 4 cos(4t) 4 sin(2t) (f ) x(t) = u(t)
9.17 (System Formulation) Set up the system dierential equation for each of the following systems.
3 1 + j2 2
(a) H() = (b) H() =
2 + j (1 2 )(4 2 )
2 1 2j j
(c) H() = (d) H() =
1 + j 2 + j 1 + j 2 + j
9.18 (Frequency Response) Find the frequency response H(f ) and impulse response h(t) of each system.
(a) y (t) + 3y (t) + 2y(t) = 2x (t) + x(t) (b) y (t) + 3y(t) = 2x(t)
(c) y (t) + 4y (t) + 4y(t) = 2x (t) + x(t) (d) y(t) = 0.2x(t)
9.19 (System Analysis) Consider the following system:
x(t) h(t) = 2et u(t) (t) y(t)
(a) Find the transfer function H(f ) and compute its magnitude and phase.
(b) Let x(t) = sinc2 (t). Find the frequency domain output Y (f ).
(c) Let x(t) = cos(t). Find the frequency domain output Y (f ). Then find its inverse transform y(t).
Verify your result by finding y(t), using time-domain convolution.
(d) Let x(t) = et u(t). Find y(t) using Fourier transforms, and using time-domain convolution.
(e) Let x(t) = et u(t). Find y(t) using Fourier transforms, and using time-domain convolution.
9.20 (Ideal Filters) Express the frequency response H(f ) and impulse response h(t) of each filter in terms
of the frequency response HLP (f ) and impulse response hLP (t) of an ideal lowpass filter with cuto
frequency fC .
(a) A lowpass filter with cuto frequency 0.25fC
(b) A highpass filter with cuto frequency 2fC
(c) A bandpass filter with center frequency 8fC and passband 2fC
(d) A bandstop filter with center frequency 8fC and stopband 2fC
9.21 (Time-Bandwidth Product) Compute the time-bandwidth product of a lowpass filter whose im-
pulse response is h(t) = (1/ )et/ u(t), using the following:
292 Chapter 9 The Fourier Transform
(a) The measures T0 and B0 based on the central ordinate theorems
(b) The measures Teq and * Beq based on equivalent duration and bandwidth
(c) The duration Tr = h(t) dt/h(t0 ), where t0 is the time at which the step response reaches 50%
of its final value and bandwidth B0 as defined by the central ordinate theorems
REVIEW AND EXPLORATION
9.22 (Fourier Transforms from Fourier Series) The Fourier series coecients X[k] of a periodic pulse
train xp (t), with period T , are listed below along with an expression for xp (t) over over one period.
Use the Fourier series coecients X[k] to find the Fourier transform X(f ) of one period x(t) of each
signal and sketch the signal x(t).
A
(a) xp (t) = A(t t0 ), 0 t T X[k] = ej2kf0 t0
T
At0
(b) xp (t) = A, |t| 0.5t0 X[k] = sinc(kf0 t0 )
& ' T
2|t| At0
(c) xp (t) = A 1 , |t| 0.5t0 X[k] = sinc2 (0.5kf0 t0 )
t0 2T& '
A 1 et0 (+j2kf0 )
(d) xp (t) = Ae , 0 t t0
t
X[k] =
T + j2kf0
9.23 (Fourier Series from the Fourier Transform) For each signal x(t), find the Fourier transform
X(f ). Then sketch the periodic extension xp (t) with period T as indicated and find the Fourier series
coecients X[k] of xp (t) from X(f ).
(a) x(t) = rect(t), with T = 2 (b) x(t) = rect(t 0.5), with T = 2
(c) x(t) = rect(t), with T = 0.75 (d) x(t) = tri(t), with T = 2
(e) x(t) = tri(t 1), with T = 2 (f ) x(t) = tri(t), with T = 1.5
(g) x(t) = et u(t), with T = 2 (h) x(t) = rect(t)sgn(t), with T = 2
9.24 (Fourier Transforms) Compute the Fourier transform X(f ) of the following signals and explain
which transforms will show conjugate symmetry.
(a) x(t) = et1 u(t) (b) x(t) = ejt
(c) x(t) = etjt
u(t) (d) x(t) = e|t|j2t
9.25 (Properties) Find the Fourier transform of the following signals.
(a) x(t) = sgn(t)rect(t) (b) x(t) = cos(2t)sin(2t)
(c) x(t) = cos(2t)sinc(t) (d) x(t) = sin(2t)sinc(t)
(e) x(t) = cos(2t)sinc(2t) (f ) x(t) = cos(2t)sinc2 (t)
(g) x(t) = cos(2t)sinc (2t) (h) x(t) = sinc(2t)sinc(4t)
2
(i) x(t) = sin(2t)rect(t) (j) x(t) = cos(2t)tri(t)
9.26 (Properties) Sketch each signal and then find its Fourier transform.
(a) x(t) = r(t) r(t 1) u(t 1) (b) x(t) = r(t) r(t 1) u(t 2)
(c) x(t) = r(t) r(t 1) r(t 2) + r(t 3) (d) x(t) = r(t) 2r(t 1) + r(t 2)
9.27 (Properties) Find the Fourier transform of the following signals. What is the restriction on for
the Fourier transform to exist?
(a) x(t) = et u(t) (b) x(t) = tet u(t) (c) x(t) = e|t|
Chapter 9 Problems 293
9.28 (Properties) Let x(t) = 4 sinc(4t). Find its Fourier transform X(f ) and use the result to find the
Fourier transforms of the following signals.
(a) y(t) = x(t) (b) g(t) = x(2t 2)
(c) h(t) = ej2t x (t) (d) p(t) = (t 1)x(t 1)ej2t
*t
(e) r(t) = tx (t) (f ) s(t) = x() d
(g) w(t) = x(t)cos2 (2t) (h) v(t) = x2 (t)cos2 (2t)
9.29 (Convolution) Find the Fourier transform Y (f ) of each signal y(t).
(a) y(t) = et u(t) et u(t) (b) y(t) = et u(t) et u(t)
!
(c) y(t) = rect(t) rect(t) (d) y(t) = rect(t) (t 2k)
/ k= 0
1
! !
(e) y(t) = rect(t) (t 2k) (f ) y(t) = 0.25 rect(t) (t 2k) sinc2 (t/4)
k=1 k=
9.30 (Inverse Fourier Transforms) Find x(t) corresponding to each X(f ).
cos(f ) jf 1 j2f
(a) X(f ) = e (b) X(f ) =
1 + j2f 1 + j2f
sin(2f ) j2f
(c) X(f ) = e (d) X(f ) = u(f + 2) u(f + 1) u(f 1) + u(f 2)
1 + j2f
ejf
(e) X(f ) = (f ) X(f ) = [u(f + 2) 2u(f ) + u(f 2)]ej2f
jf 2 f 2
9.31 (Spectra) Sketch the spectra of the following signals.
(a) x(t) = sinc(t 2) (b) sinc2 (t)cos(8t)
(c) x(t) = cos(t 0.25) (d) x(t) = cos(t)rect(t)
(e) x(t) = cos(t)rect(0.001t) (f ) x(t) = cos(t)rect(1000t)
9.32 (Inverse Fourier Transforms) For each of the following transforms, find the signal x(t) and state
whether it is real, imaginary, or complex.
(a) X(f ) = cos(f ) (b) X(f ) = cos(f )u(f )
(c) X(f ) = sin(f ) (d) X(f ) = sin2 (f )
(e) X(f ) = sin(f + 0.25) (f ) X(f ) = tri(f )
(g) X(f ) = tri(f 1) (h) X(f ) = tri(f 0.5) + tri(f + 0.5)
1 1
(i) X(f ) = 2 2 (j) X(f ) =
4 f + 2 2 + j8f 8 2 f 2
9.33 (Fourier Transform Theorems) Use the various Fourier transform theorems as appropriate to
evaluate the following integrals.
" "
1 1
(a) 2 + x2
dx (b) dx
( 2 + x2 )2
" "
sinc(0.5x/)
(c) dx (d) sinc2 (x) dx
2 + x2
" "
(e) sinc (x) dx
3
(f ) sinc4 (x) dx
" "
(g) ejx
sinc (x) dx (h)
3
j4xejx sinc2 (x) dx
294 Chapter 9 The Fourier Transform
9.34 (Central Ordinate Theorems) Use the central ordinate theorem and the Fourier transform X(f )
to compute x(0). Verify your results by finding x(0) directly from x(t). For which cases does x(0)
equal the initial value x(0+)?
(a) x(t) = rect(t) (b) x(t) = u(t) (c) x(t) = et u(t) (d) x(t) = rect(t 0.5)
9.35 (Periodic Extension) Find the Fourier transform X(f ) of each signal x(t) and the Fourier transform
Y (f ) of its periodic extension y(t) with period T = 2.
(a) x(t) = (t) (b) x(t) = rect(t) (c) x(t) = et u(t)
9.36 (Symmetry) Recall that conjugate symmetry of the Fourier transform applies only to real time
signals. Identify the real/complex nature and symmetry of the time signals whose Fourier transform is
(a) Real (b) Real and even (c) Real and odd
9.37 (High-Frequency Decay) The high-frequency behavior of an energy signal may be estimated,
without computing X(f ), by taking successive derivatives of x(t). If it takes n derivatives to first show
impulses, the high-frequency decay rate is proportional to 1/f n . The high-frequency decay rate is an
indicator of how smooth the time signal x(t) is; the faster the high-frequency decay rate, the smoother
is the time signal x(t). Without computing the Fourier transform, predict the high-frequency decay
rate of the following signals.
(a) x(t) = rect(t) (b) x(t) = tri(t) (c) x(t) = [1 + cos(t)]rect(0.5t)
(d) x(t) = et u(t) (e) x(t) = cos(0.5t)rect(0.5t) (f ) x(t) = (1 t2 )rect(0.5t)
9.38 (The Initial Value Theorem) The value of a causal energy signal x(t)u(t) at t = 0+ may be found
from its transform X(f ), using the initial value theorem that states x(0+ ) = lim [j2f X(f )]. Find
f
the initial value x(0+ ) for the signal corresponding to each X(f ), compare with the value x(0) obtained
by using the central ordinate theorem, and explain the dierences, if any.
(a) x(t) = u(t) (b) x(t) = rect(t 0.5) (c) x(t) = tri(t 1) (d) x(t) = et u(t)
9.39 (System Response) For each circuit of Figure P9.39, let R = 1 , C = 1 F, and L = 1 H as needed.
(a) Find the transfer function H(f ).
(b) Sketch the magnitude and phase of H(f ) and identify the filter type.
(c) Find the response if the input is x(t) = (t).
(d) Find the response if the input is x(t) = u(t).
(e) Find the response if the input is x(t) = et u(t).
+ R + + R + + +
C
x(t) 2R y(t) x(t) y(t) x(t) R y(t)
C
Circuit 1 Circuit 2 Circuit 3
+ L + + R + + R +
x(t) R y(t) x(t) R C y(t) x(t) R L y(t)
Circuit 4 Circuit 5 Circuit 6
Figure P9.39 Figure for Problem 9.39
Chapter 9 Problems 295
9.40 (System Response) The signal x(t) = 4 + cos(4t) sin(8t) forms the input to a filter whose
impulse response is h(t), as shown. Find the response y(t).
x(t) filter h(t) y(t)
(a) h(t) = sinc(5t) (b) h(t) = sinc(5t 2)
(c) h(t) = sinc2 (5t 2) (d) h(t) = et u(t)
(e) h(t) = (t) et u(t) (f ) h(t) = sinc(t)cos(8t)
(g) h(t) = sinc2 (t)cos(5t) (h) h(t) = sinc2 (t)cos(16t)
!
9.41 (System Response) The impulse train input x(t) = (0.4)n (t 3n) is applied to a filter and the
n=0
filter output is y(t). Compute Y (f ) if the filter impulse response is
(a) h(t) = sinc(t) (b) h(t) = e2t u(t)
9.42 (Application) Each of the following signals is applied to an ideal lowpass filter as shown.
x(t) ideal filter y(t)
The filter blocks frequencies above 2 Hz. Compute the response Y (f ) and (where possible) y(t).
(a) x(t) = et u(t) (b) x(t) = e|t| (c) x(t) = sinc(8t)
(d) x(t) = rect(2t) (e) x(t) = | sin(3t/2)| (f ) x(t) = cos2 (3t)
9.43 (Cascaded Systems) Find the response y(t) and sketch the magnitude and phase of Y (f ) for each
cascaded system. Do the two systems yield the same output? Should they? Explain.
(a) x(t) = cos(t) phase shift of 2 squaring circuit y(t)
(b) x(t) = cos(t) squaring circuit phase shift of 2 y(t)
9.44 (Modulation and Filtering Concepts) System 1 is a modulator that multiplies a signal by cos(6t),
and system 2 is an ideal lowpass filter with a cuto frequency of 3 Hz. Compute the output of all systems
in both the time domain and the frequency domain if the input is x(t) = sinc2 (2t) and the systems are
connected in cascade as shown. Do the two configurations produce identical outputs?
(a) x(t) system 1 system 2 y(t)
(b) x(t) system 2 system 1 y(t)
9.45 (Modulation and Filtering Concepts) System 1 is a modulator that multiplies a signal by cos(6t),
system 2 is an ideal lowpass filter with a cuto frequency of 3 Hz, and system 3 is a squaring system.
Compute the output of all systems in both the time domain and the frequency domain if the input
is x(t) = sinc(2t) and the systems are connected in cascade as shown. Are any of the overall outputs
identical?
(a) x(t) system 1 system 2 system 3 y(t)
(b) x(t) system 3 system 2 system 1 y(t)
(c) x(t) system 2 system 3 system 1 y(t)
(d) x(t) system 3 system 1 system 2 y(t)
(e) x(t) system 1 system 3 system 2 y(t)
(f ) x(t) system 2 system 1 system 3 y(t)
296 Chapter 9 The Fourier Transform
2 + 2j
9.46 (System Response) The transfer function of a system is H() = . Find the time-
4 + 4j 2
domain response y(t) and the spectrum Y (f ) for the following inputs.
(a) x(t) = 4 cos(2t) (b) x(t) = et u(t) (c) x(t) = (t) (d) x(t) = 2(t) + (t)
9.47 (System Response) The transfer function of a filter is given by H(f ) = rect(0.1f )ejf . Find its
response y(t) to each input x(t).
(a) x(t) = 1 (b) x(t) = cos(8t)
(c) x(t) = 4 + cos(t 0.25) cos(40t) (d) x(t) = sinc[5(t 1)]
9.48 (System Response) The signal x(t) = sinc(0.5t) + sinc(0.25t) is applied to a filter whose impulse
response is h(t) = A sinc(t).
(a) For what values of A and will the filter output equal sinc(0.5t)?
(b) For what values of A and will the filter output equal sinc(0.25t)?
(c) For what values of A and will the filter output equal x(t)?
(d) What will be the output if A = 1 and = 1?
9.49 (System Response) Find the output of a filter whose impulse response is h(t) = 4 sinc(5t 8) to
the following inputs.
(a) x(t) = 1 (b) x(t) = cos(2t) (c) x(t) = cos(12t)
!
(d) x(t) = sinc(t) (e) x(t) = sinc(12t) (f ) x(t) = tri(2t k)
k=
9.50 (System Response) Find the output of a filter whose impulse response is h(t) = 4 sinc2 (2t 1) to
the following inputs.
(a) x(t) = 1 (b) x(t) = cos(2t) (c) x(t) = cos(12t)
!
(d) x(t) = sinc(t) (e) x(t) = sinc(12t) (f ) x(t) = tri(2t k)
k=
9.51 (Integral Equations) Integral equations arise in many contexts. One approach to solving integral
equations is by using the convolution property of the Fourier transform. Find the transfer function
and impulse response of a filter whose input-output relation is described by the following:
" t
(a) y(t) = x(t) 2 y()e(t) u(t ) d
" t
(b) y(t) = x(t) + y()e3(t) u(t ) d
9.52 (System Representation) Find the transfer function H(f ) of each system described by its impulse
response h(t), find the dierential equation and its order (where possible), and determine if the system
is stable and/or causal.
(a) h(t) = e2t u(t) (b) h(t) = (1 e2t )u(t)
(c) h(t) = sinc(t) (d) h(t) = tet u(t)
(e) h(t) = 0.5(t) (f ) h(t) = (et e2t )u(t)
(g) h(t) = (t) et u(t) (h) h(t) = sinc2 (t + 1)
Chapter 9 Problems 297
9.53 (System Response) Consider the relaxed system y (t) + 1 y(t) = 1 x(t).
(a) What is the frequency response H(f ) of this system?
(b) What is the response y(t) of this system if the input is x(t) = cos(2f0 t)?
(c) Compute and sketch y(t) if f0 = 10 Hz and = 1 s. Repeat for f0 = 1 Hz and = 1 ms.
(d) Under what conditions for and f0 would you expect the response to resemble (be a good
approximation to) the input?
9.54 (Eigensignals) If the input to a system is its eigensignal, the response has the same form as the
eigensignal. Argue for or against the following statements by computing the system response in the
frequency domain using the Fourier transform.
(a) Every signal is an eigensignal of the system described by h(t) = A(t).
(b) The signal x(t) = ej2t is an eigensignal of any LTI system such as that described by the impulse
response h(t) = et u(t).
(c) The signal x(t) = ej2t is an eigensignal of any LTI system described by a dierential equation
such as y (t) + y(t) = x(t).
(d) The signal x(t) = cos(t) is an eigensignal of any LTI system described by a dierential equation
such as y (t) + y(t) = x(t).
(e) The signal x(t) = sinc(t) is an eigensignal of ideal filters described by h(t) = sinc(t), > .
(f ) The signal x(t) = cos(2t) is an eigensignal of ideal filters described by h(t) = sinc(t), > 2.
(g) A signal x(t) band-limited to B Hz is an eigensignal of the ideal filter h(t) = sinc(t), > 2B.
8
9.55 (Frequency Response of Filters) The frequency response of a filter is H() = .
8 2 + 4j
(a) What is the dc gain A0 of this filter?
(b) At what frequency does the gain equal A0 / 2? At what frequency (approximately) does the
gain equal 0.01A0 ?
(c) Compute the response y(t) of this filter to the input x(t) = 4 + 4 cos(2t) 4 sin(2t) + cos(30t).
1
9.56 (Frequency Response of Filters) The frequency response of a filter is H() = .
1 2 + 2j
(a) What is the dc gain A0 of this filter?
(b) At what frequency does the gain equal A0 / 2? At what frequency (approximately) does the
gain equal 0.01A0 ?
(c) Compute the response y(t) of this filter to the input x(t) = 4 + 4 cos(t) 4 sin(t) + cos(10t).
9.57 (Power Spectral Density) Sketch the power spectral density (PSD) of the following:
(a) x(t) = 8 cos(10t) + 4 sin(20t) + 6 cos(30t + 4 )
(b) x(t) = 4 + 8 cos(10t) + 4 sin(20t)
9.58 (Power Spectral Density) A transform X(f ) can qualify as the PSD of an autocorrelation function
only if it satisfies certain properties. For each of the following that qualify as a valid PSD, find the
autocorrelation function. For those that do not, explain why they cannot be a valid PSD.
1 1
(a) R(f ) = (b) R(f ) =
1 + j2f 1 + 4 2 f 2
1 3
(c) R(f ) = (d) R(f ) =
1 + 2f + 4 f 2 2 4 + 20 f 2 + 16 4 f 4
2
1
(e) R(f ) = (f ) R(f ) = sinc2 (2f )
1 32 2 f 2 + 16 4 f 4
2f
(g) R(f ) = (f ) + sinc2 (2f ) (h) R(f ) = (f ) +
1 + 4 2 f 2
298 Chapter 9 The Fourier Transform
9.59 (Power Spectral Density) Find the PSD corresponding to the following autocorrelation functions
and describe their spectra.
(a) rxx (t) = A(t) (white noise) (b) rxx (t) = Ae|t|
2
(c) rxx (t) = A sinc(t) (band-limited white noise) (d) rxx (t) = Aet
9.60 (Dirichlet Kernel) Find the quantities indicated for the following signals.
(a) x(t) = (t + 1) + (t) + (t 1). Find X(f ).
!N
sinc[(2N + 1)f ]
(b) d(t) = (t k). Show that D(f ) = (2N + 1) .
sinc(f )
k=N
This is the Dirichlet kernel. Does D(f ) equal X(f ) for N = 1?
!N
(c) y(t) = (t kt0 ). Find its Fourier transform Y (f ).
k=N
9.61 (Bandwidth) Find the indicated bandwidth measures for each signal x(t).
(a) x(t) = sinc(t) (the absolute bandwidth)
(b) x(t) = rect(t) (the null bandwidth)
(c) x(t) = et u(t) (the half-power bandwidth)
2
(d) x(t) = et (the rms bandwidth)
2
(e) x(t) = et (the equivalent bandwidth)
9.62 (Time-Bandwidth Product) Compute the time-bandwidth product of an ideal lowpass filter as-
suming that the duration corresponds to the width of the central lobe of its impulse response h(t) and
the bandwidth equals the absolute bandwidth.
9.63 (Time-Bandwidth Product) Find the equivalent bandwidth and the time-bandwidth product for
a second-order Butterworth filter with a cuto frequency of 1 rad/s.
9.64 (Time-Bandwidth Product) Compute the indicated time-bandwidth product for each system.
(a) h(t) = tri(t), using equivalent duration and equivalent bandwidth
2
(b) h(t) = et , using the moment-based measures TM and BM as defined in the text
9.65 (Equivalent Noise Bandwidth) Find the equivalent bandwidth and the half-power bandwidth for
(a) A first-order lowpass filter with time constant .
(b) The cascade of two first-order lowpass filters, each with time constant .
(c) A second-order Butterworth filter with a cuto frequency of 1 rad/s.
9.66 (Frequency Response of Oscilloscopes) To permit accurate displays and time measurements,
commercial oscilloscopes are designed to have an approximately Gaussian response. This also permits
a monotonic step response (with no ringing) and a constant group delay (freedom from distortion).
However, a more fundamental reason is based on the fact that an oscilloscope is a complex instrument
with many subsystems and the overall response depends on the response of the individual systems.
How does this fact account for the Gaussian response of commercial oscilloscopes (think central limit
theorem)?
9.67 (Oscilloscope Bandwidth) When displaying step-like waveforms on an oscilloscope, the measured
rise time Tm is related to the oscilloscope rise time To and the signal rise time Ts by Tm
2
Ts2 + To2 .
Chapter 9 Problems 299
(a) Pick a reasonable estimate of the rise time-bandwidth product and determine the oscilloscope
bandwidth required to measure a signal rise time of 1 ns with an error of 10% or less.
(b) The signal is connected to the oscilloscope through a probe whose time constant is 0.1 ns. Make a
reasonable estimate of the probe rise time from its time constant and determine the oscilloscope
bandwidth required to measure a signal rise time of 1 ns with an error of 10% or less.
COMPUTATION AND DESIGN
ftprpgui A GUI for Visualization of Fourier Transform Properties
The graphical user interface ftprpgui allows you to visualize how the spectrum is aected by
operations on the time signal (scaling, time shift, modulation, etc.).
To explore this routine, type ftprpgui at the Matlab prompt.
freqgui A GUI for Visualization of Frequency Response
The graphical user interface freqgui allows you to visualize the frequency response.
You can displays results against f or , using several options.
To explore this routine, type freqgui at the Matlab prompt.
9.68 (Frequency Response of Butterworth Filters) The gain of an nth-order Butterworth lowpass
filter is described by
1
|H()| = .
1 + ( )2n
(a) Show that the half-power frequency of this filter is = for any n.
(b) Use Matlab to plot the magnitude spectrum for = 1 and n = 2, 3, 4, 5 on the same graph. At
what frequency do these filters have identical magnitudes? Describe how the magnitude spectrum
changes as the order n is increased.
9.69 (Performance Measures) Performance measures for lowpass filters include the rise time, the 5%
settling time, the half-power bandwidth, and the time-bandwidth product. Plot the step response,
magnitude spectrum, and phase spectrum of the following filters. Then, use the ADSP routine trbw
to numerically estimate each performance measure.
(a) A first-order lowpass filter with = 1
(b) The cascade of two first-order filters, each with = 1
(c) y (t) + 2y (t) + y(t) = x(t) (a second-order Butterworth lowpass filter)
(d) y (t) + 2y (t) + 2y (t) + y(t) = x(t) (a third-order Butterworth lowpass filter)
9.70 (Steady-State Response in Symbolic Form) The ADSP routine ssresp yields a symbolic ex-
pression for the steady-state response to sinusoidal inputs (see Chapter 21 for examples of its usage).
Find the steady-state response to the input x(t) = 2 cos(3t 3 ) for each of the following systems.
(a) y (t) + y(t) = 2x(t), for = 1, 2
(b) y (t) + 4y(t) + Cy(t) = x(t), for C = 3, 4, 5
Chapter 10
MODULATION
10.0 Scope and Objectives
The Fourier transform finds widespread application in the area of communications. This chapter concentrates
on amplitude modulation (AM), where a message signal modulates the amplitude of a high-frequency carrier;
phase modulation (PM), where the message modulates the phase of the carrier phase; and frequency modu-
lation (FM), where the message modulates the carrier phase or frequency. It concludes with an introduction
to the Hilbert transform and its applications to communication.
10.1 Amplitude Modulation
Communication of information often requires transmission of signals, or messages, through space by convert-
ing electrical signals to electromagnetic waves using antennas. Ecient radiation requires antenna dimensions
comparable to the wavelength of the signal. The wavelength of a radiated signal equals c/f , where c is
the speed of light (at which electromagnetic waves travel) and f is the signal frequency. Transmission of
low-frequency messages, such as speech and music, would require huge antenna sizes measured in kilometers.
A practical approach is to shift low-frequency messages to a much higher frequency using modulation and
to transmit the modulated signal instead. In turn, this requires a means of recovering the original message
at the receiving end, a process called demodulation.
We start with several amplitude modulation schemes based on modulating the amplitude of a high-
frequency carrier xC (t) = cos(2fC t) by a message signal xS (t) band-limited to a frequency B fC .
10.1.1 DSBSC AM
The simplest amplitude modulation scheme is to multiply the carrier xC (t) by the message signal xS (t), as
illustrated in Figure 10.1.
The modulated signal xM (t) and its spectrum XM (f ) are given by
xM (t) = xS (t)xC (t) = xS (t)cos(2fC t) XM (f ) = 0.5[X(f + fC ) + X(f fC )] (10.1)
The spectrum of the modulated signal shows the message spectrum centered about fC . It exhibits sym-
metry about fC . The portion for f > |fC | is called the upper sideband (USB) and that for f < |fC |, the
lower sideband (LSB). Since xS (t) is band-limited to B, the spectrum occupies a band of 2B (centered
about fC ), which is twice the signal bandwidth.
This scheme is called double-sideband suppressed-carrier (DSBSC) AM. The lowpass signal xS (t) is band-
limited to B and called a baseband signal. The signal xM (t) is also band-limited to B + fC , but it is called
a bandpass signal because its spectrum does not include the origin.
300
10.1 Amplitude Modulation 301
Message spectrum
DSBSC AM spectrum (LSB shown shaded).
Multiplier
f
f
-f fC
C
(0.5) (0.5)
f
-f fC
C Carrier spectrum
Figure 10.1 DSBSC amplitude modulation
In the time domain, note that the envelope of the modulated signal xM (t) follows the message xS (t),
provided xS (t) 0, as illustrated in Figure 10.2.
(a) Unipolar message (dark) and modulated signal (b) Bipolar message (dark) and modulated signal
1
1
0.5
Amplitude
Amplitude
0 0
0.5
1
1
Time t Time t
Figure 10.2 The envelope of the modulated signal corresponds to the message
signal only if the message amplitude is always positive.
10.1.2 Standard AM
In standard AM, the modulated signal is transmitted along with the carrier signal, as illustrated in Fig-
ure 10.3. The message signal xS (t) modulates the carrier xC (t) to give the modulated signal xM (t) described
by
xM (t) = [AC + xS (t)]cos(2fC t) (10.2)
With AS = |xS (t)|max and = AS /AC , we may rewrite this as
AC
xM (t) = AC cos(2fC t) + xS (t)cos(2fC t) (10.3)
AS
Here, is called the modulation index. The spectrum of the modulated signal xM (t) equals
AC AC
XM (f ) = [(f + fC ) + (f fC )] + [X(f + fC ) + X(f fC )] (10.4)
2 2AS
The spectrum is identical to that of DSBSC AM, except for the presence of two impulses at fC due to the
carrier component. Its bandwidth equals 2B (centered about fC ), which is twice the signal bandwidth.
302 Chapter 10 Modulation
Message spectrum Standard AM spectrum (LSB shown shaded)
(0.5A) (0.5A)
Multiplier Adder
f
f -f fC
C
A
(0.5) (0.5)
f
-f fC
C Carrier spectrum
Figure 10.3 Standard AM
REVIEW PANEL 10.1
Suppressed Carrier AM and Transmitted Carrier (or Standard) AM
Suppressed carrier (DSBSC AM): xM (t) = xS (t)cos(2fC t)
Transmitted carrier (standard AM): xM (t) = [AC + xS (t)]cos(2fC t)
In the time domain, if xS (t) varies slowly compared with the carrier, the envelope of xM (t) follows xS (t),
provided 0 < < 1 (or |xS (t)| < AC ). For || > 1, the envelope no longer resembles xS (t), and we have
over-modulation (see Figure 10.2).
REVIEW PANEL 10.2
When Does the Envelope of AM Correspond to the Message Signal xs (t)?
When xS (t) 0 for DSBSC AM or AC + xS (t) 0 (i.e., 1) for standard AM.
10.1.3 Eciency of Modulation
The eciency of modulation is a measure of the power required to transmit just the message component.
The eciency of DSBSC AM is 100% since no power is expended in transmitting the carrier. For standard
AM, however, the message power is only a fraction of the total transmitted power since the modulated signal
also includes the carrier. We define the eciency as the ratio of the power PS in the two sidebands and
the total power PM .
REVIEW PANEL 10.3
Modulation Index and Eciency of Standard AM
|xS (t)|max power in sidebands
Modulation index: = Eciency: =
AC total power
2
Single-tone message: = max = 13 , or 33.33% (when = 1)
2 + 2
10.1 Amplitude Modulation 303
EXAMPLE 10.1 (Single-Tone Standard AM)
For a single-tone message xS (t) = AS cos(2f0 t), with f0 fC , we may write
xM (t) = [AC + xS (t)]cos(2fC t) = [1 + cos(2f0 t)]AC cos(2fC t)
where = AS /AC . Expanding this result, we get
xM (t) = AC cos(2fC t) + 0.5AC cos[2(fC + f0 )t] + 0.5AC cos[2(fC f0 )t]
The spectrum of xM (t) consists of the carrier component with strength AC , and two sidebands at fC f0
with strengths 0.5AC and zero phase.
The power PM in the modulated signal equals
PM = 0.5A2C + 0.5(0.25A2C 2 + 0.25A2C 2 ) = 0.25A2C (2 + 2 )
The total power in the two sidebands is 0.25A2C 2 . The eciency is thus
0.25A2C 2 2
= =
0.25A2C (2 + 2 ) 2 + 2
The maximum possible eciency occurs when = 1 (with AS = AC ) and equals 13 (33.33%). With a
modulation index of = 0.5, the eciency drops to 19 (11.11%). For periodic signals with < 1, it turns out
that < 1/(1 + p2f ), where pf is the peak factor (the ratio of the peak and rms value). Since xrms xp ,
we have pf 1. Large values of pf imply poor eciency.
10.1.4 Detection of AM Signals
At the receiver, the message xS (t) may be recovered using demodulation or detection. We discuss two
detection schemes.
Synchronous (Coherent) Detection
Synchronous or coherent detection entails modulation of the modulated signal by cos(2fC t), followed by
lowpass filtering. The demodulation scheme for DSBSC AM is shown in Figure 10.4.
DSBSC AM spectrum Carrier spectrum
Multiplier
(0.5) (0.5)
f f
-f fC -f fC
C C
Message spectrum
Spectrum of demodulated signal
0.5X(f)
Lowpass
f filter f
2 fC B B 2 fC B B
Figure 10.4 Synchronous demodulation of DSBSC AM
304 Chapter 10 Modulation
With xM (t) = xS (t)cos(2fC t), the demodulated signal equals
xD (t) = xM (t)cos(2fC t) = xS (t)cos(2fC t)cos(2fC t) (10.5)
Using the identity cos2 () = 0.5(1 + cos 2), we obtain
xD (t) = 0.5xS (t) + 0.5xS (t)cos(4fC t) (10.6)
If xD (t) is passed through a lowpass filter whose bandwidth exceeds the message bandwidth B, the high-
frequency component at 2fC is blocked, and we recover 0.5xS (t), which corresponds to the message signal.
The demodulation scheme for standard AM is shown in Figure 10.5.
Standard AM spectrum
(0.5A) (0.5A) Carrier spectrum
Multiplier
(0.5) (0.5)
f f
-f fC -f fC
C C
Spectrum of demodulated signal Message spectrum
0.5X(f) (0.5A)
(0.5A)
Lowpass
(A/4) (A/4)
f filter f
2 fC B B 2 fC B B
Figure 10.5 Synchronous demodulation of standard AM
With xM (t) = [AC + xS (t)]cos(2fC t), the demodulated signal equals
xD (t) = xM (t)cos(2fC t) = [AC + xS (t)]cos(2fC t)cos(2fC t) (10.7)
Using the identity cos2 () = 0.5(1 + cos 2), we obtain
xD (t) = 0.5[AC + xS (t)] + 0.5[AC + xS (t)]cos(4fC t) (10.8)
If xD (t) is passed through a lowpass filter whose bandwidth exceeds the message bandwidth B, the high-
frequency component at 2fC is blocked, and we recover 0.5[AC + xS (t)]. If xS (t) contains no dc component,
we can use ac coupling to eliminate the dc component 0.5AC and recover the message component 0.5xS (t).
This method is called synchronous or coherent detection, since it requires a signal whose frequency
and phase (but not amplitude) must be synchronized or matched to the carrier signal at the transmitter. For
DSBSC the coherent carrier may be obtained by transmitting a small fraction of the carrier (a pilot signal)
along with xM (t). Synchronous detection is costly in practice.
REVIEW PANEL 10.4
Synchronous Detection of AM Signals
A carrier with the original frequency and phase modulates xM (t). A lowpass filter extracts xS (t).
10.1 Amplitude Modulation 305
+ +
Modulated C R Detector Lowpass Demodulated
signal output filter signal
Detector
Figure 10.6 Envelope detection of AM signals
Asynchronous (Envelope) Detection
For standard AM (with 1) or DSBSC AM (with xS (t) 0), we can also recover the message xS (t) as
the envelope of the demodulated signal using the circuit of Figure 10.6.
The diode turns on only when the input xD (t) exceeds the output. The detector output follows the
message xS (t) (band-limited to B) only if the time constants are properly chosen. The detector output is
smoothed by a lowpass filter to recover the message signal, as illustrated in Figure 10.7.
(a) Modulated signal and detector output (dark) (b) Output of lowpass filter
1.5 1.5
1 1
0.5 0.5
Amplitude
Amplitude
0 0
0.5 0.5
1 1
1.5 1.5
Time t Time t
Figure 10.7 Various signals during envelope detection of AM signals
The charging constant (which equals RD C, where RD includes the source and diode resistance) is usually
small enough (with C fC ) to allow rapid charging and let the output follow the input (if fC B).
Figure 10.8 illustrates how the discharging time constant D aects the detector output. The discharging
time constant must be carefully chosen to satisfy D > 1/fC , to ensure that the output is maintained
between peaks; and D < 1/B, to ensure that the capacitor discharges rapidly enough to follow downward
excursions of the message and does not miss any peaks. Envelope detection is an inexpensive scheme that
finds widespread use in commercial AM receivers.
REVIEW PANEL 10.5
Envelope Detection of Standard AM Signals
We extract the envelope of xM (t) using a diode circuit and lowpass filter it to recover xS (t).
For proper recovery, c f1C (to follow the rising signal) and f1C d B1 (to catch the peaks).
306 Chapter 10 Modulation
(a) Large means missed peaks (b) Small means rapid discharging
1.5 1.5
1 1
0.5 0.5
Amplitude
Amplitude
0 0
0.5 0.5
1 1
1.5 1.5
Time t Time t
Figure 10.8 The eect of discharging time constant D on the detected signal
10.1.5 Frequency Multiplexing and Demultiplexing
Since its inception, amplitude modulation has been widely used for commercial radio broadcasting. It also
finds application in several other areas of communication. One such application is frequency multiplexing,
which allows us to transmit many messages simultaneously, as illustrated in Figure 10.9.
X1(f)
f f
B1 f1 f1
X2(f)
Multiplexed
f f signal
B2 f2 f2
X3(f)
f f
B3 f3 f3
X1(f)
Bandpass Lowpass
filter filter f
B1
Multiplexed signal f1 X2(f)
Bandpass Lowpass
f filter filter f
f1 f2 f3 B2
f2 X3(f)
Bandpass Lowpass
filter filter f
B3
f3
Figure 10.9 Frequency multiplexing
10.1 Amplitude Modulation 307
Each message is modulated using a carrier at a dierent frequency in a way that the spectra of the
modulated signals do not overlap. To recover the messages, the multiplexed signal is fed to bandpass filters
with dierent center frequencies that extract the modulated signals. Each modulated signal is demodulated
separately at the same carrier frequency as used in modulation. The problem is that this scheme is wasteful
of equipment, requiring many local oscillators, and even more wasteful of transmission bandwidth and power.
EXAMPLE 10.2 (Frequency Multiplexing and Demultiplexing)
The spectra of four speech signals are shown in Figure E10.2. Sketch the spectrum of the frequency multi-
plexed signal if the carrier frequencies are chosen to provide a separation of 1.2 kHz and find the bandwidth
of the multiplexed signal.
Message spectrum 1 Message spectrum 2 Message spectrum 3 Message spectrum 4
f (kHz) f (kHz) f (kHz) f (kHz)
3.4 3.4 3.4 3.4 3.4 3.4 3.4 3.4
Spectrum of frequency multiplexed signal
f (kHz)
0.6 7.4 8.6
15.4 16.6 23.4 24.6 31.4
(Axis not to scale)
Figure E10.2 Signal spectra for Example 10.2 and spectrum of the multiplexed signal
The frequency multiplexed signal is shown in Figure E10.2. Since there are four messages, we must choose
four carrier frequencies at 4, 12, 20, and 36 kHz, to provide a separation of 1.2 kHz between the messages.
The spectrum of the multiplexed signal shows the message spectra in the bands 0.67.4 kHz, 8.615.4 kHz,
16.623.4 kHz, and 24.631.4 kHz. The bandwidth of the multiplexed signal is thus 31.4 kHz.
10.1.6 Heterodyning or Mixing
Heterodyning or mixing is a practical scheme for tuning in to messages modulated by carriers at dierent
frequencies, or to recover a particular message from a frequency multiplexed signal. The idea is to first shift
the message spectrum about a fixed intermediate frequency fIF (for any carrier frequency) and then use a
bandpass filter centered at fIF and another carrier at fIF to recover the message. The scheme is illustrated
in Figure 10.10.
To recover the message X1 (f ) modulated by a carrier at f1 , it is mixed with a carrier generated by a
tunable local oscillator whose frequency is adjusted to f1 + fIF (or f1 fIF ). This produces a heterodyned
signal with the message spectrum centered about fIF . The heterodyned signal is passed through a bandpass
filter (BPF) with a fixed center frequency of fIF and finally demodulated by a carrier at fIF to recover the
message. By tuning the local oscillator, we can recover messages using carriers at dierent frequencies.
The main advantage of this method is that both the bandpass filter and the final demodulator operate
at the fixed frequency fIF , and this simplifies their design. Receivers using the principle of heterodyning
are called superhet (or superheterodyne) receivers, even though the term superheterodyne originated with
receivers that used a local oscillator frequency adjusted to f1 + fIF (and not f1 fIF ).
308 Chapter 10 Modulation
Multiplexed signal Mixer X1(f)
BPF
LPF
f f IF f f
f1 f2 f3 f 1 + f IF f IF f IF B1
Multiplexed signal Mixer X2(f)
BPF
f IF LPF
f f f
f1 f2 f3 f 2 + f IF f IF f IF B2
Figure 10.10 The principle of heterodyning
10.1.7 Superhet AM Receivers
In the United States of America, the carrier frequencies used for commercial AM radio stations range from
540 kHz to 1600 kHz with a separation of 10 kHz (or 30 kHz for stations in close proximity). The transmission
bandwidth is 10 kHz (implying an audio message bandwidth of less than 5 kHz). The permissible carrier
power ranges from 1 kW (local stations) to 50 kW, and a modulation index between 0.85 and 0.95 is required.
Most low-cost commercial AM receivers have the architecture illustrated in Figure 10.11.
Antenna
RF section: Mixer Speaker
IF section: Envelope Audio
Tunable BPF
and amplifier Fixed BPF detector amplifier
Common
tuning knob Local AGC
oscillator
f C + f IF
Figure 10.11 Block diagram of a superhet AM receiver
The incoming signal passes through an RF section that includes a tunable bandpass amplifier. The
tuning knob serves two functions. It adjusts the center frequency of the RF amplifier to the required carrier
frequency fC . It also serves to adjust the local oscillator frequency to fC + fIF in order to shift the incoming
message to the fixed intermediate frequency fIF = 455 kHz. The mixer produces the heterodyned signal,
which is then filtered and amplified by an IF amplifier (with a bandwidth of 10 kHz) and demodulated using
an envelope detector. The audio amplifier (a low pass filter with a cuto frequency of about 5 kHz) raises
the message power to a level suitable for the speakers. The automatic gain control (AGC) compensates for
the variations in the RF signal level at the receiver input due to fading. It uses the dc oset of the detector
output (which is proportional to the RF signal level) to control the gain of the IF amplifier.
For an RF tuning range of 5401600 kHz, the frequency of the local oscillator must cover 851145 kHz
if fLO = fC fIF , or 9952055 kHz if fLO = fC + fIF . The tuning range of 13:1 in the first case is harder to
implement that the tuning range 2:1. For this reason, the local oscillator frequency is chosen as fLO = fC +fIF
(hence the name superheterodyne). If the local oscillator is tuned to receive the frequency fC = fLO fIF ,
we will also pick up the image frequency fI = fLO + fIF = fC + 2fIF . The bandwidth of the RF amplifier
should thus be narrow enough to reject such image signals. Strong signals at subfrequencies (such as fC /2)
may also cause interference (due to nonlinearities in the IF amplifier).
10.1 Amplitude Modulation 309
10.1.8 Spectrum Analyzers
Spectrum analyzers are devices that produce and display the magnitude spectrum or power spectral density
(PSD) of signals. Conceptually, such a device consists of a narrow-band bandpass filter with adjustable
center frequency, as shown in Figure 10.12.
Narrow-band
Test Rectifier and
bandpass filter
signal lowpass filter Vertical input
(variable center frequency)
Periodic ramp Horizontal input
generator
Oscilloscope
Figure 10.12 Conceptual block diagram of a spectrum analyzer
The center frequency of the bandpass filter can be varied in response to a ramp signal, which also serves
as the horizontal channel input to an oscilloscope. The output of the bandpass filter is rectified to produce
the rms value of the signal, filtered, and finally applied to the vertical channel input of the oscilloscope. The
oscilloscope display approximates the magnitude spectrum of the input signal as the center frequency of the
bandpass filter scans the frequency range of the input signal. If the rectifier is replaced by a square law
detector, the display corresponds to the PSD. The accuracy of the display is governed by the sharpness of
the bandpass filter and the sweep rate of the ramp generator. The narrower the passband of the bandpass
filter, the better is the accuracy. The sweep rate of the ramp generator should be low enough to permit
the bandpass filter to produce a steady-state response. If the filter bandwidth is f , its rise time will be
around 1/f . If the sweep rate (in Hz per second) is R, the filter will provide an adequate response only if
f /R > 1/f or R < f 2 . The sweep rate is thus limited by the filter bandwidth.
In practice, it is dicult to design variable-frequency narrow-band bandpass amplifiers that can cover a
wide range of frequencies. A practical alternative is to design a bandpass filter with a fixed center frequency f0
and use a voltage-controlled oscillator (VCO) to tune in the signal frequencies, as illustrated in Figure 10.13.
Mixer Linear
Test Bandpass filter Rectifier and Log
signal (fixed center frequency) lowpass filter amplifier Log Vertical
input
Periodic ramp
VCO generator Horizontal input
Oscilloscope
Figure 10.13 Block diagram of a practical spectrum analyzer
The VCO generates a frequency that sweeps from f0 to f0 + B, where B is the bandwidth of the test
signal. At some input frequency fin , the output of the mixer is at the frequencies (f0 + fin ) fin = f0
and (f0 + fin ) + fin = f0 + 2fin . Only the lower sideband component at f0 is passed by the bandpass
filter. The amplitude spectrum may also be displayed in decibels (dB) (using appropriate calibration) if
the rectified and filtered signal is amplified by a logarithmic amplifier before being fed to the oscilloscope
310 Chapter 10 Modulation
vertical channel. Logarithmic displays are useful in detecting small amplitude signals in the presence of large
amplitude signals. Due to system imperfections and instrument noise, a spectrum analyzer does not display
a decibel value of if no input signal is present (as it ideally should), and its dynamic range is typically
limited to between 60 and 90 dB.
10.2 Single-Sideband AM
Single-sideband (SSB) modulation makes use of the symmetry in the spectrum of an amplitude modulated
signal to reduce the transmission bandwidth. Conceptually, we can transmit just the upper sideband (by
using a bandpass or highpass filter) or the lower sideband (by using a bandpass or lowpass filter). This
process requires filters with sharp cutos. A more practical method is based on the idea of the Hilbert
transform, an operation that shifts the phase of x(t) by 2 . The phase shift can be achieved by passing
x(t) through a system whose transfer function H(f ) is
!
j, f >0
H(f ) = j sgn(f ) = (10.9)
j, f <0
In the time domain, the phase-shifted signal x(t) is given by the convolution
1
(t) =
x x(t) (10.10)
t
The phase-shifted signal x(t) defines the Hilbert transform of x(t). The spectrum X(f ) of the Hilbert-
transformed signal equals the product of X(f ) with the transform of 1/t. In other words,
) = j sgn(f )X(f )
X(f (10.11)
A system that shifts the phase of a signal by 2 is called a Hilbert transformer or a quadrature filter.
Such a system can be used to generate an SSB AM signal, as illustrated in Figure 10.14.
First, xS (t) is modulated by xC (t) to give the in-phase component:
xMI (t) = xC (t)xS (t) = cos(2fC t)xS (t) (10.12)
Next, both xS (t) and xC (t) are shifted in phase by 90 to yield their Hilbert transforms xS (t) and x
C (t).
Note that shifting the carrier xC (t) = cos(2fC t) by 90 simply yields x
C (t) = sin(2fC t). Then, x
C (t) is
modulated by x S (t) to give the quadrature component:
xMQ (t) = sin(2fC t)
xS (t) (10.13)
The lower sideband xML (t) and upper sideband xMU (t) are obtained from xMI (t) and xMQ (t) as
xML (t) = xMI (t) + xMQ (t) = xS (t)cos(2fC t) + x
S (t)sin(2fC t) (10.14)
xMU (t) = xMI (t) xMQ (t) = xS (t)cos(2fC t) x
S (t)sin(2fC t) (10.15)
Since the transmitted modulated signal contains only one sideband, its envelope does not correspond to the
message signal.
REVIEW PANEL 10.6
The Envelope of SSB AM Does NOT Correspond to the Message Signal
Lower sideband SSB AM signal: xM L (t) = xS (t)cos(2fC t) + x
S (t)sin(2fC t)
Upper sideband SSB AM signal: xM U (t) = xS (t)cos(2fC t) xS (t)sin(2fC t)
10.2 Single-Sideband AM 311
Message spectrum
f
-f fC
C
f fC
Cosine carrier
+
+ f
Sine carrier -f fC
C
fC
Hilbert
transformer
H(f) = j sgn (f)
-f fC f
C
Figure 10.14 SSB amplitude modulation using the Hilbert transform
10.2.1 Detection of SSB AM Signals
The scheme for synchronous detection of SSB AM is shown in Figure 10.15.
Spectrum of SSB signal (LSB)
Carrier spectrum
Multiplier
(0.5) (0.5)
f f
-f fC -f fC
C C
Message spectrum
Spectrum of demodulated signal 0.5X(f)
Lowpass
f filter f
2 fC B B 2 fC B B
Figure 10.15 Synchronous detection of SSB AM
The demodulated signal is given by
xD (t) = [xS (t)cos(2fC t) x
S (t)sin(2fC t)]cos(2fC t) (10.16)
With cos2 () = 0.5(1 + cos 2) and sin()cos() = 0.5 sin 2, this simplifies to
xD (t) = 0.5xS (t)[1 + cos(4fC t)] 0.5
xS (t)sin(4fC t) (10.17)
Once again, passing xD (t) through a lowpass filter removes the frequency components at 2fC and yields the
message signal 0.5xS (t).
312 Chapter 10 Modulation
EXAMPLE 10.3 (Single-Tone SSB Modulation)
Consider a single-tone message xS (t) = cos(2f0 t), which modulates the carrier cos(2fC t), with f0 fC .
The in-phase component equals
xMI (t) = cos(2f0 t)cos(2fC t) = 1
2 cos[2t(f0 fC )] + 1
2 cos[2t(f0 + fC )]
The phase-shifted (by 90 ) signals sin(2f0 t) and sin(2fC t) yield the quadrature component
xMQ (t) = sin(2f0 t)sin(2fC t) = 1
2 cos[2t(f0 fC )] 1
2 cos[2t(f0 + fC )]
The sum and dierence of xMI (t) and xMQ (t) generates the SSB signals:
xML (t) = xMI (t) + xMQ (t) = cos[2t(f0 fC )] = LSB signal
xMU (t) = xMI (t) xMQ (t) = cos[2t(f0 + fC )] = USB signal
The frequencies of the LSB and USB signals are f0 fC and f0 + fC , respectively.
10.3 Angle Modulation
Angle modulation collectively refers to schemes that vary the phase, or frequency, of a carrier signal in
proportion to the message signal. Consider a sinusoidal carrier with variable phase
x(t) = AC cos[2fC t + C (t)] (10.18)
The argument of the sinusoid may itself be regarded as an instantaneous phase angle C (t), with
C (t) = 2fC t + C (t) (10.19)
The carrier completes one full cycle as C (t) changes by 2. The peak phase deviation is defined as
|(t)|max .
The derivative C (t) describes the rate of change of C (t) and yields the instantaneous frequency as
dC 1
M (t) = = 2fC + C
(t) fM (t) = fC + (t) (10.20)
dt 2 C
The peak frequency deviation equals |C
(t)|max rad/s or 2
1
|C (t)|max Hz.
Phase modulation (PM) refers to a scheme that varies C (t) by varying the phase C (t), whereas
frequency modulation (FM) describes a scheme that varies C (t) by varying the instantaneous frequency.
REVIEW PANEL 10.7
Instantaneous Phase I (t) (radians) and Instantaneous Frequency I (t) (radians/s)
dI (t) d(t)
For xM (t) = cos[I (t)] = cos[C t + (t)], I (t) = C t + (t) I (t) = dt = C t + dt
10.3 Angle Modulation 313
10.3.1 Phase Modulation
In phase modulation, the phase C (t) of the carrier is varied in proportion to xS (t). If xS (t) is constant,
C (t) = C and fM (t) = fC . If xS (t) shows a linear time-dependence, C (t) = A + Bt and fM (t) = fC + 2B
.
In either case, the instantaneous frequency fM (t) is constant. Formally, a phase-modulated signal xPM (t)
may be written as
xPM (t) = AC cos[2fC t + C (t)] = AC cos[2fC t + kP xS (t)] (10.21)
where C (t) = kP xS (t). The constant kP (in radians/units of xS ) is called the phase sensitivity. Since
C (t) is cyclic, unique demodulation of a PM signal requires that C (t) lie in the principal range .
The instantaneous phase and instantaneous frequency of a PM signal are given by
kP
PM (t) = 2fC t + kP xS (t) fPM (t) = fC + x (t) (10.22)
2 S
The peak frequency deviation equals
kP
fP = |x (t)|max (10.23)
2 S
In analogy with AM, we also define a modulation index P , called the deviation ratio, in terms of the
highest frequency B in the message as
fP
P = (10.24)
B
10.3.2 Frequency Modulation
In frequency modulation, the instantaneous frequency of the carrier is varied linearly with xS (t) and may
be written as
fFM (t) = fC + kF xS (t) (10.25)
The constant kF (in Hz/units of xS ) is called the frequency sensitivity.
Upon integrating 2fFM (t), we obtain the modulated angle FM (t) and the frequency-modulated signal
xFM (t) as
" # " $
FM (t) = 2fC t + 2kF xS (t) dt xFM (t) = AC cos 2fC t + 2kF xS (t) dt (10.26)
The peak frequency deviation fF and deviation ratio F are given by
fF
fF = kF |xS (t)|max F = (10.27)
fB
A PM signal may be viewed as a special case of an FM signal, with the modulating quantity as d xdtS (t)
(instead
of xS (t)). Similarly,
% an FM signal may be viewed as a special case of a PM signal, with the modulating
quantity as xS (t) dt (instead of xS (t)). This is illustrated in Figure 10.16.
REVIEW PANEL 10.8
Phase Modulation (PM) and Frequency Modulation (FM)
%
Modulated signal: xM (t) = cos[C t + (t)] PM: (t) = xS (t) FM: (t) = xS (t) dt
314 Chapter 10 Modulation
(a) Message signal x(t) (c) Message y(t) = x(t)dt
2
1
1
Amplitude
Amplitude
0.5
0 0
0.5
1
1
2
0 2 4 6 0 2 4 6
(b) PM signal. Note phase reversal at t = 1 (d) FM signal
1 1
0.5
Amplitude
Amplitude
0.5
0 0
0.5 0.5
1 1
0 2 4 6 0 2 4 6
Time t [seconds] Time t [seconds]
Figure 10.16 How phase modulation and frequency modulation are related
EXAMPLE 10.4 (Concepts in Angle Modulation)
Consider the angle-modulated signal xM (t) = cos[200t + 0.4 sin(10t)].
(a) The carrier frequency and message frequency are fC = 100 Hz and f0 = 5 Hz, respectively.
Its instantaneous phase is C (t) = 200t + 0.4 sin(10t).
The peak phase deviation thus equals 0.4 rad/s.
Its instantaneous frequency equals fM (t) = 2 C (t)
1
= 100 + 2 cos(10t).
The peak frequency deviation f thus equals 2 Hz.
f 2
The deviation ratio then equals = = = 0.4.
f0 5
(b) If xM (t) is regarded as a PM signal, then kP xS (t) = 0.4 sin(10t).
Suppose kP = 5 radians/unit. Then xS (t) = 0.08 sin(10t). As a check, we evaluate
kP 5(0.8)
fP = |x (t)|max = = 2 Hz.
2 S 2
%
(c) If xM (t) is regarded as an FM signal, then 2kF xS (t) dt = 0.4 sin(10t).
Suppose kF = 4 Hz/unit. Taking derivatives, we get
2kF xS (t) = 8xS (t) = 4 cos(10t) or xS (t) = 0.5 cos(10t).
As a check, we evaluate fF = kF |xS (t)|max = 4(0.5) = 2 Hz.
10.3 Angle Modulation 315
10.3.3 Dierences Between AM, FM, and PM
There are several major dierences between amplitude-modulated signals and angle-modulated signals. In
contrast to the varying envelope of AM signals, the envelope of FM or PM signals is always constant. The
zero crossings of AM signals are always equispaced. Not so for PM and FM whose zero crossings are not
equispaced because the angle varies with time. Unlike AM, an FM signal is a nonlinear function of xS (t).
As a result, the spectrum of FM signals is governed by a much more complex form. As a consequence of
this nonlinearity, the transmission bandwidth of FM signals is much larger than that of a corresponding AM
signal.
10.3.4 Narrowband Angle Modulation
If C (t) 1, we get a rather simple result for the modulated signal xM (t) and its spectrum XM (f ). The
signal xM (t) = AC cos[2fC t + C (t)] may be expanded as
xM (t) = AC cos(2fC t)cos[C (t)] AC sin(2fC t)sin[C (t)] (10.28)
For x 1 rad, cos(x) 1 and sin(x) x, and we can approximate xM (t) by
xM (t) AC cos(2fC t) AC C (t)sin(2fC t) (10.29)
If C (f ) represents the Fourier transform of C (t), the spectrum XM (f ) of the modulated signal can be
described by
XM (f ) = 0.5AC [(f + fC ) + (f fC ) jC (f + fC ) + jC (f fC )] (10.30)
For PM, C (t) equals kP xS (t) and C (f ) = kP X(f ), and we get
XPM (f ) = 0.5AC [(f + fC ) + (f fC ) jkP X(f + fC ) + jkP X(f fC )] (10.31)
%
For FM, C (t) = kF xS (t) dt and C (f ) = kF X(f )/j2f (if we assume that xS (t) has no dc component,
such that X(0) = 0), and we get
& '
X(f + fC ) X(f fC )
XFM (f ) = 0.5AC (f + fC ) + (f fC ) kF + kF (10.32)
(f + fC ) (f fC )
Figure 10.17 compares the spectrum of standard AM, narrowband PM, and narrowband FM signals. The
spectrum of both PM and FM signals contains two impulses at f fC , with strength 0.5AC , and two
sidebands. The sidebands for PM retain the same shape as the message spectrum X(f ), but for FM, the
factors f f
1
C
make X(f ) droop as we move away from fC . This makes FM more susceptible to noise. To
counter the unwanted eects of noise, we use pre-emphasis to boost high frequencies in the message before
modulation (using a dierentiating filter with |H(f )| f ). At the receiver, demodulation is followed by
de-emphasis (using a lowpass filter) to recover the original message.
REVIEW PANEL 10.9
Spectra of Narrowband (with (t) 1) PM and FM Signals
PM: The sidebands retain the shape of the message spectrum centered about the carrier frequency.
FM: The sidebands droop on either side of the carrier frequency.
316 Chapter 10 Modulation
Spectrum of Spectrum of Spectrum of
Message spectrum standard AM narrowband PM narrowband FM
Droop
f f f f
Figure 10.17 The spectra of AM, narrowband PM, and narrowband FM
EXAMPLE 10.5 (Single-Tone Angle Modulation)
Let us choose C (t) = sin(2f0 t). Then fM (t) = fC + f0 cos(2f0 t).
Since |cos(2f0 t)| 1, fM (t) varies between fC + f0 and fC f0 , with a peak frequency excursion
f = f0 . For narrowband FM, C (t) 1, and thus 1. If we substitute for C (t), the modulated
signal xM (t) equals
xM (t) = AC cos[2fC t + C (t)] = AC cos[2fC t + sin(2f0 t)]
Using trigonometric identities, we expand this to
xM (t) = AC cos(2fC t)cos[ sin(2f0 t)] AC sin(2fC t)sin[ sin(2f0 t)]
For x 1 rad, cos(x) 1, sin(x) x, and we have the narrowband approximation
xM (t) AC cos(2fC t) AC sin(2fC t)sin(2f0 t)
Using trigonometric identities once again, this can be rewritten as
xM (t) = AC cos(2fC t) + 0.5AC cos[2(fC + f0 )t] 0.5AC cos[2(fC f0 )t]
The spectrum of xM (t) consists of a carrier at fC of strength AC and two components at fC f0 (both of
strength 0.5AC ), whose phase is 0 at f = fC + f0 and 180 at f = fC f0 . Thus, a narrowband angle-
modulated signal is similar to an AM signal except for a phase of 180 in the component at f = fC f0 .
Like AM, the bandwidth of the angle-modulated single-tone signal xM (t) also equals 2f0 .
10.4 Wideband Angle Modulation
If C (t) is not small enough, we have wideband angle modulation. The analysis of wideband angle modulation
is often quite cumbersome. Some useful results obtain if C (t) is assumed to be periodic. In such a case, we
express xM (t), using Eulers identity, as
( )
xM (t) = AC cos[2fC t + C (t)] = Re AC ej[2fC t+C (t)] (10.33)
Since C (t) is assumed periodic, so is ejC (t) , which can be described by its Fourier series:
* "
1
ejC (t) = X[k]ej2kf0 t X[k] = ej(C 2kf0 t) dt (10.34)
T T
k=
10.4 Wideband Angle Modulation 317
Substituting this into the expression for xM (t), we obtain
+
,
*
xM (t) = Re AC X[k]ej2(fC +kf0 )t
(10.35)
k=
The spectrum of xM (t) shows components at the frequencies fC kf0 . Figure 10.18 shows some signals used
for frequency modulation.
f M (t) f M (t) f M (t) f M (t)
f C + f 0 T = 1/ f 0 T = 1/ f 0 T = 1/ f 0 f C + f 0 T = 1/ f 0
f C + f 0 f C + f 0
t T t t t
T T T
f C f 0 f C f 0 f C f 0 f C f 0
Cosine Sawtooth Triangular Square wave
Figure 10.18 Some common modulating signals used in wideband FM
The coecients X[k] for each modulated signal are given by
Square wave: X[k] = 0.5 sinc[0.5( k] + 0.5(1)k sinc[0.5( + k)]
% 2
Sinusoid: X[k] = Jk () = 21
0
exp[j( sin k )] d . The Jk () represent Bessel functions of integer
order k and argument .
Sawtooth wave: X[k] = 1 exp(j22k ) [C(k ) C(k ) + jS(k ) jS(k )]. Here, we define = 2,
= 2k
+ 0.5, and k = 0.5; and the quantities C(x) and S(x) are Fresnel integrals of the first and
2k
second kind, defined by
" x " x
C(x) = cos(0.5 2 ) d S(x) = sin(0.5 2 ) d (10.36)
0 0
Triangular wave: X[k] = 1 [C(k ) C(k )]cos(0.52k ) + 1 [S(k ) S(k )]sin(0.52k ). Here, we define
= 2, k = k + 0.5, and k = k 0.5.
Figure 10.19 shows the spectra, centered about fC , of the resulting FM signals for each modulating
signal (with = 10). Except for square-wave modulation, the coecients |X[k]| are seen to be negligible for
|k| > , and most of the power is concentrated in the components in the range fC f0 .
REVIEW PANEL 10.10
Spectral Coecients X[k] of Wideband FM for Periodic Modulating Signals
Sinusoid Square Wave Sawtooth or Triangular
X[k] are Bessel functions. X[k] are sinc functions. X[k] are Fresnel integrals.
10.4.1 Bandwidth of Wideband FM
Theoretically, the bandwidth of a wideband FM signal is infinite. In practice, however, most of the power is
concentrated in a few harmonics about fC . As a result, the bandwidth is finite and still much smaller than
the carrier frequency (even though it is much larger than the bandwidth for AM or narrowband FM). There
are two ways to estimate the bandwidth BWB of wideband FM. The first is Carsons rule, an empirical
relation, which says
BWB = 2B(1 + ) = 2(f + B) 2B, > 100 (10.37)
318 Chapter 10 Modulation
(a) For a sine wave ( = 10) (b) For a square wave ( = 10)
0.4 0.4
Amplitude
Amplitude
0.2 0.2
0 0
20 10 0 10 20 20 10 0 10 20
(c) For a sawtooth wave ( = 10) (d) For a triangular wave ( = 10)
0.4 0.4
Amplitude
Amplitude
0.2 0.2
0 0
20 10 0 10 20 20 10 0 10 20
Harmonic index k [ f = fC kf0 ] Harmonic index k [ f = fC kf0 ]
Figure 10.19 The spectrum of wideband FM using various modulating signals
For narrowband FM ( < 0.25 or so), the bandwidth is approximately 2B, and more than 98% of
the power lies in this frequency band for single-tone modulation. For larger values of , Carsons rule
underestimates the bandwidth, and for > 2, it is sometimes modified to BWB = 2B(2 + ). The second
method is a numerical estimate based on applying Parsevals theorem to the signal ejC (t) and its spectral
coecients X[k].
" - -
*
1 - jC (t) -2
P = -e - dt = |X[k]|2 = 1 (10.38)
T T
k=
Since |e | = 1, the total power equals 1. The sum of |X[k]|2 through a finite number of harmonics k = N
jC (t)
equals the fraction of the total power over the frequency band fC N f0 . If we define BWB as the range over
which a large fractionsay, 98%of the total power is concentrated, we can estimate N and compute the
bandwidth as BWB 2N f0 .
REVIEW PANEL 10.11
Bandwidth of Wideband FM Signals and Carsons Rule
Carsons rule: BWB 2B(1 + ) Modified Carsons rule: BWB 2B(2 + )
EXAMPLE 10.6 (Bandwidth of FM Signals)
(a) A 10-MHz carrier is modulated by a sinusoid at the frequency f0 to yield a peak frequency deviation
of 50 kHz. What is the approximate bandwidth of the modulated signal if f0 = 1 kHz? 500 kHz?
For f0 = 1 kHz, we find F = fF /f0 = 50. This value of corresponds to wideband FM, and we
may thus use Carsons rule to compute the bandwidth as BWB = 2f0 (1 + ) = 102 kHz.
For f0 = 500 kHz, we find F = fF /f0 = 0.1. This describes narrowband FM, and we may thus use
the narrowband approximation to compute the bandwidth as BNB 2f0 = 1 MHz.
10.5 Demodulation of FM Signals 319
(b) An FM signal is generated using a single-tone sinusoidal modulating signal at a frequency f0 , with
= 6. What fraction of the total power is contained in the frequency range fC kf0 , |k| 4?
For single-tone modulation, the Fourier series coecients are |X[k]| = |Jk ()|. With = 6, we find
X[0] = |J0 (6)| = 0.1506, X[1] = |J1 (6)| = 0.2767, X[2] = |J2 (6)| = 0.2429, X[3] = |J3 (6)| = 0.1148,
and X[0] = |J4 (6)| = 0.3576. With |X[k]| = |X[k]|, we use Parsevals relation to obtain the power as
4
*
P = |X[k]|2 = 0.5759 W
k=4
This represents about 57.6% of the total power. In fact, it turns out that more than 99% of the total
power is contained in the harmonics |k| 7 and leads to a bandwidth of BWB 2N f0 = 14f0 . This
compares well with Carsons rule that says BWB 2f0 (1 + ) = 14f0
(c) An FM signal is generated using a square-wave modulating signal whose fundamental frequency is f0 .
What fraction of the total power is contained in the frequency range fC kf0 , |k| 4, if = 6?
For square-wave modulation, the Fourier series coecients are
X[k] = 0.5 sinc[0.5( k)] + 0.5(1)k sinc[0.5( + k)]
With = 6, we find X[0] = 0, X[1] = 0.1091, X[2] = 0, X[3] = 0.1415, and X[4] = 0.
With |X[k]| = |X[k]|, we use Parsevals relation to obtain the power as
4
*
P = |X[k]|2 = 0.0638 W
k=4
This represents only about 6.4% of the total power. Even though the first few harmonics contain a
very small fraction of the total power, it turns out that 97.8% of the total power is contained in the
harmonics |k| 7 and leads to a bandwidth of BWB 2N f0 = 14f0 . This also compares well with
Carsons rule that says BWB 2f0 (1 + ) = 14f0
10.5 Demodulation of FM Signals
Demodulation of FM signals is achieved using circuits called discriminators. Given the FM signal
& " '
xFM (t) = AC cos 2fC t + 2kF xS (t) dt (10.39)
the idea is to generate a signal that is proportional to the modulating message signal xS (t). This may be
accomplished in several ways. One commonly used method is dierentiation of the FM signal followed by
envelope detection. Assuming an ideal dierentiator, its output will be
& " '
. /
xD (t) = xFM (t) = AC 2fC + 2kF xS (t) sin 2fC t + 2kF xS (t) dt (10.40)
This describes an AM and FM signal. The AM portion contains the message that can be recovered by an
envelope detector because the detector is insensitive to the FM characteristics of the signal. A practical
scheme for demodulation based on this approach is illustrated in Figure 10.20.
320 Chapter 10 Modulation
FM signal Bandpass Envelope Message
Limiter Differentiator
filter detector
Figure 10.20 A practical scheme for demodulation of FM
The dierentiator is preceded by a hard limiter and a bandpass filter. The limiter converts the FM signal
to a square wave whose zero crossings correspond to those of the FM signal and thus contain information
about the message signal. Its function is to remove any spurious amplitude variations that may have been
introduced into the FM signal during generation or transmission. The bandpass filter is centered at the
carrier frequency, and the filtered waveform is thus a sinusoidal FM signal with a constant peak amplitude
(constant envelope). The dierentiator introduces AM variations proportional to the message, as explained
previously, and the envelope detector recovers the message.
Another method for demodulation of FM signals is based on the Hilbert transform (and described in
the following section). Yet another demodulation method is based on the so-called phase-locked loop (PLL)
described in Chapter 12.
10.5.1 FM Transmission
FM broadcasting was introduced in the 1930s and now includes the immensely popular stereo broadcasting
(introduced in the United States of America in 1961) and (the much less frequently used) quadraphonic FM
broadcasting (introduced in 1975). In the United States of America, commercial FM broadcast stations use
carrier frequencies in the range 88108 MHz, allocated by the FCC (Federal Communications Commission).
The frequencies are separated by 200 kHz (to allow transmission of high-fidelity audio signals), and the
frequency deviation is fixed at 75 kHz. During transmission the two stereo channels are combined to produce
sum and dierence signals. The dierence signal amplitude-modulates a 38-kHz carrier to produce a DSB
signal that is added to the sum signal. A 19-kHz pilot signal (obtained from the 38-kHz carrier by frequency
division) is also added. Together, the three signals produce a stereo multiplexed signal whose spectrum
X(f ) is shown in Figure 10.21. This multiplexed signal modulates the carrier to generate the FM signal for
transmission.
X(f)
L+R
Pilot
L-R
f (kHz)
15 19 23 38 53
Figure 10.21 Spectrum of a stereo multiplexed signal for modulating the FM carrier
10.5.2 FM Receivers
The block diagram of a typical FM receiver is shown in Figure 10.22 and consists of an FM discriminator
followed by circuits for generating either monophonic or stereo signals. For monophonic reception, the
discriminator output is lowpass filtered by a filter whose bandwidth extends to 15 kHz to obtain the sum
signal, which is fed to the speaker. In stereophonic reception, the discriminator output is also applied to a
bandpass filter and then synchronously demodulated by a 38-kHz carrier (extracted from the pilot signal)
10.6 The Hilbert Transform 321
and lowpass filtered to obtain the dierence signal. Finally, the sum and dierence signals are combined in a
matrix to yield the left and right stereo-channel signals. In practice, pre-emphasis filters are used to combat
the eect of noise during transmission (followed by de-emphasis filters at the receiver).
Lowpass 0.5(L+R)
filter L
0-15 kHz
Matrix To speakers
FM Bandpass Lowpass
discriminator filter filter R
23-53 kHz 0-15 kHz
Pilot 0.5(L-R)
filter 2
19 kHz Stereo indicator light
Figure 10.22 Block diagram of a stereo FM receiver
10.6 The Hilbert Transform
The Hilbert transform is an operation that shifts the phase of x(t) by /2. The Hilbert transform of a
signal x(t) may be obtained by passing it through a system with a transfer function H(f ) given by
!
j, f > 0
H(f ) = j sgn(f ) = (10.41)
j, f < 0
This corresponds to a system whose impulse response is h(t) = 1/t. In the time domain, the phase-shifted
signal x
(t) corresponds to the convolution
"
1 1 x()
x(t) = x(t) = d (10.42)
t t
The signal H[x(t)] = x(t) is defined as the Hilbert transform of x(t). Unlike most other transforms, the
Hilbert transform belongs to the same domain as the signal transformed. Due to the singularity in 1/t
at t = 0, a formal evaluation of this relation requires complex variable theory. However, its phase-shifting
property and the Fourier transform allow us to obtain the Hilbert transform of many signals without any
formal integration. Some useful Hilbert transform pairs are listed in Table 10.1.
REVIEW PANEL 10.12
The Hilbert Transform Shifts the Phase Spectrum of a Signal by 90
The Hilbert transform of a real signal is also real.
EXAMPLE 10.7 (Hilbert Transforms)
(a) The Hilbert transform of x(t) = cos(2f t) is obtained by shifting the phase of x(t) by /2 to give
(t) = cos(2f t 2 ) = sin(2f t).
x
(b) Likewise, the Hilbert transform of x(t) = sin(2f t) is x
(t) = sin(2f t 2 ) = cos(2f t).
322 Chapter 10 Modulation
(c) The Hilbert transform of x(t) = ej2f t is x
(t) = ej(2f t/2) = jej2f t = sin(2f t) j cos(2f t).
(d) The Hilbert transform of a periodic signal xp (t) with zero oset described by its Fourier series is
*
*
*
*
xp (t) = ak cos(k0 t) + bk sin(k0 t) p (t) =
x ak sin(k0 t) bk cos(k0 t)
k=1 k=1 k=1 k=1
Table 10.1 Some Useful Hilbert Transform Pairs
Entry Signal x(t) (t)
Hilbert Transform x
1 cos(2f t) sin(2f t)
2 sin(2f t) cos(2f t)
3 xB (t)cos(2fC t) xB (t)sin(2fC t)
(xB (t) band-limited to B < fC )
4 xB (t)sin(2fC t) xB (t)cos(2fC t)
(xB (t) band-limited to B < fC )
1 |t 0.5|
5 rect(t) ln
|t + 0.5|
1 cos(t)
6 sinc(t) 0.5t sinc2 (t) =
t
1
7 (t)
t
1 t
8
1 + t2 1 + t2
1
9 (t)
t
10.6.1 Properties of the Hilbert Transform
Many of the properties of the Hilbert transform are based on its phase-shifting and convolutional nature.
Since the convolution of real functions is real, the Hilbert transform of a real signal is also real. Since t
1
is
odd symmetric, the Hilbert transform (which describes a convolution) of an even symmetric signal is odd
symmetric, and vice versa. Since the magnitude spectrum of t 1
is unity, the magnitude spectra of x(t)
and its Hilbert transform x(t) are identical. The Hilbert transform of x(t) taken twice in succession returns
x(t) because each operation changes the phase of x(t) by 2 . This suggests that the inverse Hilbert
transform of x(t) equals the direct Hilbert transform with a sign change. The Hilbert transform of the
scaled signal y(t) = x(t) may be written as
& '
1 1
y(t) = x(t) = x(t) (10.43)
t t
y(t)
The scaling property of convolution, x(t) h(t) = || , then gives
x(t)
y(t) = = sgn()
x(t) (10.44)
||
10.6 The Hilbert Transform 323
This tells us, for example, that the Hilbert transform of the folded function x(t) is x(t).
If xB (t) is a band-limited signal and xC (t) is a signal whose spectrum does not overlap the spectrum of
xB (t), the Hilbert transform of the product x(t) = xB (t)xC (t) equals the product of xB (t) and the Hilbert
transform of xC (t):
(t) = xB (t)
x xC (t) (for non-overlapping spectra) (10.45)
EXAMPLE 10.8 (Properties of the Hilbert Transform)
(t) = cos(2f t 2 ) = sin(2f t).
(a) The Hilbert transform of x(t) = cos(2f t) is x
(b) The Hilbert transform of x(t) = sin(2f t) is x
(t) = sin(2f t 2 ) = cos(2f t) = x(t).
(c) The Hilbert transform of x(t) = (t) is x
(t) = (t) 1
t = t .
1
(d) The Hilbert transform of x(t) = 1
t is x
(t) = 1
t 1
t = (t).
(e) The Hilbert transform of x(t) = sinc(t) is x
(t) = 0.5t sinc2 (t).
Since sinc(t) is even symmetric, the Hilbert transform of y(t) = sinc(t) equals y(t) = 0.5t sinc2 (t)
for all = 0.
(f ) Let xB (t) represent a signal band-limited to B that modulates a high-frequency carrier given by
xC (t) = cos(2fC t), with fC > B, to yield the modulated signal xM (t) = xB (t)cos(2fC t). The
Hilbert transform of xM (t) then equals x
M (t) = xB (t)sin(2fC t).
10.6.2 The Analytic Signal and Envelopes
Applications of the Hilbert transform to communications are based directly on the concept of the analytic
signal and envelopes. The analytic signal xa (t) of a real signal x(t) is defined by
xa (t) = x(t) + j x
(t) (analytic signal or pre-envelope) (10.46)
The real and imaginary parts of an analytic signal are Hilbert transforms. For example, the analytic signal
of the real signal x(t) = cos(t) is simply
xa (t) = x(t) + j x
(t) = cos(t) + j sin(t) = ejt (10.47)
The Fourier transform of the analytic signal xa (t) = x(t) + j x
(t) is always causal and given by
!
2X(f ), f > 0
Xa (f ) = X(f ) + j[j sgn(f )]X(f ) = X(f )[1 + sgn(f )] = (10.48)
0, f <0
The phase of xa (t) is, however, identical to the phase of x(t). Just as an analytic time signal corresponds to
a causal transform, an analytic transform corresponds to a causal time signal. This is the basis for finding
the causal impulse response corresponding to a given magnitude spectrum (or transfer function). We simply
set up the analytic transform and find its inverse.
The analytic signal of x(t) is also called the pre-envelope of x(t). The complex envelope of x(t) is
defined, in analogy with phasors, at a given frequency fC as
xe (t) = xa (t)ej2fC t (complex envelope) (10.49)
324 Chapter 10 Modulation
The complex envelope xe (t) is also an analytic signal in that its imaginary part equals the Hilbert transform
of its real part:
xe (t) = xI (t) + jxQ (t) = xI (t) + j x
I (t) (10.50)
Note that xQ (t) = x
I (t) is the Hilbert transform of the in-phase component. The quantities xI (t) and xQ (t)
are called the in-phase and quadrature components of x(t) at the frequency fC . In analogy with phasors,
we may also describe the real signal x(t) in terms of its complex envelope at the frequency fC as
x(t) = Re[xa (t)] = Re{xe (t)ej2fC t } (10.51)
The signal x(t) may then be expressed in terms of its in-phase and quadrature components as
. /
x(t) = Re {xI (t) + jxQ (t)}ej2fC t = xI (t)cos(2fC t) xQ (t)sin(2fC t) (10.52)
This has the same form as a USB SSB AM signal. Since xe (t) = xa (t)ej2fC t , its spectrum can be found
using the modulation property to give
Xe (f ) = Xa (f + fC ) = 2X(f + fC )u(f + fC ) (10.53)
The spectrum of xe (t) is also one-sided. If x(t) represents a signal band-limited to B such that fC B, the
spectrum Xe (f ) is centered at fC and confined to the frequency band (fC B, fC + B)
The natural envelope of x(t) is a real quantity that represents the magnitude of xa (t) or xe (t). If
the spectrum X(f ) undergoes a constant phase change to X(f )ej sgn(f ), the analytic signal changes to
xa (t)[cos() + j sin()], whose envelope is still |xa (t)| and thus invariant to the phase change. Since a(t)
|x(t)|, the natural envelope encloses the family of all possible signals we can generate from x(t) by changing
its phase spectrum by an arbitrary constant . At the instants where a(t) = x(t), the Hilbert transform x (t)
equals zero.
REVIEW PANEL 10.13
Envelopes of a Real Signal x(t)
Pre-Envelope (Analytic Signal) Complex Envelope Natural Envelope
xa (t) = x(t) + j x
(t) xe (t) = xa (t)ej2fC t a(t) = |xe (t)| = |xa (t)|
EXAMPLE 10.9 (Envelopes)
(a) Let x(t) = cos(t). Its pre-envelope is xa (t) = cos(t) + j sin(t) = ejt . Its natural envelope is
a(t) = |xa (t)| = 1. This makes sense because the sinusoid x(t) always has unit magnitude for any
constant phase shift!
(b) Let x(t) = sinc(t). Its pre-envelope is
sin(t) 1 cos(t)
xa (t) = x(t) + j x
(t) = +j
t t
Its natural envelope a(t) = |xa (t) simplifies to
- -
- sin(t) 1 cos(t) --
a(t) = -- +j
t t - = sinc(0.5t)
This encloses all the signals we can generate from sinc(t) by changing its phase spectrum by an arbitrary
constant .
10.6 The Hilbert Transform 325
(c) Consider the AM signal xM (t) = f (t)cos(2fC t + ). Its pre-envelope is
xa (t) = xM (t) + j x
M (t) = f (t)cos(2fC t + ) + jf (t)sin(2fC t + ) = f (t)ej(2fC t+)
Its complex envelope is xe (t) = xa (t)ej2fC t = f (t)ej . The natural envelope is a(t) = |f (t)|. The
in-phase and quadrature components are
xM I (t) = f (t)cos() xM Q (t) = f (t)sin()
(d) Consider the PM signal xM (t) = cos[2fC t + (t)]. Its pre-envelope is
xa (t) = xM (t) + j x
M (t) = cos[2fC t + (t)] + j sin[2fC t + (t)] = ej[2fC t+(t)]
Its complex envelope is xe (t) = ej(t) . Its natural envelope is a(t) = 1. Its in-phase and quadrature
components are
xM I (t) = cos[((t)] xM Q (t) = sin[(t)]
10.6.3 Detection of Modulated Signals by the Hilbert Transform
The Hilbert transform and the pre-envelope may be used for the detection of both amplitude-modulated
signals and angle-modulated signals. Consider the modulated signal xM (t) given by
xM (t) = a(t)cos[2fC t + (t)] (10.54)
This represents the most general form of a modulated signal describing both amplitude and phase modulation
of the carrier. In particular, (t) = 0 for AM and a(t) = 1 for PM or FM. To demodulate xM (t), we first
form its pre-envelope:
xa (t) = xM (t) + j x
M (t) (10.55)
If a(t) is band-limited to a frequency B < fC , then x
M (t) = a(t)sin[2fC t + (t)], and we get
xa (t) = a(t)cos[2fC t + (t)] + ja(t)sin[2fC t + (t)] = a(t)ej[2fC t+(t)] (10.56)
Finally, we multiply xa (t) by ej2fC t to get
xD (t) = xa (t)ej2fC t = a(t)ej[2fC t+(t)] ej2fC t = a(t)ej(t) (10.57)
d { xS (t)}
The message signal corresponds to Re[xD (t) for AM, to { xS (t)} for PM, and dt for FM.
REVIEW PANEL 10.14
Detection of AM, FM, or PM Signals, Using Envelopes
Modulated signal: xM (t) = a(t)cos[2fC t + (t)]
Pre-envelope: xa (t) = xM (t) + j x
M (t) Demodulated signal: xD (t) = xa (t)ej2fC t
Recovered message: For AM: Re{xD (t)} For PM: { xD (t)} For FM: d{ xdtD (t)}
326 Chapter 10 Modulation
CHAPTER 10 PROBLEMS
DRILL AND REINFORCEMENT
10.1 (DSBSC AM) Consider the message x(t) = 2 cos(2f1 t) used to modulate the carrier cos(2fC t),
to generate a DSBSC AM signal xM (t).
(a) Write an expression for xM (t) and sketch its spectrum.
(b) Sketch the spectrum of the demodulated signal if demodulation is achieved by cos(2fC t).
10.2 (DSBSC AM) A 1.5-MHz carrier is modulated by a music signal whose frequencies range from
50 Hz to 15 kHz. What is the range of frequencies over which the upper and lower sidebands extend?
10.3 (Standard AM) Consider the message x(t) = 2 cos(2f1 t)+cos(2f2 t) used to modulate the carrier
cos(2fC t) to generate xM (t) = [AC + x(t)]cos(2fC t).
(a) What value of AC ensures a modulation index = 0.5?
(b) What is the eciency when = 0.5?
(c) Sketch the spectrum of x(t) and xM (t) if f1 =10 Hz, f2 =20 Hz, and fC =100 Hz.
10.4 (Standard AM) An AM station operates with a modulation index of 0.8 and transmits a total
power of 50 kW.
(a) What is the power in the transmitted carrier?
(b) What fraction of the total power resides in the message?
10.5 (Standard AM) Find the eciency of a single-tone AM modulator with a modulation index of 0.5
if the carrier power equals 32 W.
10.6 (Synchronous Demodulation) The signal x(t) = 2 cos(2f1 t) + cos(2f2 t) is used to modulate
the carrier cos(2fC t), to generate xM (t) = [AC + x(t)]cos(2fC t). The modulated signal xM (t) is
synchronously demodulated using the same carrier signal.
(a) Sketch the spectrum of the demodulated signal.
(b) Sketch the spectrum of an ideal lowpass filter that can be used to recover x(t).
10.7 (Envelope Detection) The following signals are used to generate DSBSC AM signals. Which
signals can be recovered using envelope detection?
(a) x(t) = cos(2f1 t) (b) x(t) = 2 cos(2f1 t) + cos(2f2 t)
(c) x(t) = 2 + cos(2f1 t) (d) x(t) = 2 + 2 cos(2f1 t) + cos(2f2 t)
10.8 (SSB AM) The message x(t) = 2 cos(2f1 t) + cos(2f2 t) modulates the carrier cos(2fC t), to
generate xM (t) = x(t)cos(2fC t). Find expressions for the upper and lower sideband components of
xM (t).
10.9 (Instantaneous Frequency) Find the instantaneous frequency of the following signals.
(a) x(t) = cos(10t + 4 ) (b) x(t) = cos(10t + 2t)
(c) x(t) = cos(10t + 2t2 ) (d) x(t) = cos[10t + 2 sin(2t)]
Chapter 10 Problems 327
10.10 (FM) An FM signal is described by x(t) = A cos[2107 t + 50 sin(2104 t)].
(a) Identify the carrier frequency.
(b) Identify the frequency of the modulating signal.
(c) Find the peak frequency deviation and modulation index.
10.11 (FM) The peak deviation in commercial FM is 75 kHz. The frequency of the modulating signal
varies between 50 Hz and 15 kHz. What is the permissible range for the modulation index?
10.12 (FM) A signal, band-limited to 15 kHz, is to be transmitted using FM. The peak deviation is 30 kHz.
What bandwidth is required? Use Carsons rule or its modification as appropriate.
REVIEW AND EXPLORATION
10.13 (DSBSC AM) Consider the message x(t) = 2 cos(2f1 t) + cos(2f2 t) used to modulate the carrier
cos(2fC t) to generate a DSBSC AM signal xM (t).
(a) Write an expression for xM (t) and sketch its spectrum.
(b) What fraction of the total signal power is contained in the sidebands?
(c) What is the modulation eciency?
10.14 (Amplitude Modulation) A message signal x(t) containing three unit-amplitude cosines at 100,
200, and 300 Hz is used to modulate a carrier at fC = 10 kHz to generate the AM signals x1 (t) and
x2 (t). Sketch the spectrum of each AM signal and compute the power in the sidebands as a fraction
of the total power.
(a) x1 (t) = [1 + 0.2x(t)]cos(2fC t)
(b) x2 (t) = x(t)cos(2fC t)
10.15 (Standard AM) The periodic signal x(t) = 4 + 4 cos(2t) + 2 cos(4t) modulates the carrier
cos(40t) to generate the standard AM signal xAM (t) = [20 + x(t)]cos(40t). What is the modulation
index? What is the power in the AM signal? What fraction of the total signal power resides in the
sidebands?
10.16 (Standard AM) Consider the modulated signal
+ ,
* 1
xM (t) = 1000 cos(20000t) 1 + cos(2000kt) , k = 1, 2, 5
2k
k
(a) What frequencies are present in the modulated signal?
(b) What are the magnitudes of the components at each frequency?
(c) What is the total transmitted power?
(d) What is the modulation index?
(e) What is the eciency?
10.17 (Standard AM) Consider a periodic signal x(t) with |x(t)| < 1, zero dc oset, band-limited to
B Hz, and with power P . This signal modulates a high-frequency carrier A cos(2fC t), fC B, to
generate the standard AM signal xAM (t) = A[1 + x(t)] cos(2fC t). What is the power in the AM
signal as a function of P ?
328 Chapter 10 Modulation
10.18 (Synchronous Detection) Synchronous detection requires both phase and frequency coherence.
Let the signal x(t) = 2 cos(2f0 t) be used to modulate the carrier cos(2fC t) to generate a DSBSC
AM signal xM (t).
(a) What is the spectrum of the demodulated signal if the demodulating carrier is cos(2fC t + )?
(b) Are there any values of for which it is impossible to recover the message?
(c) Let the demodulating carrier have a frequency oset to become cos[2(fC + f )t]. Find the
spectrum of the demodulated signal. Do we recover the message signal in this case?
10.19 (Synchronous Detection) Let x(t) = cos(100t) be used to modulate the carrier cos(2000t) to
generate a DSBSC AM signal xM (t). The modulated signal xM (t) is demodulated using the signal
cos[2(1000+f )t+]. For each case, explain whether (and how) the original signal can be recovered
from the demodulated signal.
(a) f =0 =0
(b) f =0 = 0.25
(c) f =0 = 0.5
(d) f = 10 Hz =0
(e) f = 10 Hz = 0.5
10.20 (Envelope Detection) A standard AM signal xM (t) = [AC + x(t)]cos(2f t) is to be demodulated
by an envelope detector. The message x(t) is band-limited to 10 kHz, and the frequency of the carrier
signal is 100 kHz. What are the allowable limits on the detector time constant to avoid distortion?
10.21 (SSB AM) The message x(t) = sinc2 (t) modulates the carrier cos(10t) to generate the modulated
signal xM (t) = x(t)cos(2fC t).
(a) Sketch the spectrum of x(t), the carrier, and xM (t).
(b) Sketch the spectrum of the LSB SSB signal.
(c) The signal in part (b) is synchronously demodulated. Sketch the spectrum of the demodulated
signal.
10.22 (Wideband FM) Consider an FM signal with = 5. Find the power contained in the harmonics
fC kf0 , k = 0, 1, 2, 3, for the following:
(a) Single-tone sinusoidal modulation (b) Square-wave modulation
10.23 (The Hilbert Transform) Unlike most other transforms, the Hilbert transform belongs to the
same domain as the signal transformed. The Hilbert transform shifts the phase of x(t) by 2 . Find
the Hilbert transforms of the following:
(a) x(t) = cos(2f t) (b) x(t) = sin(2f t) (c) x(t) = cos(2f t) + sin(2f t)
(d) x(t) = ej2f t (e) x(t) = (t) (f ) x(t) = t
1
10.24 (Properties of the Hilbert Transform) Using some of the results of the preceding problem as
examples, or otherwise, verify the following properties of the Hilbert transform.
(a) The magnitude spectra of x(t) and x (t) are identical.
(b) The Hilbert transform of x(t) taken twice returns x(t).
(c) The Hilbert transform of an even function is odd, and vice versa.
(d) The Hilbert transform of x(t) is sgn() x(t).
(e) The Hilbert transform of x(t) y(t) equals x(t) y(t) or x
(t) y(t).
(f ) The Hilbert transform of a real signal is also real.
Chapter 10 Problems 329
10.25 (Scaling) The Hilbert transform of x(t) = sinc(t) is given by x
(t) = 0.5t sinc2 (t). Use the scaling
property to find the Hilbert transform of y(t) = sinc(t).
10.26 (Modulation) A signal xB (t) band-limited to B Hz modulates a carrier xC (t) = cos(2fC t). If
fC > B, show that the Hilbert transform of the modulated signal xM (t) = xB (t)cos(2fC t) is given
by the expression x
M (t) = xB (t)sin(2fC t).
COMPUTATION AND DESIGN
modgui A GUI for Visualization of Concepts in Modulation
The graphical user interface modgui allows you to visualize modulated signals.
You can select the modulation type and other parameters.
For AM, you can also display the demodulated signal using envelope detection.
To explore this routine, type modgui at the Matlab prompt.
10.27 (Amplitude Modulation) The signal x(t) = cos(20t) modulates a carrier at fC = 100 Hz. Obtain
and plot the modulated signal for each modulation scheme listed. For which cases does the message
signal correspond to the envelope of the modulated signal? For which cases can the message signal be
recovered by envelope detection? For which cases can the message signal be recovered by synchronous
detection?
(a) DSBSC AM
(b) Standard AM with a modulation index of 0.5.
(c) Standard AM with a modulation index of 0.8.
(d) Standard AM with a modulation index of 1.2.
(e) SSB AM with only the upper sideband present.
10.28 (Demodulation of AM Signals) The signal x(t) = cos(20t) modulates a carrier at fC = 100 Hz.
Generate the modulated signals as in Problem 10.27. To demodulate the signals, multiply each
modulated signal by a carrier signal whose frequency and phase are identical to the modulated carrier
and plot the resulting signal. How would you extract the message from the demodulated signal?
10.29 (Amplitude Modulation) The phase of the carrier is important in demodulating AM signals by
synchronous detection. Generate the modulated signals as in Problem 10.27. Demodulate each signal,
using the following carrier signals. For which cases can you recover the message exactly? Are there
any cases for which the recovered message signal equals zero? Explain.
(a) Frequency f0 , same phase as the modulating carrier
(b) Frequency f0 , phase oset = 5
(c) Frequency f0 , phase oset = 30
(d) Frequency f0 , phase oset = 90
(e) Frequency 1.1f0 , phase oset = 0
Chapter 11
THE LAPLACE TRANSFORM
11.0 Scope and Objectives
Broadly speaking, the Laplace transform (LT) is a very useful tool for system analysis, much as the Fourier
transform is a very useful tool for signal analysis. The genesis of the Laplace transform may be viewed as
arising from the response (using convolution) of a linear system to the complex exponentials exp(st) that
are its eigensignals, or as a modified version of the Fourier transform. To keep the discussion self-contained,
we start with the Laplace transform as an independent transformation method and explore the connections
between various transform methods toward the end of this chapter. This chapter begins with an introduction
to the Laplace transform and its properties and the inverse Laplace transform. It then describes the Laplace
transform as a tool for system analysis and concludes by explaining its connection with other transform
methods.
11.1 The Laplace Transform
The Laplace transform X(s) of a signal x(t) is defined as
! !
X(s) = x(t)e(+j)t dt = x(t)est dt (11.1)
0 0
We also define the two-sided Laplace transform by allowing the lower limit to be . However, this form
finds limited use and is not pursued here.
The complex quantity s = + j generalizes the concept of frequency to the complex domain. It is often
referred to as the complex frequency, with measured in radians/second, and in nepers/second. The
relation between x(t) and X(s) is denoted symbolically by the transform pair x(t) X(s). The double
arrow suggests a one-to-one correspondence between the signal x(t) and its Laplace transform X(s).
The Laplace transform provides unique correspondence only for causal signals, since the Laplace transform
of x(t) and its causal version x(t)u(t) are clearly identical due to the lower limit of 0. To include signals such
as (t), which are discontinuous at the origin, the lower limit is chosen as 0 whenever appropriate.
REVIEW PANEL 11.1
Laplace Transform of Causal Signals
!
X(s) = x(t)est dt (lower integration limit is t = 0 if x(t) contains impulses)
0
330
11.1 The Laplace Transform 331
11.1.1 Convergence
The Laplace transform is an integral operation. It exists if x(t)et is absolutely integrable. Clearly, only
certain choices of will make this happen. The range of that ensures existence defines the region of
convergence (ROC) of the Laplace transform. For example, the Laplace transform X(s) of the signal
x(t) = e2t u(t) exists only if > 2, which ensures that the product is a decaying exponential. Thus, > 2
defines the region of convergence of the transform X(s). Since we shall deal only with causal signals (whose
ROC is > , 0), we avoid explicit mention of the ROC (except in Example 11.1).
11.1.2 Some Laplace Transform Pairs
We use the defining relation to develop a stock list of Laplace transforms. These and other useful transform
pairs are listed in Table 11.1.
Table 11.1 A Short Table of Laplace Transforms
Entry x(t) X(s) Entry x(t) X(s)
s2 2
1 (t) 1 10 t cos(t)u(t)
(s2 + 2 )2
1 2s
2 u(t) 11 t sin(t)u(t)
s (s2 + 2 )2
1 s2 + 2 2
3 r(t) = tu(t) 12 cos2 (t)u(t)
s2 s(s2 + 4 2 )
2 2 2
4 t2 u(t) 13 sin2 (t)u(t)
s3 s(s2 + 4 2 )
n! s+
5 tn u(t) 14 et cos(t)u(t)
sn+1 (s + )2 + 2
1
6 et u(t) 15 et sin(t)u(t)
s+ (s + )2 + 2
1 (s + )2 2
7 tet u(t) 16 tet cos(t)u(t)
(s + )2 [(s + )2 + 2 ]2
n! 2(s + )
8 tn et u(t) 17 tet sin(t)u(t)
(s + )n+1 [(s + )2 + 2 ]2
s
9 cos(t)u(t) 18 sin(t)u(t)
s2 + 2 s2 + 2
EXAMPLE 11.1 (Laplace Transforms from the Defining Relation)
(a) (Unit Impulse) Using the sifting property, the transform of x(t) = (t) is given by
!
X(s) = (t)est dt = 1
0
332 Chapter 11 The Laplace Transform
The choice 0 for the lower limit is due to the fact that (t) is discontinuous at t = 0. The ROC is the
entire s plane.
(b) (Unit Step) From the defining relation, the transform of x(t) = u(t) is given by
! !
1
X(s) = u(t)est dt = est dt =
0 0 s
Since exp(st) = exp[( + j)t], which equals zero at the upper limit only if > 0, the region of
convergence of X(s) is > 0.
(c) (Unit Ramp) The transform of x(t) = r(t) = tu(t) is given by
! !
1
X(s) = r(t)est
dt = test dt = 2
0 0 s
The region of convergence for this result is also > 0.
(d) (Decaying Exponential) The transform of x(t) = et u(t) is given by
! !
1
X(s) = et est dt = e(s+)t dt =
0 0 s +
The region of convergence of X(s) is > .
(e) (Switched Cosine) With x(t) = cos(t)u(t), we use Eulers relation to get
! !
1 " (s+j)t # s
X(s) = cos(t)est dt = e + e(sj)t dt = 2
0 2 0 s + 2
The region of convergence of X(s) is > 0.
REVIEW PANEL 11.2
Four Basic Laplace Transform Pairs
1 1 1
(t) 1 u(t) r(t) 2 et u(t)
s s s+
11.2 Properties of the Laplace Transform
The Laplace transform is a linear operation, and its properties are summarized in Table 11.2. Most of these
properties follow from the defining integral.
The times-exp property is obtained directly from the defining integral:
! !
x(t)et est dt = x(t)e(s+)t dt = X(s + ) (11.2)
0 0
11.2 Properties of the Laplace Transform 333
Table 11.2 Operational Properties of the Laplace Transform
Note: x(t) is to be regarded as the causal signal x(t)u(t).
Entry Property x(t) X(s)
1 Superposition x1 (t) + x2 (t) X1 (s) + X2 (s)
2 Times-exp et x(t) X(s + )
3 Times-cos cos(t)x(t) 0.5[X(s + j) + X(s j)]
4 Times-sin sin(t)x(t) j0.5[X(s + j) X(s j)]
5 Time Scaling x(t), > 0 1 $s%
X
6 Time Shift x(t )u(t ), > 0 es X(s)
7 Times-t tx(t) dX(s)
ds
8 tn x(t) dn X(s)
(1)n
dsn
9 Derivative x (t) sX(s) x(0)
10 x (t) s2 X(s) sx(0) x (0)
11 x(n) (t) sn X(s) sn1 x(0) xn1 (0)
! t
12 Integral X(s)
x(t) dt
0 s
13 Convolution x(t) h(t) X(s)H(s)
Switched periodic, X1 (s)
14 xp (t)u(t) , T = time period of x(t)
x1 (t) = first period 1 esT
Laplace Transform Theorems
15 Initial value x(0+) = lim [sX(s)] (if X(s) is strictly proper)
s
16 Final value x(t)|t = lim [sX(s)] (if poles of X(s) lie in LHP)
s0
334 Chapter 11 The Laplace Transform
The times-sin and times-cos properties form a direct extension if the sines and cosines are expressed
as exponentials using Eulers relation:
! !
x(t)cos(t)est dt = 0.5x(t)[ej + ej ]est dt = 0.5[X(s + j) + X(s j)] (11.3)
0 0
The time-scaling property results from a change of variable:
! !
t= 1
1 $s%
x(t)e st
dt = x()es/ d = X (11.4)
0 0
The time-shift property also results from a change of variable:
! !
t=
x(t )est dt = x()es(+) d = es X(s) (11.5)
0
The quantity es may be regarded as a unit-shift operator that shifts or delays the time function by 1 unit.
Similarly, es contributes a delay of units to the time signal.
The derivative property follows from the defining relation:
! & !
&
st &
x (t)e
st
dt = x(t)e & +s x(t)est dt = x(0) + sX(s) (11.6)
0 0 0
The times-t property involves expressing test as test = ds
d
(est ) and interchanging the order of
dierentiation and integration:
! ! ' ( !
d d dX(s)
tx(t)est dt = x(t) est dt = x(t)est dt = (11.7)
0 0 ds ds 0 ds
The times-t and derivative properties are duals. Multiplication by the variable (t or s) in one domain results
in a derivative in the other.
REVIEW PANEL 11.3
Three Basic Laplace Transform Properties
dX(s)
et x(t) X(s + ) x(t ) X(s)es tx(t)
ds
The convolution property involves changing the order of integration and a change of variable (t = ):
! '! ( ! '! (
x(t )u(t )h() d est dt = x(t )es(t) dt h()es d
0 0 0
= X(s)H(s)
11.2.1 Using the Properties
To develop the Laplace transform of unfamiliar or complicated signals, it is often much easier to start with
known transform pairs and then use properties. We illustrate this approach in the following examples.
11.2 Properties of the Laplace Transform 335
EXAMPLE 11.2 (Laplace Transforms Using Properties)
(a) (A Damped Exponential) Find the Laplace transform of x(t) = te3t u(t).
(Easiest way) Start with the known pair r(t) = tu(t) 1/s2 and use the times-exp property
to give
1
e3t tu(t)
(s + 3)2
(Still easy) Start with the known pair e3t u(t) 1
s+3 and use the times-t property to give
' (
d 1 1
te3t
u(t) =
ds s + 3 (s + 3)2
1
(Another way) Start with tet u(t) as in part (a).
(s + 1)2
Then, rewrite x(t) as 13 (3t)e3t u(t) and use the time-scaling property to get
' (
1 1/3 1
X(s) = =
3 ( 3s + 1)2 (s + 3)2
(b) (A Sinusoid) Find the Laplace transform of x(t) = cos(3t + 4 )u(t).
We use trigonometric identities to write x(t) = 1
2
cos(3t)u(t) 1
2
sin(3t)u(t).
From known transform pairs of the cosine and sine, and by superposition, we obtain
s/ 2 3/ 2 (s 3)/ 2
X(s) = 2 =
s + 9 s2 + 9 s2 + 9
(c) Find the Laplace transform of x(t) = t2 u(t 1).
1 es
Start with u(t) and shift to give u(t 1) .
s s
d2 es
Then, use the times-t property twice to give t2 u(t 1) ds 2 [ s ]. This results in
) * ) s * ) *
d2 es d e es 2 2 1
X(s) = 2 = 2 =e s
2+
ds s ds s s s3 s s
(Another way) First, rewrite x(t) as follows:
x(t) = (t 1 + 1)2 u(t 1) = (t 1)2 u(t 1) 2(t 1)u(t 1) + u(t 1)
Then, use the time-shift property to obtain
) *
2 2 1
X(s) = e s
2+
s3 s s
Comment: Note how we expressed x(t) by terms containing the argument t 1 of the shifted
step to ensure correct use of the time-shift property.
336 Chapter 11 The Laplace Transform
(d) Find the transform of x(t) = e3t cos(2t)u(t).
s
Start with the known pair y(t) = cos(2t)u(t) Y (s) = .
s2 + 4
Then, use the times-exp property to give x(t) = e3t
cos(2t)u(t) Y (s + 3) and
s+3
e3t cos(2t)u(t)
(s + 3)2 + 4
1
(Another way) Start with the known pair y(t) = e3t u(t) Y (s) = .
s+3
Then, use the times-cos property cos(t)y(t) 0.5[Y (s + j) + Y (s j)] to give
) *
1 1 s+3
X(s) = 0.5 + =
s + j2 + 3 s j2 + 3 (s + 3)2 + 4
(e) (Signals Described Graphically) Find the transform of the signals shown in Figure E11.2E.
w(t) x(t) h(t) y(t)
1 1 1 1 sine
e 2 t
t t t t
1 1 1 1
Figure E11.2E The signals for Example 11.2(e)
1. With w(t) = u(t) u(t 1), the time-shift property gives
1 1 s 1 es
W (s) = e =
s s s
2. The signal x(t) may be described as x(t) = tw(t). The times-t property gives
) *
dW (s) d 1 es 1 es es
X(s) = = = 2 2
ds ds s s s s
We can also express x(t) as x(t) = r(t) r(t 1) u(t 1) to get the same result.
3. The signal y(t) may be described as y(t) = e2t w(t). Using the times-exp property, we obtain
1 e(s+2)
Y (s) = W (s + 2) =
s+2
4. The signal h(t) may be described as h(t) = sin(t)w(t). Using the times-sin property and the
identity ej = 1 (to simplify the result), we obtain
' (
1 + e(s+j) 1 + e(sj) (1 + es )
H(s) = j0.5 =
s + j s j s2 + 2
An easier way is to write h(t) = sin(t)u(t) + sin[(t 1)]u(t 1) and use the time-shift property
to get
es (1 + es )
H(s) = 2 + 2 =
s + 2 s + 2 s2 + 2
11.2 Properties of the Laplace Transform 337
11.2.2 Laplace Transform of Switched Periodic Signals
A periodic signal x(t) turned on at t = 0 may be expressed as x(t) = xp (t)u(t). If the period of xp (t) equals
T and x1 (t) describes the first period of x(t) over (0, T ), the signal x(t) may be represented by x1 (t) and
its shifted versions as
x(t) = xp (t)u(t) = x1 (t) + x1 (t T ) + x1 (t 2T ) + (11.8)
With X1 (s) as the Laplace transform of x1 (t), the time-shift property gives the Laplace transform X(s) of
x(t) as
$ % X1 (s)
X(s) = X1 (s) + esT X1 (s) + e2sT X1 (s) + = X1 (s) 1 + esT + e2sT + = (11.9)
1 esT
REVIEW PANEL 11.4
The Laplace Transform of a Switched Periodic Signal x(t)u(t) with Period T
X1 (s)
X(s) = [X1 (s) is the Laplace transform of the first period of x(t), 0 t T ]
1 esT
EXAMPLE 11.3 (Laplace Transform of Switched Periodic Signals)
For the periodic signal x(t) shown alongside, the
period is T = 2.
x(t)
Its first period is x1 (t) = u(t) r(t) + r(t 1).
1 1 1 s1+e s 1
Then, X1 (s) = 2 + 2 es = .
s s s s2
t
The Laplace transform of x(t) is thus
X1 (s) s 1 + es 1 2 3 4
X(s) = = .
1 esT s2 (1 e2s )
11.2.3 The Transfer Function
The concept of the transfer function lies at the heart of system analysis using transform methods. The
response y(t) of a relaxed LTI system with impulse response h(t) to an input x(t) is given by the convolution
y(t) = x(t) h(t). Since the convolution operation transforms to a product, we have the equivalent result
Y (s)
Y (s) = X(s)H(s) or H(s) = (11.10)
X(s)
The time-domain and s-domain descriptions are illustrated in Figure 11.1. We emphasize that the transfer
function is defined only for relaxed LTI systems, either as the ratio of the transformed output Y (s) and
transformed input X(s) or as the Laplace transform of the system impulse response h(t).
An LTI system may also be described by the dierential equation
y (N ) (t) + a1 y (N 1) (t) + + aN 1 y (1) (t) + aN y(t) = b0 x(M ) (t) + b1 x(M 1) (t) + + bM 1 x(1) (t) + bM x(t)
Its Laplace transform results in the transfer function H(s) = Y (s)/X(s) as
Y (s) b0 sM + b1 sM 1 + + bM
H(s) = = N (11.11)
X(s) s + a1 sN 1 + + aN
The transfer function is thus a ratio of polynomials in s. It allows access to both the impulse response and
the dierential equation of the relaxed system in the time domain.
338 Chapter 11 The Laplace Transform
Input x(t) System Output y(t) = x(t) * h(t) = h(t) * x(t)
impulse response = h(t) Output = convolution of x(t) and h(t)
Input X(s) System Output Y(s) = H(s)X(s)
transfer function = H(s) Output = product of H(s) and X(s)
Figure 11.1 The concept of the transfer function
REVIEW PANEL 11.5
The Transfer Function of Relaxed LTI Systems Is a Rational Function of s
Y (s) (transformed output)
H(s) = H(s) = L[h(t)] (Laplace transform of impulse response)
X(s) (transformed input)
11.2.4 System Representation in Various Forms
A relaxed LTI system may be described in various forms: by its dierential equation, by its impulse response,
or by its transfer function. Given one form, it is fairly easy to obtain the others using time-domain methods
and/or frequency-domain transformations. For example, given the impulse response h(t), we can find the
transfer function from its Laplace transform H(s). If we express the transfer function as H(s) = Y (s)/X(s),
cross-multiplication and inverse transformation leads to the system dierential equation.
REVIEW PANEL 11.6
Three Representations of a Relaxed LTI System
Y (s)
Dierential equation: From H(s) = X(s) by cross-multiplication and inverse Laplace transform (ILT)
Y (s)
Transfer function: H(s) = X(s) Impulse response: h(t) = ILT{H(s)}
EXAMPLE 11.4 (System Representation in Various Forms)
(a) Consider a system governed by y (t) + 3y (t) + 2y(t) = 2x (t) + 3x(t).
Using the derivative property, we obtain s2 Y (s) + 3sY (s) + 2Y (s) = 2sX(s) + 3X(s).
Y (s) 2s + 3
Thus, H(s) = = 2 .
X(s) s + 3s + 2
1 1
(b) We can write H(s) = + .
s+1 s+2
The impulse response thus equals h(t) = et u(t) + e2t u(t).
(c) Since H(s) = Y (s)/X(s), we can also write (s2 + 3s + 2)Y (s) = (2s + 3)X(s).
This leads to y (t) + 3y (t) + 2y(t) = 2x (t) + 3x(t).
Note that H(s), h(t), and the dierential equation are three ways of describing the same system.
11.3 Poles and Zeros of the Transfer Function 339
11.3 Poles and Zeros of the Transfer Function
The transfer function of LTI systems is a rational function (a ratio of polynomials) whose general form can
be expressed as
P (s) b0 sM + b1 sM 1 + + bM
H(s) = = N (11.12)
Q(s) s + a1 sN 1 + + aN
It is customary to normalize the coecient of sN in the denominator polynomial to unity. If the degree N
of the denominator Q(s) exceeds the degree M of the denominator P (s), (i.e, N > M ), H(s) describes a
strictly proper rational function. If N exceeds or equals M (i.e, N M ), H(s) is called a proper
rational function.
REVIEW PANEL 11.7
When Is a Transfer Function H(s) = N (s)/D(s) Proper and Strictly Proper?
Proper: If degree of N (s) D(s) Strictly Proper: If degree of N (s) < D(s)
The transfer function may also be expressed in factored form as
P (s) (s z1 )(s z2 ) (s zM )
H(s) = =K (11.13)
Q(s) (s p1 )(s p2 ) (s pN )
The transfer function H(s) equals zero if s = zk and infinity if s = pk . The roots zk of the numerator
polynomial P (s) are termed the zeros of H(s), and the roots pk of the denominator polynomial Q(s) are
called the poles of H(s). A plot of the poles (shown by ) and zeros (shown by circles) of H(s) in the
s-plane constitutes the pole-zero plot and provides a visual picture of the root locations. For roots that
are repeated m times, we show the multiplicity m alongside the roots. Clearly, we can find H(s) directly
from a pole-zero plot of the root locations but only to within the multiplicative constant K. If the value
of K is also shown on the plot, H(s) is then known in its entirety. The poles of H(s) are also called
natural modes, or natural frequencies. The poles of Y (s) = H(s)X(s) determine the form of the system
response. The natural frequencies of H(s) always appear in the system response (unless they are canceled by
any corresponding zeros in X(s)). The zeros of H(s) are often called transmission zeros. Since H(s) = 0
at its zeros, the response Y (s) = X(s)H(s) is also zero. The zeros of H(s) may thus be regarded as the
frequencies that are blocked by the system.
REVIEW PANEL 11.8
Poles and Zeros of a Rational Transfer Function H(s) = N (s)/D(s)
Zeros: Roots of the numerator N (s) Poles: Roots of the denominator D(s)
EXAMPLE 11.5 (Pole-Zero Plots)
2s(s + 1) s-plane j
Let H(s) = .
(s + 3)(s2 + 4)(s2 + 4s + 5) K=2
2
The constant is K = 2. The numerator degree is 2. 1
The two zeros are s = 0 and s = 1.
The denominator degree is 5. The pole locations are
3 2 1
s = 3, s = j2, and s = 2 j. 1
The pole-zero plot is shown in the figure.
2
340 Chapter 11 The Laplace Transform
11.4 The Inverse Laplace Transform
The inverse Laplace transform is also governed by an integral operation but with respect to the variable s.
For a particular value of in the region of convergence, the signal x(t) is given by
! !
x(t) = X( + j2f )e(+j2f )t df = et X( + j2f )ej2f t df (11.14)
The change of variable s = + j2f gives df = ds/2, and we obtain
! +j
1
x(t) = X(s)est ds (11.15)
2j j
Since s is complex, the solution requires a knowledge of complex variables. A simpler alternative, and the
only one we pursue in this text, is to express X(s) as a sum of terms whose inverse transforms can be
readily recognized from a stock list of transform pairs. We form such a sum by resorting to a partial fraction
expansion of X(s).
11.4.1 Partial Fraction Expansion
The denominator Q(s) of an N th-order rational function can be factored into linear (perhaps repeated)
factors. A partial fraction expansion (PFE) allows a strictly proper rational fraction P (s)/Q(s) to be
expressed as a sum of terms whose numerators are constant and whose denominators correspond to the linear
and/or repeated factors of Q(s). This in turn allows us to relate such terms to their corresponding inverse
transform.
The partial fraction method requires not only a strictly proper X(s) but also a denominator Q(s) in
factored form. The form of the expansion depends on the nature of the factors in Q(s). The constants in
the numerator of the partial fraction expansion terms are often called residues.
11.4.2 Distinct Linear Factors
If Q(s) contains only distinct linear factors, we write X(s) in the form
P (s) K1 K2 KN
X(s) = = + + + (11.16)
(s + p1 )(s + p2 ) (s + pN ) s + p1 s + p2 s + pN
To find the mth coecient (or residue) Km , we multiply both sides by (s + pm ) to get
(s + pm ) (s + pm )
(s + pm )X(s) = K1 + + Km + + KN (11.17)
(s + p1 ) (s + pN )
With both sides evaluated at s = pm , we obtain Km as
&
&
Km = (s + pm )X(s)& (11.18)
s=pm
Note that X(s) will in general contain terms with real constants and pairs of terms with complex conjugate
residues and can be written as
K1 K2 A1 A1 A2 A2
X(s) = + ++ + + + + (11.19)
s + p1 s + p2 s + r1 s + r1 s + r2 s + r2
For a real root, the residue (coecient) will also be real. For each pair of complex conjugate roots, the
residues will also be complex conjugates, and we thus need compute only one of these.
11.4 The Inverse Laplace Transform 341
11.4.3 Repeated Factors
The preceding results require modification if Q(s) contains repeated factors. If a factor is repeated k times,
it is said to have a multiplicity of k. If Q(s) contains the repeated term (s + r)k and one other linear factor,
the PFE of X(s) = P (s)/Q(s) may be set up as
P (s) K1 A0 A1 Ak1
X(s) = = + + + + (11.20)
(s + p1 )(s + r)k s + p1 (s + r)k (s + r)k1 s+r
Observe that the constants Aj ascend in index j from 0 to k1, whereas the denominators (s+r)m descend in
power m from k to 1. The coecient K1 for the non-repeated term s+p K1
1
is found by evaluating (s + p1 )X(s)
at s = p1 :
&
&
K1 = (s + p1 )X(s)& (11.21)
s=p1
The coecients Aj for the repeated roots require (s + r)k X(s) (and its derivatives) for their evaluation. We
successively find
& 1 d2 &
& &
A0 = (s + r)k X(s)& A2 = [(s + r)k X(s)]&
s=r 2! ds2 s=r
d & 1 dn &
& &
A1 = [(s + r)k X(s)]& An = [(s + r)k
X(s)]&
ds s=r n! dsn s=r
Even though this process allows us to find the coecients independently of each other, the algebra in finding
the derivatives can become tedious if the multiplicity k of the roots exceeds 2 or 3.
REVIEW PANEL 11.9
Inverse Transformation of X(s) Relies on Partial Fractions and Table Look-Up
N
+ , P (s) N
Km
Distinct roots: X(s) = = , where Km = (s + pm )X(s)|s=pm
m=1
s + pm m=1
s + pm
+
N
,N
,
k1 &
1 P (s) Km An 1 dn &
Repeated: = + An = [(s + r)k X(s)]&
(s + r)k s + pm s + pm kn (s + r) n n! ds s=r
m=1 m=1 n=0
11.4.4 The Inverse Transform
Once the partial fraction expansion is established, the inverse transform for each term can be found with
the help of a transform-pair table. A summary of the various forms appears in Table 11.3. The entries in
this table are based on the following observations:
1. All terms show an exponential decay or damped exponential form.
2. Terms corresponding to real factors will have the form Kept u(t).
3. Terms corresponding to each complex conjugate pair of roots will be of the form Aert + A er t .
Using Eulers relation, this can be reduced to a real term in one of the forms listed in Table 11.3.
342 Chapter 11 The Laplace Transform
Table 11.3 Inverse Laplace Transforms of Partial Fraction Expansion Terms
Entry Partial Fraction Expansion Term Inverse Transform
K
1 Ket u(t)
s+
K K
2 tn1 et u(t)
(s + )n (n 1)!
' (
Cs + D D C
3 et
C cos(t) + sin(t) u(t)
(s + )2 + 2
A + jB A jB
4 + 2et [A cos(t) + B sin(t)]u(t)
s + + j s + j
A + jB A jB 2
5 + tn1 et [A cos(t) + B sin(t)]u(t)
(s + + j)n (s + j)n (n 1)!
M M
6 + 2M et cos(t )u(t)
s + + j s + j
M M 2M n1 t
7 + t e cos(t )u(t)
(s + + j)n (s + j)n (n 1)!
EXAMPLE 11.6 (Partial Fraction Expansion)
2s3 + 8s2 + 4s + 8
(a) (Non-Repeated Poles) Let X(s) = . This can be factored as
s(s + 1)(s2 + 4s + 8)
K1 K2 A A
X(s) = + + +
s s + 1 s + 2 + j2 s + 2 j2
We successively evaluate
& 2s3 + 8s2 + 4s + 8 && 8
&
K1 = sX(s)& = & = =1
s=0 (s + 1)(s2 + 4s + 8) s=0 8
& 2s3 + 8s2 + 4s + 8 && 10
&
K2 = (s + 1)X(s)& = & = = 2
s=1 s(s2 + 4s + 8) s=1 5
& 2s3 + 8s2 + 4s + 8 &&
&
A = (s + 2 + j2)X(s)& = & = 1.5 + j0.5
s=2j2 s(s + 1)(s + 2 j2) s=2j2
The partial fraction expansion thus becomes
1 2 1.5 + j0.5 1.5 j0.5
X(s) = + +
s s + 1 s + 2 + j2 s + 2 j2
Table 11.3 thus yields x(t) as
x(t) = u(t) 2et u(t) + 2e2t [1.5 cos(2t) + 0.5 sin(2t)]u(t)
11.4 The Inverse Laplace Transform 343
With 1.5 + j0.5 = 1.581 18.4 = 1.581 0.1024, Table 11.3 also yields x(t) as
x(t) = u(t) 2et u(t) + 3.162e2t cos(2t 0.1024)u(t)
4
(b) (Repeated Poles) Let X(s) = . Its partial fraction expansion is
(s + 1)(s + 2)3
K1 A0 A1 A2
X(s) = + + +
s + 1 (s + 2)3 (s + 2)2 (s + 2)
& 4 &
& &
We compute K1 = (s + 1)X(s)& = & = 4.
s=1 (s + 2)3 s=1
4
Since (s + 2)3 X(s) = , we also successively compute
s+1
4 &&
A0 = & = 4
s + 1 s=2
' (& &
d 4 & 4 &
A1 = & = & = 4
ds s + 1 s=2 (s + 1)2 s=2
' (
1 d
2
4 && 4 &
&
A2 = 2 ds2 s + 1 & = & = 4
s=2 (s + 1)3 s=2
This gives the result
4 4 4 4
X(s) =
s + 1 (s + 2)3 (s + 2)2 s+2
From Table 11.3, x(t) = 4et u(t) 2t2 e2t u(t) 4te2t u(t) 4e2t u(t).
11.4.5 Some Nonstandard Forms
Certain exceptions can also be handled by using the partial fraction method.
1. If X(s) is a rational function but not strictly proper, we use long division to express X(s) as the sum
of a quotient G(s) and a strictly proper function X1 (s). The inverse transform then equals x1 (t) + g(t).
2. If the numerator of X(s) contains exponentials of the form exp(s), this reflects a time delay. First,
we find the partial fractions and the inverse without this factor. Then, we replace t by t in this
inverse to account for the time delay it produces.
EXAMPLE 11.7 (Inverse Transforms of Nonstandard Forms)
s2 + 4s + 2
(a) (An Improper Rational Function) Let X(s) = . Since X(s) is not strictly proper,
(s + 1)(s + 2)
we use long division followed by partial fractions to obtain
s2 + 4s + 2 s 2 1
X(s) = =1+ =1+
(s + 1)(s + 2) (s + 1)(s + 2) s+2 s+1
Thus, x(t) = (t) + 2e2t u(t) et u(t).
344 Chapter 11 The Laplace Transform
se2s + 1
(b) (The Eect of Delay) Let X(s) = . We split this into two terms:
(s + 1)(s + 2)
se2s 1
X(s) = + = e2s X1 (s) + X2 (s)
(s + 1)(s + 2) (s + 1)(s + 2)
We find the partial fractions of X1 (s) and X2 (s) to get
s 2 1 1 1 1
X1 (s) = = X2 (s) = =
(s + 1)(s + 2) s+2 s+1 (s + 1)(s + 2) s+1 s+2
Thus, x1 (t) = 2e2t u(t) et u(t) and x2 (t) = et) (t) e2t u(t).
From the time-shift property, the inverse transform of e2s X1 (s) equals x1 (t 2), and we get
x(t) = x1 (t 2) + x2 (t) = [2e2(t2) e(t2) ]u(t 2) + (et e2t )u(t)
11.5 The s-Plane and BIBO Stability
In the time domain, BIBO (bounded-input, bounded-output) stability of an LTI system requires a dierential
equation in which the highest derivative of the input never exceeds the highest derivative of the output and
a characteristic equation whose roots have negative real parts. Equivalently, we require the impulse response
h(t) to be absolutely integrable. In the s-domain, this translates into requiring a proper transfer function
H(s) (with common factors canceled) whose poles have negative real parts or lie in the left half of the s-plane
(excluding the j-axis). Here is why:
1. A pole in the right half-plane (RHP) leads to exponential growth in h(t). We thus have an unbounded
response for any input, bounded or otherwise. For example, H(s) = 1/(s 2) results in the growing
exponential exp(2t).
2. Multiple poles on the j-axis lead to terms of the form 1/(s2 + 2 )2 or 1/s2 in H(s) and result in
polynomial growth of the form t cos(t + ). For example, H(s) = 1/s2 produces a growing ramp, and
H(s) = 1/(s2 + 1)2 produces the growing term t cos(t).
3. Non-repeated (simple) poles on the j-axis lead to factors of the form 1/(s2 + 2 ) or 1/s in H(s). If
the applied input also has the same form, the response will have factors of the form 1/s2 or 1/(s2 +2 )2
and show polynomial growth. This excludes the j-axis from the region of stability.
None of the terms corresponding to these poles is absolutely integrable. For BIBO stability, H(s) (with
common factors canceled) must be proper, and its poles must lie entirely in the left half-plane (LHP) and
exclude the j-axis. This is both a necessary and sucient condition for stability. We make the following
remarks:
BIBO stability requires a system dierential equation in which the highest derivative of the input never
exceeds the highest derivative of the output. This condition is equivalent to a proper transfer function
H(s) = P (s)/Q(s), where the degree M of P (s) never exceeds the degree N of Q(s). If M > N , the
system will be unstable due to j-axis poles at s = j = . Alternatively, h(t) will contain derivatives
of (t) that are not absolutely integrable.
If a linear system has no right half-plane zeros or poles, the system is called a minimum-phase
system. The transfer function of such a system may be obtained from a knowledge of its magnitude
spectrum alone. We discuss minimum-phase systems in later chapters.
11.5 The s-Plane and BIBO Stability 345
A system with poles in the left half-plane and simple, finite poles on the j-axis is also called wide
sense stable, or marginally stable.
A polynomial with real coecients whose roots lie entirely in the left half of the s-plane is called
strictly Hurwitz. If it also has simple j-axis roots, it is called Hurwitz. The coecients of
Hurwitz polynomials are all nonzero and of the same sign. A formal method called the Routh test
allows us to check if a polynomial is Hurwitz (without having to find its roots) and also gives us the
number (but not the location) of right half-plane roots.
REVIEW PANEL 11.10
BIBO Stability from the Transfer Function or Impulse Response
From transfer function: H(s) must be strictly proper and its- poles must lie inside the LHP.
From impulse response: h(t) must be absolutely integrable ( |h()| d < ).
EXAMPLE 11.8 (System Stability)
Investigate the stability of the following systems.
s+2 s+2
(a) H(s) = = ; unstable due to the RHP pole at s = 3.
s2 2s 3 (s + 1)(s 3)
s+1
(b) H(s) = ; unstable (marginally stable) due to the simple poles at s = j2.
s2 + 4
s2 + 2
(c) H(s) = ; stable because H(s) is proper and there are no RHP poles.
s2 + 3s + 2
s3 + 2
(d) H(s) = ; unstable because H(s) is not proper.
s2 + 3s + 2
11.5.1 Other Forms of Stability
BIBO stability relates to external inputs. Other definitions of stability rely only on the specifics of a system,
such as its structure or state.
Asymptotic Stability
If the zero-input response of a system decays to zero with time, we classify the system as being asymptot-
ically stable. Such a system has a transfer function whose poles lie entirely within the LHP and this also
implies BIBO stability. BIBO stability and asymptotic stability are often used interchangeably.
Any passive linear system that includes one or more resistive elements is always asymptotically stable.
The resistive elements dissipate energy and allow the system to relax to zero state no matter what the initial
state.
Liapunov Stability
If the zero-input response always remains bounded (it may or may not approach zero), we classify the system
as being stable in the sense of Liapunov. In addition to poles in the LHP, the transfer function of such
a system may also contain simple (not repeated) poles on the j-axis. Asymptotic stability is a special case
of Liapunov stability.
346 Chapter 11 The Laplace Transform
A passive system with resistors is both asymptotically and Liapunov stable. A passive system with only
lossless elements (e.g., L and C) is Liapunov stable but not asymptotically stable. The energy in such a
system due to a nonzero initial state remains constant. It cannot increase because the system is passive. It
cannot be dissipated because the system is lossless.
11.5.2 The Initial Value Theorem and Final Value Theorem
The initial value theorem predicts the initial value x(0+) of the time signal x(t) from its strictly proper
transform X(s) as
x(0+) = lim [sX(s)] (initial value theorem) (11.22)
s
Note that this theorem predicts the initial value at t = 0+. If X(s) is not strictly proper, we get correct results
by using the strictly proper part of X(s) obtained after long division since the remaining part corresponds
to impulses and their derivatives (which occur at t = 0 and are zero at t = 0+). If X(s) or its strictly
proper part equals P (s)/Q(s) and P (s) is of degree M and Q(s) is of degree N , x(0+) = 0 if N M > 1.
If N M = 1, x(0+) equals the ratio of the leading coecients of P (s) and Q(s). In other words, x(0+) is
nonzero only if N M = 1.
The final value theorem predicts the value of the time signal x(t) as t from its transform X(s),
and reads
x() = lim [sX(s)] (final value theorem) (11.23)
s0
Note that this theorem applies only if the poles of X(s) = P (s)/Q(s), with common factors in P (s) and
Q(s) canceled, lie in the left half of the s-plane. The only j-axis pole permitted is a simple pole at s = 0.
We should expect x() = 0 if all poles of X(s) lie to the left of the j-axis (because x(t) contains only
damped exponentials). We should also expect x() to be constant if there is a single pole at s = 0 (which
corresponds to a step function). Finally, x() will be indeterminate if there are conjugate pole pairs on the
j-axis (because x(t) includes sinusoids whose final value is indeterminate). The final value theorem yields
erroneous results if used in this case.
REVIEW PANEL 11.11
Finding the Initial Value x(0+) and Final Value x() of x(t) from a Rational X(s)
x(0+) = lim sXP (s) [XP (s) = strictly proper part of X(s)] x() = lim sX(s)
s s0
Initial value: If XP (s) = N (s)/D(s) and sN (s) and D(s) are not of the same order, x(0+) = 0.
Final value: Meaningful only if poles of X(s) lie inside the LHP (with one pole allowed at s = 0).
EXAMPLE 11.9 (Initial and Final Value Theorems)
Find the initial and final value of x(t) for the following:
12(s + 1)
(a) X(s) = .
s(s2 + 4)
We find
Initial value: x(0+) = lim sX(s) = 0 since N M = 2 for X(s).
s
Final value: Indeterminate (X(s) has conjugate poles s = j2 on j-axis).
11.6 The Laplace Transform and System Analysis 347
2s + 6
(b) X(s) = .
s(4s + 2)
We find
2s + 6 2 + 6/s
x(0+) = lim sX(s) = lim = lim = 0.5
s 4s + 2 s 4 + 2/s
s
s+6
x() = lim sX(s) = lim =3
s0 s0 s + 2
Both the initial and final value are nonzero.
4s + 5
(c) X(s) = .
2s + 1
Since this is not strictly proper, we use long division to rewrite it as
3
X(s) = 2 + = 2 + Y (s)
2s + 1
The strictly proper part Y (s) gives the initial value of x(t) as
3s
x(0+) = lim sY (s) = lim = 1.5
s s 2s + 1
For the final value we use X(s) directly, to obtain
4s2 + 5s
x() = lim sX(s) = lim =0
s0 s0 2s + 1
11.6 The Laplace Transform and System Analysis
The Laplace transform is a useful tool for the analysis of LTI systems. The convolution, derivative, and
integration properties provide the key to simplifying analysis using Laplace transforms because
1. Convolution transforms to the much simpler multiplication operation.
2. Transformed dierential equations assume an algebraic form.
For a relaxed LTI system, the response Y (s) to an input X(s) is H(s)X(s), where the transfer function H(s)
may be found in several ways:
1. From the Laplace transform of the impulse response h(t).
2. From the transformed dierential equation.
3. From an s-domain model of an electric circuit.
If the system is not relaxed, the eect of initial conditions is easy to include. In any case, the response
is obtained in the transformed domain. A time-domain solution requires inverse transformation. This
additional step is a penalty exacted by all transformed-domain methods.
11.6.1 Systems Described by Dierential Equations
For a system governed by a dierential equation and subject to arbitrary initial conditions, we transform
the dierential equation (using the derivative property), incorporate the eect of initial conditions, and
invoke partial fractions to find the time-domain result. Recall that for an LTI system with nonzero initial
348 Chapter 11 The Laplace Transform
conditions the total response equals the sum of the zero-state response (due only to the input) and the
zero-input response (due only to the initial conditions). These components can be easily identified using
Laplace transforms.
REVIEW PANEL 11.12
The Solution of Dierential Equations Requires the Derivative Property
x (t) sX(s) x(0) x (t) s2 X(s) sx (0) x (0) For zero IC: x(n) (t) sn X(s)
EXAMPLE 11.10 (Solving Dierential Equations)
Let y (t) + 3y (t) + 2y(t) = 4e2t , with y(0) = 3 and y (0) = 4.
Transformation to the s-domain, using the derivative property, yields
4
s2 Y (s) sy(0) y (0) + 3[sY (s) y(0)] + 2Y (s) =
s+2
(a) (Total Response) Substitute for the initial conditions and rearrange:
4 3s2 + 19s + 30
(s2 + 3s + 2)Y (s) = 3s + 4 + 9 + =
s+2 s+2
Upon simplification, we obtain Y (s) and its partial fraction form as
3s2 + 19s + 30 K1 A0 A1
Y (s) = = + +
(s + 1)(s + 2)2 s + 1 (s + 2)2 s+2
Solving for the constants, we obtain
3s2 + 19s + 30 &&
K1 = & = 14
(s + 2)2 s=1
3s2 + 19s + 30 &&
A0 = & = 4
s+1 s=2
' (&
d 3s2 + 19s + 30 &&
A1 = & = 11
ds s+1 s=2
Upon inverse transformation, y(t) = (14et 4te2t 11e2t )u(t).
As a check, we confirm that y(0) = 3 and y (0) = 14 + 22 4 = 4.
(b) (Zero-State Response) For the zero-state response, we assume zero initial conditions to obtain
4
(s2 + 3s + 2)Yzs (s) =
s+2
This gives
4 4 4 4
Yzs (s) = =
(s + 2)(s2+ 3s + 2) s + 1 (s + 2)2 s+2
Inverse transformation gives yzs (t) = (4et 4te2t 4e2t )u(t).
11.6 The Laplace Transform and System Analysis 349
(c) (Zero-Input Response) For the zero-input response, we assume zero input to obtain
3s + 13 10 7
(s2 + 3s + 2)Yzi (s) = 3s + 13 Yzi (s) = =
s2 + 3s + 2 s+1 s+2
Upon inverse transformation, yzi (t) = (10et 7e2t )u(t). The total response equals
y(t) = yzs (t) + yzi (t) = (14et 4te2t 11e2t )u(t)
This matches the result found from the direct solution.
11.6.2 System Response from the Transfer Function
For an LTI system with nonzero initial conditions, the response Y (s) in the s-domain is the sum of the
zero-state response (ZSR) due only to the transformed input and the zero-input response (ZIR) due to
the transformed initial conditions. With H(s) = N (s)/D(s), the response Y (s) of a relaxed system to an
input X(s) may be expressed as Y (s) = X(s)H(s) = X(s)N (s)/D(s). This corresponds to the zero-state
response. If the system is not relaxed, the initial conditions result in an additional contribution, the zero-
input response Yzi (s). To evaluate Yzi (s), we must find and transform the system dierential equation using
the initial conditions.
EXAMPLE 11.11 (System Response from the Transfer Function)
1
Consider a system whose transfer function is H(s) = 2 . We find its zero-state, zero-input, and
s + 3s + 2
total response, assuming the input x(t) = 4e2t
and the initial conditions y(0) = 3 and y (0) = 4.
4
(a) (Zero-State Response) For the zero-state response, we transform x(t) to X(s) = and obtain
s+2
the response as Yzs (s) = H(s)X(s) to give
4 4 4 4
Yzs (s) = =
(s + 2)(s2 + 3s + 2) s + 1 (s + 2)2 s+2
Its inverse transform gives yzs (t) = (4et 4te2t 4e2t )u(t).
Y (s)
(b) (Zero-Input Response) For the zero-input response, write the transfer function H(s) = X(s) as
(s + 3s + 2)Y (s) = X(s) to obtain the system dierential equation y (t) + 3y (t) + 2y(t) = x(t).
2
Assuming zero input and nonzero initial conditions, this transforms to
s2 Yzi (s) sy(0) y (0) + 3[sYzi (s) y(0)] + 2Yzi (s) = 0
With the given initial conditions, y(0) = 3 and y (0) = 4, this results in
3s + 13 10 7
(s2 + 3s + 2)Yzi (s) = 3s + 13 Yzi (s) = =
s2+ 3s + 2 s+1 s+2
Its inverse transform gives yzi (t) = (10et 7e2t )u(t).
(c) (Total Response) The total response is the sum of the zero-state response and the zero-input
response. Thus,
y(t) = yzs (t) + yzi (t) = (14et 4te2t 11e2t )u(t)
350 Chapter 11 The Laplace Transform
11.6.3 The Transfer Function and Circuit Analysis
For circuit analysis, we write Kirchhos laws and transform these to establish H(s), or the system response.
This process is entirely equivalent to transforming the circuit itself to the s-domain using the constitutive
relations for circuit elements and then writing the (much simpler) algebraic equations for the transformed
circuit. For a relaxed RLC circuit, we obtain the transformations
vR (t) = RiR (t) VR (s) = RIR (s) (11.24)
diL (t)
vL (t) = L VL (s) = sLIL (s) (11.25)
dt
dvC (t)
iC (t) = C IC (s) = sCVC (s) (11.26)
dt
The quantity Z(s) = V (s)/I(s) defines an impedance with units of ohms. These relations describe a
general form of Ohms law V (s) = Z(s)I(s). We use these relations to transform a circuit to the s-domain
by replacing the elements R, L, and C by their impedances ZR , ZL , and ZC and replacing sources by their
Laplace transforms. Node or mesh equations for this transformed circuit now assume a much simpler
algebraic form. It is important to keep in mind that the definitions of both impedance and the transfer
function are based on relaxed LTI systems.
REVIEW PANEL 11.13
Transformation of Relaxed Circuits to the s-Domain
L henrys sL ohms 1
C farads ohms
R ohms R ohms sC
11.6.4 Circuits with Nonzero Initial Conditions
For a circuit with nonzero initial conditions, we can include the eect of the initial conditions iL (0) and
vC (0) in the constitutive equations for L and C to give
diL (t)
vL (t) = L VL (s) = L[sIL (s) iL (0)] = ZL IL (s) LiL (0) (11.27)
dt
dvC (t) VC (s)
iC (t) = C IC (s) = C[sVC (s) vC (0)] = CvC (0) (11.28)
dt ZC
This allows the initial conditions to be included by modeling
1. A capacitor C by the impedance ZC = 1/sC in parallel with a current source CvC (0).
2. An inductor L by the impedance ZL = sL in series with a voltage source LiL (0).
The constants LiL (0) and CvC (0) represent the Laplace transform of the impulses LiL (0)(t) and
CvC (0)(t), which are responsible for the sudden changes in state leading to the nonzero initial conditions
iL (0) and vC (0). The Laplace transform thus automatically accounts for any initial conditions. A great
advantage indeed!
REVIEW PANEL 11.14
Transformation of Electrical Circuits to the s-Domain
L sL in parallel with a current source iL (0)/s having the same direction as iL (t).
C 1/sC in series with a voltage source vC (0)/s having the same polarity as vC (t).
11.6 The Laplace Transform and System Analysis 351
The inductor current and capacitor voltage may also be written as
VL (s) iL (0) v(0)
IL (s) = + VC (s) = IL (s)ZC + (11.29)
ZL s s
This provides an alternative means of including the eect of initial conditions by modeling
1. A capacitor by ZC = 1/sC in series with a voltage source vC (0)/s.
2. An inductor by ZL = sL in parallel with a current source iL (0)/s.
These models are illustrated in Figure 11.2. The two forms for each element are equivalent (and related
by the well-known Thevenins and Nortons theorems of basic electric circuit analysis).
L henrys sL ohms 1
C farads ohms
sC
i(t) i(0) +
s v(t) C v (0)
OR OR
L henrys v (0)
L i(0) C farads
s
+ +
sL ohms + 1
i(t) v(t) ohms
sC
Figure 11.2 Modeling inductors and capacitors with nonzero initial conditions
EXAMPLE 11.12 (Response of Electric Circuits)
(a) (A Relaxed Circuit) Consider the relaxed RL circuit and its transformed s-domain version shown
in Figure E11.12A.
+ vR (t) i(t) + VR (s) I(s)
+ + + +
2 2
v(t) 4H vL(t) V(s) 4s VL(s)
Time domain s-domain
Figure E11.12A Circuit for Example 11.12(a)
The transfer function and impulse response for each of the outputs labeled is found as
VR (s) 2 0.5
HR (s) = = = hR (t) = 0.5e0.5t u(t)
V (s) 4s + 2 s + 0.5
VL (s) 4s 0.5
HL (s) = = =1 hL (t) = (t) 0.5e0.5t u(t)
V (s) 4s + 2 s + 0.5
I(s) 1 0.25
HI (s) = = = hI (t) = 0.25e0.5t u(t)
V (s) 4s + 2 s + 0.5
The system transfer function depends on what is specified as the output.
352 Chapter 11 The Laplace Transform
(b) (The Eect of Initial Conditions) Consider the RL circuit and its s-domain versions in the absence
of initial conditions and with the initial condition i(0) = 1 A, as shown in Figure E11.12B.
i(t) I(s) I(s)
+ + + + + +
2 2 2
v(t) 4H vL(t) V(s) 4s VL(s) V(s) 4s 1/ s VL(s)
Time domain s-domain i (0) = 0 s-domain i (0) = 1 A
Figure E11.12B Circuit for Example 11.12(b)
The output is specified as vL (t). Let the input be v(t) = et u(t).
1. If the initial conditions are zero, we find the zero-state response as
s 2 1
Vzs (s) = V (s)HL (s) = =
(s + 1)(s + 0.5) s + 1 s + 0.5
The zero-state response then equals vzs (t) = 2et u(t) e0.5t u(t).
2. With the initial condition i(0) = 1 A, we must include the eect of the initial conditions to
transform the circuit as shown. A node equation gives
' (
VL (s) V (s) VL (s) 1 1 1 1 1
+ + = 0 or + VL (s) = V (s)
2 4s s 2 4s 2 s
1
Substituting V (s) = , and solving for VL (s), we get
s+1
s+2 2 3
VL (s) = =
(s + 1)(s + 0.5) s + 1 s + 0.5
Taking inverse transforms, we finally obtain the total response as
vL (t) = 2et u(t) 3e0.5t u(t)
3. Since the zero-state response is vzs (t) = 2et u(t) e0.5t u(t), the initial condition is responsible
for the additional term 2e0.5t u(t), which corresponds to the zero-input response vzi (t).
We could also compute the zero-input response vzi (t) separately by short circuiting the input and
finding Vzi (s) from the resulting node equation:
Vzi (s) Vzi (s) 1
+ + =0
2 4s s
Upon solving this, we get
2
Vzi (s) = vzi (t) = 2e0.5t u(t)
s + 0.2
11.6 The Laplace Transform and System Analysis 353
11.6.5 The Steady-State Response to Harmonic Inputs
Everlasting harmonic inputs are the eigensignals of LTI systems. Only their magnitude and phase is modified
by the magnitude and phase of the system function H() at the frequency of the input. As a result, the
steady-state response of an LTI system to a sinusoid or harmonic input is also a harmonic at the input
frequency. To find the steady-state response yss (t) to the sinusoidal input x(t) = A cos(0 t + ), we first
evaluate the transfer function at the input frequency 0 to obtain H(0 ) = K . The output is then given
by yss (t) = KA cos(0 t + + ). In eect, we multiply the input magnitude A by the transfer function
magnitude K, and add the transfer function phase to the input phase . For multiple inputs, we simply
use superposition of the time-domain response due to each input.
REVIEW PANEL 11.15
Finding the Steady-State Response of an LTI System to a Sinusoidal Input
Input: x(t) = A cos(0 t + ) Transfer function: Evaluate H(s) at s = j0 as K .
Steady-state output: yss (t) = KA cos(0 t + + )
EXAMPLE 11.13 (Steady-State Response to Harmonic Inputs)
s2
Consider a system with H(s) = 2 .
s + 4s + 4
Find the steady-state response yss (t) due to each of the following inputs:
2j 2
1. x(t) = 8 cos(2t): Since = 2, we have H(2) = = 0.3536 45 .
4 + j8 + 4
This changes the input x(t) = 8 cos(2t) to yield the steady-state response
yss (t) = 8(0.3536)cos(2t + 45 ) = 2.8284 cos(2t + 45 )
2. x(t) = 8 cos(2t) + 16 sin(2t): Both terms are at the same frequency, = 2 rad/s.
Since H(2) = 0.3536 45 , each input term is aected by this transfer function to give
yss (t) = 8(0.3536) cos(2t + 45 ) + 16(0.3536) sin(2t + 45 ) = 2.8284 cos(2t + 45 ) + 5.6569 sin(2t + 45 )
3. x(t) = 4u(t): We evaluate H(0) = 0.5 and yss (t) = (4)(0.5) = 2.
4. x(t) = 4u(t) + 8 cos(2t + 15 ): Each term has a dierent frequency.
With H(0) = 0.5, the steady-state response to 4u(t) is 2.
With H(2) = 0.3536 45 , the steady-state response to 8 cos(2t) is 2.8284 cos(2t + 60 ).
By superposition yss (t) = 2 + 2.8284 cos(2t + 60 ).
Comment: Note how we computed the time-domain response before using superposition. Of course, we
can find yss (t) by first finding the total response y(t) using Laplace transforms, partial fractions, and inverse
transforms, and then discarding the natural component to obtain yss (t). This roundabout method is hardly
worth the eort if all we want is the steady-state component yss (t)!
354 Chapter 11 The Laplace Transform
11.6.6 Forced Response from the Transfer Function
The method of finding the steady-state response of an LTI system to a harmonic input generalizes to complex
exponential inputs of the form x(t) = es0 t because such signals are also the eigenvalues of LTI systems. The
main dierence is that the system function is now evaluated at a complex frequency s0 . For example, the
input Ae(2+j3)t corresponds to the complex frequency s0 = 2 + j3. To find the forced response to a
damped sinusoid of the form x(t) = Aet cos(0 t + ), we recognize it as the real part of the complex
exponential Aej e(+j0 )t at the frequency s0 = + j0 and evaluate H(s) at s = s0 . Once the transfer
function H(s0 ) = H0 is obtained, it changes only the magnitude A and phase of the input, and we
obtain the forced response as steady-state response yF (t) = AH0 et cos(0 t + + ). For multiple inputs,
we simply use superposition of the time-domain response due to each input.
EXAMPLE 11.14 (Finding the Forced Response)
s+8
(a) Find the forced response of the system H(s) = to the input x(t) = 4e3t u(t).
(s + 1)(s + 2)
First, we recognize the complex input frequency as s0 = 3 and evaluate H(s) at s = s0 = 3 to get
& 5
&
H(s)& = = 2.5
s=3 (2)(1)
The forced response is thus yF (t) = (2.5)(4)e3t u(t) = 10e3t u(t).
Note that if s0 corresponds to a pole frequency, this method breaks down and must be modified.
s2
(b) Find the forced response of the system H(s) = to the input x(t) = 3et sin(t 75 )u(t).
s2 + 3s + 2
We recognize the complex input frequency as s0 = 1 + j and evaluate H(s) at s = s0 = 1 + j:
& (1 + j)2
&
H(s)& = = 1.4142 135
s=1+j (1 + j)2 + 3(1 + j) + 2
The forced response thus equals
yF (t) = 3(1.4142)et sin(t 75 + 135 )u(t) = 4.2426et sin(t + 60 )u(t)
11.6.7 The Response to Switched Periodic Inputs
The response of a system to a switched periodic input xp (t)u(t) consists of the natural response that decays
with time and a periodic steady-state component. We can use the Laplace transform to find the response y1 (t)
to the first period of the input and then invoke time invariance and superposition to find the total response
as the sum of y1 (t) and its successively shifted versions. However, it is no easy task to obtain the results
in closed form. The steady-state portion of the response can be found by subtracting the natural response
from the total response y1 (t) for one period of the input, but even this requires some eort. Formally, the
form of the natural response may be expressed as
,
yN (t) = Ak epk t (11.30)
k
Here, pk are the poles of the transfer function H(s) and Ak are constants. The steady-state response yss (t)
for the first period (0, T ) is then
yss (t) = y1 (t) yN (t), 0tT (11.31)
11.6 The Laplace Transform and System Analysis 355
The constants Ak in yss (t) may be evaluated by letting yss (0) = yss (T ) (which ensures periodicity of yss (t))
or by evaluating Ak = (s pk )Y (s)|s=pk , where Y (s) = X(S)H(S) and X(s) is the Laplace transform of the
switched periodic signal xp (t)u(t). Both approaches are illustrated in the following example.
EXAMPLE 11.15 (Steady-State Response to Switched Periodic Inputs)
Consider an RC circuit excited by a rectangular pulse train, as shown in Figure E11.15. Find the steady-state
response of this circuit.
Input x(t) Output y(t)
Steady-state response
1 1
+ +
1
1F
t Total response t
1 2 3 1 2 3
Figure E11.15 Figure for Example 11.15
1 X1 (s)
The transfer function of the circuit is H(s) = . The Laplace transform of x(t) is X(s) = ,
s+1 1 e2s
1 es
where X1 (s) = is the Laplace transform of one period x1 (t), (0, 2) of the input. The response equals
s s
) *' (
1 es 1 es 1 1
Y (s) = =
s(s + 1)(1 e2s ) 1 e2s s s+1
1
If the factor were not present, the response y1 (t) would equal
1 e2s
y1 (t) = [1 et ]u(t) [1 e(t1) ]u(t 1)
1
Including the factor results in the superposition of the shifted versions of y1 (t) and leads to the
1 e2s
total response y(t) as
y(t) = y1 (t) + y1 (t 2)u(t 2) + y2 (t 4)u(t 4) +
It is not easy to simplify this result.
To find the steady-state response yss (t), we subtract the natural response yN (t) = Ket u(t) from y1 (t)
(the response to the first period of the input) to give
yss (t) = y1 (t) yN (t) = [1 et ]u(t) [1 e(t1) ]u(t 1) Ket u(t)
We can find K using one of two ways:
1. We equate yss (0) and yss (T ) = yss (2) to give
1
0 K = (1 e2 ) (1 e1 ) Ke2 or K=
1+e
2. We can also find K by evaluating
& & &
&
&
& 1 es && 1
K = (s + 1)Y (s)& = (s + 1)H(s)X(s)&& = & =
s=1 s=1 s(1 e ) s=1
2s 1+e
356 Chapter 11 The Laplace Transform
The steady-state response for the first period (0, 2) then equals
et
yss (t) = y1 (t) Ket u(t) = (1 et )u(t) [1 e(t1) ]u(t 1) + u(t)
1+e
We can also express yss (t) by intervals as
e(t1)
1 , 0t1
1+e
yss (t) =
e(t2)
, 1t2
1+e
By the way, we can also find yss (t) using periodic convolution (see Example 6.12).
11.6.8 An Application-Oriented Example: Drug Metabolism
The drug response of the body is important in determining the appropriate dose of a given drug and the
proper time interval between doses in order to provide maximum eectiveness and reduce harmful side eects.
In its simplest form, a first-order model for drug metabolism assumes that a dose is delivered and mixes
with the bloodstream instantaneously and the rate at which the drug is metabolized in the bloodstream is
directly proportional to its concentration (or the amount still unmetabolized). The drug concentration c(t)
at any time may then be described by
1
c (t) + c(t) = x(t) (11.32)
where x(t) is the input (the dose) and is the clearance rate, a measure of how fast the drug is metabolized
(does its work) and cleared from the bloodstream. A drug regimen often requires repeated doses. If the dose
c0 is administered instantaneously at intervals of T , the input x(t) may be modeled as an impulse train (a
switched periodic signal):
x(t) = c0 (t) + c0 (t T ) + c0 (t 2T ) + (11.33)
Since the impulse response of the system is h(t) = et/ u(t), the response to repeated doses is
" #
c(t) = c0 et/ + c0 e(tT )/ + c0 e(t2T )/ + u(t) (11.34)
The concentration following the N th dose and prior to the next dose is
" #
c(t) = c0 et/ + c0 e(tT )/ + c0 e(t2T )/ + + c0 e(tN T )/ , N T t (N + 1)T (11.35)
Reversing the terms, this may be simplified as
" #
c(t) = c0 e(tN T )/ 1 + eT / + e2T / + + eN T / , N T t (N + 1)T (11.36)
As N becomes large, the infinite series sums to 1/(1 eT / ), and the concentration reaches a steady state
described by
c0
c(t) = e(tN T )/ , N T t (N + 1)T (11.37)
1 eT /
Immediately after the N th dose (t = N T ) and just prior to the (N + 1)th dose (t = (N + 1)T ), the
concentrations are
c0 c0 eT /
csat = c min = = csat c0 (11.38)
1 eT / 1 eT /
11.6 The Laplace Transform and System Analysis 357
c(t)
csat
csat c0
c0
t
T 2T 3T NT
Figure 11.3 The response to repeated drug doses
The response c(t) is sketched in Figure 11.3. In the steady state, the drug concentration hovers between
a saturation level of csat and a minimum level of csat c0 . Too low a saturation level may be ineective,
while too high a saturation level may cause harmful side eects. We must thus choose the interval T and
the appropriate dose c0 carefully in order to arrive at an optimum saturation level csat for a given drug.
EXAMPLE 11.16 (Drug Metabolism)
A drug requires concentrations between 5 mgL1 and 20 mgL1 for eective treatment. What is the shortest
safe interval for repeated doses of 10 mgL1 if the clearance rate of the drug is 7 hours? What is the maximum
and minimum concentration level in the steady state?
The maximum safe level is cmax = csat = 20 mgL1 .
The minimum concentration level is cmin = csat c0 = 20 10 = 10 mgL1 . For repeated doses, we require
c0 10
csat = 20 =
1 eT / 1 eT /7
This gives T = 4.83 hours. So, the safe interval between doses of 10 mgL1 is about 5 hours.
11.6.9 Interconnected Systems
The Laplace transform is well suited to the study of interconnected LTI systems. Figure 11.4 shows the
transfer function of two relaxed systems in cascade and in parallel.
For N systems in cascade, the overall impulse response hC (t) is the convolution of the individual impulse
responses with hC (t) = h1 (t) h2 (t) hN (t). Since the convolution operation transforms to a product,
it follows that
HC (s) = H1 (s) H2 (s) HN (s) (for N systems in cascade) (11.39)
In words, the overall transfer function of a cascaded system is the product of the individual transfer functions
(assuming ideal cascading with no loading eects).
Similarly, for N systems in parallel, the overall transfer function is the algebraic sum of the N individual
transfer functions:
HP (s) = H1 (s) + H2 (s) + + HN (s) (for N systems in parallel) (11.40)
358 Chapter 11 The Laplace Transform
Two LTI systems in cascade Equivalent LTI system
X(s) H1(s) H2 (s) Y(s) X(s) H1(s) H2 (s) Y(s)
Two LTI systems in parallel
Equivalent LTI system
X(s) H1(s)
+ Y(s)
+
X(s) H1(s) + H2 (s) Y(s)
H2 (s)
Figure 11.4 Cascaded and parallel systems and their equivalents
REVIEW PANEL 11.16
Overall Impulse Response and Transfer Function of Systems in Cascade and Parallel
Cascade: Convolve individual impulse responses. Multiply individual transfer functions.
Parallel: Add individual impulse responses. Add individual transfer functions.
11.7 Connections
The Fourier transform describes a signal as a sum (integral) of weighted harmonics, or complex exponentials.
However, it cannot handle exponentially growing signals, and it cannot handle initial conditions in system
analysis. In addition, the Fourier transform of signals that are not absolutely integrable usually includes
impulses. The Laplace transform overcomes these shortcomings by redefining the Fourier transform as the
sum of exponentially weighted harmonics:
! !
X(s) = x(t)e(+j2f )t dt = x(t)est dt (11.41)
This is the two-sided Laplace transform. If we change the lower limit in the integration to zero, we obtain
the one-sided Laplace transform: !
X(s) = x(t)est dt (11.42)
0
It applies only to causal signals but permits the analysis of systems with arbitrary initial conditions to
arbitrary inputs.
11.7.1 The Convergence Factor
The exponential weighting et serves as a convergence factor and allows transformation of signals that
are not absolutely integrable. An appropriate choice of can make x(t)et absolutely integrable and ensure
a Laplace transform that requires no impulses. The choice of that makes convergence possible defines the
region of convergence. We point out that even though the convergence factor et can handle exponentially
growing signals of the form et u(t), neither the Laplace transform nor the Fourier transform can handle
2
signals of faster growth, such as et u(t). Due to the presence of the convergence factor et , the Laplace
transform X(s) of a signal x(t)u(t) no longer displays the kind of symmetry present in its Fourier transform
X(f ).
11.7 Connections 359
11.7.2 The Laplace Transform and Fourier Transform
The Fourier transform X(f ) of a signal x(t) corresponds to the Laplace transform X(s) evaluated on the
j-axis ( = 0), with s replaced by j2f , but only if both of the following conditions are met:
1. The signal x(t) is causal (zero for t < 0).
2. The signal x(t) is absolutely integrable.
This connection allows us to relate the Laplace transform and Fourier transform of absolutely integrable
causal signals such as the decaying exponential et u(t), the exponentially damped ramp tn et u(t), and the
exponentially damped sinusoid et cos(t + )u(t).
Transform of Signals That Are Not Absolutely Integrable
For causal signals that are not absolutely integrable and whose Fourier transform includes impulses, such
as the step u(t) and the switched sinusoid cos(t + )u(t), the Laplace transform still corresponds to the
non-impulsive portion of the Fourier transform X(f ) with j2f s.
We can thus always find the Laplace transform of causal signals from their Fourier transform, but not
the other way around.
REVIEW PANEL 11.17
Relating the Laplace Transform and the Fourier Transform
From X(s) to X(f ): If x(t) is causal and absolutely integrable, simply replace s by j2f .
From X(f ) to X(s): If x(t) is causal, delete impulsive terms in X(f ) and replace j2f by s.
11.7.3 Properties of the Laplace and Fourier Transforms
Most operational properties of the Laplace and Fourier transform also show correspondence. These include
superposition, shifting, scaling, convolution, and products. The derivative property must be modified to
account for initial values. Other properties, such as symmetry, do not translate to the Laplace transform.
Since s = + j is complex, the Laplace transform may be plotted as a surface in the s-plane. The Fourier
transform (with s j = j2f ) is just the cross section of this plot along the j-axis.
EXAMPLE 11.17 (Connecting the Laplace and Fourier Transforms)
1
(a) The signal x(t) = et u(t) is absolutely integrable. Its Fourier transform is X(f ) = .
j2f +
1
We can thus find the Laplace transform from X(f ) as X(s) = .
s+
The term t et u(t) is absolutely integrable if > . For positive , this includes = 0 (or the
j-axis).
(b) The signal x(t) = u(t) is not absolutely integrable, but et x(t) is absolutely integrable for > 0.
Since this excludes = 0 (the j-axis), we find the Laplace of u(t) by dropping the impulsive part of
X(f ) = 0.5(f ) + j2f
1
and replacing the quantity j2f by s, to give X(s) = 1s .
360 Chapter 11 The Laplace Transform
CHAPTER 11 PROBLEMS
DRILL AND REINFORCEMENT
11.1 (The Laplace Transform and its ROC) Use the defining relation to find the Laplace transform
and its region of convergence for the following:
(a) x(t) = e3t u(t)
(b) x(t) = e3t u(t)
11.2 (Laplace Transforms) Find the Laplace transforms of the following:
(a) x(t) = e2t+4 u(t) (b) x(t) = te2t+4 u(t)
(c) x(t) = e2t+4 u(t 1) (d) x(t) = (1 et )u(t)
(e) x(t) = (t 2)u(t 1) (f ) x(t) = (t 2)2 u(t 1)
4
11.3 (Properties) The Laplace transform of a signal x(t) is X(s) = . Find the Laplace transform
(s + 2)2
of the following without computing x(t).
(a) y(t) = x(t 2) (b) f (t) = x(2t)
(c) g(t) = x(2t 2) (d) h(t) = x (t)
(e) r(t) = x (t 2) (f ) v(t) = x (2t)
11.4 (Properties) The Laplace transform of x(t) = e2t u(t) is X(s). Find the time signal corresponding
to the following transforms without computing X(s).
(a) Y (s) = X(2s) (b) F (s) = X (s)
(c) G(s) = sX(s) (d) H(s) = sX (s)
11.5 (Pole-Zero Patterns) Sketch the pole-zero patterns of the following systems. Which of these
describe stable systems?
(s + 1)2 s2
(a) H(s) = 2 (b) H(s) =
s +1 (s + 2)(s2 + 2s 3)
s2 2(s2 + 4)
(c) H(s) = (d) H(s) =
s(s + 1) s(s2 + 1)(s + 2)
16 2(s + 1)
(e) H(s) = 2 (f ) H(s) =
s (s + 4) s(s2 + 1)2
11.6 (Initial and Final Value Theorems) Find the initial and final values for each X(s) for which the
theorems apply.
s (s + 2)2
(a) X(s) = (b) X(s) =
s+1 s+1
(s + 1)2 s2
(c) X(s) = 2 (d) X(s) =
s +1 (s + 2)(s2 + 2s + 2)
2 2(s2 + 1)
(e) X(s) = (f ) X(s) =
s(s + 1) s(s + 2)(s + 5)
16 2(s + 1)
(g) X(s) = 2 (h) X(s) =
(s + 4)2 s(s2 + 1)2
Chapter 11 Problems 361
11.7 (Partial Fractions and Inverse Transforms) Find the inverse transforms of the following:
2 2s
(a) H(s) = (b) H(s) =
s(s + 1) (s + 1)(s + 2)(s + 3)
4s 4(s + 2)
(c) H(s) = (d) H(s) =
(s + 3)(s + 1)2 (s + 3)(s + 1)2
2 4(s + 1)
(e) H(s) = (f ) H(s) =
(s + 2)(s2 + 4s + 5) (s + 2)(s2 + 2s + 2)
2(s2 + 2) 2
(g) H(s) = (h) H(s) =
(s + 2)(s2 + 4s + 5) (s + 2)(s + 1)3
11.8 (Inverse Transforms for Nonstandard Forms) Find the time signal h(t) corresponding to each
Laplace transform H(s).
s (s + 2)2
(a) H(s) = (b) H(s) =
s+1 s+1
4(s 2es ) 4(s2 es )
(c) H(s) = (d) H(s) =
(s + 1)(s + 2) (s + 1)(s + 2)
11.9 (Transfer Function) Find the transfer function, dierential equation, and order of the following
systems and determine if the system is stable.
(a) h(t) = e2t u(t) (b) h(t) = (1 e2t )u(t)
(c) h(t) = tet u(t) (d) h(t) = 0.5(t)
(e) h(t) = (t) et u(t) (f ) h(t) = (et + e2t )u(t)
11.10 (Transfer Function) Find the transfer function and impulse response of the following systems.
(a) y (t) + 3y (t) + 2y(t) = 2x (t) + x(t)
(b) y (t) + 4y (t) + 4y(t) = 2x (t) + x(t)
(c) y(t) = 0.2x(t)
11.11 (System Formulation) Set up the impulse response and the system dierential equation from each
transfer function.
3 1 + 2s + s2
(a) H(s) = (b) H(s) =
s+2 (1 + s2 )(4 + s2 )
2 1 2s s
(c) H(s) = (d) H(s) =
1+s 2+s 1+s 2+s
2 + 2s
11.12 (System Response) The transfer function of a system is H(s) = . Find its response
4 + 4s + s2
y(t) for each input x(t).
(a) x(t) = (t) (b) x(t) = 2(t) + (t)
(c) x(t) = et u(t) (d) x(t) = tet u(t)
(e) x(t) = 4 cos(2t)u(t) (f ) x(t) = [4 cos(2t) + 4 sin(2t)]u(t)
11.13 (System Analysis) Find the zero-state, zero-input, and total response of the following systems,
assuming x(t) = e2t u(t), y(0) = 1 and y (0) = 2.
(a) y (t) + 4y (t) + 3y(t) = 2x (t) + x(t)
(b) y (t) + 4y (t) + 4y(t) = 2x (t) + x(t)
(c) y (t) + 4y (t) + 5y(t) = 2x (t) + x(t)
362 Chapter 11 The Laplace Transform
11.14 (Transfer Function) Find the transfer function H(s) and impulse response h(t) of each circuit
shown in Figure P11.14. Assume that R = 1 , C = 1 F, and L = 1 H where required.
+ R
+ + R
+ + +
C
x(t) 2R y(t) x(t) y(t) x(t) R y(t)
C
Circuit 1 Circuit 2 Circuit 3
+ L
+ + R
+ + R
+
x(t) R y(t) x(t) R C y(t) x(t) R L y(t)
Circuit 4 Circuit 5 Circuit 6
Figure P11.14 Circuits for Problem 11.14
2 + 2s
11.15 (Steady-State Response) The transfer function of a system is H(s) = . Find the
4 + 4s + s2
steady-state response of this system for the following inputs.
(a) x(t) = 4u(t) (b) x(t) = 4 cos(2t)u(t)
(c) x(t) = [cos(2t) + sin(2t)]u(t) (d) x(t) = [4 cos(t) + 4 sin(2t)]u(t)
11.16 (Response to Periodic Inputs) Find the steady-state response and the total response of an RC
lowpass filter with time constant = 2 for the switched periodic inputs x(t) whose one period x1 (t)
and time period T are defined as follows:
(a) x1 (t) = u(t) u(t 1), with T = 2.
(b) x1 (t) = t[u(t) u(t 1)], with T = 1.
REVIEW AND EXPLORATION
11.17 (The Laplace Transform) Sketch the following signals and find their Laplace transform. Are any
of these signal forms or their transforms identical?
(a) x(t) = r(t 2)
(b) x(t) = tu(t) 2u(t 2)
(c) x(t) = tu(t 2) 2u(t)
(d) x(t) = tu(t 2) 2u(t 2)
(e) x(t) = tu(t 2) 2tu(t)
11.18 (The Laplace Transform) Find the Laplace transform of the following signals.
(a) x(t) = cos(t 4 )u(t) (b) x(t) = cos(t 4 )u(t 4 )
(c) x(t) = cos(t)u(t 4 ) (d) x(t) = | sin(t)|u(t)
(e) x(t) = u[sin(t)]u(t) (f ) x(t) = [sin(t)]u(t)
4
11.19 (Properties) The Laplace transform of a signal x(t) is X(s) = . Find the Laplace transform
(s + 2)2
of the following without computing x(t).
Chapter 11 Problems 363
(a) y(t) = x (2t 2) (b) f (t) = e2t x(t)
(c) g(t) = e2t x(2t) (d) h(t) = e2t2 x(2t 2)
(e) r(t) = tx (t) (f ) v(t) = 2te2t x (2t 2)
11.20 (Properties) The Laplace transform of x(t) = e2t u(t) is X(s). Find the time signal corresponding
to the following transforms without computing X(s).
(a) Y (s) = sX (2s)
(b) G(s) = e2s X(s)
(c) H(s) = se2s X(2s)
11.21 (Partial Fractions and Inverse Transforms) Find the partial fraction expansion for each H(s).
Then compute the time signal x(t).
4 4s
(a) H(s) = 2 (b) H(s) = 2
(s + 2s + 2)2 (s + 2s + 2)2
32 4
(c) H(s) = 2 (d) H(s) =
(s + 4) 2 s(s + 1)2
2
11.22 (Inverse Transforms for Nonstandard Forms) Find the time signal corresponding to the fol-
lowing Laplace transforms.
(s + 1)2 s3
(a) H(s) = 2 (b) H(s) =
s +1 (s + 2)(s2 + 2s + 2)
1e s
1 es
(c) H(s) = (d) H(s) = 2
s(1 e )
3s s (1 + es )
11.23 (Initial Value Theorem) If H(s) = N (s)/D(s) is a ratio of polynomials with N (s) of degree N
and D(s) of degree D, in which of the following cases does the initial value theorem apply, and if it
does, what can we say about the initial value h(0+)?
(a) D N
(b) D > N + 1
(c) D = N + 1
11.24 (Inversion and Partial Fractions) There are several ways to set up a partial fraction expansion
and find the inverse transform. For a quadratic denominator [(s+)2 + 2 ] with complex roots, we use
As + B
a linear term As + B in the numerator. For H(s) = , we find h(t) = et [K1 cos(t) +
(s + )2 + 2
K2 sin(t)].
(a) Express the constants K1 and K2 in terms of A, B, , and .
2(s2 + 2) C As + B
(b) Let H(s) = = + . Find the constants A, B, and C by
(s + 2)(s + 2s + 2)
2 s + 2 (s + )2 + 2
comparing the numerator of H(s) with the assumed form and then find h(t).
40
(c) Extend these results to find x(t) if X(s) = 2 .
(s + 4)(s2 + 2s + 2)
s+2
11.25 (Inversion and Partial Fractions) Let H(s) = . Its partial fraction expansion
(s + 3)(s + 4)3
(PFE) has the form
K A0 A1 A2
H(s) = + + +
s + 3 (s + 4)3 (s + 4)2 s+4
364 Chapter 11 The Laplace Transform
Finding the two constants K and A0 is easy, but A1 and A2 require derivatives of (s + 1)3 H(s). An
alternative is to recognize that H(s) and its PFE are valid for any value of s, excluding the poles. All
we need is to evaluate the PFE at two values of s to yield two equations in two unknowns, assuming
K and A0 are already known.
(a) Try this approach using s = 2 and 5 to find the PFE constants A1 and A2 , assuming you
have already evaluated K and A0 .
(b) Repeat part (a), choosing s = 0 and s = 6. Is there a best choice?
11.26 (Integral Equations) Integral equations arise in many contexts. One approach to solving integral
equations is by using the convolution property of the Laplace transform. Find the transfer function
and impulse response of a filter whose input-output relation is described by
! t
(a) y(t) = x(t) 2 y()e(t) u(t ) d
! t
(b) y(t) = x(t) + y()e3(t) u(t ) d
11.27 (System Analysis) Consider a system whose impulse response is h(t) = 2e2t u(t). Find its response
to the following inputs.
(a) x(t) = (t) (b) x(t) = u(t)
(c) x(t) = et u(t) (d) x(t) = e2t (t)
(e) x(t) = cos(t) (f ) x(t) = cos(t)u(t)
(g) x(t) = cos(2t) (h) x(t) = cos(2t)u(t)
11.28 (System Analysis) For each circuit shown in Figure P11.28, assume that R = 1 , C = 1 F, and
L = 1 H where required and
(a) Find the transfer function H(s) and the impulse response h(t).
(b) Find the response to x(t) = et u(t), assuming vC (0) = 0 and iL (0) = 0.
(c) Find the response to x(t) = u(t), assuming vC (0) = 1 V and iL (0) = 2 A (directed down).
+ R
+ + R
+
x(t) R C y(t) x(t) R L y(t)
Circuit 1 Circuit 2
+ R + + +
C
x(t) L C y(t) x(t) R L y(t)
Circuit 3 Circuit 4
Figure P11.28 Circuits for Problem 11.28
11.29 (System Analysis) Consider a system whose impulse response is h(t) = 2e2t cos(t)u(t). Let an
input x(t) produce the output y(t). Find x(t) for the following outputs.
(a) y(t) = cos(2t) (b) y(t) = 2 + cos(2t) (c) y(t) = cos2 (t)
Chapter 11 Problems 365
11.30 (System Analysis and Convolution) Consider the following system
x(t) h(t) = 2et u(t) (t) y(t)
(a) Let x(t) = et u(t). Find the output y(t), using Laplace transforms. Verify your results, using
time-domain convolution.
(b) Let x(t) = u(t). Find the output y(t), using Laplace transforms. Verify your results, using
time-domain convolution.
(c) Let x(t) = cos(t). Find the output y(t), using Laplace transforms. Verify your results, using
time-domain convolution.
11.31 (Response to Periodic Inputs) Find the steady-state response and the total response of the
following systems to the switched periodic inputs x(t) whose one period equals x1 (t).
s+3
(a) H(s) = 2 x1 (t) = [u(t) u(t 1)] T =2
s + 3s + 2
s + 2)
(b) H(s) = 2 x1 (t) = tri(t 1) T =2
s + 4s + 3
d x(t)
11.32 (Stability) A perfect dierentiator is described by y(t) = .
dt
(a) Find its transfer function H(s) and use the condition for BIBO stability to show that the system
is unstable.
(b) Verify your conclusion by finding the impulse response h(t) and applying the condition for BIBO
stability in the time domain.
! t
11.33 (Stability) A perfect integrator is described by y(t) = x(t) dt.
(a) Find its transfer function H(s) and use the condition for BIBO stability to show that the system
is unstable.
(b) Verify your conclusion by finding the impulse response h(t) and applying the condition for BIBO
stability in the time domain.
11.34 (Model-Order Reduction) For a stable system, the eect of poles much farther from the j-axis
than the rest is negligible after some time, and the behavior of the system may be approximated by
a lower-order model from the remaining or dominant poles.
100
(a) Let H(s) = . Find its impulse response h(t), discard the term in h(t) that
(s + 1)(s + 20)
makes the smallest contribution to obtain the reduced impulse response hR (t), and establish
the transfer function of the reduced model by computing HR (s).
(b) If the poles (s + k ) of H(s) to be neglected are written in the form (1 + sk ), HR (s) may
also be computed directly from H(s) if we discard just the factors (1 + sk ) from H(s). Obtain
HR (s) from H(s) using this method and explain any dierences from the results of part (a).
(c) As a rule of thumb, poles with magnitudes ten times larger than the rest may be neglected. Use
400
this idea to find the reduced model HR (s) and its order if H(s) = 2 .
(s + 2s + 200)(s + 20)(s + 2)
366 Chapter 11 The Laplace Transform
COMPUTATION AND DESIGN
ctfgui A GUI for Analog System Visualization
The graphical user interface ctfgui allows you to visualize the impulse response, the pole-zero
plot, and the frequency response of an analog system.
You can select the transfer function and plot results using various options.
To explore this routine, type ctfgui at the Matlab prompt.
11.35 (System Response in Symbolic Form) The ADSP routine sysresp2 yields a symbolic expression
for the system response (see Chapter 21 for examples of its usage). Consider a system described by
the dierential equation y (t) + 2y(t) = 2x(t). Use sysresp2 to obtain
(a) Its step response.
(b) Its impulse response.
(c) Its zero-state response to x(t) = 4e3t u(t).
(d) Its complete response to x(t) = 4e3t u(t), with y(0) = 5.
11.36 (System Response in Symbolic Form) Consider the system y (t) + 4y(t) + Cy(t) = x(t).
(a) Use sysresp2 to obtain its step response and impulse response for C = 3, 4, 5 and plot each
response.
(b) How does the step response dier for each value of C? For what value of C would you expect
the smallest rise time? For what value of C would you expect the smallest 3% settling time?
(c) Confirm your predictions in part (b) by numerically estimating the rise time and settling time,
using the ADSP routine trbw.
11.37 (Steady-State Response in Symbolic Form) The ADSP routine ssresp yields a symbolic
expression for the steady-state response to sinusoidal inputs (see Chapter 21 for examples of its
usage). Find the steady-state response to the input x(t) = 2 cos(3t 3 ) for each of the following
systems and plot the results over 0 t 3.
(a) y (t) + y(t) = 2x(t), for = 1, 2
(b) y (t) + 4y(t) + Cy(t) = x(t), for C = 3, 4, 5
Chapter 12
APPLICATIONS OF
THE LAPLACE TRANSFORM
12.0 Scope and Objectives
Applications of the Laplace transform cut across many disciplines. This chapter formalizes the concept
of frequency response and introduces Bode plots as a useful means of describing the frequency response.
It quantifies measures related to system performance in both the time-domain and frequency-domain, and
concludes with an introduction to feedback and its application to signal processing.
12.1 Frequency Response
The frequency-domain performance of systems is based on the concept of the frequency response. The
frequency response H() of a system represents the transfer function for harmonic (and dc) inputs and is
found from H(s) by the substitution s j (with = 0 for dc). It is useful primarily for stable systems
whose natural (transient) response does indeed decay with time. Since the transfer function H(s) of LTI
systems is a ratio of polynomials in s, the frequency response H() is a ratio of polynomials in j. It is
characterized by conjugate symmetry with H() = H (). In other words, if we express the frequency
response in magnitude-phase form as H() = |H()| (), its magnitude |H()| is an even symmetric
function of , and its phase () is an odd symmetric function of .
12.1.1 Phase Delay and Group Delay
The phase and group delay of a system whose transfer function is H() = |H()| () is defined as
() d ()
tp = (phase delay) tg = (group delay) (12.1)
d
If () varies linearly with frequency, tp and tg are not only constant but are also equal. For LTI systems
(with rational transfer functions), the phase () is a transcendental function, but the group delay is always
a rational function of 2 and is much easier to work with in many filter applications.
REVIEW PANEL 12.1
The Group Delay of LTI Systems Is Always an Even Rational Function of 2
() d ()
Phase delay: tp () = Group delay: tg () = = f ( 2 )
d
367
368 Chapter 12 Applications of the Laplace Transform
EXAMPLE 12.1 (Frequency Response)
(a) Discuss the frequency response of the RC circuit shown in Figure E12.1A(1).
RC circuit RLC circuit
+ + + + + + + +
1 1F 1H 1 s
C
R sC 1 s 1
R
Figure E12.1A(1) The RC circuit (left) and RLC circuit (right) for Example 12.1(a and b)
The output is the resistor voltage. The transfer function may be written as
Y (s) R sRC s
H(s) = = = =
X(s) R + 1/sC 1 + sRC 1 + s
Its frequency response is given by
j
H() = |H()| = () =
tan1 ( )
1 + j 1 + 2 2 2
The magnitude and phase of the transfer function is sketched in Figure E12.1A(2).
Phase (degrees)
Magnitude 90
1
45
0.707
1/
1/ 90
Figure E12.1A(2) Frequency response of the RC circuit for Example 12.1(a)
The system describes a highpass filter because |H()| increases monotonically from
|H(0)| = 0 to a
maximum of Hmax = |H()| = 1. Its half-power frequency (where |H()| = Hmax / 2) is = 1/ ,
but its half-power bandwidth is infinite. The phase decreases from a maximum of 90 at = 0 to 0
as . The phase at = 1/ is 45 .
(b) Discuss the frequency response of the RLC filter shown in Figure E12.1A(1).
We find the transfer function H(s) and frequency response H() of this filter as
s j
H(s) = H() =
s2 +s+1 (1 2 ) + j
This describes a bandpass filter because its magnitude response is zero at = 0 and very small at
high frequencies, with a peak in between. Frequency-domain
measures for bandpass filters include the
half-power frequencies 1 , 2 at which the gain is 1/ 2 times the peak gain, the center frequency
0 (defined as 0 = 1 2 , the geometric mean of the half-power frequencies), and the half-power
bandwidth (the frequency band B = 2 1 covered by the half-power frequencies). The peak gain
12.2 Minimum-Phase Filters 369
of this bandpass filter is unity and occurs = 1 rad/s. If
we let H()|2 = 0.5, we find its half-power
frequencies as 1 = 0.618 rad/s and 2 = 1.618 rad/s or 2 ( 51). The two frequencies are reciprocals
1
of each other. Thus, its center frequency equals 0 = 1 2 = 1 rad/s. Its half-power bandwidth
is B = 2 1 = 1 rad/s. Its phase equals zero at = 0 , 45 at = 0.618 rad/s, and 45 at
= 1.618 rad/s. The phase response and group delay of this filter can be computed as
! "
2 + 1
() = 0.5 tan1 tg =
1 2 4 2 + 1
The step response of this filter is given by
H(s) 1 1
S(s) = = 2 =
s s +s+1 (s + 12 )2 + ( 21 3)2
3 t/2
Inverse transformation yields s(t) = e sin( 23 t). This is a damped sinusoid that is typical of the
2
impulse response of bandpass filters. The impulse response nearly dies out in about 5 time constants
(or 10 s), or less than three half-cycles.
12.2 Minimum-Phase Filters
A minimum-phase system has all its poles and zeros in the left half-plane of the s-plane. Its transfer function
H(s) has the factored form
(s z1 )(s z2 ) (s zM )
H(s) = K , N > M, K > 0, Re[zk ] < 0, Re[pk ] < 0 (12.2)
(s p1 )(s p2 ) (s pN )
It has the smallest group delay and smallest deviation from zero phase, at every frequency, among all transfer
functions with the same magnitude spectrum |H()|. A stable system is called mixed phase if some of its
zeros lie in the right half-plane (RHP) and maximum phase if all its zeros lie in the RHP. Of all possible
stable systems with the same magnitude response, there is only one minimum-phase system.
REVIEW PANEL 12.2
Minimum-Phase Systems Are Always Stable and Have the Smallest Group Delay
Stable minimum-phase system: All poles and zeros in the LHP; smallest group delay
Mixed phase: Some zeros in the RHP Maximum phase: All zeros in the RHP
EXAMPLE 12.2 (The Minimum-Phase Concept)
Consider the transfer functions of the following stable systems:
(s + 1)(s + 2) (s 1)(s + 2) (s 1)(s 2)
H1 (s) = H2 (s) = H3 (s) =
(s + 3)(s + 4)(s + 5) (s + 3)(s + 4)(s + 5) (s + 3)(s + 4)(s + 5)
All have the same magnitude but dierent phase and delay. H1 (s) is minimum phase (no zeros in the RHP),
H2 (s) is mixed phase (one zero outside the RHP), and H3 (s) is maximum phase (all zeros in the RHP).
370 Chapter 12 Applications of the Laplace Transform
12.2.1 Minimum-Phase Transfer Function from the Magnitude Spectrum
A minimum-phase transfer function H(s) may be found from its magnitude spectrum |H()| alone. We
start by writing |H()|2 = H()H(). Since H() possesses conjugate symmetry, |H()|2 describes a
non-negative, even polynomial in 2 . Now, if we create H(s)H(s)|s=j = |H()|2 , its poles and zeros will
show quadrantal symmetry (which describes both conjugate symmetry and mirror symmetry about the
j-axis). This is illustrated in Figure 12.1.
j j
Quadrantal symmetry
For a complex root For a real root
The poles and zeros of H(s)H( s)
display quadrantal symmetry
Figure 12.1 Illustrating quadrantal symmetry
The system transfer function H(s) = KP (s)/Q(s) is obtained from H(s)H(s) by selecting only the left
half-plane poles (for stability) and left half-plane zeros (to ensure minimum phase) and a value of K that
matches the magnitudes of H(s) and H() at a convenient frequency (such as dc).
REVIEW PANEL 12.3
Minimum-Phase Transfer Function H(s) from the Magnitude Spectrum |H()|
Generate Y (s) = |H()|2 |js . Pick only the LHP poles and zeros of Y (s) to generate H(s).
EXAMPLE 12.3 (Minimum-Phase Transfer Functions)
4(9 + 2 )
Find the minimum-phase transfer function corresponding to |H()|2 = .
4 + 5 2 + 4
4(9 s )2
First, we replace j by s (or 2 by s2 ) to give |H(s)|2 = H(s)H(s) = .
4 5s2 + s4
4(3 s)(3 + s)
Next, we factor this to get H(s)H(s) = .
(2 s)(2 + s)(1 s)(1 + s)
The minimum-phase transfer function H(s) is found by choosing only the LHP poles and zeros as
K(s + 3)
H(s) =
(s + 1)(s + 2)
Finally, |H()| =9 = 3 at = 0, and H(s) = 1.5K at s = 0. To match the dc gain, 1.5K = 3 or K = 2.
2(s + 3)
Thus, K = 2 and H(s) = .
(s + 1)(s + 2)
12.3 Bode Plots
Bode plots allow us to plot the frequency response over a wide frequency and amplitude range by using
logarithmic scale compression. The magnitude H() is plotted in decibels as HdB = 20 log(|H()|) against
12.3 Bode Plots 371
log(). Since any phase variation can be brought into the range , the phase () is typically plotted on
a linear scale versus log(). Since log(0) = and the logarithm of a negative number is not real, log and
Bode plots use only positive frequencies and exclude dc. For LTI systems whose transfer function is a ratio of
polynomials in j, a rough sketch can be quickly generated using linear approximations called asymptotes
over dierent frequency ranges to obtain asymptotic Bode plots.
The log operator provides nonlinear compression. A decade (tenfold) change in |H()| results in exactly
a 20-dB change in its decibel magnitude, because
20 log |10H()| = 20 log |H()| + 20 log 10 = HdB + 20 (12.3)
Similarly, a twofold (an octave) change in |H()| results in approximately a 6-dB change in its decibel
magnitude, because
20 log |2H()| = 20 log |H()| + 20 log 2 HdB + 6 (12.4)
The slope of the magnitude is measured in decibels per decade (dB/dec) or decibels per octave (dB/oct).
For example, if |H()| = A k , the slope of HdB versus is 20k dB/dec or 6k dB/oct.
REVIEW PANEL 12.4
Bode Plots Use Magnitude and Frequency Compression
Magnitude: In decibels (20 log |H(f )|) versus log(f ) Phase: In degrees or radians against log(f )
Asymptotic plots: Linear approximations in the low- and high-frequency regions
The Transfer Function
The steady-state transfer function of an LTI system may be expressed as
Bm (j)m + + B2 (j)2 + B1 (j) + B0
H() = (12.5)
An (j)n + + A2 (j)2 + A1 (j) + A0
The numerator and denominator can be factored into linear and quadratic factors in j with real coecients.
A standard form is obtained by setting the real part of each factored term to unity to obtain
K1 (j)k (1 + j/a1 )(1 + j/a2 ) [1 + C1 (j/c1 ) + (j/c21 )]
H() = (12.6)
(1 + j/d1 )(1 + j/d2 ) [1 + E1 (j/e1 ) + (j/e21 )]
The standard factored form oers two advantages. Upon taking logarithms, products transform to a sum.
This allows us to sketch the decibel magnitude of the simpler individual factors separately and then use
superposition to plot the composite response. Similarly, the phase is the algebraic sum of the phase contri-
butions due to each factor, and we can thus plot the composite phase by superposition. Note that H() is a
constant or proportional to some power of j as or 0. There are only four types of terms that
we must consider in order to plot the spectrum for any rational transfer function: a constant, the term j,
the term (1 + j/), and a quadratic term.
12.3.1 Bode Magnitude Plots
The asymptotic Bode magnitude of various terms is illustrated in Figure 12.2. The decibel magnitude of
H() = j is simply HdB = 20 log() dB. This describes a straight line with a slope of 20 dB/dec for all .
A convenient reference for plotting this term is = 1 rad/s when HdB = 0 dB. Its phase is 90 for all .
372 Chapter 12 Applications of the Laplace Transform
1 1
For H() = j For H() = For H() = 1+ j (/) For H() =
j 1+ j (/)
HdB HdB HdB HdB
20 Slope
-20 dB/dec Slope 10
20 dB/dec
(log) 1 10 20 (log)
1 10 (log)
(log) -20
Slope Slope
20 dB/dec -20 10 -20 dB/dec
Figure 12.2 Asymptotic Bode magnitude plots for for some standard forms
The decibel magnitude of H() = 1 + j is HdB = 20 log |1 + j | dB, and yields separate linear
approximations for low and high frequencies
# 0 (slope = 0 dB/dec),
# ## # #
HdB = 20 log #1 + j # (12.7)
20 log ## ## (slope = 20 dB/dec),
The two straight lines intersect at = where HdB 3 dB. The frequency is called the break frequency,
or corner frequency. For a linear factor, it is also called the half-power frequency, or the 3-dB
frequency. The dierence between the asymptotic and true magnitude equals 3 dB at = , 1 dB at
frequencies an octave above and below , and nearly 0 dB at frequencies a decade above and below .
All the slopes and magnitudes change sign if a term is in the denominator and increase k-fold if a term is
repeated k times.
The decibel value of a constant H() = K is HdB = 20 log |K| dB, a constant for all . If K is negative, the
negative sign contributes a phase of 180 to the phase plot.
REVIEW PANEL 12.5
Asymptotic Magnitude Plot of Linear and Repeated Linear Terms
Term = j: Straight line with slope = 20 dB/dec for all with HdB = 0 at = 1 rad/s.
Term = 1 + j : For , HdB = 0. For , straight line with slope = 20 dB/dec.
If repeated k times: Multiply slopes by k. If in denominator: Slopes are negative.
The Bode magnitude plot for a transfer function with several terms is the sum of similar plots for each
of its individual terms. Since the asymptotic plots are linear, so is the composite plot. It can actually be
sketched directly if we keep track of the following in the transfer function:
1. The initial slope is zero if terms of the form (j)k are absent. Otherwise, the initial slope equals
20k dB and the asymptote always passes through 0 dB at = 1 if we ignore the constant term.
2. If the break frequencies are arranged in ascending order, the slope changes at each successive break
frequency. The change in slope equals 20k dB/dec for (1 + j/B )k . The slope increases by 20k
dB/dec if B corresponds to a numerator term, and decreases by 20k dB/dec otherwise.
3. A constant term contributes a constant decibel value and shifts the entire plot. We include this last.
As a consistency check, the final slope should equal 20n dB/dec, where n is the dierence between the
order of the numerator and denominator polynomials in H().
12.3 Bode Plots 373
REVIEW PANEL 12.6
Guidelines for Sketching a Composite Asymptotic Magnitude Plot for H()
Initial slope: 20 dB/dec (with HdB = 0 at = 1 rad/s) if a term j is present; 0 dB/dec if absent.
At each break frequency: The slope changes by 20 dB/dec due to a linear term.
If repeated k times: Multiply slopes by k. If in denominator: Slopes are negative.
A rough sketch of the true plot may also be generated by adding approximate correction factors at the
break frequencies. The correction factor at the break frequency , corresponding to a linear factor 1 + j is
3 dB if the surrounding break frequencies are at least a decade apart or 2 dB if an adjacent break frequency
is an octave away. For repeated factors with multiplicity k, these values are multiplied by k. At all other
frequencies, the true value must be computed directly from H().
REVIEW PANEL 12.7
Magnitude Correction at a Break Frequency in Composite Asymptotic Plots
Correction = 3 dB: If surrounding break frequencies are at least a decade away.
Correction = 2 dB: If one of the surrounding break frequencies is an octave away.
If repeated k times: Multiply correction by k. If in denominator: Change sign.
EXAMPLE 12.4 (Bode Magnitude Plots)
40(0.25 + j)(10 + j)
(a) (Linear Factors) Let H() = .
j(20 + j)
We write this in the standard form
5(1 + j/0.25)(1 + j/10)
H() =
j(1 + j/20)
The break frequencies, in ascending order, are:
1 = 0.25 rad/s (numerator) 2 = 10 rad/s (numerator) 3 = 20 rad/s (denominator)
The term 1/j provides a starting asymptote 20 dB/dec whose value is 0 dB at = 1 rad/s. We
can now sketch a composite plot by including the other terms:
At 1 = 0.25 rad/s (numerator), the slope changes by +20 dB/dec to 0 dB/dec.
At 2 = 10 rad/s (numerator), the slope changes by +20 dB/dec to 20 dB/dec.
At 3 = 20 rad/s (denominator), the slope changes by 20 dB/dec to 0 dB/dec.
We find the asymptotic magnitudes at the break frequencies:
1 = 0.25 rad/s (numerator): 12 dB (2 octaves below = 1 rad/s).
2 = 10 rad/s (numerator): 12 dB (zero slope from = 0.5 rad/s to = 10 rad/s).
3 = 20 rad/s (denominator): 18 dB (1 octave above = 10 rad/s, with slope 6 dB/oct).
Finally, the constant 5 shifts the plot by 20 log 5 = 14 dB. Its Bode plot is shown in Figure E12.4(a).
374 Chapter 12 Applications of the Laplace Transform
(a) Asymptotic (dark) and exact magnitude (b) Asymptotic (dark) and exact magnitude
60
20
50 10
[dB]
[dB]
0
Magnitude
Magnitude
40
10
30 20
30
20
2 1 0 1 2 3 1 0 1 2 3 4
10 10 10 10 10 10 10 10 10 10 10 10
Frequency [rad/s] Frequency [rad/s]
Figure E12.4 Bode magnitude plots for Example 12.4(a and b)
We apply the following correction factors at the break frequencies:
B (rad/s) Surrounding Frequency Correction Corrected dB Magnitude
0.25 (numerator) 10 (> 1 decade away) +3 dB 14 + 12 + 3 = 29 dB
10 (numerator) 20 (1 octave away) +2 dB 14 + 12 + 2 = 28 dB
20 (denominator) 10 (1 octave away) 2 dB 14 + 18 2 = 30 dB
For the exact decibel magnitudesay, at = 20 rad/swe use H() to compute
# #
# (1 + j/0.25)(1 + j/10) #
#
HdB = 20 log #5 # = 30.0007 dB
j(1 + j/20) #
=20
(1 + j)(1 + j/100)
(b) (Repeated Factors) Let H() = .
(1 + j/10)2 (1 + j/300)
Its Bode plot is sketched in Figure E12.4(b). We make the following remarks:
The starting slope is 0 dB/dec since a term of the form (j)k is absent.
The slope changes by 40 dB/dec at B = 10 rad/s due to the repeated factor.
For a true plot, the correction factor at B = 10 rad/s (denominator) is 6 dB.
The true magnitudes at = 100 rad/s and = 300 rad/s, which are neither an octave apart nor a
decade apart, must be computed directly from H().
(c) For the Bode magnitude plot shown in Figure E12.4C, find , , and H(s).
HdB
26
20 dB/dec 20 dB/dec
6
(log)
1
Figure E12.4C Bode plot for Example 12.4(c)
12.3 Bode Plots 375
The 20-dB/dec slope and a 20-dB rise from to 1 rad/s places a decade below 1 rad/s. Thus,
= 0.1 rad/s. The 20-dB/dec (or 6 dB/oct) slope and a 26-dB drop from 1 rad/s to places a
decade (a 20-dB drop) plus an octave (a 6-dB drop) away, at = 20 rad/s. We may also find from
the slope = rise over run rule provided we compute the run from logarithms of the frequencies:
0 26
slope = 20 dB/dec = log = 1.3 20 rad/s
log log 1
The 20-dB/dec slope at 0.1 rad/s corresponds to a numerator factor (1 +j/0.1), and the slope change
of 40 dB/dec at 1 rad/s corresponds to the quadratic denominator factor (1 + j)2 . The decibel shift
of 6 dB corresponds to a linear gain of K = 2 (because 20 log K = 6 dB). Thus,
2(1 + j/0.1) 2(1 + s/0.1) 0.2(s + 0.1)
H() = H(s) = =
(1 + j)2 (1 + s)2 (s + 1)2
12.3.2 Bode Phase Plots
The Bode phase plots of various terms are illustrated in Figure 12.3.
Phase (degrees) Phase (degrees)
/10 10 90
Slope
(log scale) 45 deg/dec
45
-45
Slope
-45 deg/dec
-90 /10 10 (log scale)
1
For H() =
1+ j (/) For H() = 1+ j (/)
Figure 12.3 Asymptotic Bode phase plots of various terms
The phase of j/ is 90 for all . The phase of (1+j/) is () = tan1 (/). At = , we have the
exact result () = 45 . For low and high frequencies, we find that () 0, and () 90 , .
To generate an asymptotic phase plot, we also need a linear approximation in the intermediate frequency
range. The break frequency = provides a convenient reference. Since the dierence between the true
and asymptotic magnitude almost disappears within a decade of the break frequency, it is customary to start
the high-frequency and low-frequency approximations a decade above and a decade below = . Over the
two-decade range (0.1, 10), we approximate the phase by a straight line with a slope of 45/dec (which
corresponds to 13.5/oct). As with Bode magnitudes, all the slopes and phase values change sign if a term
is in the denominator and increase k-fold if a term is repeated k times. The constant term contributes zero
phase if positive and 180 if negative.
The Bode phase plot for a transfer function with several terms is just the sum of similar plots for each of
its individual terms. Since asymptotic plots are linear, the composite plot can be sketched directly without
sketching the individual terms, if we note the following:
1. A negative constant contributes 180 , while the term (j)k also contributes a constant value 90k .
Both may be used as the last step to shift the phase plot by an appropriate amount.
2. If the break frequencies are arranged in ascending order, the slope changes at frequencies one decade
on either side of each successive break frequency. The slope increases by 45k/dec for a factor of the
form (1 + j/B )k .
376 Chapter 12 Applications of the Laplace Transform
Here are some consistency checks. The initial and final asymptotes have zero slope. The initial phase is
nonzero only if a term of the form (j)k is present. The final phase equals 90n , where n is the dierence
between the order of the numerator and denominator polynomials in H().
REVIEW PANEL 12.8
Asymptotic Phase Plot of Linear and Repeated Linear Terms
Term = j: Phase = 90 for all .
Term = 1 + j : 0 for 0.1, 90 for 10, linear in between (slope = 45/dec = 13.5/oct).
If repeated k times: Multiply phase by k. If in denominator: Negative phase and slope.
EXAMPLE 12.5 (Bode Phase Plots)
(0.5 + j)(10 + j)
Sketch the Bode phase for H() = .
j(20 + j)2
First, check the initial and final phase: i = 90 and f = 90 .
Next, arrange break frequencies in increasing order and list their multiplicity:
1 = 0.5 rad/s (numerator) 2 = 10 rad/s (numerator) 3 = 20 rad/s (denominator, multiplicity k = 2)
Next, we find the slopes of the asymptotes for the individual terms.
1. 1 = 0.5 rad/s (numerator): +45/dec between 0.05 rad/s and 5 rad/s
2. 2 = 10 rad/s (numerator): +45/dec between 1 rad/s and 100 rad/s
3. 3 = 20 rad/s (denominator, k = 2): 90/dec between 2 rad/s and 200 rad/s
The frequencies at which the slopes change are [0.05, 1, 2, 5, 100, 200] rad/s.
The slopes for the composite plot are found as
1. 0/dec before 0.05 rad/s and past 200 rad/s.
2. 45/dec between 0.05 rad/s and 1 rad/s (due to the first term only).
3. 90/dec between 1 rad/s and 2 rad/s (due to the first two terms).
4. 0/dec between 2 rad/s and 5 rad/s (due to all three terms).
5. 45/dec between 5 rad/s and 100 rad/s (due to the last two terms).
6. 90/dec between 100 rad/s and 200 rad/s (due to the last term only).
We sketch the asymptotic plot and shift it by 90 due to the term 1/j. As a check, both the initial
and final values of the phase equal 90 . The phase plot is shown in Figure E12.5.
12.3 Bode Plots 377
Asymptotic (dark) and exact phase of H() = (0.5+j)(10+j)/[j(1+0.1j)2]
0
20
[degrees]
40
60
Phase
80
100
3 2 1 0 1 2 3
10 10 10 10 10 10 10
Frequency [rad/s]
Figure E12.5 Bode phase plot for Example 12.5
12.3.3 The Quadratic Term
A quadratic term may be written in the form
H() = 1 + j2(/) + (j/)2 = 1 + j Q
1
(/) + (j/)2 (12.8)
We consider this term only for < 1 (or Q > 0.5), which gives complex roots (otherwise it is the product
of linear or repeated factors). The quantity is called the damping factor, and Q = 1/2 is called the
quality factor. For low and high frequencies, it behaves as a squared linear factor with
0 (slope = 0 dB/dec),
HdB # # (12.9)
# #
40 log # # (slope = 40 dB/dec),
(a) Bode magnitude of quadratic factor (b) Bode phase of quadratic factor
for = 0.01, 0.1, 0.2, 0.5, 1 for = 0.01, 0.1, 0.2, 0.5, 1
40
0
= 0.01 = 0.01
Phase [degrees]
[dB]
0
=1
Magnitude
90
40
=1
180
80
1 0 1 2 3 1 0 1 2 3
10 10 10 10 10 10 10 10 10 10
Frequency [rad/s] Frequency [rad/s]
Figure 12.4 Magnitude and phase of a quadratic numerator at the break frequency
Figure 12.4 shows the magnitude and phase plots for various values of . At the break frequency = ,
the true magnitude may dier significantly from the asymptotic, and depends on (or Q) with
HdB = 20 log(2) = 20 log Q (12.10)
378 Chapter 12 Applications of the Laplace Transform
For = 0.5 (or Q = 1), the true value matches the asymptotic value but for < 0.5 (or Q > 1), the true
value exceeds the asymptotic value.
The phase plot reveals even greater dierences. For = 1 (or Q = 0.5), the asymptotic phase plot is
identical to that for a squared linear factor. For < 1 (or Q > 0.5), the transition between 0 and 180
occurs in less than two decades. For < 0.1 (or Q > 5), the phase change occurs in an almost step-like
fashion, and the asymptotes extend almost up to the break frequency itself.
EXAMPLE 12.6 (Composite Plot for Quadratic Terms)
100(1 + j2)
Sketch the Bode plots for the transfer function H() = .
2 + 2j + 100
With 2 = (j)2 , we write this in the standard form
(1 + j/0.5)
H() =
1 + j2(0.1)(/10) + (j/10)2
The Bode magnitude and phase plots are sketched in Figure E12.6. The Bode magnitude is 0 dB up to
= 0.5 rad/s with a 20-dB/dec asymptote starting at = 0.5 rad/s and another of 20 dB/dec starting at
= 10 rad/s. The asymptotic magnitude at = 10 rad/s is 14 dB. The true magnitude diers significantly.
With = 0.1, we compute 20 log(2) = 20 log(0.2) = 14 dB. Thus, the true value at = 10 rad/s diers
from the asymptotic value by 14 dB and equals 28 dB. The phase plot shows zero phase until = 0.05 rad/s,
followed by asymptotes with slopes of 45/dec until = 1 rad/s, 45/dec until = 5 rad/s, and 90/dec
until = 100 rad/s. After = 100 rad/s, the phase stays constant at 90 . Note how dierent the
asymptotic phase plot is compared with the exact phase plot, especially in the mid-frequency range.
(a) Asymptotic (dark) and exact magnitude (b) Asymptotic (dark) and exact phase
40 80
45
[degrees]
[dB]
20
0
Magnitude
Phase
0 45
90
20
3 2 1 0 1 2 3 3 2 1 0 1 2 3
10 10 10 10 10 10 10 10 10 10 10 10 10 10
Frequency [rad/s] Frequency [rad/s]
Figure E12.6 Bode magnitude and phase plot for Example 12.6
12.4 Performance Measures
The performance of a filter is measured at two levels. Its steady-state performance is based on the response to
sinusoids and measured in the frequency domain by its steady-state transfer function or frequency response
H(). For lowpass filters, transient performance (speed of response) is measured in the time domain using
the step response. Typical time measures based on the step response are summarized in Table 12.1. A
sharper frequency response |H()| can be achieved only at the expense of a slower time response.
12.4 Performance Measures 379
Table 12.1 Time-Domain Performance Measures for Real Filters
Measure Explanation
Time delay Time between application of input and appearance of response
Typical measure: Time to reach 50% of final value
Rise time Measure of the steepness of initial slope of response
Typical measure: Time to rise from 10% to 90% of final value
Overshoot Deviation (if any) beyond the final value
Typical measure: Peak overshoot
Settling time Time for oscillations to settle to within a specified value
Typical measure: Time to settle to within 5% or 2% of final value
Damping Rate of change toward final value
Typical measure: Damping factor or quality factor Q
12.4.1 Performance of Second-Order Lowpass Filters
A second-order lowpass filter with unit dc gain may be described by
p2
H(s) = p (12.11)
s2 + Qs + p2
Here, p is called the undamped natural frequency, or pole frequency, and Q represents the quality
factor and is a measure of the losses in the circuit. The quantity = 1/2Q is called the damping factor.
For second-order filters, Q and p control the performance in both the time domain and the frequency
domain. The two poles of the second-order filter are
p '
p1,2 = k jk = jp 1 (1/4Q2 ) (12.12)
2Q
For Q > 0.5, the poles are complex conjugates, and lie on a circle of radius p in the s-plane, as shown in
Figure 12.5. Their angular orientation k is related to Q. The larger the Q, the closer the poles are to the
j-axis, the less stable is the system, and the more sensitive it is to component variations.
j High Q Low Q j
Poles closer to j -axis Poles farther from j -axis
p
p
Figure 12.5 Pole locations of a second-order filter
Frequency-Domain Measures
For Q < 1/ 2, the magnitude |H()| is monotonic, but for Q > 1/ 2 it shows overshoot and a peak near
p , and the peaking increases with Q, as illustrated in Figure 12.6.
380 Chapter 12 Applications of the Laplace Transform
Monotonic spectrum Q < 0.707 Peaked spectrum Q > 0.707
Hpk
1 1
pk
Figure 12.6 Frequency response of a second-order system
For Q > 1/ 2, the frequency pk of the peak and the peak magnitude Hpk are found by setting
d|H()|/d to zero to give
Q
pk = p [1 (1/2Q2 )]1/2 Hpk = , Q > 1/ 2 (12.13)
p [1 (1/4Q2 )]1/2
For Q 1, pk and Hpk can be approximated by
pk p , Q1 Hpk = Q/p , Q1 (12.14)
The half-power frequency where |H()| = Hpk / 2 must usually be computed numerically. The phase
response and group delay of second-order filters are given by
! "
(/p )/Q 2(p /Q)(p2 + 2 )
() = tan1 tg () = (12.15)
1 (/p )2 (p2 2 )2 + (p2 /Q2 ) 2
Time-Domain Measures
The nature of the step response depends on the poles of H(s), as illustrated in Figure 12.7.
Overdamped Critically damped Underdamped Peak overshoot
j j j
1 1 1
0.9
Period of oscillations
0.5
2
t 0.1 t t
Delay Rise time tp
Figure 12.7 Step response of a second-order system
For Q < 0.5, the poles are real and distinct, and the step response shows a smooth, monotonic rise to
the final value (overdamped) with a large time constant. For Q > 0.5, the poles are complex conjugates,
and the step response is underdamped with overshoot and decaying oscillations (ringing) about the final
value. This results in a small rise time but a large settling time. The frequency of oscillations increases with
Q. For Q = 0.5, the poles are real and equal, and the response is critically damped and yields the fastest
monotonic approach to the steady-state value with no overshoot. The 5% settling time and 2% settling time
12.4 Performance Measures 381
are reasonably well approximated by
6Q 8Q
t5% t2% , Q > 0.6 (12.16)
p p
An exact expression for the peak overshoot POS and its time of occurrence is given by
2 2Q
POS = e/ 4Q 1 tOS = (12.17)
p 4Q2 1
It is dicult to obtain explicit expressions for the delay time and rise time, which must be computed
numerically. For Q > 0.6, the rise time decreases almost inversely with p .
Some General Observations
In general, for a monotonic |H()| as well as a small rise time, we must tolerate some overshoot in the step
response. The overshoot depends largely on how sharp the transition between the passband and stopband
is. A sharper transition requires a higher filter order, resulting in a larger group delay and more nonlinearity
in the phase. A flatter delay requires a more gradual transition band in order to achieve a smoother step
response that is largely free of overshoot. These observations are typical of the compromises that must be
made when designing practical filters.
EXAMPLE 12.7 (Performance Measures of Real Filters)
We analyze the two filters shown in Figure E12.7.
+ 1 + + +
1 3
H 2 1H
x(t) 1F y(t) x(t) 1F y(t)
Second-order Bessel filter Second-order Butterworth filter
Figure E12.7 The filters for Example 12.7
(a) The second-order Bessel filter yields H(s) and H() as
3 3
H(s) = H() =
s2 + 3s + 3 3 + j3 2
Comparison of the denominator with s2 + sp /Q + p2 gives p = 3 rad/s and Q = 1/ 3 0.577.
Since Q < 1/ 2, we (
should expect a monotonic frequency response. We find the half-power frequency
by setting |H()| = 12 or |H()|2 = 0.5 to get 4 + 3 2 9 = 0. Solving for 2 and taking its square
root gives the half-power frequency = 1.3617 rad/s.
Since Q > 0.5 we should expect an underdamped step response. The peak overshoot is
'
POS = exp(/ 4Q2 1) = e/ 3 = 0.0043
The peak overshoot occurs at tOS = 3.63 s. The approximate 5% and 2% settling times and their exact
values (in parentheses) are
6Q 8Q
t5% = 2 (2.19) s t2% = 2.66 (2.5) s
p p
382 Chapter 12 Applications of the Laplace Transform
The rise time is numerically estimated as tr = 1.573 s, and the delay time as td = 0.9 s.
The phase response () and group delay tg are given by
! "
3 d () 3 2 + 9
() = tan1 tg = =
3 2 d 4 + 3 2 + 9
The group delay is almost linear in the passband.
1
(b) The second-order lowpass Butterworth filter is described by H(s) = .
s2 + s 2 + 1
Comparison of the denominator with s2 + sp /Q + p2 gives p = 1 rad/s and Q = 1/ 2 (the highest
value of Q that still ensures a monotonic |H()|). The half-power frequency is = 1 rad/s.
Since Q > 0.5, the step response will be underdamped and show overshoot. In fact, the step response
s(t) corresponds to the inverse transform of
H(s) 1 1 0.5 j0.5 0.5 + j0.5
S(s) = = = + +
s s(s + s 2 + 1)
2 s s + 1/ 2 j/ 2 s + 1/ 2 + j/ 2
This gives t/2
s(t) = [1 + 2e cos(t/ 2 + 135 )]u(t)
The peak overshoot is 0.0432 and occurs at 4.44 s. Compared to the Bessel filter, this overshoot is
larger, but it is oset by the flatter magnitude response of the Butterworth filter. The settling time
approximations and true values (in parentheses) are
6Q 8Q
t5% = 4.24 (2.93) s t2% = 5.66 (5.97) s
p p
The rise time is numerically estimated as tr = 2.15 s and the delay time as td = 1.43 s. The settling
time, rise time, and delay time are much larger than those for the Bessel filter.
12.5 Feedback
Feedback plays an extremely important role in regulating the performance of systems. In essence, we
compare the output of a system with the desired input and correct for any deficiencies to make improvements.
Feedback systems abound in nature. Temperature regulation in humans is an example. When we are cold,
the body responds by shivering to increase the temperature. The concept of feedback has been eectively
used to both study and design systems in a wide variety of disciplines ranging from biomedical engineering
to space exploration and has spawned the fast growing discipline of automatic control systems. A typical
feedback system involves the structure shown in Figure 12.8.
The system is typically analyzed under normal operating conditions or about a set point that describes
a steady state. Each variable then describes its deviation from its corresponding steady-state value. The
plant describes the system to be controlled. The input R(s) is a reference signal. The output C(s) is
fed back to generate an error signal E(s), which controls the output in a manner that can be adjusted
by compensators in either the forward or return path or both. Any disturbances (unwanted signals) that
cause a change in the steady state C(s) are modeled as a separate signal D(s).
12.5 Feedback 383
D(s)
+
R(s) E(s) + C(s)
+ Plant Compensator
Compensator
Figure 12.8 A typical feedback system
D(s)
+
R(s) E(s) + C(s)
+ G(s)
H(s)
Figure 12.9 A modified feedback system
If we combine the forward compensator and the plant, we obtain the feedback system of Figure 12.9.
Depending on the requirements, such a feedback system can be operated for tracking or for regulation.
In the tracking mode, the system tracks (or responds to) the reference signal such that C(s) R(s). This
requires minimization of the error signal E(s). During regulation, the system minimizes changes in C(s) (in
the presence of a disturbance), assuming a constant reference. Regulation is important in situations where
we must maintain the response in the face of changing system parameters. How feedback aects system
stability is also an important aspect.
12.5.1 Analysis of a Feedback System
The response C(s) of the feedback system of Figure 12.9 may be written as
G(s) 1
C(s) = D(s) + G(s)[R(s) C(s)H(s)] C(s) = R(s) + D(s) (12.18)
1 + G(s)H(s) 1 + G(s)H(s)
In the absence of a disturbance, we obtain
C(s) G(s)
T (s) = = (12.19)
R(s) 1 + G(s)H(s)
This describes the closed-loop transfer function of the feedback system. Note that feedback reduces the
overall gain. If a disturbance is present but there is no feedback (H(s) = 0), we have
C(s) = R(s)G(s) + D(s) (12.20)
Tracking
Since good tracking requires C(s) R(s), this implies
G(s)
1 (12.21)
1 + G(s)H(s)
To ensure this we could, for example, choose H(s) = 1 (unity feedback) and G(s) 1.
384 Chapter 12 Applications of the Laplace Transform
Regulation
The regulating eect of feedback is based on choosing a large gain for the term G(s)H(s), such that
|G(s)H(s)| 1. Then
G(s) 1
T (s) = (12.22)
1 + G(s)H(s) H(s)
The system transfer function depends only on the feedback path. Since it is also independent of G(s), the
system is insensitive to variations in the plant dynamics.
The Open-Loop Gain
Feedback is hardly useful when the open-loop gain is small (|GH| 1), since T (s) G(s). Clearly, the
influence of feedback (closing the loop) depends on the term G(s)H(s), regardless of whether we want to
study tracking, regulation, or stability. Curiously, G(s)H(s) (with its sign reversed) is called the open-loop
transfer function. If we consider only the parts in the feedback loop, as shown in Figure 12.10, and open
the loop at any point, an input I(s) inserted at one end returns as G(s)H(s)I(s) at the other end (to act
as the new input at its starting point). Thus, the open-loop transfer function equals
O(s)
OLT = = G(s)H(s) (12.23)
I(s)
+
G(s)
I(s)
O(s) = G(s)H(s)I(s)
H(s)
Figure 12.10 The concept of open-loop gain
Advantages of Feedback
Even though feedback reduces the overall gain, it can lead to a stable overall system, regardless of the
complexity, variations, or even lack of stability of the plant itself. Since H(s) can usually be realized using
inexpensive, highly reliable devices and elements, feedback aords a simple, inexpensive means of regulating
stable systems or stabilizing unstable ones. The major advantages of feedback include:
1. Insensitivity to plant variations
2. Reduced eects of distortion
3. Improvement in the system bandwidth
4. Improvement in the system linearity and stability
For a large open-loop gain, the overall transfer function of a feedback system is T (s) 1/H(s), and its
stability (and linearity) is dictated primarily by H(s). The plant G(s) itself could be unstable or highly
nonlinear, but if H(s) is stable (or linear), so is the overall system.
EXAMPLE 12.8 (Advantages of Feedback)
(a) (Insensitivity to Plant Variations) Consider an amplifier with gain G = 10. To minimize the
variation in its gain due to factors such as aging, power supply fluctuations, and temperature changes,
we can put this amplifier in the forward path of a feedback system that also includes two compensating
blocks A1 and A2 , as illustrated in Figure E12.8A.
12.5 Feedback 385
R(s) C(s)
+ G A1
A2
Figure E12.8A The feedback system for Example 12.8(a)
The overall gain T of the feedback system is
GA1
T =
1 + GA1 A2
With A1 = 100 and A2 = 0.099, we see that T 10. Even if the amplifier gain G reduces by half to
G = 5, the overall system gain is T = 9.9, a reduction of only 1%! Other choices for A1 and A2 that
ensure T 10 but increase the open-loop gain GA1 A2 will yield even more impressive results.
(b) (Disturbance Rejection) Amplifiers are prone to distortion at full-power output. If the distortion
is small, they may be modeled by the linear system of Figure E12.8B. The structure is similar to that
of part (a) but the output C(s) now equals the sum of an undistorted output and a term D(s) that
accounts for distortion.
D(s)
+
R(s) E(s) + C(s)
+
G A1
A2
Figure E12.8B The feedback system for Example 12.8(b)
We obtain the output C(s) as
GA1 1
C(s) = R(s) + D(s)
1 + GA1 A2 1 + GA1 A2
If A1 = 1 + GA1 A2 , the input R(s) is amplified by G, but the distortion D(s) is reduced by the factor
(1 + GA1 A2 ). To minimize the distortion, we require a large open-loop gain (i.e., GA1 A2 1).
(c) (Noise Reduction) Feedback is eective in combating noise only if it appears in the output, not if
it adds to the input. The error signal E(s) is generated by comparing the input with the measured
output. Measurement error results in a noisy signal C (s) = C(s) + N (s) and an error that equals
E(s) = R(s) C (s) = R(s) N (s) C(s). This is equivalent to a system with the noisy input
R (s) = R(s) N (s). In the absence of any other disturbances (if D(s) = 0), we get
GA1 GA1 GA1
C(s) = R (s) = R(s) N (s)
1 + GA1 A2 1 + GA1 A2 1 + GA1 A2
It should be obvious that both the input R(s) and the noise N (s) are multiplied by the same factor,
and no noise reduction is thus possible! The noise must be minimized by other means. For example,
the eect of measurement noise may be minimized by using more accurate sensors.
386 Chapter 12 Applications of the Laplace Transform
(d) (Bandwidth Improvement) Consider an amplifier with transfer function G(s) = K/(1 + s ). Its
half-power bandwidth is B = 1/ . If this amplifier is made part of a feedback system as illustrated
in Figure E12.8D, the overall transfer function may be written as
G(s) K1 K
T (s) = = , where K1 = and 1 =
1 + AG(s) 1 + s1 1 + KA 1 + KA
R(s) C(s)
+
G(s)
Figure E12.8D The feedback system for Example 12.8(d)
For a large loop gain (KA 1), we get 1 KA
and K1 KA K
. The bandwidth (1/1 ) of the overall
system is KA times the amplifier bandwidth (1/ ). However, this increase in bandwidth is made
possible only at the expense of a reduction in the overall gain (by the same factor KA).
12.5.2 Stability of Feedback Systems
If we design a stable open-loop system, it will remain stable under any conditions. A feedback system, on
the other hand, may not always be stable. Stability is an important factor in the design of feedback systems.
One way to study stability is through the closed-loop transfer function T (s). To ensure a stable system, the
poles of T (s) must lie in the left half of the s-plane. In other words, the roots of 1 + G(s)H(s) = 0 must
have negative real parts. A large loop gain implies that T (s) 1/H(s), and the poles of the overall system
are very nearly those of H(s) itself.
For an intuitive way to see why feedback systems may suer from instability, we return to Figure 12.10
and consider its behavior in the frequency domain. Since the return signal is 180 out of phase, it opposes
the insert signal as often as it reinforces it (in alternate round-trips). The system can thus stay stable even
if the open-loop gain is very large. However, if the phase of G(f )H(f ) equals 180 at some frequency fC , the
return signal is in phase with the insert signal and always reinforces it. And if the loop gain exceeds unity
(|G(fC )H(fC )| > 1), the output continues to increase, even in the absence of an applied input, leading to
system instability. The apparent solution is to avoid operating at the frequency fC . In practice, however,
any random noise with even a small component at fC will in time become large enough to produce instability.
The real solution is to ensure |G(f )H(f )| < 1 at the frequencies where its phase equals 180 . This leads
to the definitions of the gain margin and phase margin of feedback systems as follows:
Gain margin GM : The gain at the frequency where the phase equals 180
Phase margin M : The phase deviation from 180 when the gain is unity
The larger the phase margin, the better o we are in terms of system stability.
12.5.3 Feedback and Inverse Systems
Feedback is an eective way of designing inverse systems. As shown in Figure 12.11, for a large loop gain
(|G| 1) the transfer function T (s) of a feedback system is approximately equal to 1/H(s), where H(s) is
the block in the feedback path.
C(s) G 1
T (s) = = , |G| 1 (12.24)
R(s) 1 + GH(s) H(s)
12.6 Application of Feedback: The Phase-Locked Loop 387
R(s) C(s)
+
G >> 1
C(s) 1
T(s) =
R(s) H(s)
H(s)
Figure 12.11 Realizing an inverse system
It is thus possible to realize the inverse system corresponding to some H(s) simply by designing a feedback
system with H(s) in the feedback path, and a large open-loop gain. And as an added advantage, the exact
details of H(s) need not even be known! This is a useful way to undo the damaging influence of some system
H(s), such as a sensor or measurement device, on a signal. We feed the signal to the device and feed its
output to a feedback system with the same device in the feedback path. The overall transfer function of the
cascaded system is unity, and we recover the input signal!
12.6 Application of Feedback: The Phase-Locked Loop
The phase-locked loop (PLL) is a versatile phase-tracking feedback system used in the detection of angle-
modulated and DSBSC AM signals. A block diagram for the detection of FM signals is shown in Figure 12.12.
The PLL tracks the phase variation of the input signal. The PLL output depends on the rate of change of
the input phase.
e(t)
x FM(t) Lowpass y(t)
filter
x 0(t)
VCO
Figure 12.12 Detection of FM signals using the phase-locked loop
12.6.1 PLL Operation
The input to the PLL is the FM signal
xFM (t) = A cos[2fC t + i (t)] (12.25)
Here, the phase i (t) is related to the message signal m(t) by
) t
1 di
i (t) = 2kF m(t) dt m(t) = (12.26)
0 2kF dt
The heart of the PLL is a voltage-controlled oscillator (VCO) or frequency modulator whose frequency
is proportional to the input signal. The output of the VCO is a sinusoid x0 (t) of the form
x0 (t) = B sin[2fC t + 0 (t)] (12.27)
388 Chapter 12 Applications of the Laplace Transform
Under ideal conditions, the rate of change of 0 (t) is also proportional to the PLL output y(t) such that
) t
1 di
0 (t) = 2k0 y(t) dt y(t) = (12.28)
0 2kF dt
If 0 (t) i (t), it follows that y(t) m(t)(kF /k0 ) describes a scaled version of the demodulated message.
In other words, for demodulation, the PLL behaves as an ideal dierentiator.
12.6.2 Analysis of the PLL
The phase detector constitutes a multiplier and an ideal filter that eliminates frequencies outside the band
f |2fC |. The error signal e(t) at the output of the multiplier is simply
e(t) = x0 (t)xM (t) = AB sin(2fC t + 0 )cos(2fC t + i ) = 0.5AB[sin(4fC t + 0 + i ) + sin(0 i )]
If we assume that both i (t) and 0 (t) vary slowly compared to 2fC t, and the filter rejects frequencies
outside the range f 2fC , the filter output may be written as
y(t) = 0.5AB sin(0 i ) = 0.5AB sin(i 0 ) (12.29)
Since d0 /dt = 2k0 y(t), we obtain the nonlinear dierential equation
d0
= 0.5AB(2k0 )sin(i 0 ) = K sin(i 0 ) (12.30)
dt
Here, K = 0.5AB(2k0 ). The system is said to be synchronized or in phase-lock if 0 i . When this
happens, we obtain the linear approximation
d0
K[i (t) 0 (t)] (12.31)
dt
This linear model is amenable to analysis using Laplace transforms. The Laplace transform of both sides
gives
K
s0 (s) = K[i (s) 0 (s)] 0 (s) = i (s) (12.32)
s+K
Since d0 /dt = 2k0 y(t) and di /dt = 2kF m(t), we have Y (s) = s0 (s)/(2k0 ) and i (s) = 2kF M (s)/s.
We then obtain the following:
s0 (s) Ks (kF /k0 )K
Y (s) = = i (s) Y (s) = M (s) (12.33)
2k0 2k0 (s + K) s+K
For demodulation, we would like y(t) m(t) or Y (s) M (s). If K 1 (implying a very large loop gain),
we obtain Y (s) M (s)(kF /k0 ) and do in fact recover the message signal (scaled by the factor kF /k0 , of
course). It is important to realize that this result holds only when the PLL has locked on to the phase of the
FM signal and when the phase error i 0 is small. If the phase error is not restricted to small values, the
output will suer from distortion. Naturally, during the locking process, the phase error is much too large
to warrant the use of a linear model.
12.6.3 A Feedback Model of the PLL
Under phase lock, a general feedback model of the PLL can be developed, as shown in Figure 12.13. The
objective is to track the input phase i (t). The feedback block K/s describes the action of the VCO and
12.6 Application of Feedback: The Phase-Locked Loop 389
i (s)
M(s) K
s + H(s) Y(s)
0 (s)
K
s
Figure 12.13 A feedback model of the PLL
produces a phase that varies with y(t). Under linear operation, the output of the detector (multiplier and
lowpass filter) is approximated by i 0 , and its action is thus modeled by a summing junction.
The various transfer functions are readily obtained as
Y (s) KH(s) 0 (s) KH(s) Y (s) sH(s)
T (s) = = = = (12.34)
M (s) s + KH(s) i (s) s + KH(s) i (s) s + KH(s)
The phase-error transfer function, defined as [i (s) 0 (s)]/i (s), yields
i (s) 0 (s) 0 (s) s
=1 = (12.35)
i (s) i (s) s + KH(s)
For a large open-loop gain |KH(s)| 1, we have T (s) = Y (s)/M (s) 1, and the output y(t) equals the
message signal m(t) as required. If the input phase does not vary, the error signal i (s) 0 (s) equals zero
and so does the steady-state response.
12.6.4 Implementation
The block H(s) may be realized in passive or active configurations. If H(s) = 1, we obtain a first-order
loop with T (s) = K/(s + K). Its frequency response and phase error may be written as
Y (f ) 0 (f ) K i (f ) 0 (f ) j2f
= = = (12.36)
M (f ) i (f ) K + j2f i (f ) K + j2f
The loop gain K completely characterizes the closed-loop response. If H(s) is a first-order system of the
form H(s) = (s2 + 1)/(s1 + ), we obtain a second-order loop whose frequency response and phase error
can be described by
Y (s) 0 (s) K(s2 + 1)
= = (12.37)
M (s) i (s) 1 s + ( + K2 )s + K
2
i (s) 0 (s) s s(s1 + )
= = (12.38)
i (s) s + KH(s) 1 s2 + ( + K2 )s + K
The parameters K, , 1 , and 2 are chosen to confine the phase error to small values while minimizing the
distortion in the output.
390 Chapter 12 Applications of the Laplace Transform
CHAPTER 12 PROBLEMS
DRILL AND REINFORCEMENT
0.2s
12.1 (Filter Response) Consider a filter described by H(s) = .
s2 + 0.2s + 16
(a) What traditional filter type does it describe?
(b) Estimate its response to the input x(t) = cos(0.2t) + sin(4t) + cos(50t).
12.2 (Filter Analysis) Find the impulse response h(t) and step response s(t) of each filter in Figure P12.2.
+ 1 + + + + +
1 3
H 2 1H 1 2H
x(t) 1F y(t) x(t) 1F y(t) x(t) 1F 1F 1 y(t)
Second-order Bessel filter Second-order Butterworth filter Third-order Butterworth filter
Figure P12.2 Filters for Problem 12.2
12.3 (Phase Delay and Group Delay) For each filter, find the phase delay and group delay.
s1
(a) H(s) = (an allpass filter)
s+1
1
(b) H(s) = (a second-order Butterworth lowpass filter)
s + 2s + 1
2
3
(c) H(s) = 2 (a second-order Bessel lowpass filter)
s + 3s + 3
12.4 (Minimum-Phase Systems) Find the stable minimum phase transfer function H(s) from the
following |H()|2 and classify each filter by type. Also find a stable transfer function that is not
minimum phase, if possible.
2
(a) |H()|2 = 2
+4
4 2
(b) |H()|2 =
4 + 17 2 + 16
4 + 8 2 + 16
(c) |H()|2 =
4 + 17 2 + 16
12.5 (Bode Plots) Sketch the Bode magnitude and phase plots for each transfer function.
10 + j 10j(10 + j)
(a) H() = (b) H() =
(1 + j)(100 + j) (1 + j)(100 + j)
100 + j 1 + j
(c) H() = (d) H() =
j(10 + j)2 (10 + j)(5 + j)
10s(s + 10) 10(s + 1)
(e) H(s) = (f ) H(s) =
(s + 1)(s + 5)2 s(s2 + 10s + 100)
Chapter 12 Problems 391
10 + 10j
12.6 (Bode Plots) The transfer function of a system is H() = . Compute the
(10 + j)(2 + j)
following quantities in decibels (dB) at = 1, 2, and 10 rad/s.
(a) The asymptotic, corrected and exact magnitude
(b) The asymptotic and exact phase
1 + j
12.7 (Bode Plots) The transfer function of a system is H() = .
(0.1 + j)2
(a) Find the asymptotic phase in degrees at =0.01, 0.1, 1, and 10 rad/s.
(b) What is the exact phase in degrees at = 0.01, 0.1, 1, and 10 rad/s?
12.8 (Minimum-Phase Systems) For each Bode magnitude plot shown in Figure P12.8,
(a) Find the minimum-phase transfer function H(s).
(b) Plot the asymptotic Bode phase plot from H(s).
dB magnitude System 1 dB magnitude System 2
20
20
40
40
rad/s (log) rad/s (log)
0.1 1 10 100 0.1 1 10 100
Figure P12.8 Bode magnitude plots for Problem 12.8
12.9 (Frequency Response and Bode Plots) Find and sketch the frequency response magnitude of
H() and the Bode magnitude plots for each of the following filters. What is the expected and exact
value of the decibel magnitude of each filter at = 1 rad/s?
1
(a) H(s) = (a first-order Butterworth lowpass filter)
s+1
1
(b) H(s) = (a second-order Butterworth lowpass filter)
s2 + s 2 + 1
1
(c) H(s) = (a third-order Butterworth lowpass filter)
(s + 1)(s2 + s + 1)
12.10 (Bode Plots of Nonminimum-Phase Filters) Even though it is usually customary to use Bode
plots for minimum-phase filters, they can also be used for nonminimum-phase filters. Consider the
filters described by
10(s + 1) 10(s 1) 10(s + 1)es
(a) H(s) = (b) H(s) = (c) H(s) =
s(s + 10) s(s + 10) s(s + 10)
Which of these describe minimum-phase filters? Sketch the Bode magnitude and phase plots for each
filter and compare. What are the dierences (if any)? Which transfer function do you obtain (working
backward) from the Bode magnitude plot of each filter alone? Why?
12.11 (Lead-Lag Compensators) Lead-lag compensators are often used in control systems and have
1 + s1
the generic form described by H(s) = . Sketch the Bode magnitude and phase plots of this
1 + s2
compensator for the following values of 1 and 2 .
(a) 1 = 0.1 s, 2 = 10 s (b) 1 = 10 s, 2 = 0.1 s
392 Chapter 12 Applications of the Laplace Transform
REVIEW AND EXPLORATION
12.12 (Minimum-Phase Filters) The gain of an nth-order Butterworth lowpass filter is described by
1
|H()| = '
1 + ( )2n
(a) Argue that the Butterworth filter is a minimum-phase filter.
(b) Show that the half-power frequency of this filter is = for any order n.
(c) Find the minimum-phase transfer function H(s) for = 1 and n = 1.
(d) Find the minimum-phase transfer function H(s) for = 1 and n = 2.
(e) Find the minimum-phase transfer function H(s) for = 1 and n = 3.
12.13 (Subsonic Filters) Some audio amplifiers include a subsonic filter to remove or reduce unwanted
low-frequency noise (due, for example, to warped records) that might otherwise modulate the audible
frequencies, causing intermodulation distortion. One manufacturer states that their subsonic filter
provides a 12-dB/oct cut for frequencies below 15 Hz. Sketch the Bode plot of such a filter and find
its transfer function H(s).
12.14 (Audio Equalizers) Many audio amplifiers have bass, midrange, and treble controls to tailor the
frequency response. The controls adjust the cuto frequencies of lowpass, bandpass, and highpass
filters connected in cascade (not parallel). The bass control provides a low-frequency boost (or cut)
without aecting the high-frequency response. Examples of passive bass and treble control circuits
are shown in Figure P12.14. The potentiometer setting controls the boost or cut.
+ +
0.1R C 0.1R
+ +
C R R
kR kR
Vi Vi
Bass control Treble control
circuit Vo circuit C Vo
0.1R
0.1R
Figure P12.14 Figure for Problem 12.14
(a) Find the transfer function of the bass-control filter. What is its gain for k = 0, k = 0.5, and
k = 1? What is the high-frequency gain? What are the minimum and maximum values of the
low-frequency boost and cut in decibels provided by this filter?
(b) Find the transfer function of the treble-control filter. What is its gain for k = 0, k = 0.5, and
k = 1? What is the low-frequency gain? What are the minimum and maximum values of the
high-frequency boost and cut in decibels provided by this filter?
(c) The Sony TA-AX 500 audio amplifier lists values of the half-power frequency for its bass control
filter as 300 Hz and for its treble control filter as 5 kHz. Select the circuit element values for
the two filters to satisfy these half-power frequency requirements.
Chapter 12 Problems 393
12.15 (Allpass Filters) Allpass filters exhibit a constant gain and have a transfer function of the form
H(s) = P (s)/P (s). Such filters are used as delay equalizers in cascade with other filters to adjust the
phase or to compensate for the eects of phase distortion. Two examples are shown in Figure P12.15.
L
C R1 R1
C
+ First-order Second-order +
Vi + Vo Vi + Vo
allpass circuit allpass circuit
R
R1 R
R1
Figure P12.15 Allpass filters for Problem 12.15
(a) Show that the transfer functions of the two filters are given by
s 1/RC s2 s(R/L) + (1/LC)
H1 (s) = 0.5 H2 (s) = 0.5
s + 1/RC s2 + s(R/L) + (1/LC)
(b) Assume R = 1 , L = 1 H, and C = 1 F and find expressions for the gain, phase delay, and
group delay of each filter as a function of frequency.
12.16 (Allpass Filters) Consider a lowpass filter with impulse response h(t) = et u(t). The input to this
filter is x(t) = cos(t). We expect the output to be of the form y(t) = A cos(t + ). Find the values of A
and . What should be the transfer function H1 (s) of a first-order allpass filter that can be cascaded
with the lowpass filter to correct for the phase distortion and produce the signal z(t) = B cos(t) at
its output? If we use the first-order allpass filter of Problem 12.15, what will be the value of B?
12.17 (RIAA Equalization) Audio signals usually undergo a high-frequency boost (and low-frequency
cut) before being used to make the master for commercial production of phonograph records. During
playback, the signal from the phono cartridge is fed to a preamplifier (equalizer) that restores the
original signal. The frequency response of the preamplifier is based on the RIAA (Recording Industry
Association of America) equalization curve whose Bode plot is shown in Figure P12.17, with break
frequencies at 50, 500, and 2122 Hz.
HdB RIAA equalization curve
20 R
C
-20 dB/dec R1
+ C1
+
R2 +
Vi
V0
50 500 2122 f Hz(log)
Figure P12.17 RIAA equalization and op-amp circuit for Problem 12.17
(a) What is the transfer function H(s) of the RIAA equalizer? From your expression, obtain the
exact decibel magnitude at 1 kHz.
(b) It is claimed that the op-amp circuit shown in Figure P12.17 can realize the transfer function
H(s) (except for a sign inversion). Justify this claim and determine the values for the circuit
elements if R2 = 10 k.
12.18 (Pre-Emphasis and De-Emphasis Filters for FM) To improve eciency and signal-to-noise
ratio, commercial FM stations have been using pre-emphasis (a high-frequency boost) for input signals
394 Chapter 12 Applications of the Laplace Transform
prior to modulation and transmission. At the receiver, after demodulation, the signal is restored using
a de-emphasis circuit that reverses this process. Figure P12.18 shows the circuits and their Bode plots.
R1 dB magnitude
+ + + dB magnitude
+ R
C 20 dB/dec 2.1 f (kHz)
R
f (kHz) C
20 dB/dec
2.1
Pre-emphasis De-emphasis
Figure P12.18 Pre-emphasis and de-emphasis circuits for Problem 12.18
The lower break-frequency corresponds to f = 2122 Hz (or = 75s), and the upper break-frequency
should exceed the highest frequency transmitted (say, 15 kHz). Find the transfer function of each
circuit and compute the element values required. While pre-emphasis and de-emphasis schemes have
been used for a long time, FM stations are turning to alternative compression schemes (such as Dolby
B) to transmit high-fidelity signals without compromising their frequency response or dynamic range.
12.19 (Allpass Filters) Argue that for a stable allpass filter, the location of each left half-plane pole must
be matched by a right half-plane zero. Does an allpass filter represent a minimum-phase, mixed-phase,
or maximum-phase system?
12.20 (Allpass Filters) Argue that the group delay tg of a stable allpass filter is always greater than or
equal to zero.
12.21 (Allpass Filters) The overall delay of cascaded systems is simply the sum of the individual delays.
By cascading a minimum-phase filter with an allpass filter, argue that a minimum-phase filter has the
smallest group delay from among all filters with the same magnitude spectrum.
12.22 (Design of a Notch Filter) To design a second-order notch filter with a notch frequency of 0 ,
we select conjugate zeros at s = j0 where the response goes to zero. The poles are then placed
close to the zeros but to the left of the j-axis to ensure a stable filter. We thus locate the poles at
s = 0 j0 , where the parameter determines the sharpness of the notch.
(a) Find the transfer function H(s) of a notch filter with 0 = 10 rad/s and as a variable.
(b) Find the bandwidth of the notch filter for = 0.1.
(c) Will smaller values of (i.e., 1) result in a sharper notch?
12.23 (Design of a Bandpass Filter) Let us design a bandpass filter with lower and upper cuto
frequencies 1 and 2 by locating conjugate poles at s = 1 j1 and s = 2 j2 (where
< 1) and a pair of zeros at s = 0.
(a) Find the transfer function H(s) of a bandpass filter with 1 = 40 rad/s, 2 = 50 rad/s, and
= 0.1.
(b) What is the filter order?
(c) Estimate the center frequency and bandwidth.
(d) What is the eect of changing on the frequency response?
12.24 (Frequency Response of Filters) The transfer function of a second-order Butterworth filter is
1
H(s) = .
s2 + 2s + 1
(a) Sketch its magnitude and phase spectrum and its Bode magnitude plot.
Chapter 12 Problems 395
(b) What is the dc gain A0 of this filter?
(c) At what frequency does the gain equal A0 / 2?
(d) At what frequency (approximately) does the gain equal 0.01A0 ?
12.25 (Frequency Response of Filters) The transfer function of a second-order Butterworth lowpass
1
filter is H(s) = .
(0.1s) + 0.1 2s + 1
2
(a) What is the half-power frequency of this filter?
(b) At what frequency (approximately) does the gain equal 1% of the peak gain?
(c) Sketch the response y(t) of this filter if x(t) = u(t). Does the response show overshoot, or is it
monotonic?
0.1s
12.26 (Frequency Response of Filters) A bandpass filter is described by H(s) = .
(0.1s)2 + 0.1s + 1
(a) Find the center frequency 0 , the half-power frequencies 1 and 2 , and the half-power band-
width of this filter.
(b) Compute and sketch its response y(t) if x(t) = cos(0 t).
(c) Compute and sketch its response y(t) if x(t) = 1 + cos(0.11 t) + cos(0 t) + cos(102 t).
(d) Regard the frequencies outside the passband of the filter as noise and define the signal-to-noise
ratio (SNR) in dB as * +
signal power
SNR = 10 log dB
noise power
What is the SNR at the input of the filter and the SNR at the output of the filter if the input
is x(t) = cos(0.21 t) + cos(0 t)?
(e) What is the SNR at the input of the filter and the SNR at the output of the filter if the input
is x(t) = cos(0 t) + cos(52 t)?
(f ) Compute the dierence in the decibel gain of H() at 0 and 0.21 . Also compute the dierence
in the decibel gain of H() at 0 and 52 . Is there a connection between these numbers and
the SNR figures computed in parts (d) and (e)?
12.27 (Compensating Probes for Oscilloscopes) Probes are often used to attenuate large amplitude
signals before displaying them on an oscilloscope. Ideally, the probe should provide a constant at-
tenuation for all frequencies. However, the capacitive input impedance of the oscilloscope and other
stray capacitance eects cause loading and distort the displayed signal (especially if it contains step
changes). Compensating probes employ an adjustable compensating capacitor to minimize the eects
of loading. This allows us, for example, to display a square wave as a square wave (with no undershoot
or ringing). An equivalent circuit using a compensating probe is shown in Figure P12.27.
Source
Scope
Cp
Rp +
Rs
+ R
Probe Vo
Vi C
Figure P12.27 Figure for Problem 12.27
(a) Assuming Rs = 0.1R, show that Rp = 8.9R provides a 10:1 attenuation at dc.
396 Chapter 12 Applications of the Laplace Transform
(b) In the absence of Cp (no compensation) but with Rs = 0.1R and Rp = 8.9R as before, find
the transfer function H(s) = Vo (s)/Vi (s). Compute and sketch its step response. What are the
time constant and rise time?
(c) In the presence of Cp , and with Rs = 0.1R and Rp = 8.9R as before, compute the transfer
function Hp (s) = Vo (s)/Vi (s). Show that if Rp Cp = RC, then Hp (s) = 0.1/(1 + 0.01sRC).
Compute and sketch its step response. How does the presence and choice of the compensating
capacitor aect the composite time constant and rise time? Does compensation work?
12.28 (Design of Allpass Filters) Consider a lowpass filter with impulse response h(t) = et u(t). The
input to this filter is x(t) = cos(t) + cos(t/3). Design an allpass filter H2 (s) that can be cascaded
with the lowpass filter to correct for the phase distortion and produce a signal that has the form
z(t) = B cos(t) + C cos(t/3) at its output. If the allpass filter has a gain of 0.5, what will be the values
of B and C?
COMPUTATION AND DESIGN
bodegui A GUI for Visualization of Bode Plots
The graphical user interface bodegui allows you to visualize bode plots of a transfer function.
Both exact and asymptotic plots are displayed against f or .
To explore this routine, type bodegui at the Matlab prompt.
12.29 (The Minimum-Phase Concept) Consider three filters described by
10(s + 1) 10(s 1) 10(s + 1)es
H1 (s) = H2 (s) = H3 (s) =
s(s + 10) s(s + 10) s(s + 10)
(a) Use Matlab to plot the magnitude spectrum of all filters on the same graph. Confirm that all
filters have identical magnitude spectra.
(b) Use Matlab to plot the phase spectrum of all filters on the same graph. How does their phase
dier?
(c) Use Matlab to plot the group delay of all filters on the same graph. How does their group
delay dier?
(d) From which plot can you identify the minimum-phase filter, and why?
12.30 (Bode Plots) The gain of an nth-order Butterworth lowpass filter is described by
1
|H()| = '
1 + (
)
2n
(a) Show that the half-power bandwidth of this filter is = for any n.
(b) Use paper and pencil to make a sketch of the asymptotic Bode plot of a Butterworth filter
for = 1 and n = 2, 3, 4. What is the asymptotic and true magnitude of each filter at the
half-power frequency?
(c) Determine the minimum-phase transfer function H(s) for n = 2, 3, 4, 5.
(d) Use Matlab to plot the Bode magnitude plot for = 1 and n = 2, 3, 4, 5 on the same graph.
Do these plots confirm your results from the previous part?
Chapter 12 Problems 397
(e) Use Matlab to plot the phase for = 1 and n = 2, 3, 4, 5 on the same graph. Describe how
the phase spectrum changes as the order n is increased. Which filter has the most nearly linear
phase in the passband?
(f ) Use Matlab to plot the group delay for = 1 and n = 2, 3, 4, 5 on the same plot. Describe
how the group delay changes as the order n is increased. Which filter has the most nearly
constant group delay in the passband?
12.31 (Bode Plots) The ADSP routine bodelin plots the asymptotic Bode magnitude and phase plots
of a minimum-phase transfer function H(s). Plot the asymptotic Bode magnitude and phase plots of
the following filters.
1
(a) H(s) = (a second-order Butterworth lowpass filter)
s + 2s + 1
2
s
(b) H(s) = 2 (a second-order bandpass filter)
s +s+1
(c) y (t) + 2y (t) + 2y (t) + y(t) = x(t) (a third-order Butterworth lowpass filter)
12.32 (System Response) Use the ADSP routine sysresp2 to find the step response and impulse response
of the following filters and plot each result. Compare the features of the step response of each filter.
Compare the features of the impulse response of each filter.
(a) y (t) + y(t)
= x(t) (a first-order lowpass filter)
(b) y (t) + 2y (t) + y(t) = x(t) (a second-order Butterworth lowpass filter)
(c) y (t) + y (t) + y(t) = x (t) (a bandpass filter)
(d) y (t) + 2y (t) + 2y (t) + y(t) = x(t) (a third-order Butterworth lowpass filter)
12.33 (Frequency Response) Use the ADSP routine bodelin to obtain Bode plots of the following
filters. Also plot the frequency response on a linear scale. Compare the features of the frequency
response of each filter.
(a) y (t) + y(t)
= x(t) (a first-order lowpass filter)
(b) y (t) + 2y (t) + y(t) = x(t) (a second-order Butterworth lowpass filter)
(c) y (t) + y (t) + y(t) = x (t) (a bandpass filter)
(d) y (t) + 2y (t) + 2y (t) + y(t) = x(t) (a third-order Butterworth lowpass filter)
12.34 (Performance Measures) Performance measures for lowpass filters include the rise time, the 5%
settling time, the half-power bandwidth, and the time-bandwidth product. Plot the step response,
magnitude spectrum, and phase spectrum of the following systems. Then, use the ADSP routine trbw
to numerically estimate each performance measure.
(a) A first-order lowpass filter with = 1
(b) The cascade of two first-order filters, each with = 1
1
(c) H(s) = (a second-order Butterworth lowpass filter)
s2 + 2s + 1
(d) y (t) + 2y (t) + 2y (t) + y(t) = x(t) (a third-order Butterworth lowpass filter)
12.35 (Steady-State Response in Symbolic Form) The ADSP routine ssresp yields a symbolic
expression for the steady-state response to sinusoidal inputs (see Chapter 21 for examples of its
usage). Find the steady-state response to the input x(t) = 2 cos(3t 3 ) for each of the following
systems.
2
(a) H(s) = , for = 1, 2
s+
(b) y (t) + 4y(t) + Cy(t) = x(t), for C = 3, 4, 5
Chapter 13
ANALOG FILTERS
13.0 Scope and Objectives
Analog filters are indispensable in many situations. The front end of most digital signal-processing devices is
an anti-aliasing analog filter that limits the input signal to a range of frequencies that the digital filter can
handle. The design of classical analog filters is based on approximating the magnitude or phase specifications
by polynomials or rational functions. This chapter describes the synthesis and design of practical analog
filters and develops design methods for Butterworth, Chebyshev I, Chebyshev II (inverse Chebyshev), and
elliptic filters whose design calls for magnitude specifications, and Bessel filters with nearly linear phase
whose design calls for phase specifications.
13.1 Introduction
A filter may be regarded as a frequency-selective device that allows us to shape the magnitude or phase
response in a prescribed manner. The terminology of filters based on magnitude specifications is illustrated
in Figure 13.1. The passband ripple (deviation from maximum gain) and stopband ripple (deviation from
zero gain) are usually described by their attenuation (reciprocal of the linear gain).
Magnitude H(f) dB magnitude 20 log H(f)
0
Passband ripple Ap
Passband
Transition band
As
Stopband
Stopband ripple f f
f p fs f p fs
Figure 13.1 Filter terminology
REVIEW PANEL 13.1
How Are the Gain and Attenuation Related on a Linear or Decibel Scale?
Linear: Attenuation equals the reciprocal of gain: G = |H(f )|, A = 1/|H(f )|.
Decibel: Attenuation equals the negative of dB gain: GdB = 20 log |H(f )|, AdB = 20 log |H(f )|.
398
13.1 Introduction 399
Of the four classical filter types based on magnitude specifications, the Butterworth filter is monotonic
in the passband and stopband, the Chebyshev I filter displays ripples in the passband but is monotonic in
the stopband, the Chebyshev II filter is monotonic in the passband but has ripples in the stopband, and the
elliptic filter has ripples in both bands.
REVIEW PANEL 13.2
Magnitude Characteristics of Four Classical Filters
Butterworth: Monotonic in both bands Chebyshev I: Monotonic passband, rippled stopband
Elliptic: Rippled in both bands Chebyshev II: Rippled passband, monotonic stopband
The design of analog filters typically relies on frequency specifications (passband and stopband edge(s))
and magnitude specifications (maximum passband attenuation and minimum stopband attenuation) to gen-
erate a minimum-phase filter transfer function with the smallest order that meets or exceeds specifications.
Most design strategies are based on converting the given frequency specifications to those applicable to a
lowpass prototype (LPP) with a cuto frequency of 1 rad/s (typically the passband edge), designing the
lowpass prototype, and converting to the required filter type using frequency transformations.
13.1.1 Prototype Transformations
The lowpass-to-lowpass (LP2LP) transformation converts a lowpass prototype HP (s) with a cuto frequency
of 1 rad/s to a lowpass filter H(s) with a cuto frequency of x rad/s using the transformation s s/x ,
as shown in Figure 13.2. This is just linear frequency scaling.
Lowpass filter Lowpass filter
LP2LP transformation
s s/ x
1 x
Figure 13.2 The lowpass-to-lowpass transformation
The lowpass-to-highpass (LP2HP) transformation converts a lowpass prototype HP (s) with a cuto
frequency of 1 rad/s to a highpass filter H(s) with a cuto frequency of x rad/s, using the nonlinear
transformation s x /s. This is illustrated in Figure 13.3.
Lowpass filter Highpass filter
LP2HP transformation
s x /s
1 x
Figure 13.3 The lowpass-to-highpass transformation
The lowpass-to-bandpass (LP2BP) transformation is illustrated in Figure 13.4. It converts a lowpass
prototype HP (s) with a cuto frequency of 1 rad/s to a bandpass filter H(s) with a center frequency of
400 Chapter 13 Analog Filters
0 rad/s and a passband of B rad/s, using the nonlinear, quadratic transformation
s2 + 02 2
BP 02
s LP (13.1)
sB BP B
Here, 0 is the geometric mean of the band edges L and H , with L H = 02 , and the bandwidth is given
by B = H L . Any pair of geometrically symmetric bandpass frequencies a and b , with a b = 02 ,
corresponds to the lowpass prototype frequency (b a )/B. The lowpass prototype frequency at infinity
is mapped to the bandpass origin. This quadratic transformation yields a transfer function with twice the
order of the lowpass filter.
Lowpass filter Bandpass filter
LP2BP transformation
s2 + 20
s
Bs
B
1 L 0 H
Figure 13.4 The lowpass-to-bandpass transformation
The lowpass-to-bandstop (LP2BS) transformation is illustrated in Figure 13.5. It converts a lowpass
prototype HP (s) with a cuto frequency of 1 rad/s to a bandstop filter H(s) with a center frequency of
0 rad/s and a stopband of B rad/s, using the nonlinear, quadratic transformation
sB BS B
s LP (13.2)
s2 + 02 02 BS
2
Here B = H L and 02 = H L . The lowpass origin maps to the bandstop frequency 0 . Since the roles
of the passband and the stopband are now reversed, a pair of geometrically symmetric bandstop frequencies
a and b , with a b = x2 , maps to the lowpass prototype frequency LP = B/(b a ). This quadratic
transformation also yields a transfer function with twice the order of the lowpass filter.
Lowpass filter Bandstop filter
LP2BS transformation
Bs B
s
s2 + 20
1 L 0 H
Figure 13.5 The lowpass-to-bandstop transformation
13.1.2 Lowpass Prototype Specifications
Given the frequency specifications of a lowpass filter with band edges p and s , the specifications for a
lowpass prototype with a passband edge of 1 rad/s are p = 1 rad/s and s = s /p rad/s. The LP2LP
transformation is s s/p . For a lowpass prototype with a stopband edge of 1 rad/s, we would use
p = s /p rad/s and s = 1 rad/s instead.
13.1 Introduction 401
For a highpass filter with band edges p and s , the specifications for a lowpass prototype with a passband
edge of 1 rad/s are p = 1 rad/s and s = p /s rad/s. The LP2HP transformation is s p /s.
For bandpass or bandstop filters, we start with the band-edge frequencies arranged in increasing order as
[1 , 2 , 3 , 4 ]. If these frequencies show geometric symmetry, the center frequency 0 is 02 = 2 3 = 1 4 .
The band edges of the lowpass prototype are p = 1 rad/s and s = (4 1 )/(3 2 ) rad/s for both
the bandpass and bandstop case. The bandwidth is B = 4 1 for bandstop filters and B = 4 1 for
bandpass filters. These values of 0 and B are used in subsequent transformation of the lowpass prototype
to the required filter type.
REVIEW PANEL 13.3
Obtaining Frequency Specifications for the Lowpass Prototype
From lowpass and highpass (given [f1 , f2 ]): p = 1 rad/s s = f2 /f1 rad/s
f4 f1
From bandpass and bandstop (given [f1 , f2 , f3 , f4 ]): p = 1 rad/s s = rad/s
f3 f2
Note: [f1 , f2 , f3 , f4 ] are in increasing order with f1 f4 = f2 f3 = f0 (geometric symmetry).
2
REVIEW PANEL 13.4
Transforming the Lowpass Prototype to the Required Form
s 2fp s2 + 02 sBBS
To LP: s To HP: s To BP: s To BS: s
2fp s sBBP s2 + 02
Notation: 02 = 4 2 f02 f02 = f1 f4 = f2 f3 BBP = 2(f3 f2 ) BBS = 2(f4 f1 ).
If the given specifications [1 , 2 , 3 , 4 ] are not geometrically symmetric, some of the band edges must
be relocated (increased or decreased) in a way that the new transition widths do not exceed the original. This
is illustrated in Figure 13.6. It is common practice to hold the passband edges fixed and relocate the other
frequencies. For example, for the bandpass case, the passband edges [2 , 3 ] are held fixed, and 02 = 2 3 .
To ensure that the new transition widths do not exceed the original, we must increase 1 or decrease 4 (or
do both) such that 02 = 1 4 (for geometric symmetry).
Fixed [ f 1, f 4 ] with f02 = f 1 f 4 Fixed [ f 2 , f 3 ] with f02 = f 2 f 3
f f
Fixed f2 f3 Fixed f1 Fixed Fixed f4
f1 f4 f2 f3
Increase f 3 or decrease f 2 to ensure f02 = f 2 f 3 Increase f 1 or decrease f 4 to ensure f02 = f 1 f 4
Figure 13.6 The band edges for bandpass and bandstop filters
REVIEW PANEL 13.5
Making the Band Edges Geometrically Symmetric for Bandpass and Bandstop Filters
Bandpass (fixed passband edges [f2 , f3 ]): Increase f1 or decrease f4 such that f1 f4 = f2 f3 .
Bandstop (fixed passband edges [f1 , f4 ]): Decrease f2 or increase f3 such that f2 f3 = f1 f4 .
Rationale: We make sure that the new transition widths do not exceed the given ones.
402 Chapter 13 Analog Filters
EXAMPLE 13.1 (Prototype Specifications and Transformations)
(a) For a lowpass filter with fp = 200 Hz and fs = 500 Hz, normalization by fp gives the lowpass prototype
band edges p = 1 rad/s and s = 2.5 rad/s. The actual filter is designed from the lowpass prototype
using the LP2LP transformation s s/p , with p = 2fp = 400 rad/s.
(b) For a highpass filter with p = 500 rad/s and s = 200 rad/s, [1 , w2 ] = [200, 500] rad/s. The lowpass
prototype band edges are p = 1 rad/s and s = 2.5 rad/s. The highpass filter is designed from the
lowpass prototype, using the LP2HP transformation s p /s, with p = 500 rad/s.
(c) Consider a bandpass filter with band edges [1 , 2 , 3 , 4 ] = [16, 18, 32, 48] rad/s.
For a fixed passband, we choose B = 3 2 and 02 = 2 3 = 576.
Since 1 4 > 02 , we recompute 4 = 02 /1 = 36 rad/s, which ensures both geometric symmetry and
transition widths not exceeding the original.
Thus, [1 , 2 , 3 , 4 ] = [16, 18, 32, 36] rad/s and B = 3 2 = 32 18 = 14 rad/s.
With 4 1 = 36 16 = 20 rad/s, the lowpass prototype band edges are
4 1 20
p = 1 rad/s s = = = 1.4286 rad/s
B 14
The bandpass filter is designed from the LPP using the LP2BP transformation
s2 + 02 s2 + 576
s =
sB 14s
(d) Consider a bandstop filter with band edges [1 , 2 , 3 , 4 ] = [16, 18, 32, 48] rad/s.
For a fixed passband, we choose B = 4 1 , and 02 = (16)(48) = 768.
Since 2 3 < 02 , we recompute 3 = 02 2 = 42.667 to give
[1 , 2 , 3 , 4 ] = [16, 18, 42.6667, 48] rad/s B = 4 1 = 48 16 = 32 rad/s
With 3 2 = 24.6667 rad/s, the lowpass prototype band edges are
B 32
p = 1 rad/s s = = = 1.2973 rad/s
3 2 24.6667
The bandstop filter is designed from the LPP using the LP2BS transformation
sB 32s
s = 2
s2 + 0
2 s + 768
13.2 The Design Process
The filter magnitude specifications are usually given by the passband attenuation Ap and stopband atten-
uation As , expressed in decibels. The filter gain and attenuation are reciprocals of each other on a linear
scale and dier only in sign on a decibel scale. Classical filters approximate the magnitude squared function
|H()|2 of a lowpass prototype by a polynomial or ratio of polynomials in 2 and derive a minimum-phase
13.3 The Butterworth Filter 403
filter transfer function from this approximation. The magnitude squared function and attenuation for an
nth-order lowpass prototype are of the form
1
|H()|2 = AdB () = 10 log[1 + 2 L2n ()] (dB) (13.3)
1 + 2 L2n ()
Here, Ln () is an nth-order polynomial or rational function, and controls the passband ripple (deviation
from maximum gain). The various classical filters dier primarily in the choice for L2n () to best meet desired
specifications. We require L2n () 0 in the passband (to ensure a gain of nearly unity) and L2n () 0 in
the stopband (to ensure a gain of nearly zero). The attenuation equation is the only design equation we
need. We find the filter order n and the parameter by evaluating the attenuation relation at the passband
and stopband edges. This establishes the exact form of |H()|2 from which the prototype transfer function
HP (s) can be readily obtained. If we design the prototype to exactly meet attenuation requirements at the
cuto frequency (usually the passband edge), the attenuation requirements will be exceeded at all the other
frequencies. The final step is to use frequency transformations to obtain the required filter.
13.3 The Butterworth Filter
The Butterworth lowpass prototype is based on the choice L() = n to give
1
|H()|2 = AdB () = 10 log(1 + 2 2n ) (dB) (13.4)
1 + 2 2n
The Butterworth filter is also called a maximally flat filter because the choice L() = n (with all its
lower-order coecients missing) forces all its derivatives to zero at = 0 and ensures not only the flattest
response at = 0 but also the least deviation from unit gain in the passband. All the degrees of freedom (the
free coecients in the nth-order polynomial L()) are spent in making the Butterworth magnitude response
maximally flat at the origin (by setting them to zero). This yields a monotonic frequency response free of
overshoot but also results in a slow transition from the passband to the stopband.
The quantity 2 is a measure of the deviation from unit passband magnitude. The magnitude is monotonic
and decreases with frequency. The filter gain at the passband edge = 1 equals
1
|H(1)| = (13.5)
1 + 2
A typical magnitude spectrum is illustrated in Figure 13.7.
H ()
1
1
1+ 2
1 s
Figure 13.7 A Butterworth lowpass filter
For an nth-order Butterworth filter, the attenuation rate at high frequencies is 20n dB/dec and the
attenuation may be approximated by
A() = 10 log(1 + 2 2n ) 10 log(2 2n ) = 20 log + 20n log (13.6)
404 Chapter 13 Analog Filters
REVIEW PANEL 13.6
The Butterworth Filter Has a Maximally Flat Magnitude Squared Spectrum
1 1
|H()|2 = |H(0)| = 1 |H(1)| = HdB = 10 log(1 + 2 2n )
1 + 2 2n 1 + 2
13.3.1 Butterworth Filter Design
The form of |H()|2 requires only the ripple parameter and the filter order n. We find 2 by evaluating the
attenuation AdB () at the passband edge ( = p = 1 rad/s):
Ap = AdB (1) = 10 log(1 + 2 ) 2 = 100.1Ap 1 (13.7)
We find n by evaluating AdB () at the stopband edge = s rad/s to give
log[(100.1As 1)/2 ]1/2
As = AdB (s ) = 10 log(1 + 2 s2n ) n= (13.8)
log s
The filter order must be rounded up to an integer value. If the attenuation is specified at several frequencies,
the order must be found for each frequency, and the largest value chosen for n. The smaller the passband
attenuation Ap (meaning a smaller 2 or a flatter passband) or the larger the stopband attenuation As
(meaning a sharper transition), the higher is the filter order n.
The half-power frequency 3 is found by setting |H(3 )|2 = 0.5 to give
2 32n = 1 or 3 = (1/)1/n (13.9)
REVIEW PANEL 13.7
Ripple (), Order (n), and 3-dB Frequency (3 ) of a Butterworth Prototype
log[(100.1As 1)/2 ]1/2
2 = 100.1Ap 1 n= 3 = (1/)1/n
log s
13.3.2 The Butterworth Prototype Transfer Function
To find the Butterworth lowpass prototype transfer function HP (s) from |H()|2 , we replace 2 by s2 and
pick only the left half-plane (LHP) roots to generate the required minimum-phase transfer function. With
2 = s2 , we obtain
1 1
HP (s)HP (s) = = R = (1/)1/n (13.10)
1 + 2 (s2 )n 1 + (1)n (s/R)2n
This has 2n poles, only half of which are in the left half-plane. The pole locations are given by
(1)n (s/R)2n = 1 (js/R)2n = 1 (13.11)
This equation suggests that we find the 2n roots of 1. With ej(2k1) = 1, we get
(js/R)2n = ej(2k1) , k = 1, 2, . . . , 2n (13.12)
This yields the 2n poles pk as
(2k 1)
pk = Rej(k +/2) k = , k = 1, 2, . . . , 2n (13.13)
2n
13.3 The Butterworth Filter 405
The poles lie on a circle of radius R = (1/)1/n in the s-plane. The poles are equally spaced /n radians
apart. Their angular orientation (with respect to the positive j-axis) is given by k = (2k 1)/2n. There
can never be a pole on the j-axis because k can never be zero. The pole locations are illustrated for n = 2
and n = 3 in Figure 13.8.
45 o 30 o
Butterworth poles 60 o R
R
90 o 1/ n
Pole radius R = (1/)
n =2 n =3
Figure 13.8 The poles of a Butterworth lowpass filter lie on a circle.
The real and imaginary parts of the left half-plane poles are given by
pk = R sin k + jR cos k , k = 1, 2, . . . , n (13.14)
Each conjugate pole pair yields a real quadratic factor of the form
(s pk )(s pk ) = s2 + 2sR sin k + R2 (13.15)
For odd n, there is always one real pole located at s = R. The factored form for HP (s) (which is useful
for realizing higher-order filters by cascading individual sections) may then be written
int(n/2)
! "
K M = 0, n even
HP (s) = QP (s) = (s + R) M
(s + 2sR sin k + R ),
2 2
(13.16)
QP (s) M = 1, n odd
k=1
For unit peak gain, we choose K = QP (0). We can also express the denominator QP (s) in polynomial
(unfactored) form as
QP (s) = q0 sn + q1 sn1 + q2 sn2 + + qn1 s + qn (13.17)
To find qk , we use the recursion relation
R cos[(k 1)/2n]
q0 = 1 qk = qk1 (13.18)
sin(k/2n)
REVIEW PANEL 13.8
Poles pk and Transfer Function HP (s) of a Butterworth Lowpass Prototype
The LHP poles pk lie on a circle of radius R = 3 = (1/n)1/n at angles k with respect to the j-axis.
No poles lie on the j-axis. For odd n, one pole is on the real axis at s = R.
(2k 1)
pk = R sin k + jR cos k where k = , k = 1, 2, . . . , n (with respect to the j-axis)
n
2n n
K ! !
HP (s) = QP (s) = (s pk ) K = QP (0) = pk (for unit peak or dc gain)
QP (s)
k=1 k=1
406 Chapter 13 Analog Filters
EXAMPLE 13.2 (Butterworth Filter Computations)
(a) What is the minimum order of a Butterworth lowpass filter that shows an attenuation of no more than
2 dB at 5 rad/s and at least 10 dB at 8 rad/s, 20 dB at 10 rad/s, and 40 dB at 30 rad/s?
Assuming a passband edge of 5 rad/s, we find 2 = 100.1Ap 1 = 0.5849.
log[(100.1Ax 1)/2 ]1/2
Next, we compute the order from n = for each attenuation to get
log x
A1 = 10 dB = 8/5 = 1.6 n = 2.91
A2 = 20 dB = 10/5 = 2 n = 3.7
A3 = 40 dB = 30/5 = 6 n = 2.72
The largest value of n is rounded up to give the filter order as n = 4.
(b) Find the attenuation at f = 7.5 kHz of a fourth-order Butterworth filter whose 1 dB passband edge is
located at 3 kHz.
We find 2 = 100.1Ap 1 = 0.2589. Since f = 7.5 kHz corresponds to a lowpass prototype (normalized)
frequency of = 7.5
3 = 2.5 rad/s, and n = 4, we find
A = 10 log(1 + 2 2n ) = 10 log(1 + 0.2589 10 ) = 25.98 dB
(c) Find the pole radius and orientations of a third-order Butterworth lowpass filter with a passband edge
of 100 rad/s and = 0.7.
The lowpass prototype poles lie on a circle of radius R = 3 = (1/)1/n = (1/0.7)1/3 = 1.1262.
The pole radius of the actual filter is 100R = 112.62 rad/s. The left half-plane pole orientations are
k = (2k1)
2n = (2k1)
6 , k = 1, 2, 3, or 30 , 90 , and 150 , with respect to the j-axis.
(d) (Design from a Specified Order) What is the transfer function H(s) of a third-order Butterworth
lowpass prototype with = 0.7 and a peak gain of 10?
The lowpass prototype poles lie on a circle of radius R = 3 = (1/)1/n = (1/0.7)1/3 = 1.1262. The
left half-plane pole orientations are [ 6 , 2 , 5
6 ] rad. The pole locations are thus s = 1.1262 and
s = 1.1262 sin(/6) 1.1262 cos(/6) = 0.5651 j0.9754. The denominator of H(s) is thus
Q(s) = (s + 0.5651 + j0.9754)(s + 0.5651 j0.9754)(s + 1.1262) = s3 + 2.2525s2 + 2.5369s + 1.4286
For a peak gain of 10, the numerator K of H(s) = K/Q(s) is K = 10Q(0) = 14.286, and thus
K 14.286
H(s) = = 3
Q(s) s + 2.2525s2 + 2.5369s + 1.4286
(e) (Design from High-Frequency Decay Rate) Find the transfer function of a 3-dB Butterworth
lowpass filter with a passband edge of 50 Hz and a high-frequency decay rate of 40 dB/dec.
For an nth-order filter, the high-frequency decay rate is 20n dB/dec. Thus, n = 2. The pole radius of
a 3-dB lowpass prototype is R = 1. With k = [/4, 3/4] rad, the pole locations are described by
13.3 The Butterworth Filter 407
s = sin(/4) j cos(/4) = 0.707 j0.707. This gives QP (s) = s2 + 2 + 1 and HP (s) = 1/QP (s).
With p = 2fp = 100 rad/s, the LP2LP transformation gives the required transfer function
9.8696(10)4
H(s) = HP (s/100) =
s2 + 444.29 + 9.8696(10)4
(f ) (Design from a Specified Order) Design a fourth-order Butterworth bandpass filter with a 2-dB
passband of 200 Hz and a center frequency of f0 = 1 kHz.
To design the filter, we start with a second-order lowpass prototype. We find 2 = 100.1Ap 1 = 0.5849.
With n = 2, the pole radius is R = (1/)1/n = 1.1435.
The pole locations are s = R sin(/4) jR cos(/4) = 0.8086 j0.8086.
The prototype denominator is
QP (s) = (s + 0.8086 + j0.8086)(s + 0.8086 + j0.8086) = s2 + 1.6171s + 1.3076
The prototype transfer function is
1.3076
HP (s) =
s2 + 1.6171s + 1.3076
We now use the LP2BP transformation s (s2 + 02 )/Bs, with 0 = 2f0 = 2000 rad/s and
B = 2(200) = 400 rad/s, to obtain the required transfer function:
2.0648(10)6 s2
HBP (s) =
s4 + 2.0321(10)3 s3 + 8.1022(10)7 s2 + 8.0226(10)10 s + 1.5585(10)15
Exactly Meeting the Stopband Attenuation
The lowpass prototype HP (s) shows an attenuation of Ap at the passband edge p = 1 rad/s. Since the filter
exceeds specifications everywhere else, the exact value of As occurs at a frequency s that is smaller than
the design frequency s . To exactly match As to the stopband edge s , we must frequency scale (stretch)
HP (s) to H(s/), where the factor is given by
specified stopband edge s
= = (13.19)
actual stopband edge s
The frequency s is found from the attenuation expression for A(), with = s , as
# 0.1As $1/2n
10 1
s = (13.20)
2
The new filter HS (s) = HP (s/) will show an exact match to As dB at s . At the passband edge, however,
it will exceed specifications and its attenuation will be less than Ap .
13.3.3 Butterworth Prototypes from 3-dB Filters
If the passband attenuation is Ap = 3 dB, then 2 = 1 and R = 1. The poles of a Butterworth 3-dB filter
thus lie on a unit circle. The coecients of the denominator polynomial Q3 (s) in the filter transfer function
H3 (s) = K/Q3 (s) show symmetry about their midpoint with qk = qnk , k = 0, 1, 2, . . . , n. Consequently,
only about half the coecients need to be computed to establish Q3 (s). Because of these simplifications, it
is common practice to start with a 3-dB Butterworth filter H3 (s) and use frequency scaling (s s/R) to
design the lowpass prototype HP (s) = H3 (s/R). In fact, this scaling can also be applied as the final step, in
combination with any other frequency transformations, to obtain the final filter. Table 13.1 lists both the
factored and polynomial forms of Q3 (s) for 3-dB Butterworth lowpass prototypes.
408 Chapter 13 Analog Filters
Table 13.1 3-dB Butterworth Lowpass Prototype Transfer Functions
Order n Denominator Q(s) in Polynomial Form
1 1+s
2 1 + 2s + s2
3 1 + 2s + 2s2 + s3
4 1 + 2.613s + 3.414s2 + 2.613s3 + s4
5 1 + 3.236s + 5.236s2 + 5.236s3 + 3.236s4 + s5
6 1 + 3.864s + 7.464s2 + 9.141s3 + 7.464s4 + 3.864s5 + s6
Order n Denominator Q(s) in Factored Form
1 1+s
2 1 + 2s + s2
3 (1 + s)(1 + s + s2 )
4 (1 + 0.76536s + s2 )(1 + 1.84776s + s2 )
5 (1 + s)(1 + 0.6180s + s2 )(1 + 1.6180s + s2 )
6 (1 + 0.5176s + s2 )(1 + 2s + s2 )(1 + 1.9318s + s2 )
EXAMPLE 13.3 (Butterworth Filter Design)
(a) A Butterworth lowpass filter is to meet the following specifications: Ap = 1 dB for 4 rad/s and
As 20 dB for 8 rad/s. Find its transfer function H(s).
The lowpass prototype specifications are p = 1 rad/s and s = s /p = 2 rad/s. We compute
log[(100.1As 1)/2 ]1/2
2 = 100.1Ap 1 = 0.2589 = 4.289 n = 5
log s
The pole radius is given by R = (1/)1/n = 1.1447.
The pole orientations are k = (2k 1)/2n = (2k 1)18 , k = 1, 2, . . . , 5. With HP (s) = K/QP (s),
where QP (s) = q0 s5 + q1 s4 + q2 s3 + q3 s2 + q4 s + q5 , we use the recursion
R cos[(k 1)/2n] R cos[(k 1)/10]
q0 = 1 qk = = qk1 , k = 1, 2, 3, 4, 5
sin(k/2n) sin(k/10)
to find the coecients of QP (s). This gives
QP (s) = s5 + 3.704s4 + 6.861s3 + 7.853s2 + 5.556s + 1.965
13.3 The Butterworth Filter 409
Choosing K = 1.965 for unit gain, the prototype transfer function becomes
1.965
HP (s) =
s5 + 3.704s4 + 6.861s3 + 7.853s2 + 5.556s + 1.965
We obtain the required filter as H(s) = HP (s/4) using the LP2LP transformation s s/4 to get
2012.4
H(s) = HP (s/4) =
s5 + 14.82s4 + 109.8s3 + 502.6s2 + 1422.3s + 2012.4
Comment: Had we been asked to exactly meet the attenuation at the stopband edge, we would first
compute s and the stretching factor = s /
s as
# $1/2n
100.1As 1
s = = 1.5833 = s /
s = 2/1.8124 = 1.1035
2
We would need to frequency scale HP (s) using s s/ and then denormalize using s s/4. We
can combine these operations and scale HP (s) to H2 (s) = HP (s/4) = HP (s/4.4141) to match the
attenuation at the stopband edge. We get
3293.31
H2 (s) = HP (s/4.4141) =
s5 + 16.35s4 + 133.68s3 + 675.44.05s2 + 2109.23s + 3293.31
The linear and decibel magnitude of the two filters is sketched in Figure E13.3. The passband gain is
0.89 (corresponding to Ap = 1 dB). The stopband gain is 0.1 (corresponding to As = 20 dB). Note how
the design attenuation is exactly met at the passband edge for the original filter H(s) (shown light),
and at the stopband edge for the redesigned filter H2 (s) (shown dark).
(a) Butterworth LPF magnitude meeting (b) Butterworth LPF magnitude in dB meeting
passband, stopband (dark), and 3dB (dashed) specs passband, stopband (dark), and 3dB (dashed) specs
1 10
0.89 3
Magnitude [linear]
Magnitude [dB]
0.707
10
0.5
20
0.1
0 30
0 4 6 8 12 0 4 6 8 12
Frequency [rad/s] Frequency [rad/s]
Figure E13.3 Butterworth lowpass filters for Example 13.3(a and b)
(b) (A Design with Additional Constraints) Consider the design of a Butterworth lowpass filter to
meet the following specifications: Ap 1 dB for 4 rad/s, As 20 dB for 8 rad/s, and a
half-power frequency of 3 = 6 rad/s.
Since we must exactly meet specifications at the half-power frequency 3 , it is convenient to select
the cuto frequency as 3 = 1 rad/s and the prototype band edges as p = p /3 = 4/6 rad/s and
410 Chapter 13 Analog Filters
s = s /3 = 8/6 rad/s. Since 3 = 1, we have 2 = 1. To find the filter order, we solve the attenuation
relation for n at both p = p /3 and s = s /3 and choose n as the larger value. Thus,
Ap = 10 log(1 + p2n ) n = 0.5 log(100.1Ap 1)/ log(p ) = 1.6663
As = 10 log(1 + s2n ) n = 0.5 log(100.1As 1)/ log(s ) = 7.9865
Thus, n = 8. The prototype transfer function of the 3-dB filter is found to be
1
HP (s) =
s8 + 5.126s7 + 13.138s6 + 21.848s5 + 25.691s4 + 21.848s3 + 13.138s2 + 5.126s + 1
The actual filter transfer function is H(s) = HP (s/3 ) = HP (s/6). We find
1679616
H(s) =
s8 + 30.75s7 + 473s6 + 4718s5 + 33290s4 + 169876s3 + 612923s2 + 1434905s + 1679616
Its linear and decibel magnitude, shown dashed in Figure E13.3, exactly meets the half-power (3-dB)
frequency requirement, and exceeds the attenuation specifications at the other band edges.
(c) (A Bandstop Filter) Design a Butterworth bandstop filter with 2-dB passband edges of 30 Hz and
100 Hz, and 40-dB stopband edges of 50 Hz and 70 Hz.
The band edges are [f1 , f2 , f3 , f4 ] = [30, 50, 70, 100] Hz. Since f1 f4 = 3000 and f2 f3 = 3500,
the specifications are not geometrically symmetric. Assuming a fixed passband, we relocate the upper
stopband edge f3 to ensure geometric symmetry f2 f3 = f1 f4 . This gives f3 = (30)(100)/50 = 60 Hz.
f4 f1
The lowpass prototype band edges are p = 1 rad/s and s = = 7 rad/s.
f3 f2
We compute 2 = 100.1Ap 1 = 0.5849 and the lowpass prototype order as
log[(100.1As 1)/2 ]1/2
n= n=3
log s
The pole radius is R = (1/)1/n = 1.0935. The pole angles are k = [ 6 , 2, 6 ]
5
rad.
The pole locations are sk = R sin k + jR cos k , and lead to the lowpass prototype
1.3076
HP (s) =
s3 + 2.1870s2 + 2.3915s + 1.3076
With 02 = 1 4 = 4 2 (3000) and B = 2(f4 f1 ) = 2(70) rad/s, the LP2BS transformation
s sB/(s2 + 02 ) gives
s6 + 3.55(10)5 s4 + 4.21(10)10 s2 + 1.66(10)15
H(s) =
s6 + 8.04(10)2 s5 + 6.79(10)5 s4 + 2.56(10)8 s3 + 8.04(10)10 s2 + 1.13(10)13 s + 1.66(10)15
The linear and decibel magnitude of this filter is sketched in Figure E13.3C.
13.3 The Butterworth Filter 411
(a) Butterworth bandstop filter meeting passband specs (b) dB magnitude of bandstop filter in (a)
1 0
2
0.794 10
[linear]
[dB]
20
Magnitude
0.5
Magnitude
30
40
0.01 50
0 30 50 70 100 130 0 30 50 70 100 130
Frequency [rad/s] Frequency [rad/s]
Figure E13.3C Butterworth bandstop filter of Example 13.3(c)
13.3.4 Phase and Group Delay of Butterworth Filters
The phase of Butterworth filters is best evaluated from HP (s) in factored form. The contribution due to a
first-order section (linear factor) is simply
1 1
HP (s) = HP () = () = tan1 (/R) (13.21)
s+R R + j
For a second-order section (quadratic factor), conversion from HP (s) to HP () leads to
1
HP (s) = (13.22)
s2 + 2sR sin k + R2
% &
1 2(/R)sin k
HP () = P () = tan1 (13.23)
[1 (/R)2 ) + j2(/R)sin k ] 1 (/R)2
The total phase () equals the sum of the contributions due to each of the individual sections. The group
delay tg = d/d may be found by dierentiating the phase and leads to the result
n
'
1 (/R)2(k1)
tg () = (13.24)
1 + (/R)2n sin k
k=1
The phase approaches n/2 radians at high frequencies. The group delay is fairly constant for small
frequencies but peaks near the passband edge. As the filter order n increases, the delay becomes less flat,
and the peaking is more pronounced. The phase or group delay of other filter types may be found using the
appropriate frequency transformations.
REVIEW PANEL 13.9
The Group Delay of a Butterworth Prototype Peaks Near the Passband Edge
n
'
1 (/R)2(k1) (2k 1)
tg () = where k = and R = 3 = (1/)1/n
1 + (/R)2n sin k 2n
k=1
412 Chapter 13 Analog Filters
13.4 The Chebyshev Approximation
The Chebyshev approximation for lowpass prototypes is also based on a polynomial fit. Instead of selecting
the coecients (degrees of freedom) of the polynomial Ln () to make the response maximally flat at the origin
alone, we now try to make the response uniformly good by ensuring an exact match at several frequencies
spread out over the passband and minimizing the error at all other frequencies in the passband. Such an
approximation is called a uniform approximation. A uniform approximation requires the maxima and
minima of the error to have equal magnitudes or be equiripple. The number of points where the error is zero
corresponds to the order of the approximating polynomial (or filter order). Note that least squares methods,
which only minimize the mean squared error, provide no guarantee that a small mean squared error will
also result in a small absolute error throughout the approximation interval. The equiripple polynomial with
the smallest maximum absolute error is called a minmax polynomial. Although minmax approximations
usually require cumbersome iterative methods, the good news is that Chebyshev polynomials are themselves
minmax, and approximations based on Chebyshev polynomials are quite easily obtained.
13.4.1 The Chebyshev Polynomials
The nth-order Chebyshev polynomial (of the first kind) is described by a relation that looks trigonometric
in nature
Tn (x) = cos(n cos1 x) (13.25)
Here, Tn (x) is actually a polynomial of degree n. The polynomial form shows up if we use the transformation
x = cos to give Tn (x) = Tn (cos ) = cos(n). Using trigonometric identities for cos(n), we easily obtain
the first few Chebyshev polynomials as
cos 0 = 1 cos = cos cos 2 = 2 cos2 1 cos 3 = 4 cos3 3 cos
T0 (x) = 1 T1 (x) = x T2 (x) = 2x2 1 T3 (x) = 4x3 3x
The Chebyshev polynomials can also be obtained from the recursion relation
T0 (x) = 1 T1 (x) Tn (x) = 2xTn1 (x) Tn2 (x), n>1 (13.26)
For example, T4 (x) = 2xT3 (x) T2 (x) = 8x4 8x2 + 1.
(a) Chebyshev polynomials n = 0, 2, 4 (b) Chebyshev polynomials n = 1, 3, 5
5 5
3 3
n=0 n=5 n=3
Tn(x)
Tn(x)
1 1
0 0
1 1 n=1
n=2 n=4
3 3
5 5
1 0.5 0 0.5 1 1 0.5 0 0.5 1
x x
Figure 13.9 Chebyshev polynomials
13.4 The Chebyshev Approximation 413
Figure 13.9 illustrates the characteristics of Chebyshev polynomials. The leading coecient of an nth-
order Chebyshev polynomial always equals 2n1 . The constant coecient is always 1 for even n and 0
for odd n. The nonzero coecients alternate in sign and point to the oscillatory nature of the polynomial.
Chebyshev polynomials possess two remarkable characteristics in the context of both polynomial approxi-
mation and filter design. First, Tn (x) oscillates about zero in the interval (1, 1), with n + 1 maxima and
minima (that equal 1). Outside the interval (1, 1), |Tn (x)| shows a very steep increase. Over (1, 1),
the normalized Chebyshev polynomial Tn (x) = Tn (x)/2n1 has the smallest maximum absolute value (which
equals 1/2n1 ) among all normalized nth-degree polynomials. This is the celebrated Chebyshev theorem.
13.4.2 The Chebyshev Lowpass Prototype
The nth-order Chebyshev lowpass prototype is described by
1
|H()|2 = AdB () = 10 log[1 + 2 Tn2 ()] dB (13.27)
1 + 2 Tn2 ()
Here, is a measure of the passband ripple. The magnitude of the passband maxima and minima is governed
only by 2 , but a larger order n yields more of them and results in a sharper transition due to the higher
polynomial order. Since Tn (1) = 1, the magnitude at the passband edge (p = 1 rad/s) is
1
|H(p )| = (13.28)
1 + 2
Since Tn (0) = 1 for even n and Tn (0) = 0 for odd n, the dc gain |H(0)| is
1 , n even
|H(0)| = 1 + 2 (13.29)
1, n odd
The peak gain, however, equals 1 for both odd n and even n. The magnitude spectrum for n = 2 and n = 3
is illustrated in Figure 13.10.
H () n =2 H () n =3
1 1
1 1
1+ 2 1+ 2
1 s 1 s
Figure 13.10 Gain of Chebyshev filters of odd and even order
The filter order can be found by counting the number of maxima and minima in the passband (excluding
the passband edge). Since |Tn ()| increases monotonically (and rapidly) for > 1, the gain decreases rapidly
outside the passband. The attenuation rate at high frequencies is 20n dB/dec. Since Tn () 2n1 n for
large , the attenuation may be approximated by
A() = 10 log[1 + 2 Tn2 ()] 20 log Tn () 20 log 2n1 n = 20 log + 20(n 1)log 2 + 20n log (13.30)
The Chebyshev filter provides an additional 6(n 1) dB of attenuation in the stopband compared with the
Butterworth filter, and this results in a much sharper transition for the same filter order. This improvement
is made at the expense of introducing ripples in the passband, however.
414 Chapter 13 Analog Filters
REVIEW PANEL 13.10
The Magnitude Spectrum of a Chebyshev I Filter Has an Equiripple Passband
The number of passband peaks in the two-sided spectrum equals the filter order n.
1 1, n odd
|H()|2 = 1
1 + 2 Tn2 () |H(0)| = 1 |H(1)| =
, n even 1 + 2
HdB = 10 log[1 + 2 Tn2 ()] 1 + 2
13.4.3 Chebyshev Prototype Design
Chebyshev prototype design starts with the attenuation relation and requires only and the filter order n.
We find 2 by evaluating the attenuation AdB () at the passband edge ( = p = 1 rad/s), where Tn () = 1:
Ap = AdB (1) = 10 log(1 + 2 ) 2 = 100.1Ap 1 (13.31)
This result is identical to the corresponding Butterworth result. We find the filter order n by evaluating
AdB () at the stopband edge ( = s rad/s) to give
cosh1 [(100.1As 1)/2 ]1/2
As = AdB (s ) = 10 log(1 + 2 Tn2 ()) n= (13.32)
cosh1 s
The filter order must be rounded up to an integer value. Note that for s > 1, the computation of Tn (s )
requires the hyperbolic form, Tn (s ) = cosh(n cosh1 s ), as used in the above relation.
The half-power frequency 3 at which |H()| = 0.707 or 2 Tn2 () = 1 can be evaluated in terms of the
filter order n, using the hyperbolic form for Tn ():
% &
cosh1 (1/)
3 = cosh , 1 (13.33)
n
We can also express the filter order n in terms of the half-power frequency 3 as
% &
1
n = cosh1 (13.34)
cosh1 3
REVIEW PANEL 13.11
Ripple (), Order (n), and 3-dB Frequency (3 ) of the Chebyshev I Prototype
% # $&
cosh1 [(100.1As 1)/2 ]1/2 1 1 1
2 = 100.1Ap 1 n= 3 = cosh cosh
cosh1 s n
13.4.4 The Chebyshev Prototype Transfer Function
To find the prototype transfer function HP (s), we substitute 2 = s2 into |H()|2 and obtain
1
|H()|2 2 =s2 = (13.35)
1 + 2 Tn2 (s/j)
Its poles are found from
1 + 2 Tn2 (s/j) = 0 or Tn (s/j) = cos[n cos1 (s/j)] = j/ (13.36)
It is convenient to define a new complex variable z in the form
z = + j = cos1 (s/j) or s = j cos z (13.37)
13.4 The Chebyshev Approximation 415
This results in
cos(nz) = cos(n + jn) = cos(n)cosh(n) j sin(n)sinh(n) = j/ (13.38)
Equating the real and imaginary parts, we obtain the two relations
1
cos(n)cosh(n) = 0 sin(n)sinh(n) = (13.39)
Since cosh(n) 1 for all n, the first relation gives
(2k 1)
cos(n) = 0 or k = , k = 1, 2, . . . , 2n (13.40)
2n
Note that k (in radians) has the same expression as the Butterworth poles. For > 0, sin(n) = 1, we get
1 1
sinh(n) = or = (13.41)
n sinh1 (1/)
Since s = j cos z, we have
s = j cos z = j cos(k + j) = sin k sinh + j cos k cosh (13.42)
The poles of HP (s) are just the left half-plane roots (with negative real parts):
pk = k + jk = sin k sinh + j cos k cosh , k = 1, 2, . . . , n (13.43)
The real and imaginary parts also satisfy
k2 k2
+ =1 (13.44)
sinh cosh2
2
This suggests that the Chebyshev poles lie on an ellipse in the s-plane, with a major semi-axis (along the
j-axis) that equals cosh and a minor semi-axis (along the -axis) that equals sinh . The pole locations
for n = 2 and n = 3 are illustrated in Figure 13.11.
45 o 30 o
Chebyshev poles 60 o
90 o
n =2 n =3
Figure 13.11 Pole locations of Chebyshev lowpass prototypes
Comparison with the 3-dB Butterworth prototype poles pB = sin k + j cos k reveals that the real part
of the Chebyshev pole is scaled by sinh , and the imaginary part by cosh . The Chebyshev poles may thus
be found directly from the orientations of the Butterworth poles (for the same order) that lie on a circle and
contracting the circle to an ellipse. This leads to the geometric evaluation illustrated in Figure 13.12.
We draw concentric circles of radii cosh and sinh with radial lines along k , the angular orientation
of the Butterworth poles. On each radial line, label the point of intersection with the larger circle (of radius
416 Chapter 13 Analog Filters
A Radius = cosh A
Radius = sinh
B B
Chebyshev poles
Radial lines for
Butterworth poles
Figure 13.12 Locating Chebyshev poles from Butterworth poles
cosh ) as A, and with the smaller circle as B. Draw a horizontal line through A and a vertical line through
B. Their intersection represents a Chebyshev pole location.
The lowpass prototype transfer function HP (s) = K/QP (s) may be readily obtained in factored form by
expressing the denominator QP (s) as
QP (s) = (s p1 )(s p2 ) (s pk ) (13.45)
Each conjugate pole pair will yield a quadratic factor. For odd n, QP (s) will also contain the linear factor
s + sinh .
For unit dc gain, we choose K = QP (0) for any filter order. For unit peak, however, we choose
QP (0), n odd
K= Q (0) (13.46)
P , n even
1+ 2
REVIEW PANEL 13.12
Poles and Transfer Function of the Chebyshev I Prototype
The poles pk lie on an ellipse.
No poles lie on the j-axis. For odd n, one pole is on the real axis at s = sinh .
# $
(2k 1) 1 1 1
pk = sin k sinh + j cos k cosh k = , k = 1, 2, . . . , n = sinh
2n n
!n "
K QP (0)/ 1 + , n even
2
H(s) = QP (s) = (s pk ) K= (for unit peak gain)
QP (s) QP (0), n odd
k=1
EXAMPLE 13.4 (Chebyshev Filter Computations)
(a) The magnitude of a Chebyshev lowpass prototype is shown in Figure E13.4A. What is |H()|2 ?
H ()
1
0.9
Figure E13.4A Chebyshev magnitude spectrum for Example 13.4(a)
13.4 The Chebyshev Approximation 417
The filter order is n = 2 because we see a total of two maxima and minima in the passband. Since
T2 (0) = 0 and |H(0)| = 0.9, we find |H(0)|2 = 1/(1 + 2 ) = (0.9)2 . This gives 2 = 0.2346. Since
T2 () = 2 2 1, we have T22 () = 4 4 4 2 + 1. Thus,
1 1 1
|H()|2 = = =
1 + 2 T22 () 1 + 2 (4 4 4 2 + 1) 1.2346 0.9383 2 + 0.9383 4
(b) What is the attenuation at f = 1.5 kHz of a second-order Chebyshev lowpass filter with a 1-dB
passband of 500 Hz?
With Ap = 1 dB, we find 2 = 100.1Ap 1 = 0.2589. The prototype (normalized) frequency corre-
sponding to f = 1.5 kHz is = 3 rad/s, and the attenuation at = 3 rad/s is found from
A = 10 log[1 + 2 Tn2 ()] = 10 log[1 + 0.2589T22 ()] dB
With T2 () = 2 2 1, we compute A = 18.8 dB.
(c) Find the half-power frequency of a fifth-order Chebyshev lowpass filter with a 2-dB passband edge at
1 kHz.
With Ap = 2 dB, we find 2 = 100.1Ap 1 = 0.5849, = 0.7648.
The prototype half-power frequency is 3 = cosh[(1/n)cosh1 (1/)] = 1.01174.
The half-power frequency of the actual filter is thus f3 = 10003 = 1011.74 Hz.
(d) (Design from a Specified Order) Find the transfer function of a third-order Chebyshev lowpass
prototype with a passband ripple of 1.5 dB.
We find 2 = 100.1Ap 1 = 0.4125. With n = 3, we find
k = [/6, /2, 5/6] = (1/n) sinh1 (1/) = 0.4086 sinh = 0.4201 cosh = 1.0847
The Chebyshev poles are pk = sin k sinh + j cos k cosh = [0.2101 j0.9393, 0.4201].
The denominator of HP (s) is thus QP (s) = s3 + 0.8402s2 + 1.1030s + 0.3892.
Since n is odd, the prototype transfer function HP (s) with unit (dc or peak) gain is
0.3892
HP (s) =
s3 + 0.8402s2+ 1.1030s + 0.3892
(e) (A Bandpass Filter) Design a fourth-order Chebyshev bandpass filter with a peak gain of unity, a
2-dB passband of 200 Hz, and a center frequency of f0 = 1 kHz.
To design the filter, we start with a second-order lowpass prototype. We find 2 = 100.1Ap 1 = 0.5849.
With n = 2, k = [/4, 3/4], = (1/n) sinh1 (1/) = 0.5415, sinh = 0.5684, and cosh = 1.1502.
The Chebyshev poles are pk = sin k sinh + j cos k cosh = 0.4019 j0.8133. The denominator
of the prototype transfer function HP (s) is thus QP (s) = s2 + 0.8038s + 0.8231.
Since n is even, the
numerator of HP (s) for peak unit gain is K = QP (0)/ 1 + 2 = 0.8231/ 1.5849 = 0.6538, and the
prototype transfer function with unit peak gain is
K 0.6538
HP (s) = = 2
QP (s) s + 0.8038s + 0.8231
418 Chapter 13 Analog Filters
With 0 = 2f0 = 2000 rad/s and B = 400 rad/s, the LP2BP transformation s (s2 + 02 )/Bs
yields the required transfer function H(s) as
1.0234(10)6 s2
H(s) =
s4 + 1.0101(10)3 s3 + 8.0257(10)7 s2 + 3.9877(10)10 s + 1.5585(10)15
Exactly Meeting the Stopband Attenuation
The lowpass prototype filter HP (s) shows an attenuation of Ap at the passband edge p = 1 rad/s. Since the
filter exceeds specifications everywhere else, the exact value of As occurs at a frequency s that is smaller
than the design frequency s . To exactly match As to the stopband edge s , we must frequency scale (stretch)
HP (s) by the factor = s / s , using s s/. The frequency s is found from the attenuation expression
for A() with = s as " % &+
1 1 1
s = cosh cosh (100.1As
1)1/2
(13.47)
n
The new filter HS (s) = HP (s/) will show an exact match to As dB at s rad/s. At the passband edge,
however, it will exceed specifications and its attenuation will be less than Ap .
EXAMPLE 13.5 (Chebyshev Filter Design)
(a) Design of a Chebyshev lowpass filter to meet the following specifications: Ap = 1 dB at = 4 rad/s
and As 20 dB for 8 rad/s.
The prototype band edges are p = p /p = 1 rad/s and s = s /p = 2 rad/s. We find
cosh1 [(100.1As 1)/2 ]1/2
2 = 100.1Ap 1 = 0.2589 n= = 2.783 n = 3
cosh1 s
The half-power frequency is 3 = cosh[ 13 cosh1 (1/)] = 1.0949. We also compute
(2k 1) (2k 1)
= (1/n)sinh1 (1/) = 0.4760 k (rad) = = , k = 1, 2, 3
2n 6
The LHP poles pk = sinh sin k + j cosh cos k then yield
p1 = sinh(0.476)sin(/6) + j cosh(0.476)cos(/6) = 0.2471 + j0.966
p2 = sinh(0.476)sin(/2) + j cosh(0.476)cos(/2) = 0.4942
p3 = sinh(0.476)sin(5/6) + j cosh(0.476)cos(5/6) = 0.2471 j0.966
The denominator QP (s) of the prototype transfer function HP (s) = K/QP (s) is thus
QP (s) = (s + 0.4942)(s + 0.2471 j0.966)(s + 0.2471 + j0.966) = s3 + 0.9883s2 + 1.2384s + 0.4913
Since n is odd, we choose K = QP (0) = 0.4913 for unit (dc or peak) gain to get
0.4913
HP (s) =
s3 + 0.9883s2 + 1.2384s + 0.4913
Using the attenuation equation, we compute Ap = A(p ) = 1 dB and As = A(s ) = 22.456 dB. The
attenuation specification is thus exactly met at the passband edge p and exceeded at the stopband
edge s .
13.4 The Chebyshev Approximation 419
Finally, the LP2LP transformation s s/4 gives the required lowpass filter H(s) as
31.4436
H(s) = HP (s/4) =
s3 + 3.9534s2 + 19.8145s + 31.4436
Comment: To match As to the stopband edge, we first find s and the stretching factor :
" % &+
1 1 s 2
s = cosh cosh1 (100.1As 1)1/2 = 1.8441 = = = 1.0845
n s 1.8841
The filter HS (s) = HP (s/) matches the stopband specs and is given by
0.6267
HS (s) = HP (s/) =
s3 + 1.0719s2 + 1.4566s + 0.6267
The LP2LP transformation s s/4 on HS (s) gives the required filter H2 (s) = HS (s/4). We can also
combine the two scaling operations and obtain H2 (s) = HP (s/4) = HP (s/4.3381), to get
40.1096
H2 (s) = HS (s/4) = HP (s/4.3381) =
s3 + 4.2875s2 + 23.3057s + 40.1096
The linear and decibel magnitude of these filters is plotted in Figure E13.5 and shows an exact match
at the passband edge for H(s) (shown light) and at the stopband edge for H2 (s) (shown dark).
(a) Passband, stopband (dark), and 3dB (dashed) specs (b) dB magnitude of the filters in (a)
1 0
1
0.89 3
[linear]
[dB]
0.707
10
Magnitude
0.5
Magnitude
20
0 30
0 4 6 8 12 0 4 6 8 12
Frequency [rad/s] Frequency [rad/s]
Figure E13.5 Chebyshev lowpass filters for Example 13.5(a and b)
(b) We design a Chebyshev lowpass filter to meet the specifications: Ap 1 dB for 4 rad/s, As 20
dB for 8 rad/s, and 3 = 6 rad/s.
We find an initial estimate of the order (by ignoring the half-power frequency specification) as
2 = 100.1Ap 1 = 0.2589 n = 2.783 n = 3
Next, we normalize the stopband edge with respect to the half-power frequency to give s = 8/6 rad/s.
From the estimated order (n = 3), we compute 3 as
3 = cosh[ 13 cosh1 (1/)] = 1.0949
We use 3 to find the true stopband edge s = s /3 and check if the attenuation A(s ) exceeds As .
If not, we increase n by 1, recompute 3 for the new order, and repeat the previous step until it does.
Starting with n = 3, we successively find
420 Chapter 13 Analog Filters
n 3 s = s /N As = A(
s ) As 20 dB?
3 1.0949 1.4598 12.5139 No
4 1.0530 1.4040 18.4466 No
5 1.0338 1.3784 24.8093 Yes
Thus, n = 5. With this value of n, we compute the prototype transfer function HP (s) as
0.1228
HP (s) =
s5 + 0.9368s4 + 1.6888s3 + 0.9744s2 + 0.5805s + 0.1228
We rescale HP (s) to H3 (s) = HP (s3 ) (for unit half-power frequency) and scale it to HA (s) =
H3 (s/3 ) = H3 (s/6) to get the required filter that exactly meets 3-dB specifications. We can im-
plement these two steps together to get HA (s) = HP (1.0338s/6) = HP (s/5.8037) as
808.7896
HA (s) =
s5 + 5.4371s4 + 56.8852s3 + 190.4852s2 + 658.6612s + 808.7896
Its linear and decibel magnitude, shown dashed in Figure E13.5, exactly meets the half-power (3-dB)
frequency requirement, and exceeds the attenuation specifications at the other band edges.
(c) (A Bandpass Filter) Let us design a Chebyshev bandpass filter for which we are given:
Passband edges: [1 , 2 , 3 , 4 ] = [0.89, 1.019, 2.221, 6.155] rad/s
Maximum passband attenuation: Ap = 2 dB Minimum stopband attenuation: As = 20 dB
The frequencies are not geometrically symmetric. So, we assume fixed passband edges and compute
02 = 2 3 = 1.5045. Since 1 4 > 02 , we decrease 4 to 4 = 02 /1 = 2.54 rad/s.
Then, B = 3 2 = 1.202 rad/s, p = 1 rad/s, and s = 4 1
B = 2.540.89
1.202 = 1.3738 rad/s.
The value of 2 and the order n is given by
cosh1 [(100.1As 1)/2 ]1/2
2 = 100.1Ap 1 = 0.5849 n= = 3.879 n = 4
cosh1 s
The half-power frequency is 3 = cosh[ 13 cosh1 (1/)] = 1.018. To find the LHP poles of the prototype
filter, we need
(2k 1) (2k 1)
= (1/n)sinh1 (1/) = 0.2708 k (rad) = = , k = 1, 2, 3, 4
2n 8
From the LHP poles pk = sinh sin k + j cosh cos k , we compute p1 , p3 = 0.1049 j0.958 and
p2 , p4 = 0.2532 j0.3968. The denominator QP (s) of the prototype HP (s) = K/QP (s) is thus
QP (s) = (s p1 )(s p2 )(s p3 )(s p4 ) = s4 + 0.7162s3 + 1.2565s2 + 0.5168s + 0.2058
Since n is even, we choose K = QP (0)/ 1 + 2 = 0.1634 for peak unit gain, and thus
0.1634
HP (s) =
s4 + 0.7162s3 + 1.2565s2 + 0.5168s + 0.2058
13.5 The Inverse Chebyshev Approximation 421
We transform this using the LP2BP transformation s (s2 + 02 )/sB to give the eighth-order analog
bandpass filter H(s) as
0.34s4
H(s) =
s8 + 0.86s7 + 10.87s6 + 6.75s5 + 39.39s4 + 15.27s3 + 55.69s2 + 9.99s + 26.25
The linear and decibel magnitude of this filter is shown in Figure E13.5C.
(a) Chebyshev BPF meeting passband specs (b) dB magnitude of filter in (a)
1 0
2
0.794
[linear]
[dB]
10
Magnitude
0.5
Magnitude
20
0.1
1.02 1.02
30
0 0.89 2.22 4 6.16 8 0 0.89 2.22 4 6.16 8
Frequency [rad/s] Frequency [rad/s]
Figure E13.5C Chebyshev I bandpass filter for Example 13.5(c)
13.4.5 Phase and Group Delay of Chebyshev I Filters
A closed-form rational function expression for the group delay of Chebyshev filters involves the so-called
Chebyshev polynomial of the second kind, Un (x), defined by
sin[(n + 1)cos1 x]
Un (x) = (13.48)
sin[cos1 x]
In terms of this function, the group delay tg () is given by
n
'
1 U2k2 ()sinh[(2n 2k + 1)]
tg () = (13.49)
1 + 2 Tn2 () 2 sin k
k=1
Since Tn () 2n1 n for large , the phase at high frequencies approaches n/2 radians. The phase
response of the Chebyshev filter is not nearly as linear as that of a Butterworth filter of the same order.
REVIEW PANEL 13.13
The Group Delay of a Chebyshev I Lowpass Prototype
n
'
1 U2k2 ()sinh[(2n 2k + 1)] (2k 1)
tg () = where k =
1 + 2 Tn2 () 2 sin k 2n
k=1
13.5 The Inverse Chebyshev Approximation
The motivation for the inverse Chebyshev approximation stems from the need to develop a filter magnitude
characteristic with a steep transition like the Chebyshev filter, and a phase response with good delay prop-
erties like the Butterworth filter. We therefore seek a magnitude response with a maximally flat passband
422 Chapter 13 Analog Filters
to improve the delay performance, and somehow retain equiripple behavior to ensure a steep transition.
The equiripple property clearly dictates the use of Chebyshev polynomials. To improve the delay charac-
teristics, we need, somehow, to transfer the ripples to a region outside the passband. This is achieved by a
frequency transformation that reverses the characteristics of the normal Chebyshev response. This results
in the inverse Chebyshev filter, or Chebyshev II filter, with equiripple behavior in the stopband and
a monotonic response (which is also maximally flat) in the stopband. Consider an nth-order Chebyshev
lowpass prototype, with ripple , described by
1 1
|HC ()|2 = = (13.50)
1 + L( )
2 1 + Tn2 ()
2
The highpass transformation 1/ results in
1
|HC (1/)|2 = (13.51)
1 + 2 Tn2 (1/)
It translates the ripples to a band extending from = 1 rad/s to = and the monotonic response to the
region 1 rad/s, as shown in Figure 13.13.
2 2 2 2
HC() HC(1/) H () = 1 HC(1/)
1 1 1
1/
2
1+2
1 s 1 p 1
Figure 13.13 The genesis of the inverse Chebyshev lowpass filter
What we need next is a means to convert this to a lowpass form. We cannot use the inverse transformation
1/ again because it would relocate the ripples in the passband. Subtracting |HC ()|2 from unity,
however, results in
1 2 Tn2 (1/)
|H()|2 = 1 |HC (1/)|2 = 1 = (13.52)
1 + 2 Tn2 (1/) 1 + 2 Tn2 (1/)
The function |H()|2 (also shown in Figure 13.13) now possesses a lowpass form that is monotonic in the
passband and rippled in the stopband, just as required. The ripples in |H()|2 start at = 1 rad/s, which
defines the start of the stopband, the frequency where the response first reaches the maximum stopband
magnitude. This suggests that we normalize the frequency with respect to s , the stopband edge. In keeping
with previous forms, we may express the inverse Chebyshev filter characteristic as
2 Tn2 (1/) 1 1
|H()|2 = = = (13.53)
1 + Tn (1/)
2 2 1 + [1/ Tn (1/)]
2 2 1 + L2n ()
The function L2n () is now a rational function rather than a polynomial. The general form of a maximally
flat rational function is N ()/[N () + A 2n ], where the degree of N () is less than 2n. To show that |H()|2
yields a maximally flat response at = 0, we start with Tn (1/) (using n = 2 and n = 3 as examples):
2 2 4 3 2
T2 (1/) = 2 2 1 = T3 (1/) = 4 3 1 = (13.54)
2 3
13.5 The Inverse Chebyshev Approximation 423
Substituting into |H()|2 , we obtain
2 (4 4 2 + 4 ) 2 (16 24 2 + 9 4 )
|H2 ()|2 = |H3 ()|2 = (13.55)
2 (4 4 2 + 4 ) + 4 2 (16 24 2 + 9 4 ) + 6
Both have the required form for maximal flatness. The gain at the stopband edge s = 1 rad/s is given by
1 2
|H(1)|2 = = (13.56)
1 + (1/ )
2 1 + 2
In contrast to the Chebyshev I filter, the dc gain |H(0)| of the inverse Chebyshev is always 1, regardless of
filter order, since Tn (1/) for any n.
The inverse Chebyshev filter inherits the improved delay of the maximally flat Butterworth filter and the
steeper transition of the Chebyshev I filter by permitting ripples in the stopband. Its rational function form,
however, results in a more complex realization (with more elements).
REVIEW PANEL 13.14
The Magnitude Spectrum of a Chebyshev II Filter Has a Rippled Stopband
% &
1 1 1
|H()| =
2
|H(0)| = 1 |H(1)| = , HdB = 10 log 1 + 2 2
1 1 + 2 Tn (1/)
1+ 2 2
Tn (1/)
13.5.1 Inverse Chebyshev Filter Design
For the inverse Chebyshev filter, we normalize the stopband edge to unity such that s = 1 rad/s and
p = p /s rad/s. The attenuation equation is
% &
1
A() = 10 log |H()|2 = 10 log 1 + 2 2 (13.57)
Tn (1/)
We find by evaluating the attenuation at the stopband s = 1 rad/s to give
As = A(s ) = 10 log(1 + 2 ) or 2 = 100.1As 1 (13.58)
Note that is a measure of the stopband ripple. The order n is established by evaluating the attenuation
at = p : % &
1
Ap = A(p ) = 10 log 1 + 2 2 (13.59)
Tn (1/p )
Since p < 1 and 1/p > 1, evaluation of Tn (1/p ) requires the hyperbolic form and yields
% &
1
Ap = 10 log 1 + (13.60)
{ cosh[n(cosh1 1/p )]}2
The order n is then obtained from this relation as
cosh1 [2 /(100.1Ap 1)]1/2
n= (13.61)
cosh1 (1/p )
The half-power frequency 3 , at which |H()|2 = 0.5, can be expressed in terms of and n as
% &
1 cosh1 (1/)
= cosh (13.62)
3 n
This form is analogous to the reciprocal of the relation for finding 3 for the Chebyshev I filter.
424 Chapter 13 Analog Filters
13.5.2 The Chebyshev II Prototype Transfer Function
To find the prototype transfer function HP (s), we start by substituting = s/j into |H()|2 to obtain
2 Tn2 (1/) --
HP (s)HP (s) = |H()|2=s/j = =s/j (13.63)
1 + 2 Tn2 (1/)
The prototype transfer function HP (s) = KP (s)/Q(s) is a rational function, and its poles (the roots of Q(s))
are the left half-plane roots pk of
[1 + 2 Tn2 (1/)]|=s/j = 0 (13.64)
This is similar to the corresponding relation for the Chebyshev I filter. Since the argument of Tn here
is 1/ (instead of ), we can apply the Chebyshev I relations for evaluating the inverse Chebyshev roots,
provided we replace by and invert the resulting relations. The poles pk may then be written explicitly
as pk = 1/(k + jk ), where
sinh1 (1/) (2k 1)
k = sinh sin k , k = cosh cos k , = , k = , k = 1, 2, . . . , n (13.65)
n 2n
For odd n, we have a real root s = 1/ sinh[(1/n)sinh1 (1/)]. The poles of the inverse Chebyshev filter are
not simply reciprocals of the Chebyshev I poles because and are dierent. Nor do they lie on an ellipse,
even though their locus does resemble an ellipse that is elongated, much like a dumbbell. The zeros of HP (s)
are the roots of
Tn2 (1/)|=s/j = 0 (13.66)
Now, the zeros z of a Chebyshev polynomial are given by
z = cos k , k = 1, 2, . . . , n (13.67)
Replacing z by s/j, ignoring the root at infinity for odd n (for k = /2), and invoking conjugate symmetry,
we find
zk = j sec(k ) = jk , k = 1, 2, . . . , int(n/2) (13.68)
These conjugate zeros yield factors of the form s2 + k2 , and we may express HP (s) as
P (s) (s2 + 12 )(s2 + 22 ) (s2 + m
2
)
HP (s) = K =K , m = int(n/2) (13.69)
Q(s) (s p1 )(s p2 ) (s pn )
For unit peak (or dc) gain, K = Q(0)/P (0). For a given order n and with = , the coecients of Q(s)
are identical to those of a Chebyshev I transfer function denominator QC (s) in reversed order and related
by Q(s) = sn QC (1/s).
Exactly Meeting the Passband Attenuation
The Chebyshev II lowpass prototype HP (s) shows an attenuation of As at the stopband edge s = 1 rad/s.
Since the filter exceeds specifications everywhere else, the exact value of Ap occurs at a frequency p that is
smaller than the design frequency p . To exactly match Ap to the passband edge p , we must frequency scale
(stretch) HP (s) by the factor = p / p , using s s/. The frequency p is found from the attenuation
expression for A() with = p as
1
p = " % &+ (13.70)
1 1
cosh cosh1
n (100.1Ap 1)1/2
The new filter H(s) = HP (s/) will show an exact match to Ap at p , and exceed the attenuation specifi-
cations at the stopband edge (where the attenuation will exceed As ).
13.5 The Inverse Chebyshev Approximation 425
EXAMPLE 13.6 (Chebyshev II Lowpass Filter Design)
(a) We design an inverse Chebyshev lowpass filter to meet the specifications Ap 1 dB for 4 rad/s
and As 20 dB for 8 rad/s.
Using the design equations, we compute:
p 1 cosh1 [1/(100.1Ap 1)2 ]1/2
p = = 0.5 2 = = 0.0101 n= = 2.783 n = 3
s 100.1As 1 cosh1 (1/p )
The half-power frequency is 3 = 1/cosh[(1/n)cosh1 (1/)] = 0.65.
To find the prototype transfer function HP (s) = KP (s)/Q(s), we require
= (1/n)sinh1 (1/) = 0.9977 k = (2k 1)/2n = (2k 1)/6 , k = 1, 2, 3
Then, 1/pk = sinh sin k + j cosh cos k , and we compute
1/p1 = sinh(0.9977)sin(/6) + j cosh(0.9977)cos(/6) = 0.5859 + j1.3341
1/p2 = sinh(0.9977)sin(/2) + j cosh(0.9977)cos(/2) = 1.1717
1/p3 = sinh(0.9977)sin(5/6) + j cosh(0.9977)cos(5/6) = 0.5859 j1.3341
The left half-plane poles are [p1 , p2 , p3 ] = [0.276 j0.6284, 0.8534, 0.276 + j0.6284].
These give the denominator Q(s) as
Q(s) = (s + 0.853)(s2 + 0.552s + 0.471) = s3 + 1.4054s2 + 0.9421s + 0.4020
Since n = 3, there are only two left half-plane zeros given by j sec 1 = j1.1547.
The numerator is thus P (s) = s2 + (1.1547)2 = s2 + 1.3333.
For unit peak (or dc) gain, we choose K = Q(0)/P (0) = 0.402/1.3333 = 0.3015. Thus,
0.3015(s2 + 0.13333) 0.3015s2 + 0.4020
HP (s) = =
s3 + 1.4054s2 + 0.9421s + 0.4020 s3 + 1.4054s2 + 0.9421s + 0.4020
The lowpass filter H(s) that matches the attenuation at the stopband edge is obtained by using the
LP2LP transformation H(s) = HP (s/s ) = HS (s/8) to give
2.4121s2 + 205.8317
H(s) =
s3 + 11.2431s2 + 60.2942s + 205.8317
Comment: To exactly match the attenuation at the passband edge, we compute = p /
p , where
1
p = " % &+ = 0.5423
1 1 1
cosh cosh
n (100.1Ap 1)1/2
p = 0.9221. The prototype HS (s) that matches the passband specifications is
Thus, = p /
0.2780s2 + 0.3152
HS (s) = HP (s/) =
s3 + 1.2959s2 + 0.8010s + 0.3152
The required lowpass filter H2 (s) that matches the attenuation at the passband edge is obtained by
using the LP2LP transformation H2 (s) = HS (s/s ). We could also use the two transformations
together in one step to give H2 (s) = HP (s/s ) = HP (s/8). The transfer function H2 (s) is
2.2241s2 + 161.3602
H2 (s) = HP (s/8) =
s3 + 10.3668s2 + 51.2623s + 161.3602
426 Chapter 13 Analog Filters
The linear and decibel magnitude of H(s) (dark) and H2 (s) (light) is shown in Figure E13.6.
(a) Passband, stopband (dark), and 3dB (dashed) specs (b) dB magnitude of the lowpass filters in (a)
1 0
1
0.89 3
[linear]
[dB]
0.707
10
Magnitude
0.5
Magnitude
20
0.1
0 30
0 4 6 8 12 20 0 4 6 8 12 20
Frequency [rad/s] Frequency [rad/s]
Figure E13.6 Chebyshev II lowpass filters for Example 13.6(a and b)
(b) Consider the design of a Chebyshev II lowpass filter that meets the specifications Ap 1 dB for 4
rad/s, As 20 dB for 8 rad/s, and 3 = 6 rad/s.
We find an initial estimate of the order (by ignoring the half-power frequency specification) as
p 1 cosh1 [1/(100.1Ap 1)2 ]1/2
p = = 0.5 2 = = 0.0101 n= = 2.78 n = 3
s 100.1As 1 cosh1 (1/p )
We normalize the stopband edge with respect to the half-power frequency to give s = 8/6. The half-
power frequency is 3 = 1/cosh[(1/n)cosh1 (1/)] = 0.65. We use this to find the true stopband edge
s = s /3 and check that the attenuation A(
s ) exceeds As . If not, we increase n by 1, recompute 3
for the new order, and repeat the previous step until it does. Starting with n = 3, we find
n 3 s = s /N As = A(
s ) As 20 dB?
3 0.65 0.8667 11.6882 No
4 0.7738 1.0318 25.2554 Yes
Thus, n = 4 and 3 = 0.7738, and we find the prototype transfer function HP (s) as
0.1s4 + 0.8s2 + 0.8
HP (s) =
s4 + 2.2615s3 + 2.6371s2 + 1.7145s + 0.8
We first scale HP (s) to H3 (s) = HP (s3 ) (for unit half-power frequency), and then scale H3 (s) to
H(s) = H3 (s/3 ) = H3 (s/6) to get the required filter that exactly meets 3-dB specifications. We can
implement these two steps together to get H(s) = HP (0.7738s/6) = HP (s/7.7535) as
0.1s4 + 48.0940s2 + 2891.2863
H(s) = HP (s/7.7535) =
s4 + 17.5344s3 + 158.5376s2 + 799.1547s + 2891.2863
Its linear and decibel magnitude, shown dashed in Figure E13.6, exactly meets the half-power (3-dB)
frequency requirement and exceeds the attenuation specifications at the other band edges.
Comment: We designed a Chebyshev I filter for the same specifications in Example 13.5(a and b).
With 3 not specified, both types (Chebyshev I and II) yield identical orders (n = 3). With 3 also
specified, the Chebyshev I filter yields n = 5, but the Chebyshev II filter yields n = 4 (a lower order).
13.6 The Elliptic Approximation 427
13.6 The Elliptic Approximation
The elliptic approximation provides ripples in both bands by using rational functions whose numerator and
denominator both display the equiripple property, as sketched in Figure 13.14.
H ()
1
1
1+ 2
1 s
Figure 13.14 Magnitude spectrum of an elliptic lowpass filter
The magnitude squared function of such an approximation can be described by
1 1
|H()|2 = = (13.71)
1 + Ln ()
2 1 + Rn2 (, )
2
Here, Rn (, ) is the so-called Chebyshev rational function, 2 describes the passband ripple, and the
additional parameter provides a measure of the stopband ripple magnitude. Clearly, Rn (, ) must be
sought in the rational function form A( 2 )/B( 2 ), with both the numerator and denominator satisfying near
optimal constraints and possessing properties analogous to Chebyshev polynomials. This implies that, for a
given order n,
1. Rn (, ) should exhibit oscillatory behavior with equal extrema in the passband (|| < 1), and with all
its n zeros within the passband.
2. Rn (, ) should exhibit oscillatory behavior, with equal extrema in the stopband (|| > 1), and with
all its n poles within the stopband.
3. Rn (, ) should be even symmetric if n is even and odd symmetric if n is odd.
We also impose the additional simplifying constraint
1
Rn (1/, ) (13.72)
Rn (, )
This provides a reciprocal relation between the poles and zeros of Rn and suggests that if we can find a
function of this form with equiripple behavior in the passband 0 < < 1, it will automatically result in
equiripple behavior in the reciprocal range 1 < < representing the stopband. The functional form for
Rn (, ) that meets these criteria may be described in terms of its root locations k by
int(n/2)
! 2 k2
Rn (, ) = C N
(13.73)
2 B/k2
k=1
where int(x) is the integer part of x, k is a root of the numerator, the constants B and C are chosen to
ensure that Rn (, ) = 1 for even n and Rn (, ) = 0 for odd n, and N = 0 for even n and N = 1 for odd n.
Elliptic filters yield the lowest filter order for given specifications by permitting ripples in both the
passband and stopband. For a given order, they exhibit the steepest transition region, but the very presence
of the ripples also makes for the most nonlinear phase and the worst delay characteristics.
428 Chapter 13 Analog Filters
The Elliptic Approximation
An alternative to the trial-and-error method for establishing Rn (, ) is to find a transformation = g()
that transforms Rn , a polynomial in , to a periodic function in much as = cos transformed the
Chebyshev polynomial Tn () into the periodic function cos(n) with its attendant equiripple character. It
turns out that such a transformation involves elliptic integrals and elliptic functions. Before examining this
transformation, we introduce the concept of elliptic functions and integrals.
13.6.1 Elliptic Integrals and Elliptic Functions
The elliptic integral of the first kind, u, is actually a function of two arguments, the amplitude, , and
the parameter, m, and is defined by
.
u(, m) = (1 m sin2 x)1/2 dx (13.74)
0
The dependence of u on is better visualized by taking the derivative
du
= (1 m sin2 )1/2 (13.75)
d
With m = 0, we have the trivial result
-
du --
=1 u(, 0) = (13.76)
d -m=0
If the amplitude equals /2, we get the complete elliptic integral of the first kind, u(/2, m), denoted
by K(m), which is now a function only of m:
. /2
K(m) = u(/2, m) = (1 m sin2 x)1/2 dx (13.77)
0
The modulus k is related to the parameter m by m = k2 . The complementary complete elliptic
integral of the first kind is denoted by K (m). With k2 = 1 k2 and m = 1 m, it is defined by
. /2
K (m) = K(m ) = u(/2, m ) = (1 m sin2 x)1/2 dx (13.78)
0
We thus have K (m) = K(1 m). The quantity m is called the complementary parameter, and k is
called the complementary modulus.
The Jacobian elliptic functions also involve two arguments, one being the elliptic integral u(, m),
and the other the parameter m. Some of these functions are
Jacobian elliptic sine sn(u, m) = sin
Jacobian elliptic cosine cn(u, m) = cos (13.79)
Jacobian elliptic dierence dn(u, m) = d/du
The Jacobian elliptic functions are actually doubly periodic for complex arguments. In particular, sn(u, m),
where u is complex, has a real period of 4K and an imaginary period of 2K . Jacobian elliptic functions
resemble trigonometric functions and even satisfy some of the same identities. For example,
sn2 + cn2 = 1 cn2 = 1 sn2 dn = d/du = (1 m sin2 )1/2 = (1 m sn2 )1/2 (13.80)
13.6 The Elliptic Approximation 429
The Jacobian elliptic sine, sn(u, m) is illustrated in Figure 13.15. It behaves much like the trigonometric
sine, except that it is flattened and elongated. The degree of elongation (called the period) and flatness
depend on the parameter m. For m = 0, sn(u, m) is identical to sin(). For small u, sn(u, m) closely follows
the sine and with increasing m, becomes more flattened and elongated, reaching an infinite period when
m = 1. This ability of sn(u, m) to change shape with changing m is what provides us with the means to
characterize the function Rn .
Jacobian elliptic sine sn(u,m) vs. u for m = 0.1, 0.7, 0.95
1
m=0.7 m=0.95 m=0.1
0.5
sn(u,m)
0.5
1
0 5 10 15
u
Figure 13.15 The Jacobian elliptic sine function
13.6.2 The Chebyshev Rational Function
The transformation for in the rational function Rn (, ) that achieves the desired equiripple behavior is of
the form = sn[K(m), m], where K(m) is itself the complete elliptic integral of the first kind. Without
going into the involved details of its development, the transformation = sn[K(m), m] yields Rn (, ) as a
Jacobian elliptic function of the form
int(n/2)
! "
2 zk2 0, n even
Rn (, ) = C N , where N = (13.81)
2 p2k 1, n odd
k=1
Here, N = 0 for even n, and N = 1 for odd n. The constant C is found by recognizing that Rn (, ) = 1 at
= 1 rad/s, leading to
int(n/2)
! 1 p2
C= k
, k = 1, 2, . . . , n (13.82)
1 zk2
k=1
The poles pk and zeros zk are imaginary, and their locations depend on the order n. They are also related
by the reciprocal relation
s
pk = , k = 1, 2, . . . , int( n2 ) (13.83)
zk
where s is the first value of at which Rn (, ) = and
"
sn[2kK(m)/n, m], n odd
zk = where k = 1, 2, . . . , int( n2 ) (13.84)
sn[(2k 1)K(m)/n, m], n even
where sn is the Jacobian elliptic sine function, K(m) = K(1/s2 ) is the complete elliptic integral of the first
kind, and is the maximum magnitude of oscillations for || > s .
430 Chapter 13 Analog Filters
The rational function Rn (, ) then assumes the form
int(n/2)
! "
2 [sn(uk , m)]2 (2k 1)K(m)/n, n even
Rn (, ) = C N
, where uk = (13.85)
2 [s /sn(uk , m)]2 2kK(m)/n, n odd
k=1
Note that Rn (, ) obeys the reciprocal relation Rn (, ) = /Rn (s /, ). The frequencies pass of the
passband maxima (where Rn (, ) = 1) are given by
"
sn[(2k + 1)K(m)/n, m], n odd
pass = where k = 1, 2, . . . , int( n2 ) (13.86)
sn[2kK(m)/n, m], n even
The frequencies stop of the stopband maxima (where Rn (, ) = ) are related to pass by
s
stop = (13.87)
pass
Filter Order
Like the Jacobian elliptic functions, Rn (, ) is also doubly periodic. The periods are not independent but
are related through the order n, as follows:
K(1/s2 )K (1/ 2 ) K(1/s2 )K(1 1/ 2 )
n= = (13.88)
K (1/s2 )K(1/ 2 ) K(1 1/s2 )K(1/ 2 )
13.6.3 Design Recipe for Elliptic Filters
We start by normalizing the passband edge to unity to obtain p = 1 rad/s and s = s /p rad/s. The
parameters and are found from the attenuation relation
A() = 10 log[1 + 2 Rn2 (, )] (13.89)
At the passband edge = p = 1 rad/s, Rn (p , ) = 1, and we obtain
Ap = A(p ) = 10 log[1 + 2 ] or 2 = 100.1Ap 1 (13.90)
Note that if p corresponds to the half-power frequency (Ap = 3.01 dB), then 2 = 1. At the stopband edge
= s rad/s, Rn (s , ) = , and we obtain
As = A(s ) = 10 log[1 + 2 2 ] or 2 = (100.1As 1)/2 (13.91)
The order n is next evaluated from the relation
K(1/s2 )K (1/ 2 ) K(1/s2 )K(1 1/ 2 )
n= = (13.92)
K (1/s )K(1/ )
2 2 K(1 1/s2 )K(1/ 2 )
If n does not work out to an integer, we choose the next higher integer. To ensure that the design exactly
meets passband specifications, however, we must (iteratively) find a value of the stopband frequency s and
K(1/s2 ) that exactly satisfies the above relation for the chosen integer n.
To find the prototype transfer function HP (s) = KP (s)/Q(s), we start with |H()|2 :
int(n/2)
!
1 ( 2 p2k )2
|H()|2 = = (13.93)
1 + 2 Rn2 (, ) int(n/2)
! int(n/2)
!
( 2
p2k )2 + (C )
N 2
( 2
zk2 )2
13.6 The Elliptic Approximation 431
With 2 s2 , we obtain HP (s)HP (s) in the form
int(n/2)
! "
(s2 + p2k )2 0, n even
HP (s)HP (s) = , where N = (13.94)
int(n/2)
! int(n/2)
! 1, n odd
(s +2
p2k )2 + (s ) C
2 N 2 2
(s +
2
zk2 )2
The numerator P (s) is found from the conjugate symmetric roots jpk and equals
int(n/2)
!
P (s) = (s2 + p2k ) (13.95)
k=1
The denominator Q(s) is extracted from the left half-plane roots of
int(n/2)
! int(n/2)
! "
0, n even
Q(s)Q(s) = 0 = (s2 + p2k )2 + (s2 )N 2 C 2 (s2 + zk2 )2 , where N = (13.96)
1, n odd
k=1 k=1
For n > 2, finding the roots of this equation becomes tedious and often requires numerical methods. For
unit dc gain, we choose K= Q(0)/P (0). Since Rn (0, ) = 0 for odd n and Rn (0, ) = 1 for even n, H(0) = 1
for odd n and H(0) = 1/ 1 + 2 for even n. Therefore, for a peak gain of unity, we choose K = Q(0)/P (0)
for odd n and K = Q(0)/[P (0) 1 + 2 ] for even n.
EXAMPLE 13.7 (Elliptic Filter Design)
Consider the design of an elliptic lowpass filter to meet the following specifications: Ap = 2 dB, As = 20 dB,
p = 4 rad/s, and s = 8 rad/s.
Following the design procedure, we normalize by p to get p = 1 rad/s, s = s /p = 2 rad/s, and
100.1As 1
2 = 100.1Ap 1 = 0.5849 2 = = 169.2617
2
We let m = 1/s2 = 0.25 and p = 1/ 2 = 0.0059. Then, K(m) = 1.6858, K (m) = K(1 m) = 2.1565,
K(p) = 1.5731, and K (p) = K(1 p) = 3.9564. The filter order is given by
K(m)K (p) (1.6858)(3.9564)
n= = = 1.97
K (m)K(p) (2.1565)(1.5731)
We choose n = 2. Note that to exactly meet passband specifications, we (iteratively) find that the actual s
that yields n = 2 is not s = 2 rad/s but s = 1.942 rad/s. However, we perform the following computations
using s = 2 rad/s. With n = 2, we compute
sn[(2k 1)K(m)/n, m] = sn[K(m)/n, m] = sn(0.8429, 0.25) = 0.7321
The zeros and poles of Rn (, ) are then zk = 0.7321 and pk = s /zk = 2.7321.
With HP (s) = KP (s)/Q(s), we find P (s) from the poles pk as
int(n/2)
!
P (s) = (s2 + p2k ) = s2 + (2.7321)2 = s2 + 7.4641
k=1
432 Chapter 13 Analog Filters
To find Q(s), we first compute the constant C as
int(n/2)
! 1 p2k 1 7.4641
C= = = 13.9282
1 zk2 1 0.5359
k=1
With N = 0, we evaluate Q(s) from the left half-plane roots of
int(n/2) int(n/2)
! !
(s2 + p2k )2 + 2 C 2 (s2 + zk2 )2 = 114.47s4 + 136.54s2 + 88.299 = 0
The two left half-plane roots are r1,2 = 0.3754 j0.8587, and we get
Q(s) = (s + 0.3754 + j0.8587)(s + 0.3754 j0.8587) = s2 + 0.7508s + 0.8783
The prototype transfer function may now be written as
s2 + 7.4641
HP (s) = K
s2 + 0.7508s + 0.8783
Since n is even, we choose K = 0.8783/(7.4641 1 + 2 ) = 0.09347 for a peak gain of unity. The required
filter H(s) is found using the LP2LP transformation s s/p = s/4, to give
0.09347s2 + 11.1624
H(s) = HP (s/p ) = HP (s/4) =
s2 + 3.0033s + 14.0527
The linear and decibel magnitude of H(s) is shown in Figure E13.7.
(a) Elliptic lowpass filter meeting passband specs (b) dB magnitude of elliptic filter in (a)
1 0
2
0.794 10
[linear]
[dB]
20
Magnitude
0.5
Magnitude
30
40
0.1
0 50
0 4 8 12 16 20 0 4 8 12 16 20
Frequency [rad/s] Frequency [rad/s]
Figure E13.7 Elliptic lowpass filter for Example 13.7
13.7 The Bessel Approximation
The Bessel approximation is used in filter design as a means of obtaining linear phase or flat delay in the
passband. Unlike other filter forms, it is much easier to start with a transfer function H(s) directly rather
than derive it from a parametric model. Unlike other filters, however, we work with a normalized unit delay.
Denormalization to a desired delay tg is then accomplished by the transformation s tg s in the transfer
function H(s). We start with the nth-order lowpass transfer function H(s) given by
K
H(s) = (13.97)
q0 + q1 s + q2 s2 + + qn sn
13.7 The Bessel Approximation 433
Its frequency response H() may then be written as
K
H() = (13.98)
(q0 q2 2 + q4 4 + ) + j(q1 q3 3 + q5 5 + )
And the phase () readily follows as
% &
q1 q3 3 + q5 5 +
() = tan1 (13.99)
q0 q2 2 + q4 4 +
Recall that even though the phase function is transcendental in nature, its derivative, which represents the
time delay, is a rational function. It is also an even function (of 2 ) with no pole at the origin. We can use
several approaches to find the coecients qk that result in a constant (or unit) delay.
13.7.1 The Maximally Flat Approach
One method is to approximate the delay tg () by an nth order maximally flat rational function whose first
n 1 derivatives are zero at = 0, and whose general form is described by
N ()
tg () = (13.100)
N () + A n
Here, N () is a polynomial of order less than n. The polynomial coecients qk in the denominator of the
transfer function H(s) may be obtained by approximating the phase as () (for unit delay) and
setting all higher-order derivatives of () (except the nth) to zero (for maximal flatness).
First-Order Case: Consider the first-order transfer function H(s) described by
K K
H(s) = H() = () = tan1 (/q0 ) (13.101)
q0 + s q0 + j
To determine q0 , we seek a linear phase function () for unit delay.
With tan1 (x) x 13 x3 + 15 x5 17 x7 + , the phase () may be approximated by
% / 03 &
() = tan1 (/q0 ) 13 +
q0 q0
Comparison with () = gives q0 = 1 and
K K d d 1
H(s) = H() = tg () = = [tan1 ] = (13.102)
1+s 1 + j d d 1 + 2
For K = 1, the dc gain equals 1. The delay tg () clearly represents a maximally flat function.
Second-Order Case: Consider a second-order transfer function described by
K K
H(s) = H() = (13.103)
q0 + q1 s + s2 (q0 2 ) + jq1
% & % &
q1 q1 /q0
() = tan1 = tan1
(13.104)
q0 2 1 2 /q0
Using tan1 (x) x 13 x3 + 15 x5 17 x7 + , its phase () can be approximated by
% & % &3
q1 /q0 1 q1 /q0
() + (13.105)
1 2 /q0 3 1 2 /q0
434 Chapter 13 Analog Filters
If the denominators of each term are expressed in terms of the first-order binomial approximation given by
(1 x)n (1 + nx) for x 1, we obtain
% & # $3 % &
q1 2 q1 3 2
() 1+ +31
1+ (13.106)
q0 q0 q0 q0
Retaining terms to 3 , and comparing with the required phase () , we get
% 3
&
q1 q1 q q1 q1 q13
() 3 2 13 =1 =0 (13.107)
q0 q0 3q0 q0 q02 3q03
Although the two equations in q0 and q1 are nonlinear, they are easy enough to solve. Substitution of the
first equation into the second yields q0 = 3 and q1 = 3, and the transfer function H(s) becomes
K
H(s) = (13.108)
3 + 3s + s2
We choose K = 3 for dc gain. The delay tg () is given by
% # $&
d d 3 9 + 3 2
tg () = = tan1 = (13.109)
d d 3 2 (9 + 3 2 ) + 4
Once again, the delay is a maximally flat function.
This approach becomes quite tedious for higher-order filters due to the nonlinear equations involved (even
for the second-order case).
13.7.2 The Continued Fraction Approach
This approach is based on the fact that ideally, the filter output x0 (t) should represent a replica of the input
xi (t) but delayed or shifted by a normalized delay of 1 second such that
x0 (t) = xi (t 1) (13.110)
The transfer function of the filter that achieves this must be given by
X0 (s) Xi (s)es 1
H(s) = = = s (13.111)
Xi (s) Xi (s) e
We approximate es to obtain H(s) = P (s)/Q(s) in polynomial form. Now, for a stable, physically realizable
filter, it turns out that if Q(s) can be written as the sum of an even polynomial E(s) and an odd polynomial
O(s), the ratio E(s)/O(s) results in positive coecients. We thus seek a form for es in terms of odd and even
functions. Such a form is given by es = cosh(s) + sinh(s), where cosh(s) and sinh(s) may be approximated
by the even and odd series
s2 s4 s3 s5
cosh(s) = 1 + + + sinh(s) = s + + + (13.112)
2! 4! 3! 5!
Their ratio, written as a continued fraction, yields
cosh(s) E(s) 1 1
= = + (13.113)
sinh(s) O(s) s 3 1
+
s 5 1
+
s 7 1
+
s ..
. 2n 1 1
+ +
s ..
.
13.7 The Bessel Approximation 435
All terms in the continued fraction expansion are positive. We truncate this expansion to the required order,
reassemble E(s)/O(s), and establish the polynomial form Q(s) = E(s) + O(s), and H(s) = K/Q(s). Finally,
we choose K so as to normalize the dc gain to unity.
EXAMPLE 13.8 (The Continued Fraction Method)
(a) For a second-order polynomial approximation to unit delay, we have
E(s) 1 1 1 s 3 + s2
= + = + =
O(s) s 3 s 3 3s
s
This leads to the polynomial representation
Q(s) = E(s) + O(s) = (3 + s2 ) + (3s) = 3 + 3s + s2
and the transfer function (normalized to unit dc gain)
3
H(s) =
3 + 3s + s2
This is identical to the H(s) based on maximal flatness.
(b) A third-order polynomial would require the truncation
E(s) 1 1 1 1 1 5s 15 + 6s2
= + = + = + =
O(s) s 3 1 s 3 s s 15 + s2 15s + s3
+ +
s 5 s 5
s
leading to the polynomial approximation
Q(s) = E(s) + O(s) = (15 + 6s2 ) + (15s + s3 ) = 15 + 15s + 6s2 + s3
The transfer function H(s), normalized to unit dc gain, is then
15
H(s) =
15 + 15s + 6s2 + s3
13.7.3 Bessel Polynomials
The continued fraction approach can actually be developed into systematic procedures for evaluating either
Q(s) or its coecients and results in the family of so-called Bessel polynomials or Thomson polynomials,
all of which result in linear phase over some range and in delays that satisfy the constraint of maximal flatness
at the origin.
Table 13.2 shows the first few Bessel polynomials Q(s) in both unfactored and factored form. The
numerator K of the transfer function H(s) = K/Q(s) simply equals the constant term in Q(s) for unit dc
gain. It is interesting to note that the coecients of the last two terms in the denominator are always equal
(as long as the order exceeds unity).
436 Chapter 13 Analog Filters
Table 13.2 Bessel Polynomials
Order n Denominator Polynomial Qn (s)
0 1
1 s+1
2 s2 + 3s + 3
3 s3 + 6s2 + 15s + 15
4 s4 + 10s3 + 45s2 + 105s + 105
5 s5 + 15s4 + 105s3 + 420s2 + 945s + 945
6 s6 + 21s5 + 210s4 + 1260s3 + 4725s2 + 10, 395s + 10, 395
Bessel polynomials may be generated in one of two ways.
1. Starting with Q0 (s) = 1 and Q1 (s) = s + 1, we use recursion to generate
Q0 (s) = 1 Q1 (s) = s + 1 Qn (s) = (2n 1)Qn1 (s) + s2 Qn2 (s), n > 1 (13.114)
2. Starting with Qn (s) = q0 + q1 s + q2 s2 + + qn sn , we find the qk from
(2n k)!
qn = 1 qk = , k = 0, 1, 2, . . . , n 1 (13.115)
2nkk!(n k)!
As a check, the value of q0 equals the product (1)(3)(5) (2n 1).
13.7.4 Magnitude and Group Delay from the Transfer Function
One approach for computing the magnitude and delay of Bessel filters is to start with the transfer function
Qn (0) Qn (0)
H(s) = = (13.116)
Qn (s) q0 + q1 s + q2 s2 + + qn sn
The denominator of the steady-state transfer function H() may then be written as the sum of an even part
E() and an odd part O() as
Qn (0) Qn (0)
Hn () = = (13.117)
(q0 q2 2 + q4 4 + ) + j(q1 q3 + q5 + )
3 5 En () + jOn ()
The magnitude squared function |HN ()|2 may be expressed as
Q2n (0)
|HN ()|2 = (13.118)
En2 () + On2 ()
Using this result, the delay for first- and second-order filters can then be described by
1 2 2 2 |H()|2
tg1 = =1 =1 2 =1 (13.119)
1+ 2 1+ 2 E1 + O12 Q21 (0)
(9 + 3 2 ) 4 4 4 |H()|2
tg2 = =1 =1 2 =1 (13.120)
(9 + 3 ) +
2 4 (9 + 3 ) +
2 4 E2 + O2 2 Q22 (0)
13.7 The Bessel Approximation 437
By induction, the delay of an nth-order transfer function equals
2n 2n |H()|2
tg = 1 = 1 (13.121)
En2 + On2 Q2n (0)
13.7.5 Magnitude and Group Delay from Bessel Functions
A second approach to finding magnitude and delay is based on the relationship between Bessel polynomials
and the more familiar Bessel functions. In fact, Bessel polynomials are so named because of this relationship.
The spherical Bessel function of the first kind, J n (x), is related to the integer-order Bessel function
Jn (x) by 1
J (n, x) = J n (x) = Jn+1/2 (x) (13.122)
2x
This forms the basis for relating Bessel polynomials to Bessel functions. In particular, the Bessel polynomial
Qn (1/s) may be expressed as
Qn (1/j) = j n [cos(n)J n1 () jJ n ()] ej (13.123)
The expressions for the magnitude, phase, and group delay of the Bessel filter in terms of Bessel functions
derive from this relationship and yield the following results:
Q2n (0)
|H()|2 = (13.124)
2n+2 [J n () + J 2n1 ()]
2
% &
J n ()
() = + tan1 cos(n) (13.125)
J n1 ()
d 1 2n |H()|2
tg = =1 2 2 = 1 (13.126)
d [J n () + J 2n1 ()] Q2n (0)
Magnitude Response
As the filter order increases, the magnitude response of Bessel filters tends to a Gaussian shape as shown in
Figure 13.16. On this basis, it turns out that the attenuation Ax at any frequency x for reasonably large
filter order (n > 3, say) can be approximated by
10x2
Ax (13.127)
(2n 1)ln 10
The frequency p corresponding to a specified passband attenuation Ap equals
2 ,
p 0.1Ap (2n 1)ln 10 3dB (2n 1)ln 2, n 3 (13.128)
13.7.6 Design Recipe for Bessel Filters
The design of Bessel filters involves finding the order n for the specifications, which can include
A constant delay tg (with a prescribed tolerance), and a maximum passband attenuation Ap , or
A constant delay tg (to within a prescribed tolerance), and a rise time smaller than Tr . Specifying Tr
is equivalent to specifying the half-power frequency 3 , since the time-bandwidth product Tr 3 is a
constant, with Tr 3 2.2.
438 Chapter 13 Analog Filters
Magnitude response of Bessel filters of orders n = 1 to n = 7
1
0.8
Magnitude [linear]
n=1 n=7
0.6
0.4
0.2
0
0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6
Frequency [rad/s]
Figure 13.16 The magnitude spectrum of lowpass Bessel filters
A formal design procedure involves the following steps:
1. We normalize the passband frequency p to = p tg for unit delay.
2. We either assume a low enough filter order n, or estimate n from
10 2 5 2
Ap n (13.129)
(2n 1) ln 10 Ap ln 10
3. We find the normalized transfer function HN (s) and calculate A() = 10 log |H()|2 from either of
the following relations
Q2n (0) Q2n (0)
|H()|2 = or |H()|2 = (13.130)
2n+2 [J n () + J 2n1 ()]
2 E 2 () + O2 ()
4. The delay is then computed from
2n |H()|2
tn = 1 (13.131)
Q2n (0)
5. If 1 tn exceeds the given tolerance, or A() exceeds Ap , we increase the filter order n by one and
repeat steps 3 and 4.
6. Finally, we establish the prototype transfer function HP (s) and the required filter using s stg to
obtain H(s) = HP (stg ), which provides the required delay tg .
Another popular but much less flexible approach resorts to nomograms of delay and attenuation for
various filter orders to establish the smallest order that best matches specifications.
EXAMPLE 13.9 (Design of a Lowpass Bessel Filter)
We wish to design a Bessel filter with a constant delay of t0 = 0.02 s to within 0.1% up to = 100 rad/s
and an attenuation of no more than 2.5 dB in the passband.
The normalized frequency for unit delay is = t0 = (100)(0.02) = 2 rad/s.
13.7 The Bessel Approximation 439
A first estimate of the filter order is given by
5 2 5(4)
n = 3.47
Ap ln 10 2.5 ln 10
Thus, we pick n = 4.
Next, we compute the actual attenuation and normalized delay. We illustrate by using the Bessel function
approach and successively computing:
1. Coecients of Q4 (s) = [1, 18, 45, 105, 105]; Q4 (0) = 105
2. J n (n ) = J 4 (2) = 0.0141, J n1 (n ) = J 5 (2) = 4.4613
(105)2
3. |H()|2 = = 0.541 Ax = 10 log(0.541) = 2.67 dB
210 [(0.0141)2 + (4.4613)2 ]
(0.541)(28 )
4. tn = 1 = 0.987
(105)2
Since 1 tn > 0.001 and A() > Ap , neither the attenuation nor the normalized delay meet requirements.
We therefore increase n to 5 and recompute:
1. Coecients of Q5 (s) = [1, 15, 105, 420, 945, 945]; Q5 (0) = 945
2. J n (n ) = J 5 (2) = 0.0026, J n1 (n ) = J 6 (2) = 18.5914
(945) 2
3. |H()|2 = = 0.631 Ax = 10 log(0.631) = 2.001 dB
214 [(0.0026)2 + (18.59)2 ]
(0.631)(210 )
4. tn = 1 = 0.9993
(945)2
Since tn is now within 0.1% of unity and Ax 2 dB, we are done and choose n = 5.
The prototype transfer function HP (s) equals
945
HP (s) =
s5 + 15s4 + 105s3 + 420s2 + 945s + 945
With t0 = 0.02 s, the required transfer function is H(s) = HP (st0 ) = HP (s/50).
The magnitude and delay of H(s) are shown in Figure E13.9.
(a) dB magnitude of Bessel LPF (n = 5) (b) Group delay of Bessel LPF in (a)
0 0.0205
0.02
[seconds]
2
Magnitude [dB]
0.0195
4 0.019
Group delay
6 0.0185
0.018
8
0.0175
10 0.017
0 50 100 150 200 0 50 100 150 200
Frequency [rad/s] Frequency [rad/s]
Figure E13.9 Magnitude and delay of Bessel lowpass filter for Example 13.9
440 Chapter 13 Analog Filters
CHAPTER 13 PROBLEMS
DRILL AND REINFORCEMENT
13.1 (Lowpass Prototypes) For each set of filter specifications, find the normalized lowpass prototype
frequencies. Assume a fixed passband, where necessary.
(a) Lowpass: passband edge at 2 kHz; stopband edge at 3 kHz
(b) Highpass: passband edge at 3 kHz; stopband edge at 2 kHz
(c) Bandpass: passband edges at [10, 15] kHz; stopband edges at [5, 20] kHz
(d) Bandstop: passband edges at [20, 40] kHz; stopband edges at [30, 34] kHz
13.2 (Lowpass Prototypes) For each set of bandpass filter specifications, find the normalized lowpass
prototype frequencies. Assume a fixed center frequency f0 (if given) or a fixed passband (if given) or
fixed stopband, in that order.
(a) Passband edges at [10, 14] Hz; stopband edges at [5, 20] Hz; f0 = 12 Hz
(b) Passband edges at [10, 40] Hz; lower stopband edge at 5 Hz
(c) Passband edges at [10, 40] Hz; lower stopband edge at 5 Hz; f0 = 25 Hz
(d) Stopband edges at [5, 50] Hz; lower passband edge at 15 Hz; f0 = 25 Hz
13.3 (Lowpass Prototypes) For each set of bandstop filter specifications, find the normalized lowpass
prototype frequencies. Assume a fixed center frequency f0 (if given) or a fixed passband (if given) or
a fixed stopband, in that order.
(a) Passband edges at [20, 40] Hz; stopband edges at [26, 36] Hz; f0 = 30 Hz
(b) Passband edges at [20, 80] Hz; lower stopband edge at 25 Hz
(c) Stopband edges at [40, 80] Hz; lower passband edge at 25 Hz
(d) Passband edges at [20, 60] Hz; lower stopband edge at 30 Hz; f0 = 40 Hz
1
13.4 (Prototype Transformations) Let H(s) = describe the transfer function of a lowpass
s2 + s + 1
filter with a passband of 1 rad/s. Use frequency transformations to find the transfer function of the
following filters.
(a) A lowpass filter with a passband of 10 rad/s
(b) A highpass filter with a cuto frequency of 1 rad/s
(c) A highpass filter with a cuto frequency of 10 rad/s
(d) A bandpass filter with a passband of 1 rad/s and a center frequency of 1 rad/s
(e) A bandpass filter with a passband of 10 rad/s and a center frequency of 100 rad/s
(f ) A bandstop filter with a stopband of 1 rad/s and a center frequency 1 rad/s
(g) A bandstop filter with a stopband of 2 rad/s and a center frequency of 10 rad/s
13.5 (Butterworth Filter Poles) Sketch the pole locations of a third-order and a fourth-order Butter-
worth lowpass filter assuming the following information.
(a) A half-power frequency of 1 rad/s
(b) = 0.707 and a passband edge at 1 rad/s
(c) = 0.707 and a passband edge at 100 Hz
Chapter 13 Problems 441
13.6 (Butterworth Filters) Set up the form of |H()|2 for a third-order Butterworth lowpass filter with
= 0.7 and find the following:
(a) The attenuation at = 0.5 rad/s and = 2 rad/s
(b) The half-power frequency 3
(c) The pole orientations and magnitudes
(d) The transfer function H(s)
(e) The high-frequency decay rate
13.7 (Butterworth Filters) Consider a fifth-order lowpass Butterworth filter with a passband of 1 kHz
and a maximum passband attenuation of 1 dB. What is the attenuation, in decibels, of this filter at
a frequency of 2 kHz?
13.8 (Butterworth Filters) We wish to design a Butterworth lowpass filter with a 2-dB bandwidth of
1 kHz and an attenuation of at least 25 dB beyond 2 kHz. What is the actual attenuation, in decibels,
of the designed filter at f = 1 kHz and f = 2 kHz?
13.9 (Butterworth Filter Design) Design a Butterworth lowpass filter with a peak gain of 2 that meets
the following sets of specifications.
(a) A half-power frequency of 4 rad/s and high-frequency decay rate of 60 dB/dec
(b) A 1-dB passband edge at 10 Hz and filter order n = 2
(c) Minimum passband gain of 1.8 at 5 Hz and filter order n = 2
13.10 (Butterworth Filter Design) Design a Butterworth filter that meets the following sets of speci-
fications. Assume Ap = 2 dB, As = 40 dB, and a fixed passband where necessary.
(a) Lowpass filter: passband edge at 2 kHz; stopband edge at 6 kHz
(b) Highpass filter: passband edge at 4 kHz; stopband edge at 1 kHz
(c) Lowpass filter: passband edge at 10 Hz; stopband edge at 50 Hz, f3dB = 15 Hz
(d) Bandpass filter: passband edges at [20, 30] Hz; stopband edges at [10, 50] Hz
(e) Bandstop filter: passband edges at [10, 60] Hz; stopband edges at [20, 25] Hz
13.11 (Chebyshev Filter Poles) Analytically evaluate the poles of the following filters.
(a) A third-order Chebyshev lowpass filter with = 0.5
(b) A fourth-order Chebyshev lowpass filter with a passband ripple of 2 dB
13.12 (Chebyshev Filter Poles) Use a geometric construction to locate the poles of a Chebyshev lowpass
filter with the following characteristics.
(a) = 0.4 and order n = 3
(b) A passband ripple of 1 dB and filter order n = 4
13.13 (Chebyshev Filters) Set up |H()|2 for a third-order Chebyshev lowpass prototype with = 0.7
and find the following:
(a) The attenuation at = 0.5 rad/s and = 2 rad/s
(b) The half-power frequency 3
(c) The pole orientations and magnitudes
(d) The transfer function H(s)
(e) The high-frequency decay rate
442 Chapter 13 Analog Filters
13.14 (Chebyshev Filters) Consider a fifth-order lowpass Chebyshev filter with a passband of 1 kHz and
a passband ripple of 1 dB. What is the attenuation of this filter (in dB) at f = 1 kHz and f = 2 kHz?
13.15 (Chebyshev Filters) What is the order n, the value of the ripple factor , and the normalized
passband attenuation Ap of the Chebyshev lowpass filter of Figure P13.15?
H ()
10
9.55
1 s
Figure P13.15 Chebyshev lowpass filter for Problem 13.15
13.16 (Chebyshev Filters) A fourth-order Chebyshev filter shows a passband ripple of 1 dB up to 2 kHz.
What is the half-power frequency of the lowpass prototype? What is the actual half-power frequency?
13.17 (Chebyshev Filter Design) Design a Chebyshev lowpass filter with a peak gain of unity that
meets the following sets of specifications.
(a) A half-power frequency of 4 rad/s and high-frequency decay rate of 60 dB/dec
(b) A 1-dB passband edge at 10 Hz and filter order n = 2
(c) A minimum passband gain of 0.9 at the passband edge at 5 Hz and filter order n = 2
13.18 (Chebyshev Filter Design) Design a Chebyshev filter to meet the following sets of specifications.
Assume Ap = 2 dB, As = 40 dB, and a fixed passband where necessary.
(a) Lowpass filter: passband edge at 2 kHz; stopband edge at 6 kHz
(b) Highpass filter: passband edge at 4 kHz; stopband edge at 1 kHz
(c) Lowpass filter: passband edge at 10 Hz; stopband edge at 50 Hz; f3dB = 15 Hz
(d) Bandpass filter: passband edges at [20, 30] Hz; stopband edges at [10, 50] Hz
(e) Bandstop filter: passband edges at [10, 60] Hz; stopband edges at [20, 25] Hz
13.19 (Inverse Chebyshev Filter Poles) Find the poles and pole locations of a third-order inverse
Chebyshev lowpass filter with = 0.1.
13.20 (Inverse Chebyshev Filters) Set up |H()|2 for a third-order inverse Chebyshev lowpass filter
with = 0.1 and find the following:
(a) The attenuation at = 0.5 rad/s and = 2 rad/s
(b) The half-power frequency 3
(c) The pole orientations and magnitudes
(d) The transfer function H(s)
(e) The high-frequency decay rate
13.21 (Inverse Chebyshev Filters) Consider a fourth-order inverse Chebyshev lowpass filter with a
stopband edge of 2 kHz and a minimum stopband ripple of 40 dB. What is the attenuation of this
filter, in decibels, at f = 1 kHz and f = 2 kHz?
13.22 (Inverse Chebyshev Filter Design) Design an inverse Chebyshev filter to meet the following sets
of specifications. Assume Ap = 2 dB, As = 40 dB, and a fixed passband where necessary.
Chapter 13 Problems 443
(a) Lowpass filter: passband edge at 2 kHz; stopband edge at 6 kHz
(b) Highpass filter: passband edge at 4 kHz; stopband edge at 1 kHz
(c) Lowpass filter: passband edge at 10 Hz; stopband edge at 50 Hz, f3dB = 15 Hz
(d) Bandpass filter: passband edges at [20, 30] Hz; stopband edges at [10, 50] Hz
(e) Bandstop filter: passband edges at [10, 60] Hz; stopband edges at [20, 25] Hz
13.23 (Elliptic Filter Design) Design an elliptic filter that meets the following sets of specifications.
Assume Ap = 2 dB, As = 40 dB, and a fixed passband where necessary.
(a) Lowpass filter: passband edge at 2 kHz; stopband edge at 6 kHz
(b) Highpass filter: passband edge at 6 kHz; stopband edge at 2 kHz
13.24 (Bessel Filters) Design a Bessel lowpass filter with a passband edge of 100 Hz and a passband
delay of 1 ms with a 1% tolerance for each of the following cases.
(a) The passband edge corresponds to the half-power frequency.
(b) The maximum attenuation in the passband is 0.3 dB.
REVIEW AND EXPLORATION
13.25 (The Maximally Flat Concept) The general form of a maximally flat rational function is
N ()
R() =
N () + A n
where N () is a polynomial of order less than n.
(a) What is N () for a Butterworth lowpass filter?
(b) Show that R() is maximally flat for n = 2, using N () = b0 + b1 .
(c) Show that R() is maximally flat for n = 3, using N () = b1 .
13.26 (Butterworth Filter Design) Design a Butterworth bandpass filter to meet the following sets of
specifications. Assume Ap = 2 dB and As = 40 dB. Assume a fixed center frequency (if given) or a
fixed passband (if given) or fixed stopband, in that order.
(a) Passband edges at [30, 50] Hz; stopband edges at [5, 400] Hz; f0 = 40 Hz
(b) Passband edges at [20, 40] Hz; lower stopband edge at 5 Hz
(c) Stopband edges at [5, 50] Hz; lower passband edge at 15 Hz; f0 = 20 Hz
13.27 (Butterworth Filter Design) Design a Butterworth bandstop filter to meet the following sets of
specifications. Assume Ap = 2 dB and As = 40 dB. Assume a fixed center frequency (if given) or a
fixed passband (if given) or fixed stopband, in that order.
(a) Passband edges at [20, 50] Hz; stopband edges at [26, 36] Hz; f0 = 30 Hz
(b) Stopband edges at [30, 100] Hz; lower passband edge at 50 Hz
(c) Stopband edges at [50, 200] Hz; lower passband edge at 80 Hz; f0 = 90 Hz
13.28 (Chebyshev Filter Design) Design a Chebyshev bandpass filter that meets the following sets of
specifications. Assume Ap = 2 dB and As = 40 dB. Assume a fixed center frequency (if given) or a
fixed passband (if given) or fixed stopband, in that order.
444 Chapter 13 Analog Filters
(a) Passband edges at [30, 50] Hz; stopband edges at [5, 400] Hz; f0 = 40 Hz
(b) Passband edges at [20, 40] Hz; lower stopband edge at 5 Hz
(c) Stopband edges at [5, 50] Hz; lower passband edge at 15 Hz; f0 = 20 Hz
13.29 (Chebyshev Filter Design) Design a Chebyshev bandstop filter that meets the following sets of
specifications. Assume Ap = 2 dB and As = 40 dB. Assume a fixed center frequency (if given) or a
fixed passband (if given) or fixed stopband, in that order.
(a) Passband edges at [20, 50] Hz; stopband edges at [26, 36] Hz; f0 = 30 Hz
(b) Stopband edges at [30, 100] Hz; lower passband edge at 50 Hz
(c) Stopband edges at [50, 200] Hz; lower passband edge at 80 Hz; f0 = 90 Hz
13.30 (Inverse Chebyshev Filter Design) Design an inverse Chebyshev bandpass filter that meets the
following sets of specifications. Assume Ap = 2 dB and As = 40 dB. Assume a fixed center frequency
(if given) or a fixed passband (if given) or fixed stopband, in that order.
(a) Passband edges at [30, 50] Hz; stopband edges at [5, 400] Hz; f0 = 40 Hz
(b) Passband edges at [20, 40] Hz; lower stopband edge at 5 Hz
13.31 (Inverse Chebyshev Filter Design) Design an inverse Chebyshev bandstop filter that meets the
following sets of specifications. Assume Ap = 2 dB and As = 40 dB. Assume a fixed center frequency
(if given) or a fixed passband (if given) or fixed stopband, in that order.
(a) Passband edges at [20, 50] Hz; stopband edges at [26, 36] Hz; f0 = 30 Hz
(b) Stopband edges at [30, 100] Hz; lower passband edge at 50 Hz
13.32 (Group Delay) Find a general expression for the group delay of a second-order lowpass filter
K
described by the transfer function H(s) = 2 . Use this result to compute the group delay
s + As + B
of the following filters. Do any of the group delays show a maximally flat form?
(a) A second-order normalized Butterworth lowpass filter
(b) A second-order normalized Chebyshev lowpass filter with Ap = 1 dB
(c) A second-order normalized Bessel lowpass filter
13.33 (Identifying Analog Filters) Describe how you would go about identifying a lowpass transfer
function H(s) as a Butterworth, Chebyshev I, Chebyshev II, or elliptic filter. Consider both the pole
locations (and orientations) and the zero locations as possible clues.
COMPUTATION AND DESIGN
afdgui A GUI for Analog Filter Design and Visualization
The graphical user interface afdgui allows you to design analog filters and visualize their magni-
tude and phase spectrum.
You can select various forms (highpass, lowpass, etc.) and types (Butterworth, elliptic, etc.).
The plots are displayed along with the filter order and design attenuation at the band edges.
To explore this routine, type afdgui at the Matlab prompt.
Chapter 13 Problems 445
13.34 (Subsonic Filters) Some audio amplifiers or equalizers include a subsonic filter to remove or reduce
unwanted low-frequency noise (due, for example, to warped records) that might otherwise modulate
the audible frequencies causing intermodulation distortion. The audio equalizer of one manufacturer
is equipped with a subsonic filter that is listed as providing an 18-dB/octave cut for frequencies below
15 Hz. Sketch the Bode plot of such a filter. Design a Butterworth filter that can realize the design
specifications.
13.35 (A Multi-Band Filter) A requirement exists for a multi-band analog filter with the following
specifications.
Passband 1: From dc to 20 Hz
Peak gain = 0 dB
Maximum passband attenuation = 1 dB (from peak)
Minimum attenuation at 40 Hz = 45 dB (from peak)
No ripples allowed in the passband or stopband
Passband 2: From 150 Hz to 200 Hz
Peak gain = 12 dB
Maximum passband ripple = 1 dB
Minimum attenuation at 100 Hz and 300 Hz = 50 dB (from peak)
Ripples permitted in the passband but not in the stopband
(a) Design each filter separately using the ADSP routine afd. Then adjust the gain(s) and combine
the two stages to obtain the filter transfer function H(s). To adjust the gain, you need to scale
only the numerator array of a transfer function by the linear (not dB) gain.
(b) Plot the filter magnitude spectrum of H(s) over 0 f 400 Hz in increments of 1 Hz.
Tabulate the attenuation in dB at f = 20, 40, 100, 150, 200, 300 Hz and compare with expected
design values. What is the maximum attenuation in dB in the range [0, 400] Hz, and at what
frequency does it occur?
(c) Find the poles and zeros of H(s). Is the filter stable (with all its poles in the left half of the
s-plane)? Should it be? Is it minimum phase (with all its poles and zeros in the left half of the
s-plane)? Should it be? If not, use the ADSP routine minphase to generate the minimum-phase
transfer function HM (s). Check the poles and zeros of HM (s) to verify that it is a stable,
minimum-phase filter.
(d) Plot the magnitude of H(s) and HM (s) in dB against the frequency on a log scale on the same
plot. Are the magnitudes identical? Should they be? Explain. Use the ADSP routine bodelin
to obtain a Bode plot from HM (s). Can you identify the break frequencies from the plot? How
does the asymptotic Bode magnitude plot compare with the actual magnitude in dB?
Chapter 14
SAMPLING AND
QUANTIZATION
14.0 Scope and Objectives
Sampling and quantization form the critical link between analog and digital signals. This chapter begins
with various sampling operations and develops the key concept that the spectrum of ideally sampled signals
is periodic. It examines the sampling theorem, which allows us to sample band-limited signals without loss
of information, and describes schemes for the recovery of analog signals from their samples using idealized
and practical methods. It then provides an introduction to signal quantization and its eects and concludes
with some applications.
14.1 Ideal Sampling
Ideal sampling describes a sampled signal as a weighted sum of impulses, the weights being equal to the
values of the analog signal at the impulse locations. An ideally sampled signal xI (t) may be regarded as the
product of an analog signal x(t) and a periodic impulse train i(t), as illustrated in Figure 14.1.
x(t) x I (t)
Multiplier
t t
Analog signal i(t) ts
(1) (1)
t Ideally sampled signal
ts
Sampling function
Figure 14.1 The ideal sampling operation
The ideally sampled signal may be mathematically described as
!
!
!
xI (t) = x(t)i(t) = x(t) (t nts ) = x(nts )(t nts ) = x[n](t nts ) (14.1)
n= n= n=
Here, the discrete signal x[n] simply represents the sequence of sample values x(nts ). Clearly, the sampling
operation leads to a potential loss of information in the ideally sampled signal xI (t), when compared with its
underlying analog counterpart x(t). The smaller the sampling interval ts , the less is this loss of information.
446
14.1 Ideal Sampling 447
Intuitively, there must always be some loss of information, no matter how small an interval we use. Fortu-
nately, our intuition notwithstanding, it is indeed possible to sample signals without any loss of information.
The catch is that the signal x(t) must be band-limited to some finite frequency B.
REVIEW PANEL 14.1
The Ideally Sampled Signal Is a Train of Impulses
!
!
!
xI (t) = x(t) (t nts ) = x(nts )(t nts ) = x[n](t nts )
n= n= n=
The discrete signal x[n] corresponds to the sequence of the sample values x(nts ).
The spectra associated with the various signals in ideal sampling are illustrated in Figure 14.2. The
impulse train i(t) is a periodic signal with period T = ts = 1/S and Fourier series coecients I[k] = S. Its
Fourier transform is a train of impulses (at f = kS) whose strengths equal I[k].
!
!
I(f ) = I[k](f kS) = S (f kS) (14.2)
k= k=
The ideally sampled signal xI (t) is the product of x(t) and i(t). Its spectrum XI (f ) is thus described by the
convolution
! !
XI (f ) = X(f ) I(f ) = X(f ) S (f kS) = S X(f kS) (14.3)
k= k=
The spectrum XI (f ) consists of X(f ) and its shifted replicas or images. It is periodic in frequency, with a
period that equals the sampling rate S.
x(t) x I (t) = x(t) i(t)
i(t)
(1) (1) Multiply
t t t
ts ts
Analog signal Sampling function Ideally sampled signal
and and and
its spectrum its spectrum its spectrum
X(f) I(f) X I (f) = X(f) *I(f)
(S ) (S ) (S ) (S ) Convolve SA
A
f f f
-B B -S S 2S -S -B B S 2S
Figure 14.2 Spectra of the signals for ideal sampling
REVIEW PANEL 14.2
The Spectrum of an Ideally Sampled Signal Is Periodic with Period S
! !
XI (f ) = X(f ) S (f kS) = S X(f kS)
k= k=
The spectrum is the periodic extension of SX(f ) with period S.
448 Chapter 14 Sampling and Quantization
Since the spectral image at the origin extends over (B, B), and the next image (centered at S) extends
over (S B, S + B), the images will not overlap if
SB >B or S > 2B (14.4)
Figure 14.3 illustrates the spectra of an ideally sampled band-limited signal for three choices of the
sampling frequency S. As long as the images do not overlap, each period is a replica of the scaled analog
signal spectrum SX(f ). We can thus extract X(f ) (and hence x(t)) as the principal period of XI (f ) (between
0.5S and 0.5S) by passing the ideally sampled signal through an ideal lowpass filter with a cuto frequency
of 0.5S and a gain of 1/S over the frequency range 0.5S f 0.5S.
Oversampling Critical sampling Undersampling
S > 2B S = 2B S < 2B
f f f
S B B S S B S S BS
S B S B
Figure 14.3 Spectrum of an ideally sampled signal for three choices of the sampling frequency
This is the celebrated sampling theorem, which tells us that an analog signal band-limited to a fre-
quency B can be sampled without loss of information if the sampling rate S exceeds 2B (or the sampling
interval ts is smaller than 2B
1
). The critical sampling rate SN = 2B is often called the Nyquist rate or
Nyquist frequency and the critical sampling interval tN = 1/SN = 1/2B is called the Nyquist interval.
REVIEW PANEL 14.3
Band-Limited Analog Signals Can Be Sampled Without Loss of Information
If x(t) is band-limited to B, it must be sampled at S > 2B to prevent loss of information.
The images of X(f ) do not overlap in the periodic spectrum XI (f ) of the ideally sampled signal.
We can recover x(t) exactly from the principal period (0.5S, 0.5S), using an ideal lowpass filter.
If the sampling rate S is less than 2B, the spectral images overlap and the principal period (0.5S, 0.5S)
of XI (f ) is no longer an exact replica of X(f ). In this case, we cannot exactly recover x(t), and there is loss
of information due to undersampling. Undersampling results in spectral overlap. Components of X(f )
outside the principal range (0.5S, 0.5S) fold back into this range (due to the spectral overlap from adjacent
images). Thus, frequencies higher than 0.5S appear as lower frequencies in the principal period. This is
aliasing. The frequency 0.5S is also called the folding frequency.
REVIEW PANEL 14.4
Undersampling Causes Spectral Overlap, Aliasing, and Irreversible Loss of Information
If S < 2B, the images of X(f ) overlap in the periodic spectrum and we cannot recover x(t).
Aliasing: A frequency |f0 | > 0.5S gets aliased to a lower frequency fa in the range (0.5S, 0.5S).
Sampling is a band-limiting operation in the sense that in practice we typically extract only the principal
period of the spectrum, which is band-limited to the frequency range (0.5S, 0.5S). Thus, the highest
frequency we can recover or identify is 0.5S and depends only on the sampling rate S.
14.1 Ideal Sampling 449
EXAMPLE 14.1 (The Nyquist Rate)
Let the signal x1 (t) be band-limited to 2 kHz and x2 (t) be band-limited to 3 kHz. Using properties of the
Fourier transform, we find the Nyquist rate for the following signals.
The spectrum of x1 (2t) (time compression) stretches to 4 kHz. Thus, SN = 8 kHz.
The spectrum of x2 (t 3) extends to 3 kHz (a time shift changes only the phase). Thus, SN = 6 kHz.
The spectrum of x1 (t) + x2 (t) (sum of the spectra) extends to 3 kHz. Thus, SN = 6 kHz.
The spectrum of x1 (t)x2 (t) (convolution in the frequency domain) extends to 5 kHz. Thus, SN = 10 kHz.
The spectrum of x1 (t) x2 (t) (product of the spectra) extends only to 2 kHz. Thus, SN = 4 kHz.
The spectrum of x1 (t)cos(1000t) (modulation) is stretched by 500 Hz to 2.5 kHz. Thus, SN = 5 kHz.
14.1.1 Sampling of Sinusoids and Periodic Signals
The Nyquist frequency for a sinusoid x(t) = cos(2f0 t + ) is SN = 2f0 . The Nyquist interval is tN = 1/2f0 ,
or tN = T /2. This amounts to taking more than two samples per period. If, for example, we acquire just two
samples per period, starting at a zero crossing, all sample values will be zero, and will yield no information.
If a signal x(t) = cos(2f0 t + ) is sampled at S, the sampled signal is x[n] = cos(2nf0 /S + ). Its
spectrum is periodic, with principal period (0.5S, 0.5S). If f0 < 0.5S, there is no aliasing, and the principal
period shows a pair of impulses at f0 (with strength 0.5). If f0 > 0.5S, we have aliasing. The components
at f0 are aliased to a lower frequency fa in the principal range. To find the aliased frequency |fa |,
we subtract integer multiples of the sampling frequency from f0 until the result fa = f0 NS lies in the
principal range (0.5S, 0.5S). The spectrum then describes a sampled version of the lower-frequency aliased
signal xa (t) = cos(2fa t + ). The relation between the aliased frequency, original frequency, and sampling
frequency is illustrated in Figure 14.4. The aliased frequency always lies in the principal range.
f (Hz)
Aliased
Actual
0.5S
Aliased
0.5S 1.5S f (Hz)
Principal
range S 2S Actual
-0.5 S
Figure 14.4 Relation between the actual and aliased frequency
REVIEW PANEL 14.5
Finding Aliased Frequencies and Aliased Signals
The signal x(t) = cos(2f0 t + ) is recovered as xa (t) = cos(2fa t + ) if S < 2f0 .
fa = f0 NS, where N is an integer that places fa in the principal period (0.5S, 0.5S).
A periodic signal xp (t) with period T can be described by a sum of sinusoids at the fundamental frequency
f0 = 1/T and its harmonics kf0 . In general, such a signal may not be band-limited and cannot be sampled
without aliasing for any choice of sampling rate.
450 Chapter 14 Sampling and Quantization
EXAMPLE 14.2 (Aliasing and Sampled Sinusoids)
(a) Consider the sinusoid x(t) = A cos(2f0 t + ) with f0 = 100 Hz.
1. If x(t) is sampled at S = 300 Hz, no aliasing occurs, since S > 2f0 .
2. If x(t) is sampled at S = 80 Hz, we obtain fa = f0 S = 20 Hz, The sampled signal describes a
sampled version of the aliased signal A cos[2(20)t + ].
3. If S = 60 Hz, we obtain f0 2S = 20 Hz. The aliased sinusoid corresponds to
A cos[2(20)t + ] = A cos[2(20)t ]. Note the phase reversal.
(b) Let xp (t) = 8 cos(2t) + 6 cos(8t) + 4 cos(22t) + 6 sin(32t) + cos(58t) + sin(66t).
If it is sampled at S = 10 Hz, the last four terms will be aliased. The reconstruction of the sampled
signal will describe an analog signal whose first two terms are identical to xp (t), but whose other
components are at the aliased frequencies. The following table shows what to expect.
f0 (Hz) Aliasing? Aliased Frequency fa Analog Equivalent
1 No (f0 < 0.5S) No aliasing 8 cos(2t)
4 No (f0 < 0.5S) No aliasing 6 cos(8t)
11 Yes 11 S = 1 4 cos(2t)
16 Yes 16 2S = 4 6 sin(8t) = 6 sin(8t)
29 Yes 29 3S = 1 cos(2t) = cos(2t)
33 Yes 33 3S = 3 sin(6t)
The reconstructed signal corresponds to xS (t) = 13 cos(2t) + sin(6t) + 6 cos(8t) 6 sin(8t), which
cannot be distinguished from xp (t) at the sampling instants t = nts , where ts = 0.1 s. To avoid aliasing
and recover xp (t), we must choose S > 2B = 66 Hz.
(c) Suppose we sample a sinusoid x(t) at 30 Hz and obtain the periodic spectrum of the sampled signal,
as shown in Figure E14.2C. Is it possible to uniquely identify x(t)?
Spectrum of a sinusoid x(t) sampled at 30 Hz
1
f (Hz)
20 10 10 20 40 50 70 80
Figure E14.2C Spectrum of sampled sinusoid for Example 14.2(c)
We can certainly identify the period as 30 Hz, and thus S = 30 Hz. But we cannot uniquely identify
x(t) because it could be a sinusoid at 10 Hz (with no aliasing) or a sinusoid at 20 Hz, 50 Hz, 80 Hz, etc.
(all aliased to 10 Hz). However, the analog signal y(t) reconstructed from the samples will describe a
10-Hz sinusoid because reconstruction extracts only the principal period, (15, 15) Hz, of the periodic
spectrum. In the absence of any a priori information, we almost invariably use the principal period as
a means to uniquely identify the underlying signal from its periodic spectrum, for better or worse.
14.1 Ideal Sampling 451
14.1.2 Application Example: The Sampling Oscilloscope
The sampling theorem tells us that in order to sample an analog signal without aliasing and loss of informa-
tion, we must sample above the Nyquist rate. However, some applications depend on the very act of aliasing
for their success. One example is the sampling oscilloscope. A conventional oscilloscope cannot directly
display a waveform whose bandwidth exceeds the bandwidth of the oscilloscope. However, if the signal is
periodic (or can be repeated periodically) and band-limited, a new, time-expanded waveform can be built
up and displayed by sampling the periodic signal at successively later instants in successive periods. The
idea is illustrated in Figure 14.5 for a periodic signal x(t) = 1 + cos(2f0 t) with fundamental frequency f0 .
x(t) = 1 + cos(2 f 0 t ) y(t) = 1 + cos[2 (f 0 S ) t]
X(f) XS(f) Y(f)
(1)
(0.5) (0.5)
f f f
f0 f0 f0 f0
S S f0 f0 S S S f0 f0 S
Figure 14.5 The principle of the sampling oscilloscope
If the sampling rate is chosen to be less than f0 (i.e., S < f0 ), the spectral component at f0 will alias
to the smaller frequency fa = f0 S. To ensure no phase reversal, the aliased frequency must be less
than 0.5S. Thus, f0 S < 0.5S or S > f0 /1.5. The choice of sampling frequency S is thus bounded by
1.5 < S < f0 . Subsequent recovery by a lowpass filter with a cuto frequency of fC = 0.5S will yield the
f0
signal y(t) = 1 + cos[2(f0 S)t], which represents a time-stretched version of x(t). With y(t) = x(t/),
the stretching factor is = f0 /(f0 S). The closer S is to the fundamental frequency f0 , the larger is the
stretching factor and the more slowed down the signal y(t). This reconstructed signal y(t) is what is displayed
on the oscilloscope (with appropriate scale factors to reflect the parameters of the original signal). As an
example, if we wish to see a 100-MHz sinusoid slowed down to 2 MHz, then f0 S = 2 MHz, S = 98 MHz,
= 50, and fC = 49 MHz. We may use an even lower sampling rate SL = S/L, where L is an integer, as
long as the aliased component appears at 2 MHz and shows no phase reversal. For example, SL = 49 MHz
(for L = 2), SL = 14 MHz (for L = 7) or SL = 7 MHz (for L = 14) will all yield a 2-MHz aliased signal
with no phase reversal. The only disadvantage is that at these lower sampling rates we acquire less than one
sample per period and must wait much longer in order to acquire enough samples to build up a one-period
display.
More generally, if a periodic signal x(t) has a fundamental frequency of f0 and is band-limited to the N th
harmonic frequency Nf0 , the sampling rate must satisfy NN+0.5
f0
< S < f0 , while the stretching factor remains
= f0 /(f0 S). For the same stretching factor, the sampling rate may also be reduced to SL = S/L (where
L is an integer) as long as none of the aliased components shows phase reversal.
14.1.3 Sampling of Bandpass Signals
The spectrum of baseband signals includes the origin whereas the spectrum of bandpass signals occupies
a range of frequencies between fL and fH , where fL is greater than zero. The quantity B = fH fL is a
measure of the bandwidth of the bandpass signal. Even though a Nyquist rate of 2fH can be used to recover
such signals, we can often get by with a lower sampling rate. This is especially useful for narrowband signals
(or modulated signals) centered about a very high frequency. To retain all the information in a bandpass
signal, we actually need a sampling rate that aliases the entire spectrum to a lower frequency range without
overlap. The smallest such frequency is S = 2fH /N , where N = int(fH /B) is the integer part of fH /B.
452 Chapter 14 Sampling and Quantization
For recovery, we must sample at exactly S. However, other choices also result in bounds on the sampling
frequency S. These bounds are given by
2fH 2fL
S , k = 1, 2, . . . , N (14.5)
k k1
Here, the integer k can range from 1 to N , with k = N yielding the smallest value S = 2fH /N , and k = 1
corresponding to the Nyquist rate S 2fH .
EXAMPLE 14.3 (Sampling of Bandpass Signals)
Consider a bandpass signal xC (t) with fL = 4 kHz and fH = 6 kHz. Then B = fH fL = 2 kHz and we
compute N = int(fH /B) = 3. Possible choices for the sampling rate S (in kHz) are given by
12 8
S , k = 1, 2, 3
k k1
This yields the following bounds on S
k Bounds on S Remarks
3 S = 4 kHz The smallest S; requires a bandpass filter for recovery
2 6 kHz S 8 kHz Requires bandpass filter for recovery
1 S 12 kHz No aliasing; we can use a lowpass filter for recovery
The signal and the spectra of the sampled signal are shown in Figure E14.3 for S = 4, 7, 14 kHz.
Spectrum of bandpass signal Spectrum of signal sampled at 4 kHz
f (kHz) f (kHz)
4 6 2 4 6 8
Spectrum of signal sampled at 7 kHz Spectrum of signal sampled at 14 kHz
f (kHz) f (kHz)
1 34 6 4 6 8 10
Figure E14.3 Spectra of bandpass signal and its sampled versions for Example 14.3
14.1.4 Natural Sampling
Conceptually, natural sampling, is equivalent to passing the signal x(t) through a switch that opens and
closes every ts seconds. The action of the switch can be modeled as a periodic pulse train p(t) of unit height,
with period ts and pulse width td . The sampled signal xN (t) equals x(t) for the td seconds that the switch
remains closed and is zero when the switch is open, as illustrated in Figure 14.6.
The naturally sampled signal is described by xN (t) = x(t)p(t). The Fourier transform P (f ) is a train of
impulses whose strengths P [k] equal the Fourier series coecients of p(t):
!
P (f ) = P [k](f kS) (14.6)
k=
The spectrum XN (f ) of the sampled signal xS (t) = x(t)p(t) is described by the convolution
!
!
XN (f ) = X(f ) P (f ) = X(f ) P [k](f kS) = P [k]X(f kS) (14.7)
k= k=
14.1 Ideal Sampling 453
x(t) x N (t) = x(t)p(t)
Multiplier
t t
Analog signal p(t) ts
t Naturally sampled signal
ts
Sampling function
Figure 14.6 Natural sampling
x(t) x N (t) = x(t)p(t)
p(t)
Multiply
t t t
ts ts
Analog signal Sampling function Naturally sampled signal
and and and
its spectrum its spectrum its spectrum
X(f) P(f) X N (f) = X(f) *P(f)
(|P [0]|) Convolve AP [0]
A
(|P [1]|)
f f f
-B B -S S 2S -S -B B S 2S
Figure 14.7 Spectra of the signals for natural sampling
The various spectra for natural sampling are illustrated in Figure 14.7. Again, XN (f ) is a superposition
of X(f ) and its amplitude-scaled (by P [k]), shifted replicas. Since the P [k] decay as 1/k, the spectral images
get smaller in height as we move away from the origin. In other words, XN (f ) does not describe a periodic
spectrum. However, if there is no spectral overlap, the image centered at the origin equals P [0]X(f ), and
X(f ) can still be recovered by passing the sampled signal through an ideal lowpass filter with a cuto
frequency of 0.5S and a gain of 1/P [0], 0.5S f 0.5S, where P [0] is the dc oset in p(t). In theory,
natural sampling can be performed by any periodic signal with a nonzero dc oset.
REVIEW PANEL 14.6
Naturally Sampling Uses a Periodic Pulse Train p(t)
! "
1
xN (t) = x(t)p(t) XN (f ) = P [k]X(f kS) P [k] = p(t)ej2kSt dt
ts ts
k=
14.1.5 Zero-Order-Hold Sampling
In practice, analog signals are sampled using zero-order-hold (ZOH) devices that hold a sample value
constant until the next sample is acquired. This is also called flat-top sampling. This operation is
454 Chapter 14 Sampling and Quantization
equivalent to ideal sampling followed by a system whose impulse response h(t) = rect[(t 0.5ts )/ts ] is a
pulse of unit height and duration ts (to stretch the incoming impulses). This is illustrated in Figure 14.8.
x(t) x I (t) x ZOH(t)
Multiplier h(t)
1
t
t t ts t
Analog signal ts ts
(1) (1) Hold circuit
t Ideally sampled signal ZOH sampled signal
ts
Sampling function
Figure 14.8 Zero-order-hold sampling
The sampled signal xZOH (t) can be regarded as the convolution of h(t) and an ideally sampled signal:
# $
!
xZOH (t) = h(t) xI (t) = h(t) x(nts )(t nts ) (14.8)
n=
The transfer function H(f ) of the zero-order-hold circuit is the sinc function
1 %f &
H(f ) = ts sinc(f ts )ejf ts = sinc ejf /S (14.9)
S S
'
Since the spectrum of the ideally sampled signal is S X(f kS), the spectrum of the zero-order-hold
sampled signal xZOH (t) is given by the product
%f & !
XZOH (f ) = sinc ejf /S X(f kS) (14.10)
S
k=
This spectrum is illustrated in Figure 14.9. The term sinc(f /S) attenuates the spectral images X(f kS)
and causes sinc distortion. The higher the sampling rate S, the less is the distortion in the spectral image
X(f ) centered at the origin.
X(f) XZOH (f)
f f
B B B S B S
Figure 14.9 Spectrum of a zero-order-hold sampled signal
REVIEW PANEL 14.7
The Zero-Order-Hold (ZOH) Sampled Signal Is a Staircase Approximation of x(t)
ZOH sampling: Ideal sampling followed by a hold system with h(t) = rect[(t 0.5ts )/ts ]
# $ # $
! %f & !
xZOH (t) = h(t) x(nts )(t nts ) XZOH (f ) = sinc X(f kS) ejf /S
n=
S
k=
14.1 Ideal Sampling 455
An ideal lowpass filter with unity gain over 0.5S f 0.5S recovers the distorted signal
% &
) = X(f )sinc f ejf /S ,
X(f 0.5S f 0.5S (14.11)
S
To recover X(f ) with no amplitude distortion, we must use a compensating filter that negates the eects
of the sinc distortion by providing a concave-shaped magnitude spectrum corresponding to the reciprocal of
the sinc function over the principal period |f | 0.5S, as shown in Figure 14.10.
Magnitude Phase (radians)
1 /2
1 0.5S f
sinc (f/S) 0.5S
f
/2
0.5S 0.5S
Figure 14.10 Spectrum of a filter that compensates for sinc distortion
The magnitude spectrum of the compensating filter is given by
1
|Hr (f )| = , |f | 0.5S (14.12)
sinc(f /S)
EXAMPLE 14.4 (Sampling Operations)
(a) The signal x(t) = sinc(4000t) is sampled at a sampling frequency S = 5 kHz. The Fourier transform of
x(t) = sinc(4000t) is X(f ) = (1/4000)rect(f /4000) (a rectangular pulse over 2 kHz). The signal x(t)
is band-limited to fB = 2 kHz. The spectrum of the ideally sampled signal is periodic with replication
every 5 kHz, and may be written as
!
! ( )
f 5000k
XI (f ) = SX(f kS) = 1.25 rect
4000
k= k=
(b) The magnitude spectrum of the zero-order-hold sampled signal is a version of the ideally sampled signal
distorted (multiplied) by sinc(f /S), and described by
%f & !
! ( )
f 5000k
XZOH (f ) = sinc X(f kS) = 1.25 sinc(0.0002f ) rect
S 4000
k= k=
(c) The spectrum of the naturally sampled signal, assuming a rectangular sampling pulse train p(t) with
unit height, and a duty ratio of 0.5, is given by
!
! ( )
1 f 5000k
XN (f ) = P [k]X(f kS) = P [k]rect
4000 4000
k= k=
Here, P [k] are the Fourier series coecients of p(t), with P [k] = 0.5 sinc(0.5k).
456 Chapter 14 Sampling and Quantization
14.2 Sampling, Interpolation, and Signal Recovery
For a sampled sequence obtained from an analog signal x(t), an important aspect is the recovery of the
original signal from its samples. This requires filling in the missing details, or interpolating between the
sampled values. The nature of the interpolation that recovers x(t) may be discerned by considering the
sampling operation in the time domain. Of the three sampling operations considered earlier, only ideal (or
impulse) sampling leads to a truly discrete signal x[n] whose samples equal the strengths of the impulses
x(nts )(t nts ) at the sampling instants nts . This is the only case we pursue.
14.2.1 Ideal Recovery and the Sinc Interpolating Function
'
The ideally sampled signal xI (t) is the product of the impulse train i(t) = (t nts ) and the analog signal
x(t) and may be written as
!
!
!
xI (t) = x(t) (t nts ) = x(nts )(t nts ) = x[n](t nts ) (14.13)
n= n= n=
The discrete signal x[n] is just the sequence of samples x(nts ). We can recover x(t) by passing xI (t) through
an ideal lowpass filter with a gain of ts and a cuto frequency of 0.5S. The frequency-domain and time-
domain equivalents are illustrated in Figure 14.11.
X I (f) = X(f) *I(f) X(f) = X I (f) H(f)
SA
1/S A
f f f
-S -B B S 0.5S 0.5S -B B
x I (t) = x(t) i(t) x(t) = x I (t) * h(t)
h(t) = sinc (t/t s)
t
t
ts
Figure 14.11 Recovery of an analog signal from its sampled version
The impulse response of the ideal lowpass filter is a sinc function given by h(t) = sinc(t/ts ). The recovered
signal x(t) may therefore be described as the convolution
# $
! !
x(t) = xI (t) h(t) = x(nts )(t nts ) h(t) = x[n]h(t nts ) (14.14)
n= n=
This describes the superposition of shifted versions of h(t) weighted by the sample values x[n]. Substituting
for h(t), we obtain the following result that allows us to recover x(t) exactly from its samples x[n] as a sum
of scaled shifted versions of sinc functions:
! % t nt &
s
x(t) = x[n]sinc (14.15)
n=
ts
14.2 Sampling, Interpolation, and Signal Recovery 457
The signal x(t) equals the superposition of shifted versions of h(t) weighted by the sample values x[n]. At
each sampling instant, we replace the sample value x[n] by a sinc function whose peak value equals x[n] and
whose zero crossings occur at all the other sampling instants. The sum of these sinc functions yields the
analog signal x(t), as illustrated in Figure 14.12.
Signal reconstruction from x[n] = [1, 2, 3, 4] by sinc interpolation
5
Recovered signal
4
3
Amplitude
1
1 0.5 0 0.5 1 1.5 2 2.5 3 3.5 4
Index n and time t = nts
Figure 14.12 Ideal recovery of an analog signal by sinc interpolation
If we use a lowpass filter whose impulse response is hf (t) = 2ts B sinc(2Bt) (i.e., whose cuto frequency
is B instead of 0.5S), the recovered signal x(t) may be described by the convolution
!
x(t) = xI (t) hf (t) = 2ts B x[n]sinc[2B(t nts )] (14.16)
n=
This general result is valid for any oversampled signal with ts 0.5/B and reduces to the previously obtained
result if the sampling rate S equals the Nyquist rate (i.e., S = 2B).
Sinc interpolation is unrealistic from a practical viewpoint. The infinite extent of the sinc means that it
cannot be implemented on-line, and perfect reconstruction requires all its past and future values. We could
truncate it on either side after its magnitude becomes small enough. But, unfortunately, it decays very
slowly and must be preserved for a fairly large duration (covering many past and future sampling instants)
in order to provide a reasonably accurate reconstruction. Since the sinc function is also smoothly varying, it
cannot properly reconstruct a discontinuous signal at the discontinuities even with a large number of values.
Sinc interpolation is also referred to as band-limited interpolation and forms the yardstick by which all
other schemes are measured in their ability to reconstruct band-limited signals.
14.2.2 Interpolating Functions
Since the sinc interpolating function is a poor choice in practice, we must look to other interpolating signals.
If an analog signal x(t) is to be recovered from its sampled version x[n] using an interpolating function hi (t),
what must we require of hi (t) to obtain a good approximation to x(t)? At the very least, the interpolated
approximation x (t) should match x(t) at the sampling instants nts . This suggests that hi (t) should equal
zero at all sampling instants, except the origin where it must equal unity, such that
*
1, t=0
hi (t) = (14.17)
0, t = nts , (n = 1, 2, 3, . . .)
458 Chapter 14 Sampling and Quantization
In addition, we also require hi (t) to be absolutely integrable to ensure that it stays finite between the
sampling instants. The interpolated signal x(t) is simply the convolution of hi (t) with the ideally sampled
signal xI (t), or a summation of shifted versions of the interpolating function
!
(t) = hi (t) xI (t) =
x x[n]hi (t nts ) (14.18)
n=
At each instant nts , we erect the interpolating function hi (t nts ), scale it by x[n], and sum to obtain
(t). At a sampling instant t = kts , the interpolating function hi (kts nts ) equals zero, unless n = k
x
when it equals unity. As a result, x(t) exactly equals x(t) at each sampling instant. At all other times, the
interpolated signal x
(t) is only an approximation to the actual signal x(t).
14.2.3 Interpolation in Practice
The nature of hi (t) dictates the nature of the interpolating system both in terms of its causality, stability,
and physical realizability. It also determines how good the reconstructed approximation is. There is no
best interpolating signal. Some are better in terms of their accuracy, others are better in terms of their
cost eectiveness, still others are better in terms of their numerical implementation.
Step Interpolation
Step interpolation is illustrated in Figure 14.13 and uses a rectangular interpolating function of width ts ,
given by h(t) = rect[(t 0.5ts )/ts ], to produce a stepwise or staircase approximation to x(t). Even though
it appears crude, it is quite useful in practice.
h(t)
1
t
t ts t
ts ts
Figure 14.13 Step interpolation
At any time between two sampling instants, the reconstructed signal equals the previously sampled value
and does not depend on any future values. This is useful for on-line or real-time processing where the output
is produced at the same rate as the incoming data. Step interpolation results in exact reconstruction of
signals that are piecewise constant.
A system that performs step interpolation is just a zero-order-hold. A practical digital-to-analog converter
(DAC) for sampled signals uses a zero-order-hold for a staircase approximation (step interpolation) followed
by a lowpass (anti-imaging) filter (for smoothing the steps).
Linear Interpolation
Linear interpolation is illustrated in Figure 14.14 and uses the interpolating function h(t) = tri(t/ts ) to
produce a linear approximation to x(t) between the sample values.
At any instant t between adjacent sampling instants nts and (n + 1)ts , the reconstructed signal equals
x[n] plus an increment that depends on the slope of the line joining x[n] and x[n + 1]. We have
x[n + 1] x[n]
(t) = x[n] + (t nts )
x , nts t < (n + 1)ts (14.19)
ts
14.2 Sampling, Interpolation, and Signal Recovery 459
h(t)
1
t
t ts ts t
ts ts
Figure 14.14 Linear interpolation
This operation requires one future value of the input and cannot actually be implemented on-line. It can,
however, be realized with a delay of one sampling interval ts , which is tolerable in many situations. Systems
performing linear interpolation are also called first-order-hold systems. They yield exact reconstructions
of piecewise linear signals.
Raised Cosine Interpolating Function
The sinc interpolating function forms the basis for several others described by the generic relation
h(t) = g(t)sinc(t/ts ), where g(0) = 1 (14.20)
One of the more commonly used of these is the raised cosine interpolating function described by
cos(Rt/ts )
hrc (t) = sinc(t/ts ), 0R1 (14.21)
1 (2Rt/ts )2
Here, R is called the roll-o factor. Like the sinc interpolating function, hrc (t) equals 1 at t = 0 and 0
at the other sampling instants. It exhibits faster decaying oscillations on either side of the origin for R > 0
as compared to the sinc function. This faster decay results in improved reconstruction if the samples are
not acquired at exactly the sampling instants (in the presence of jitter, that is). It also allows fewer past
and future values to be used in the reconstruction as compared with the sinc interpolating function. The
terminology raised cosine is actually based on the shape of its spectrum. For R = 0, the raised cosine
interpolating function reduces to the sinc interpolating function.
EXAMPLE 14.5 (Signal Reconstruction from Samples)
Let x[n] = {1, 2, 3, 2}, ts = 1. What is the value of the reconstructed signal x(t) at 2.5 s that results from
step, linear, sinc, and raised cosine (with R = 0.5) interpolation?
(a) For step interpolation, the signal value at t = 2.5 s is simply the value at t = 2. Thus, x
(2.5) = 3.
(b) If we use linear interpolation, the signal value at t = 2.5 s is simply the average of the values at t = 2
and t = 3. Thus, x (2.5) = 0.5(3 + 2) = 2.5.
(c) If we use sinc interpolation, we obtain
3
!
(t) =
x x[k]sinc(t kts ) = sinc(t) + 2 sinc(t 1) + 3 sinc(t 2) + 2 sinc(t 3)
k=0
So, x
(2.5) = 0.1273 0.4244 + 1.9099 + 2.5465 = 4.1592.
460 Chapter 14 Sampling and Quantization
(d) If we use raised cosine interpolation (with R = 0.5), we obtain
3
! cos[0.5(t k)]
(t) =
x x[k]sinc(t k)
1 (t k)2
k=0
We use this equation to compute
sinc(t) cos(0.5t)
x(t) = 1t2
+ 2 sinc(t1) cos[0.5(t1)]
1(t1)2
+ 3 sinc(t2) cos[0.5(t2)]
1(t2)2
+ 4 sinc(t3) cos[0.5(t3)]
1(t3)2
Thus, x
(2.5) = 0.0171 0.2401 + 1.8006 + 2.4008 = 3.9785.
14.3 Quantization
The importance of digital signals stems from the proliferation of high-speed digital computers for signal
processing. Due to the finite memory limitations of such machines, we can process only finite data sequences.
We must not only sample an analog signal in time but also quantize (round or truncate) the signal amplitudes
to a finite set of values. Since quantization aects only the signal amplitude, both analog and discrete-time
signals can be quantized. Quantized discrete-time signals are called digital signals.
Each quantized sample is represented as a group (word) of zeros and ones (bits) that can be processed
digitally. The finer the quantization, the longer the word. Like sampling, improper quantization leads to loss
of information. But unlike sampling, no matter how fine the quantization, its eects are irreversible, since
word lengths must necessarily be finite. The systematic treatment of quantization theory is very dicult
because finite word lengths appear as nonlinear eects. Quantization always introduces some noise, whose
eects can be described only in statistical terms, and is usually considered only in the final stages of any
design, and many of its eects (such as overflow and limit cycles) are beyond the realm of this text.
14.3.1 Uniform Quantizers
Quantizers are devices that operate on a signal to produce a finite number of amplitude levels or quantization
levels. It is common practice to use uniform quantizers with equal quantization levels.
The number of levels L in most quantizers used in an analog-to-digital converter (ADC) is invariably a
power of 2. If L = 2B, each of the L levels is coded to a binary number, and each signal value is represented
in binary form as a B-bit word corresponding to its quantized value. A 4-bit quantizer is thus capable of 24
(or 16) levels and a 12-bit quantizer yields 212 (or 4096) levels.
A signal may be quantized by rounding to the nearest quantization level, by truncation to a level
smaller than the next higher one, or by sign-magnitude truncation, which is rather like truncating
absolute values and then using the appropriate sign. These operations are illustrated in Figure 14.15.
For a quantizer with a full-scale amplitude of X, input values outside the range |X| will get clipped
and result in overflow. The observed value may be set to the full-scale value (saturation) or zero (zeroing),
leading to the overflow characteristics shown in Figure 14.16.
The quantized signal value is usually represented as a group (word) with a specified number of bits
called the word length. Several number representations are in use and illustrated in Table 14.1 for B = 3.
Some forms of number representation are better suited to some combinations of quantization and overflow
characteristics and, in practice, certain combinations are preferred. In any case, the finite length of binary
words leads to undesirable, and often irreversible, eects collectively known as finite-word-length eects
(some of which are beyond our scope).
14.3 Quantization 461
Rounding Truncation Sign-magnitude truncation
Quantized
signal Original Original
signal signal
/2 Original Quantized Quantized
signal signal signal
/2
Figure 14.15 Various ways of quantizing a signal
Observed value Observed value
V V
Actual value V Actual value
V V V
V V
Saturation Zeroing
Figure 14.16 Two overflow characteristics
Table 14.1 Various Number Representations for B = 3 Bits
Decimal Sign and Ones Twos Oset
Value Magnitude Complement Complement Binary
+4 111
+3 011 011 011 110
+2 010 010 010 101
+1 001 001 001 000
+0 000 000 000
0 100 111 011
1 101 110 111 010
2 110 101 110 001
3 111 100 101 000
4 100
14.3.2 Quantization Error and Quantization Noise
The quantization error, naturally enough, depends on the number of levels. If the quantized signal
corresponding to a discrete signal x[n] is denoted by xQ [n], the quantization error [n] equals
[n] = x[n] xQ [n] (14.22)
It is customary to define the quantization signal-to-noise ratio (SNRQ ) as the ratio of the power PS in
the signal and the power PN in the error [n] (or noise). This is usually measured in decibels, and we get
N 1 N 1 ' 2
1 ! 2 1 ! 2 PS x [n]
PS = x [n] PN = [n] SNRQ (dB) = 10 log = 10 log ' 2 (14.23)
N n=0 N n=0 PN [n]
462 Chapter 14 Sampling and Quantization
The eect of quantization errors due to rounding or truncation is quite dicult to quantify analytically
unless statistical estimates are used. The dynamic range or full-scale range of a signal x(t) is defined as
its maximum variation D = xmax xmin . If x(t) is sampled and quantized to L levels using a quantizer with
a full-scale range of D, the quantization step size, or resolution, , is defined as
= D/L (14.24)
This step size also corresponds to the least significant bit (LSB). The dynamic range of a quantizer is often
expressed in decibels. For a 16-bit quantizer, the dynamic range is 20 log 216 96 dB.
For quantization by rounding, the maximum value of the quantization error must lie between /2 and
/2. If L is large, the error is equally likely to take on any value between /2 and /2 and is thus
uniformly distributed. Its probability density function f () has the form shown in Figure 14.17.
f ()
1/
/2 /2
Figure 14.17 Probability density function of a signal quantized by rounding
The noise power PN equals its variance 2 (the second central moment), and is given by
" /2 "
1 /2 2 2
PN = =2
f () d =
2
d = (14.25)
/2 /2 12
The quantity = / 12 defines the rms quantization error. With = D/L, we compute
D2
10 log PN = 10 log = 20 log D 20 log L 10.8 (14.26)
12L2
A statistical estimate of the SNR in decibels, denoted by SNRS , is thus provided by
SNRS (dB) = 10 log PS 10 log PN = 10 log PS + 10.8 + 20 log L 20 log D (14.27)
For a B-bit quantizer with L = 2B levels (and = D/2B ), we obtain
SNRS (dB) = 10 log PS + 10.8 + 6B 20 log D (14.28)
This result suggests a 6-dB improvement in the SNR for each additional bit. It also suggests a reduction in
the SNR if the dynamic range D is chosen to exceed the signal limits. In practice, signal levels do not often
reach the extreme limits of their dynamic range. This allows us to increase the SNR by choosing a smaller
dynamic range D for the quantizer but at the expense of some distortion (at very high signal levels).
EXAMPLE 14.6 (Quantization Eects)
(a) A sampled signal that varies between 2 V and 2 V is quantized using B bits. What value of B will
ensure an rms quantization error of less than 5 mV?
The full-scale range is D = 4 V. The rms error is given by = / 12. With = D/2B , we obtain
D 4
2B = = = 230.94 B = log2 230.94 = 7.85
12 0.005 12
Rounding up this result, we get B = 8 bits.
14.3 Quantization 463
(b) Consider the ramp x(t) = 2t over (0, 1). For a sampling interval of 0.1 s, and L = 4, we obtain the
sampled signal, quantized (by rounding) signal, and error signal as
x[n] = {0, 0.2, 0.4, 0.6, 0.8, 1.0, 1.2, 1.4, 1.6, 1.8, 2.0}
xQ [n] = {0, 0.0, 0.5, 0.5, 1.0, 1.0, 1.0, 1.5, 1.5, 2.0, 2.0}
e[n] = {0, 0.2, 0.1, 0.1, 0.2, 0.0, 0.2, 0.1, 0.1, 0.2, 0.0}
We can now compute the SNR in several ways.
' 2
PS x [n] 15.4
1. SNRQ = 10 log = 10 log ' 2 = 10 log = 18.9 dB
PN e [n] 0.2
2. We could also use SNRQ = 10 log PS + 10.8 + 20 log L 20 log D. With D = 2 and N = 11,
# N 1 $
1 ! 2
SNRS = 10 log x [n] + 10.8 + 20 log 4 20 log 2 = 18.7 dB
N n=0
3. If x(t) forms one period of a periodic signal with T = 1, we can also find PS and SNRS as
"
1 4
PS = x2 (t) dt = SNRS = 10 log( 43 ) + 10 log 12 + 20 log 4 20 log 2 = 18.062 dB
T 3
Why the dierences between the various results? Because SNRS is a statistical estimate. The larger
the number of samples N , the less SNRQ and SNRS dier. For N = 500, for example, we find that
SNRQ = 18.0751 dB and SNRS = 18.0748 dB are very close indeed.
(c) Consider the sinusoid x(t) = A cos(2f t). The power in x(t) is PS = 0.5A2 . The dynamic range of
x(t) is D = 2A (the peak-to-peak value). For a B-bit quantizer, we obtain the widely used result
SNRS = 10 log PS + 10.8 + 6B 20 log D = 6B + 1.76 dB
14.3.3 Quantization and Oversampling
Even though sampling and quantization are independent operations, it turns out that oversampling allows
us to use quantizers with fewer bits per sample. The idea is that the loss of accuracy in the sample values
(by using fewer bits) is oset by the larger number of samples (by using a higher sampling rate). This is a
consequence of how the quantization noise power is distributed.
The quantized signal is xQ [n] = x[n] + [n]. The quantization error [n] may be assumed to be a white-
noise sequence that is uncorrelated with the signal x[n], with a uniform probability density over the range
(0.5, 0.5). The variance (average power) of [n] is 2 = 2 /12. The spectrum of [n] is flat over the
principal range (0.5S, 0.5S), and the average power 2 is equally distributed over this range. The power
spectral density of [n] is thus Pee (f ) = 2 /S. If a signal is oversampled at the rate NS, the noise spectrum
is spread over a wider frequency range (0.5NS, 0.5NS). The power spectral density is thus N times less
for the same total quantization noise power. In fact, the in-band quantization noise in the region of interest,
(0.5S, 0.5S), is also decreased by a factor of N . This is illustrated in Figure 14.18.
If we were to keep the in-band noise power the same as before, we can recover the signal using fewer bits.
For such a quantizer with B2 = (B B) bits per sample, an average power of 22 , and a sampling rate of
464 Chapter 14 Sampling and Quantization
22 2
22 /NS Hn (f)
2 /S 22 /NS NS
2 /NS
2 /S
f f f
NS /2 S /2 S /2 NS /2 NS /2 S /2 S /2 NS/2 NS /2 S /2 S /2 NS/2
Figure 14.18 Quantization noise spectrum of an oversampled signal
S2 = NS Hz, we obtain the same in-band quantization noise power when its power spectral density is also
2 /S, as illustrated in Figure 14.18. Thus,
2 2 22
= 2 2 = (14.29)
S NS N
Assuming the same full-scale range D for each quantizer, we obtain
D2 D2
= N = 22B B = 0.5 log2 N (14.30)
(12)22B (12N )22(BB)
This result suggests that we gain 0.5 bits for every doubling of the sampling rate. For example, N = 4
(four-times oversampling) leads to a gain of 1 bit. In practice, a better trade-o between bits and samples
is provided by quantizers that not only use oversampling but also shape the noise spectrum (using filters) to
further reduce the in-band noise, as shown in Figure 14.18. A typical noise shape is the sine function, and
a pth-order noise-shaping filter has the form HNS (f ) = |2 sin(f /N S)|p , 0.5NS f 0.5NS, where N is
the oversampling factor. Equating the filtered in-band noise power to 2 , we obtain
( ) " S/2
22 1
2 = |HNS (f )|2 df (14.31)
N S S/2
If N is large, HNS (f ) |(2f /NS)|p over the much smaller in-band range (0.5S, 0.5S), and we get
( ) " ( )2p
22 1 S/2
2f 22 2p
2 = df = (14.32)
N S S/2 NS (2p + 1)N 2p+1
Simplification, with 22 / 2 = 22B , gives
( 2p )
B = (p + 0.5)log2 N 0.5 log2 (14.33)
2p + 1
This shows that noise shaping (or error-spectrum shaping) results in a savings of p log2 N additional bits.
With p = 1 and N = 4, for example, B 2 bits. This means that we can make do with a (B 2)-bit DAC
during reconstruction if we use noise shaping with four-times oversampling. In practical implementation,
noise shaping is achieved by using an oversampling sigma-delta ADC. State-of-the-art CD players make use
of this technology. What does it take to achieve 16-bit quality using a 1-bit quantizer (which is just a sign
detector)? Since B = 15, we could, for example, use oversampling by N = 64 (to 2.8 MHz for audio signals
sampled at 44.1 kHz) and p = 3 (third-order noise shaping).
14.4 Digital Processing of Analog Signals 465
14.4 Digital Processing of Analog Signals
The crux of the sampling theorem is not just the choice of an appropriate sampling rate. More important,
the processing of an analog signal is equivalent to the processing of its Nyquist sampled version, because it
retains the same information content as the original. This is how the sampling theorem is used in practice.
It forms the link between analog and digital signal processing, and allows us to use digital techniques to
manipulate analog signals. When we sample a signal x(t) at the instants nts , we imply that the spectrum
of the sampled signal is periodic with period S = 1/ts and band-limited to a highest frequency B = 0.5S.
Figure 14.19 illustrates a typical system for analog-to-digital conversion.
Quantizer 01101001110
Sampler Hold and
Analog signal DT signal circuit Staircase signal encoder Digital signal
Figure 14.19 Block diagram of a system for analog-to-digital conversion
An analog lowpass pre-filter or anti-aliasing filter (not shown) limits the highest analog signal frequency
to allow a suitable choice of the sampling rate and ensure freedom from aliasing. The sampler operates
above the Nyquist sampling rate and is usually a zero-order-hold device. The quantizer limits the sampled
signal values to a finite number of levels (16-bit quantizers allow a signal-to-noise ratio close to 100 dB). The
encoder converts the quantized signal values to a string of binary bits or zeros and ones (words) whose
length is determined by the number of quantization levels of the quantizer.
A digital signal processing system, in hardware or software (consisting of digital filters), processes the
encoded digital signal (or bit stream) in a desired fashion. Digital-to-analog conversion essentially reverses
the process and is accomplished by the system shown in Figure 14.20.
01101001110 Analog
Decoder Hold post-
Digital signal DT signal circuit Staircase signal Analog signal
filter
Figure 14.20 Block diagram of a system for analog-to-digital conversion
A decoder converts the processed bit stream to a discrete signal with quantized signal values. The zero-
order-hold device reconstructs a staircase approximation of the discrete signal. The lowpass analog post-
filter, or anti-imaging filter, extracts the central period from the periodic spectrum, removes the unwanted
replicas (images), and results in a smoothed reconstructed signal.
14.4.1 Practical ADC Considerations
An analog-to-digital converter (ADC) for converting analog to digital signals consists of a sample-and-hold
circuit followed by a quantizer and encoder. A block diagram of a typical sample-and-hold circuit and its
practical realization is shown in Figure 14.21.
A clock signal controls a switch (an FET, for example) that allows the hold capacitor C to charge
very rapidly to the sampled value (when the switch is closed) and to discharge very slowly through the
466 Chapter 14 Sampling and Quantization
+ RS rd RL
+
-
Buffer -
Switch C
C
T0
Ground
T
Block diagram of sample-and-hold system Implementation using an FET as a switch
Figure 14.21 Block diagram of a sample-and-hold system and a practical realization
high input resistance of the buer amplifier (when the switch is open). Ideally, the sampling should be as
instantaneous as possible and, once acquired, the level should be held constant until it can be quantized and
encoded. Practical circuits also include an operational amplifier at the input to isolate the source from the
hold capacitor and provide better tracking of the input. In practice, the finite aperture time TA (during
which the signal is being measured), the finite acquisition time TH (to switch from the hold mode to the
sampling mode), the droop in the capacitor voltage (due to the leakage of the hold capacitor), and the finite
conversion time TC (of the quantizer) are all responsible for less than perfect performance.
A finite aperture time limits both the accuracy with which a signal can be measured and the highest
frequency that can be handled by the ADC. Consider the sinusoid x(t) = A sin(2f0 t). Its derivative
x (t) = 2Af0 cos(2f0 t) describes the rate at which the signal changes. The fastest rate of change equals
2Af0 at the zero crossings of x(t). If we assume that the signal level can change by no more than X
during the aperture time TA , we must satisfy
X X
2Af0 or f0 (14.34)
TA DTA
where D = 2A corresponds to the full-scale range of the quantizer. Typically, X may be chosen to equal the
rms quantization error (which equals / 12) or 0.5 LSB (which equals 0.5). In the absence of a sample-
and-hold circuit (using only a quantizer), the aperture time must correspond to the conversion time of the
quantizer. This time may be much too large to permit conversion of frequencies encountered in practice. An
important reason for using a sample-and-hold circuit is that it holds the sampled value constant and allows
much higher frequencies to be handled by the ADC. The maximum sampling rate S that can be used for
an ADC (with a sample-and-hold circuit) is governed by the aperture time TA , and hold time TH , of the
sample-and-hold circuit, as well as the conversion time TC of the quantizer, and corresponds to
1
S (14.35)
TA + TH + TC
Naturally, this sampling rate must also exceed the Nyquist rate. During the hold phase, the capacitor
discharges through the high input resistance R of the buer amplifier, and the capacitor voltage is given
by vC (t) = V0 et/ , where V0 is the acquired value and = RC. The voltage during the hold phase is
not strictly constant but shows a droop. The maximum rate of change occurs at t = 0 and is given by
v (t)|t=0 = V0 / . A proper choice of the holding capacitor C can minimize the droop. If the maximum
droop is restricted to V during the hold time TH , we must satisfy
V0 V V0 TH
or C (14.36)
RC TH R V
14.4 Digital Processing of Analog Signals 467
To impose a lower bound, V0 is typically chosen to equal the full-scale range, and V may be chosen to
equal the rms quantization error (which equals / 12) or 0.5 LSB (which corresponds to 0.5). Naturally,
an upper bound on C is also imposed by the fact that during the capture phase the capacitor must be able
to charge very rapidly to the input level.
A digital-to-analog converter (DAC) allows the coded and quantized signal to be converted to an analog
signal. In its most basic form, it consists of a summing operational amplifier, as shown in Figure 14.22.
R0
Vi RF
R1
V0
+
RN-1
Ground
Figure 14.22 A system for digital-to-analog conversion
The switches connect either to ground or to the input. The output voltage V0 is a weighted sum of only
those inputs that are switched in. If the resistor values are selected as
R R R
R0 = R R1 = R2 = RN 1 = (14.37)
2 22 2N 1
the output is given by
RF + ,
V0 = Vi bN 1 2N 1 + bN 2 2N 2 + + b1 21 + b0 20 (14.38)
R
where the coecients bk correspond to the position of the switches and equal 1 (if connected to the input)
or 0 (if connected to the ground). Practical circuits are based on modifications that use only a few dierent
resistor values (such as R and 2R) to overcome the problem of choosing a wide range of resistor values
(especially for high-bit converters). Of course, a 1-bit DAC simply corresponds to a constant gain.
EXAMPLE 14.7 (ADC Considerations)
(a) Suppose we wish to digitize a signal band-limited to 15 kHz using only a 12-bit quantizer. If we
assume that the signal level can change by no more than the rms quantization error during capture,
the aperture time TA must satisfy
X D/2B 12 1
TA = = 12 5.18 ns
Df0 Df0 2 (15)(103 )
The conversion time of most practical quantizers is much larger (in the microsecond range), and as a
result, we can use such a quantizer only if it is preceded by a sample-and-hold circuit whose aperture
time is less than 5 ns.
468 Chapter 14 Sampling and Quantization
(b) If we digitize a signal band-limited to 15 kHz, using a sample-and-hold circuit (with a capture time of
4 ns and a hold time of 10 s) followed by a 12-bit quantizer, the conversion time of the quantizer can
be computed from
1 1 1
S TA + TH + TC = TC = 23.3 s
TA + TH + TC S (30)103
The value of TC is well within the capability of practical quantizers.
(c) Suppose the sample-and-hold circuit is buered by an amplifier with an input resistance of 1 M. To
ensure a droop of no more that 0.5 LSB during the hold phase, we require
V0 TH
C
RV
Now, if V0 corresponds to the full-scale value, V = 0.5 LSB = V0 /2B+1 , and
V0 TH (10)106 213
C = 81.9 nF
R(V0 /2B+1 ) 106
14.4.2 Anti-Aliasing Filter Considerations
The purpose of the anti-aliasing filter is to band-limit the input signal. In practice, however, we cannot
design brick-wall filters, and some degree of aliasing is inevitable. The design of anti-aliasing filters must
ensure that the eects of aliasing are kept small. One way to do this is to attenuate components above
the Nyquist frequency to a level that cannot be detected by the ADC. The choice of sampling frequency
S is thus dictated not only by the highest frequency of interest but also the resolution of the ADC. If the
aliasing level is V and the maximum passband level is V , we require a filter with a stopband attenuation
of As > 20 log VV
dB. If the peak signal level equals A, and the passband edge is defined as the half-power
(or 3-dB) frequency, and V is chosen as the rms quantization error for a B-bit quantizer, we have
maximum rms passband level A/ 2 A/ 2
As > 20 log = = = 20 log(2B 6) dB (14.39)
minimum rms stopband level / 12 A/(2 B 12)
EXAMPLE 14.8 (Anti-Aliasing Filter Considerations)
Suppose we wish to process a noisy speech signal with a bandwidth
of 4 kHz using an 8-bit ADC.
We require a minimum stopband attenuation of As = 20 log(2B 6) 56 dB.
If we use a fourth-order Butterworth anti-aliasing filter with a 3-dB passband edge of fp , the normalized
frequency s = fs /fp at which the stopband attenuation of 56 dB occurs is computed from
+ ,1/2n
As = 10 log(1 + s2n ) s = 100.1As 1 5
If the passband edge fp is chosen as 4 kHz, the actual stopband frequency is fs = s fp = 20 kHz.
If the stopband edge also corresponds to highest frequency of interest, then S = 40 kHz.
The frequency fa that gets aliased to the passband edge fp corresponds to fa = S fp = 36 kHz.
The attenuation Aa (in dB) at this frequency fa is
Aa = 10 log(1 + a2n ) = 10 log(1 + 98 ) 76.3 dB
This corresponds toa signal level (relative to unity) of (1.5)104 , well below the rms quantization error
(which equals 1/(2B 12) = 0.0011).
14.4 Digital Processing of Analog Signals 469
14.4.3 Anti-Imaging Filter Considerations
The design of reconstruction filters requires that we extract only the central image and minimize the sinc
distortion caused by practical zero-order-hold sampling. The design of such filters must meet stringent spec-
ifications unless oversampling is employed during the digital-to-analog conversion. In theory, oversampling
(at a rate much higher than the Nyquist rate) may appear wasteful, because it can lead to the manipulation
of a large number of samples. In practice, however, it oers several advantages. First, it provides ade-
quate separation between spectral images and thus allows filters with less stringent cuto requirements to
be used for signal reconstruction. Second, it minimizes the eects of the sinc distortion caused by practical
zero-order-hold sampling. Figure 14.23 shows staircase reconstructions at two sampling rates.
Figure 14.23 Staircase reconstruction of a signal at low (left) and high (right) sampling rates
The smaller steps in the staircase reconstruction for higher sampling rates lead to a better approximation
of the analog signal, and these smaller steps are much easier to smooth out using lower-order filters with less
stringent specifications.
EXAMPLE 14.9 (Anti-Imaging Filter Considerations)
(a) Consider the reconstruction of an audio signal band-limited to 20 kHz, assuming ideal sampling. The
reconstruction filter is required to have a maximum signal attenuation of 0.5 dB and to attenuate all
images by at least 60 dB.
The passband and stopband attenuations are Ap = 0.5 dB at the passband edge fp = 20 kHz and
As = 60 dB at the stopband edge fs = S fp = S 20 kHz, where S is the sampling rate in kilohertz.
This is illustrated in Figure E14.9A.
Spectral images
sinc( f/S )
f (kHz)
20 S 20 S
Figure E14.9A Spectra for Example 14.9(a)
If we design a Butterworth filter, its order n is given by
log[(100.1As 1)/2 ]1/2
n= 2 = 100.1Ap 1
log(fs /fp )
1. If we choose S = 44.1 kHz, we compute fs = 44.1 20 = 22.1 kHz and n = 80.
470 Chapter 14 Sampling and Quantization
2. If we choose S = 176.4 kHz (four-times oversampling), we compute fs = 176.4 20 = 156.4 kHz
and n = 4. This is an astounding reduction in the filter order
(b) If we assume zero-order-hold sampling and S = 176.4 kHz, the signal spectrum is multiplied by
sinc(f /S). This already provides a signal attenuation of 20 log[sinc(20/176.4)] = 0.184 dB at the
passband edge of 20 kHz and 20 log[sinc(156.4/176.4)] = 18.05 dB at the stopband edge of 156.4 kHz.
The new filter attenuation specifications are thus Ap = 0.5 0.184 = 0.316 dB and As = 60 18.05 =
41.95 dB, and we require a Butterworth filter whose order is given by
log[(100.1As 1)/2 ]1/2
n= = 2.98 n=3
log(fs /fp )
We see that oversampling allows us to use reconstruction filters of much lower order. In fact, the
earliest commercial CD players used four-times oversampling (during the DSP stage) and second-order
or third-order Bessel reconstruction filters (for linear phase).
The eects of sinc distortion may also be minimized by using digital filters with a 1/sinc response
during the DSP phase itself (prior to reconstruction).
14.4.4 Finite-Word-Length Eects
Signal quantization uses a finite number of bits and this less than ideal representation leads to problems that
are collectively referred to as finite-word-length eects and are outlined below. Such problems aict both
IIR and FIR filters. A complete discussion is beyond the scope of this text.
Quantization noise: Quantization noise limits the signal-to-noise ratio. One way to improve the SNR is
to increase the number of bits. Another is to use oversampling (as discussed earlier).
Coecient quantization: This refers to representation of the filter coecients by a limited number of
bits. Its eects can produce benign eects such as a slight change in the frequency response of the resulting
filter (typically, a larger passband ripple and/or a smaller stopband attenuation) or disastrous eects (for
IIR filters) that can lead to instability.
Roundo errors: When lower-order bits are discarded before storing results (of a multiplication, say),
there is roundo error. The amount of error depends on the type of arithmetic used and the filter structure.
The eects of roundo errors are similar to the eects of quantization noise and lead to a reduction in the
signal-to-noise ratio.
Overflow errors: Overflow errors occur when the filter output or the result of arithmetic operations (such
as the sum of two large numbers with the same sign) exceeds the permissible wordlength. Such errors are
avoided in practice by scaling the filter coecients and/or the input in a manner that the output remains
within the permissible word length.
14.5 Compact Disc Digital Audio
One application of digital signal processing that has had a profound eect on the consumer market is in
compact disc (CD) digital audio systems. The human ear is an incredibly sensitive listening device that
depends on the pressure of the air molecules on the eardrum for the perception of sound. It covers a
whopping dynamic range of 120 dB, from the Brownian motion of air molecules (the threshold of hearing)
all the way up to the threshold of pain. The technology of recorded sound has come a long way since
14.5 Compact Disc Digital Audio 471
Edisons invention of the phonograph in 1877. The analog recording of audio signals on long-playing (LP)
records suers from poor signal-to-noise ratio (about 60 dB), inadequate separation between stereo channels
(about 30 dB), wow and flutter, and wear due to mechanical tracking of the grooves. The CD overcomes
the inherent limitations of LP records and cassette tapes and yields a signal-to-noise ratio, dynamic range,
and stereo separation, all in excess of 90 dB. It makes full use of digital signal processing techniques during
both recording and playback.
14.5.1 Recording
A typical CD recording system is illustrated in Figure 14.24. The analog signal recorded from each micro-
phone is passed through an anti-aliasing filter, sampled at the industry standard of 44.1 kHz and quantized
to 16 bits in each channel. The two signal channels are then multiplexed, the multiplexed signal is encoded,
and parity bits are added for later error correction and detection. Additional bits are also added to provide
information for the listener (such as playing time and track number). The encoded data is then modulated
for ecient storage, and more bits (synchronization bits) are added for subsequent recovery of the sampling
frequency. The modulated signal is used to control a laser beam that illuminates the photosensitive layer
of a rotating glass disc. As the laser turns on or o, the digital information is etched on the photosensitive
layer as a pattern of pits and lands in a spiral track. This master disk forms the basis for mass production
of the commercial CD from thermoplastic material.
Left Analog
16-bit
anti-aliasing
mic filter ADC Encoding,
Optics
Multiplex modulation,
and and
synchronization recording
Right Analog
16-bit
anti-aliasing
mic filter ADC
Figure 14.24 Components of a compact disc recording system
How much information can a CD store? With a sampling rate of 44.1 kHz and 32 bits per sample (in
stereo), the bit rate is (44.1)(32)103 = (1.41)106 audio bits per second. After encoding, modulation, and
synchronization, the number of bits roughly triples to give a bit rate of (4.32)106 channel bits per second. For
a recording time of an hour, this translates to about (15)109 bits, or 2 gigabytes (with 8 bits corresponding
to a byte).
14.5.2 Playback
The CD player reconstructs the audio signal from the information stored on the compact disc in a series
of steps that essentially reverses the process at the recording end. A typical CD player is illustrated in
Figure 14.25. During playback, the tracks on a CD are optically scanned by a laser to produce a digital
signal. This digital signal is demodulated, and the parity bits are used for the detection of any errors (due
to manufacturing defects or dust, for example) and to correct the errors by interpolation between samples
(if possible) or to mute the signal (if correction is not possible). The demodulated signal is now ready for
reconstruction using a DAC. However, the analog reconstruction filter following the DAC must meet tight
specifications in order to remove the images that occur at multiples of 44.1 kHz. Even though the images are
well above the audible range, they must be filtered out to prevent overloading of the amplifier and speakers.
What is done in practice is to digitally oversample the signal (by a factor of 4) to a rate of 176.4 kHz and
472 Chapter 14 Sampling and Quantization
pass it through the DAC. A digital filter that compensates for the sinc distortion of the hold operation is
also used prior to digital-to-analog conversion. Oversampling relaxes the requirements of the analog filter,
which must now smooth out much smaller steps. The sinc compensating filter also provides an additional
attenuation of 18 dB for the spectral images and further relaxes the stopband specifications of the analog
reconstruction filter. The earliest systems used a third-order Bessel filter with a 3-dB passband of 30 kHz.
Another advantage of oversampling is that it reduces the noise floor and spreads the quantization noise over
a wider bandwidth. This allows us to round the oversampled signal to 14 bits and use a 14-bit DAC to
provide the same level of performance as a 16-bit DAC.
14-bit Analog
lowpass
DAC filter
Demodulation 4 Amplifier
Optical and
and Over-
pickup error correction speakers
sampling Analog
CD 14-bit lowpass
DAC filter
Figure 14.25 Components of a compact disc playback system
14.6 Dynamic Range Processors
There are many instances in which an adjustment of the dynamic range of a signal is desirable. Sound
levels above 100 dB appear uncomfortably loud, and the dynamic range should be matched to the listening
environment for a pleasant listening experience. Typically, compression is desirable when listening to music
with a large dynamic range in small enclosed spaces (unlike a concert hall) such as a living room or an
automobile where the ambient (background) noise is not very low. For example, if the music has a dynamic
range of 80 dB and the background noise is 40 dB above the threshold of hearing, it can lead to sound
levels as high as 120 dB (close to the threshold of pain). Dynamic range compression is also desirable for
background music (in stores or elevators). It is also used to prevent distortion when recording on magnetic
tape, and in studios to adjust the dynamic range of the individual tracks in a piece of recorded music.
There are also situations where we may like to expand the dynamic range of a signal. For example, the
dynamic range of LP records and cassette tapes is not very high (typically, between 50 dB and 70 dB) and
can benefit from dynamic range expansion, which in eect makes loud passages louder and soft passages
softer and in so doing also reduces the record or tape hiss.
A compressor is a variable gain device whose gain is unity for low signal levels and decreases at higher
signal levels. An expander is an amplifier with variable gain (which never exceeds unity). For high signal
levels it provides unity gain, whereas for low signal levels it decreases the gain and makes the signal level
even lower. Typical compression and expansion characteristics are shown in Figure 14.26 and are usually
expressed as a ratio, such as a 2:1 compression or a 1:4 expansion. A 10:1 compression ratio (or higher)
describes a limiter and represents an extreme form of compression. A 1:10 expansion ratio describes a noise
gate whose output for low signal levels may be almost zero. Noise gating is one way to eliminate noise or
hiss during moments of silence in a recording.
Control of the dynamic range requires variable gain devices whose gain is controlled by the signal level,
as shown in Figure 14.27. Dynamic range processing uses a control signal c(t) to adjust the gain. If the
gain decreases with increasing c(t), we obtain compression; if the gain increases with increasing c(t), we
obtain expansion. Following the signal too closely is undesirable because it would eliminate the dynamic
variation altogether. Once the signal level exceeds the threshold, a typical compressor takes up to 0.1 s
(called the attack time) to respond, and once the level drops below threshold, it takes another second or
14.6 Dynamic Range Processors 473
Dynamic range compression Dynamic range expansion
Output level (dB) Output level (dB)
No expansion
No compression
1:2 expansion
1:4 expansion
2:1 compression
1:10 expansion
4:1 compression (noise gate)
10:1 compression
(limiter)
Threshold Input level (dB) Threshold Input level (dB)
Figure 14.26 Input-output characteristics of dynamic range processors
Variable-gain + +
Input amplifier Output
C R
Level
detector Control signal c(t)
Analog level detector
Figure 14.27 Block digram of a dynamic range processor
two (called the release time) to restore the gain to unity. Analog circuits for dynamic range processing may
use a peak detector (much like the one used for the detection of AM signals) that provides a control signal.
Digital circuits replace the rectifier by simple binary operations and simulate the control signal and the
attack characteristics and release time by using digital filters. In concept, the compression ratio (or gain),
the delay, attack, and release characteristics may be adjusted independently.
14.6.1 Companders
Dynamic range expanders and compressors are often used to combat the eects of noise during transmission
of signals, especially if the dynamic range of the channel is limited. A compander is a combination of a
compressor and expander. Compression allows us to increase the signal level relative to the noise level. An
expander at the receiving end returns the signal to its original dynamic range. This is the principle behind
noise reduction systems for both professional and consumer use. An example is the Dolby noise reduction
system.
In the professional Dolby A system, the input signal is split into four bands by a lowpass filter with a
cuto frequency of 80 Hz, a bandpass filter with band edges at [80, 3000] Hz, and two highpass filters with
cuto frequencies of 3 kHz and 8 kHz. Each band is compressed separately before being mixed and recorded.
During playback, the process is reversed. The characteristics of the compression and expansion are shown
in Figure 14.28.
During compression, signal levels below 40 dB are boosted by a constant 10 dB, signal levels between
40 dB and 20 dB are compressed by 2:1, and signal levels above 20 dB are not aected. During playback
(expansion), signal levels above 20 dB are cut by 10 dB, signal levels between 30 dB and 20 dB face a 1:2
expansion, and signal levels below 30 dB are not aected. In the immensely popular Dolby B system found
in consumer products (and also used by some FM stations), the input signal is not split but a pre-emphasis
circuit is used to provide a high-frequency boost above 600 Hz. Another popular system is dbx, which uses
pre-emphasis above 1.6 kHz with a maximum high-frequency boost of 20 dB.
474 Chapter 14 Sampling and Quantization
Output level (dB)
20
30 Compression during recording
40 Expansion during playback
50
50 30 Input level (dB)
40 20
Figure 14.28 Compression and expansion characteristics for Dolby A noise reduction
Voice-grade telephone communication systems also make use of dynamic range compression because the
distortion caused is not significant enough to aect speech intelligibility. Two commonly used compressors
are the -law compander (used in North America and Japan) and the A-law compander (used in Europe).
For a signal x(t) whose peak level is normalized to unity, the two compression schemes are defined by
A|x|
sgn(x), 0 |x| 1
ln(1 + |x|) 1 + ln A A
y (x) = sgn(x) yA (x) = (14.40)
ln(1 + )
1 + ln(A|x|)
sgn(x), 1
|x| 1
1 + ln A A
Output Output
1 1
A=100
=100
=0
A=2 A=1
=4
Input Input
1 1
-law compression A-law compression
Figure 14.29 Characteristics of -law and A-law compressors
The characteristics of these compressors are illustrated in Figure 14.29. The value = 255 has become
the standard in North America, and A = 100 is typically used in Europe. For = 0 (and A = 1), there is no
compression or expansion. The -law compander is nearly linear for |x| 1. In practice, compression is
based on a piecewise linear approximation of the theoretical -law characteristic and allows us to use fewer
bits to digitize the signal. At the receiving end, an expander (ideally, a true inverse of the compression law)
restores the dynamic range of the original signal (except for the eects of quantization). The inverse for
-law compression is
(1 + )|y| 1
|x| = (14.41)
The quantization of the compressed signal using the same number of bits as the uncompressed signal results
in a higher quantization SNR. For example, the value of = 255 increases the SNR by about 24 dB. Since
the SNR improves by 6 dB per bit, we can use a quantizer with fewer (only B 4) bits to achieve the same
performance as a B-bit quantizer with no compression.
Chapter 14 Problems 475
CHAPTER 14 PROBLEMS
DRILL AND REINFORCEMENT
14.1 (Sampling Operations) The signal x(t) = cos(4000t) is sampled at intervals of ts . Sketch the
sampled signal over 0 t 2 ms and also sketch the spectrum of the sampled signal over a frequency
range of at least 5 kHz f 5 kHz for the following choices of the sampling function and ts .
(a) Impulse train (ideal sampling function) with ts = 0.2 ms
(b) Impulse train (ideal sampling function) with ts = 0.25 ms
(c) Impulse train (ideal sampling function) with ts = 0.8 ms
(d) Rectangular pulse train with pulse width td = 0.1 ms and ts = 0.2 ms
(e) Flat-top (zero-order-hold) sampling with ts = 0.2 ms
14.2 (Sampling Operations) The signal x(t) = sinc(4000t) is sampled at intervals of ts . Sketch the
sampled signal over 0 t 2 ms and also sketch the spectrum of the sampled signal for the following
choices of the sampling function and ts
(a) Impulse train (ideal sampling function) with ts = 0.2 ms
(b) Impulse train (ideal sampling function) with ts = 0.25 ms
(c) Impulse train (ideal sampling function) with ts = 0.4 ms
(d) Rectangular pulse train with pulse width td = 0.1 ms and ts = 0.2 ms
(e) Flat-top (zero-order-hold) sampling with ts = 0.2 ms
14.3 (Digital Frequency) Express the following signals using a digital frequency |F | < 0.5.
(a) x[n] = cos( 4n
3 )
(b) x[n] = cos( 4n
7 ) + sin( 7 )
8n
14.4 (Sampling Theorem) Establish the Nyquist sampling rate for the following signals.
(a) x(t) = 5 sin(300t + /3) (b) x(t) = cos(300t) sin(300t + 51 )
(c) x(t) = 3 cos(300t) + 5 sin(500t) (d) x(t) = 3 cos(300t)sin(500t)
(e) x(t) = 4 cos2 (100t) (f ) x(t) = 6 sinc(100t)
(g) x(t) = 10 sinc2 (100t) (h) x(t) = 6 sinc(100t)cos(200t)
14.5 (Sampling Theorem) A sinusoid x(t) = A cos(2f0 t) is sampled at three times the Nyquist rate
for six periods. How many samples are acquired?
14.6 (Sampling Theorem) The sinusoid x(t) = A cos(2f0 t) is sampled at twice the Nyquist rate for
1 s. A total of 100 samples is acquired. What is f0 and the digital frequency of the sampled signal?
14.7 (Sampling Theorem) A sinusoid x(t) = sin(150t) is sampled at a rate of five samples per three
periods. What fraction of the Nyquist sampling rate does this correspond to? What is the digital
frequency of the sampled signal?
14.8 (Spectrum of Sampled Signals) Given the spectrum X(f ) of an analog signal x(t), sketch the
spectrum of its sampled version x[n], assuming a sampling rate of 50, 40, and 30 Hz.
(a) X(f ) = rect(f /40) (b) X(f ) = tri(f /20)
476 Chapter 14 Sampling and Quantization
14.9 (Spectrum of Sampled Signals) Sketch the spectrum of the following sampled signals against the
digital frequency F .
(a) x(t) = cos(200t), ideally sampled at 450 Hz
(b) x(t) = sin(400t 4 ), ideally sampled at 300 Hz
(c) x(t) = cos(200t) + sin(350t), ideally sampled at 300 Hz
(d) x(t) = cos(200t + 4 ) + sin(250t 4 ), ideally sampled at 120 Hz
14.10 (Sampling and Aliasing) The signal x(t) = et u(t) is sampled at a rate S such that the maximum
aliased magnitude (at f = 0.5S) is less than 5% of the peak magnitude of the un-aliased image.
Estimate the sampling rate S.
14.11 (Signal Recovery) A sinusoid x(t) = sin(150t) is ideally sampled at 80 Hz. Describe the signal
y(t) that is recovered if the sampled signal is passed through the following filters.
(a) An ideal lowpass filter with cuto frequency fC = 10 Hz
(b) An ideal lowpass filter with cuto frequency fC = 100 Hz
(c) An ideal bandpass filter with a passband between 60 Hz and 80 Hz
(d) An ideal bandpass filter with a passband between 60 Hz and 100 Hz
14.12 (Interpolation) The signal x[n] = {1, 2, 3, 2} (with ts = 1 s) is passed through an interpolating
filter.
(a) Sketch the output if the filter performs step interpolation.
(b) Sketch the output if the filter performs linear interpolation.
(c) What is the interpolated value at t = 2.5 s if the filter performs sinc interpolation?
(d) What is the interpolated value at t = 2.5 s if the filter performs raised cosine interpolation
(assume that R = 0.5)?
14.13 (Quantization SNR) Consider the signal x(t) = t2 , 0 t 2. Choose ts = 0.1 s, four quantization
levels, and rounding to find the following:
(a) The sampled signal x[n]
(b) The quantized signal xQ [n]
(c) The actual quantization signal to noise ratio SNRQ
(d) The statistical estimate of the quantization SNRS
(e) An estimate of the SNR, assuming x(t) to be periodic, with period T = 2 s
REVIEW AND EXPLORATION
14.14 (Sampling Theorem) A periodic square wave with period T = 1 ms whose value alternates between
+1 and 1 for each half-period is passed through an ideal lowpass filter with a cuto frequency of
4 kHz. The filter output is to be sampled. What is the smallest sampling rate we can choose? Consider
both the symmetry of the signal as well as the Nyquist criterion.
14.15 (Sampling and Reconstruction) A periodic signal whose one full period is x(t) = tri(20t) is
band-limited by an ideal analog lowpass filter whose cuto frequency is fC . It is then ideally sampled
at 80 Hz. The sampled signal is reconstructed using an ideal lowpass filter whose cuto frequency is
40 Hz to obtain the signal y(t). Find y(t) if fC = 20, 40, and 60 Hz.
Chapter 14 Problems 477
14.16 (Sampling and Reconstruction) Sketch the spectra at the intermediate points and at the output
of the following cascaded systems. Assume that the input is x(t) = 5sinc(5t), the sampler operates at
S = 10 Hz and performs ideal sampling, and the cuto frequency of the ideal lowpass filter is 5 Hz.
(a) x(t) sampler ideal LPF y(t)
(b) x(t) sampler h(t) = u(t)u(t 0.1) ideal LPF y(t)
(c) x(t) sampler h(t) = u(t)u(t 0.1) ideal LPF |H(f )| = |sinc(0.1f
1
)| y(t)
14.17 (Sampling and Aliasing) A signal x(t) is made up of the sum of pure sines with unit peak value
at the frequencies 10, 40, 200, 220, 240, 260, 300, 320, 340, 360, 380, and 400 Hz.
(a) Sketch the magnitude and phase spectra of x(t).
(b) If x(t) is sampled at S = 140 Hz, which components, if any, will show aliasing?
(c) The sampled signal is passed through an ideal reconstruction filter whose cuto frequency is
fC = 0.5S. Write an expression for the reconstructed signal y(t) and sketch its magnitude
spectrum and phase spectrum. Is y(t) identical to x(t)? Should it be? Explain.
(d) What is the minimum sampling rate S that will allow ideal reconstruction of x(t) from its
samples?
14.18 (Sampling and Aliasing) The signal x(t) = cos(100t) is applied to the following systems. Is it
possible to find a minimum sampling rate required to sample the system output y(t)? If so, find the
Nyquist sampling rate.
(a) y(t) = x2 (t) (b) y(t) = x3 (t)
(c) y(t) = |x(t)| (d) h(t) = sinc(200t)
(e) h(t) = sinc(500t) (f ) h(t) = (t 1)
(g) y(t) = x(t)cos(400t) (h) y(t) = u[x(t)]
14.19 (Sampling and Aliasing) The sinusoid x(t) = cos(2f0 t + ) is sampled at 400 Hz and shows up
as a 150-Hz sinusoid upon reconstruction. When the signal x(t) is sampled at 500 Hz, it again shows
up as a 150-Hz sinusoid upon reconstruction. It is known that f0 < 2.5 kHz.
(a) If each sampling rate exceeds the Nyquist rate, what is f0 ?
(b) By sampling x(t) again at a dierent sampling rate, explain how you might establish whether
aliasing has occurred?
(c) If aliasing occurs and the reconstructed phase is , find all possible values of f0 .
(d) If aliasing occurs but the reconstructed phase is , find all possible values of f0 .
14.20 (Sampling and Aliasing) An even symmetric periodic triangular waveform x(t) with period T = 4
!
is ideally sampled by the impulse train i(t) = (t k) to obtain the impulse sampled signal
k=
xs (t) described over one period by xs (t) = (t) (t 2).
(a) Sketch the signals x(t) and xs (t).
(b) If xs (t) is passed through an ideal lowpass filter with a cuto frequency of 0.6 Hz, sketch the
filter output y(t).
!
(c) How do xs (t) and y(t) change if the sampling function is i(t) = (1)k (t k)?
k=
478 Chapter 14 Sampling and Quantization
14.21 (Sampling Oscilloscopes) It is required to ideally sample a signal x(t) at S Hz and pass the
sampled signal s(t) through an ideal lowpass filter with a cuto frequency of 0.5S Hz such that its
output y(t) = x(t/) is a stretched-by- version of x(t).
(a) Suppose x(t) = 1 + cos(20t). What value of S will ensure that the output of the lowpass filter
is y(t) = x(0.1t). Sketch the spectra of x(t), s(t), and y(t) for the chosen value of S.
(b) Suppose x(t) = 2 cos(80t) + cos(160t) and the sampling rate is chosen as S = 48 Hz. Sketch
the spectra of x(t), s(t), and y(t). Will the output y(t) be a stretched version of x(t) with
y(t) = x(t/)? If so, what will be the value of ?
(c) Suppose x(t) = 2 cos(80t) + cos(100t). What value of S will ensure that the output of the
lowpass filter is y(t) = x(t/20)? Sketch the spectra of x(t), s(t), and y(t) for the chosen value
of S to confirm your results.
14.22 (Bandpass Sampling) The signal x(t) is band-limited to 500 Hz. The smallest frequency present
in x(t) is f0 . Find the minimum rate S at which we can sample x(t) without aliasing and explain how
we can recover the signal if
(a) f0 = 0.
(b) f0 = 300 Hz.
(c) f0 = 400 Hz.
14.23 (Bandpass Sampling) A signal x(t) is band-limited to 40 Hz and modulated by a 320-Hz carrier
to generate the modulated signal y(t). The modulated signal is processed by a square law device that
produces g(t) = y 2 (t).
(a) What is the minimum sampling rate for x(t) to prevent aliasing?
(b) What is the minimum sampling rate for y(t) to prevent aliasing?
(c) What is the minimum sampling rate for g(t) to prevent aliasing?
14.24 (Interpolation) We wish to sample a speech signal band-limited to 4 kHz using zero-order-hold
sampling.
(a) Select the sampling frequency if the spectral magnitude of the sampled signal at 4 kHz is to be
within 90% of its peak magnitude.
(b) On recovery, the signal is filtered using a Butterworth filter with an attenuation of less than 1 dB
in the passband and more than 30 dB for all image frequencies. Compute the total attenuation
in decibels due to both the sampling and filtering operations at 4 kHz and 12 kHz.
(c) What is the order of the Butterworth filter?
14.25 (Quantization SNR) A sinusoid with a peak value of 4 V is sampled and then quantized by a
12-bit quantizer whose full-scale range is 5 V. What is the quantization SNR of the quantized signal?
14.26 (Quantization Noise Power) The quantization noise power based on quantization by rounding
is 2 = 2 /12, where is the quantization step size. Find similar expressions for the quantization
noise power based on quantization by truncation and quantization by sign-magnitude truncation.
14.27 (Anti-Aliasing Filters) A speech signal is to be band-limited using an anti-aliasing third-order
Butterworth filter with a half-power frequency of 4 kHz, and then sampled and quantized by an 8-bit
quantizer. Determine the minimum stopband attenuation and the corresponding stopband frequency
to ensure that the maximum stopband aliasing level (relative to the passband edge) is less than the
rms quantization error.
Chapter 14 Problems 479
14.28 (Anti-Aliasing Filters) A speech signal with amplitude levels of 1 V is to be band-limited
using an anti-aliasing second-order Butterworth filter with a half-power frequency of 4 kHz, and then
sampled and quantized by an 8-bit quantizer. What minimum sampling rate S will ensure that the
maximum aliasing error at the passband edge is less than the rms quantization error?
14.29 (Anti-Aliasing Filters) A noise-like signal with a flat magnitude spectrum is filtered using a third-
order Butterworth filter with a half-power frequency of 3 kHz, and the filtered signal is sampled at
10 kHz. What is the aliasing level (relative to the signal level) at the half-power frequency in the
sampled signal?
14.30 (Sampling and Quantization) A sinusoid with amplitude levels of 1 V is quantized by rounding,
using a 12-bit quantizer. What is the rms quantization error and the quantization SNR?
14.31 (Sampling and Quantization) The signal x(t) = 2 cos(2000t) 4 sin(4000t) is quantized by
rounding, using a 12-bit quantizer. What is the rms quantization error and the quantization SNR?
14.32 (Sampling and Quantization) A speech signal, band-limited to 4 kHz, is to be sampled and
quantized by rounding, using an 8-bit quantizer. What is the conversion time of the quantizer if it
is preceded by a sample-and-hold circuit with an aperture time of 20 ns and an acquisition time of
2 s? Assume sampling at the Nyquist rate.
14.33 (Sampling and Quantization) A 10-kHz sinusoid with amplitude levels of 1 V is to be sampled
and quantized by rounding. How many bits are required to ensure a quantization SNR of 45 dB?
What is the bit rate (number of bits per second) of the digitized signal if the sampling rate is chosen
as twice the Nyquist rate?
14.34 (Anti-Imaging Filters) A digitized speech signal, band-limited to 4 kHz, is to be reconstructed
using a zero-order-hold. What minimum reconstruction sampling rate will ensure that the signal level
in the passband is attenuated by less than 1.2 dB due to the sinc distortion of the zero-order-hold?
What will be the image rejection at the stopband edge?
14.35 (Anti-Imaging Filters) A digitized speech signal, band-limited to 4 kHz, is to be reconstructed
using a zero-order-hold followed by an analog Butterworth lowpass filter. The signal level in the
passband should be attenuated less than 1.5 dB, and an image rejection of better than 45 dB in
the stopband is required. What are the specifications for the Butterworth filter if the reconstruction
sampling rate is 16 kHz? What is the order of the Butterworth filter?
14.36 (Anti-Aliasing and Anti-Imaging Filters) A speech signal is to be band-limited using an anti-
aliasing Butterworth filter with a half-power frequency of 4 kHz. The sampling frequency is 20 kHz.
What filter order will ensure that the in-band aliasing level is be less 1% of the signal level? The
processed signal is to be reconstructed using a zero-order-hold. What is the stopband attenuation
required of an anti-imaging filter to ensure image rejection of better than 50 dB?
COMPUTATION AND DESIGN
14.37 (Interpolating Functions) Consider the signal x(t) = cos(0.5t) sampled at S = 1 Hz to generate
the sampled signal x[n]. We wish to compute the value of x(t) at t = 0.5 by interpolating between its
samples.
(a) Superimpose a plot of x(t) and its samples x[n] over one period. What is the value of x(t)
predicted by step interpolation and linear interpolation of x[n]? How good are these estimates?
480 Chapter 14 Sampling and Quantization
Can these estimates be improved by taking more signal samples (using the same interpolation
schemes)?
(b) Use the sinc interpolation formula
!
x(t) = x[n]sinc[(t nts )/ts ]
n=
to obtain an estimate of x(0.5). With t = 0.5 and ts = 1/S = 1, compute the summation for
|n| 10, 20, 50 to generate three estimates of x(0.5). How good are these estimates? Would you
expect the estimate to converge to the actual value as more terms are included in the summation
(i.e., as more signal samples are included)? Compare the advantages and disadvantages of sinc
interpolation with the schemes in part (a).
14.38 (Interpolating Functions) To interpolate a signal x[n] by N , we use an up-sampler (that places
N 1 zeros after each sample) followed by a filter that performs the appropriate interpolation as
shown:
x[n] up-sample N interpolating filter y[n]
The filter impulse response for step interpolation, linear interpolation, and ideal (sinc) interpolation
is
hS [n] = u[n] u[n (N 1)] hL [n] = tri(n/N ) hI [n] = sinc(n/N ), |n| M
Note that the ideal interpolating function is actually of infinite length but must be truncated in
practice. Generate the test signal x[n] = cos(0.5n), 0 n 3. Up-sample this by N = 8 (seven
zeros after each sample) to obtain the signal xU [n]. Use the Matlab routine filter to filter xU [n],
using
(a) The step interpolation filter to obtain the filtered signal xS [n]. Plot xU [n] and xS [n] on the
same plot. Does the system perform the required interpolation? Does the result look like a sine
wave?
(b) The linear interpolation filter to obtain the filtered signal xL [n]. Plot xU [n] and a delayed (by
8) version of xL [n] (to account for the noncausal nature of hL [n]) on the same plot. Does the
system perform the required interpolation? Does the result look like a sine wave?
(c) The ideal interpolation filter (with M = 4, 8, 16) to obtain the filtered signal xI [n]. Plot xU [n]
and a delayed (by M ) version of xI [n] (to account for the noncausal nature of hI [n]) on the
same plot. Does the system perform the required interpolation? Does the result look like a
sine wave? What is the eect of increasing M on the interpolated signal? What is the eect of
increasing both M and the signal length? Explain.
14.39 (Sampling and Quantization) The signal x(t) = cos(2t) + cos(6t) is sampled at S = 20 Hz.
(a) Generate 200 samples of x[n] and superimpose plots of x(t) vs. t and x[n] vs. n/S. Use a 4-bit
quantizer to quantize x[n] by rounding and obtain the signal xR [n]. Superimpose plots of x(t)
vs. t and xR [n] vs. n/S. Obtain the quantization error signal e[n] = x[n] xR [n] and plot e[n]
and its 10-bin histogram. Does it show a uniform distribution? Compute the quantization SNR
in decibels. Repeat for 800 samples. Does an increase in the signal length improve the SNR?
(b) Generate 200 samples of x[n] and superimpose plots of x(t) vs. t and x[n] vs. n/S. Use an
8-bit quantizer to quantize x[n] by rounding and obtain the signal xR [n]. Superimpose plots
of x(t) vs. t and xR [n] vs. n/S. Obtain the quantization error signal e[n] = x[n] xR [n] and
Chapter 14 Problems 481
plot e[n] and its 10-bin histogram. Compute the quantization SNR in decibels. Compare the
quantization error, the histogram, and the quantization SNR for the 8-bit and 4-bit quantizer
and comment on any dierences. Repeat for 800 samples. Does an increase in the signal length
improve the SNR?
(c) Based on your knowledge of the signal x(t), compute the theoretical SNR for a 4-bit and 8-bit
quantizer. How does the theoretical value compare with the quantization SNR obtained in parts
(a) and (b)?
(d) Repeat parts (a) and (b), using quantization by truncation of x[n]. How does the quantization
SNR for truncation compare with the the quantization SNR for rounding?
Chapter 15
THE DISCRETE -TIME
FOURIER TRANSFORM
15.0 Scope and Objectives
The spectrum of a sampled signal is not only continuous but also periodic. This periodicity is a consequence
of the duality and reciprocity between time and frequency and leads to the formulation of the discrete-time
Fourier transform (DTFT). This chapter develops the DTFT as a tool for the frequency domain description
of discrete-time signals and systems. It describes the properties of the DTFT and concludes with applications
of the DTFT to system analysis and signal processing.
15.1 The Discrete-Time Fourier Transform
The discrete-time Fourier transform describes the spectrum of discrete-time signals and formalizes the
concept that discrete-time signals have periodic spectra. Ideal sampling of an analog signal x(t) leads to the
ideally sampled signal xI (t) whose spectrum Xp (f ) is periodic. We have
!
!
xI (t) = x(kts )(t kts ) Xp (f ) = S X(f kS) (15.1)
k= k=
Using the Fourier transform pair (t ) exp(j2f ), the spectrum Xp (f ) may also be described by
!
!
xI (t) = x(kts )(t kts ) Xp (f ) = x(kts )ej2kts f (15.2)
k= k=
Note that Xp (f ) is periodic with period S and its central period equals SX(f ). To recover the analog signal
x(t), we pass the sampled signal through an ideal lowpass filter whose gain equals 1/S over 0.5S f 0.5S.
Formally, we obtain x(t) (or its samples x(nts )) from the inverse Fourier transform result
" "
1 S/2 1 S/2
x(t) = Xp (f )ej2f t
df x(nts ) = Xp (f )ej2f nts df (15.3)
S S/2 S S/2
Equations (15.2) and (15.3) define a transform pair. They allow us to obtain the periodic spectrum Xp (f ) of
an ideally sampled signal from its samples x(nts ), and to recover the samples x(nts ) from the spectrum. We
point out that these relations are the exact duals of the Fourier series relations for a periodic signal xp (t) and
its discrete spectrum X[k] (the Fourier series coecients). We can revise these relations for discrete-time
signals if we use the digital frequency F = f /S and replace x(nts ) by the discrete sequence x[n] to obtain
! " 1/2
Xp (F ) = x[k]ej2kF x[n] = Xp (F )ej2nF dF (the F -form) (15.4)
k= 1/2
482
15.2 Connections: The DTFT and the Fourier Transform 483
The first result defines Xp (F ) as the discrete-time Fourier transform (DTFT) of x[n]. The second result is
the inverse DTFT (IDTFT), which allows us to recover x[n] from its spectrum. The DTFT Xp (F ) is periodic
with unit period because it assumes unit spacing between samples of x[n]. The interval 0.5 F 0.5 (or
0 F 1) defines the principal period.
The DTFT relations may also be written in terms of the radian frequency as
! "
1
Xp () = x[k]ejk x[n] = Xp ()ejn d (the -form) (15.5)
2
k=
The quantity Xp () is now periodic with period = 2 and represents a scaled (stretched by 2) version
of Xp (F ). The principal period of Xp () corresponds to the interval or 0 2. We will
find it convenient to work with the F -form because, as in the case of Fourier transforms, it rids us of factors
of 2 in many situations.
REVIEW PANEL 15.1
The DTFT Is a Frequency-Domain Representation of Discrete-Time Signals
Form DTFT Inverse DTFT
! " 1/2
F -form Xp (F ) = x[k]ej2kF
x[n] = Xp (F )ej2nF dF
k= 1/2
! "
1
-form Xp () = x[k]ejk x[n] = Xp ()ejn d
2
k=
15.2 Connections: The DTFT and the Fourier Transform
If the signal x[n] is obtained by ideal sampling of an# analog signal x(t) at a sampling rate S, the Fourier
transform XI (f ) of the analog impulse train xI (t) = x(t)(t k/S) equals Xp (F )|F f /S and represents
a frequency-scaled version of Xp (F ) with principal period (0.5S, 0.5S). If S exceeds the Nyquist sampling
rate, the Fourier transform X(f ) of x(t) equals the principal period of SXp (F )|F f /S . If S is below the
Nyquist rate, SXp (F ) matches the periodic extension of X(f ). In other words, the DTFT of a discrete-time
signal x[n] is related to both the Fourier transform XI (f ) of the underlying impulse-sampled analog signal
xI (t) and to the Fourier transform X(f ) of x(t).
REVIEW PANEL 15.2
The DTFT of a Sampled Analog Signal x(t) Is Related to Its Fourier Transform X(f )
#
The Fourier transform of the analog impulse train xI (t) = x(t)(tk/S) equals XI (f ) = Xp (F )|F f /S .
If x(t) is sampled above the Nyquist rate, then X(f ) = SXp (F )|F f /S , 0.5S f 0.5S.
If x(t) is sampled below the Nyquist rate, SXp (F ) matches the periodic extension of X(f ).
15.2.1 Symmetry of the DTFT
The DTFT is, in general, a complex quantity, which may be expressed as
Xp (F ) = R(F ) + jI(F ) = |Xp (F )|ej(F ) = |Xp (F )| (F ) (the F -form) (15.6)
Xp () = R() + jI() = |Xp ()|ej() = |Xp ()| () (the -form) (15.7)
484 Chapter 15 The Discrete-Time Fourier Transform
For real signals, the DTFT shows conjugate symmetry about F = 0 (or = 0) with
Xp (F ) = Xp (F ) |Xp (F )| = |Xp (F )| (F ) = (F ) (the F -form) (15.8)
Xp () = Xp () |Xp ()| = |Xp ()| () = () (the -form) (15.9)
This means that its magnitude spectrum has even symmetry and its phase spectrum has odd symmetry
about the origin. The DTFT Xp (F ) also shows conjugate symmetry about F = 0.5. Since it is periodic,
we find it convenient to plot just one period of Xp (F ) over the principal period (0.5 F 0.5) with
conjugate symmetry about F = 0. We may even plot Xp (F ) over (0 F 1) with conjugate symmetry
about F = 0.5. These ideas are illustrated in Figure 15.1.
Magnitude Magnitude Magnitude
F F F
1 0.5 0.5 1 1.5 0.5 0.5 0.5 1
Even symmetry about F = 0 Even symmetry about F = 0.5
The DTFT is periodic, with period F = 1
Phase Phase Phase
1 0.5 1.5 F 0.5 F F
0.5 1 0.5 0.5 1
Odd symmetry about F = 0 Odd symmetry about F = 0.5
Figure 15.1 Illustrating the symmetry in the DTFT spectrum of real signals
Naturally, if we work with Xp (), it shows conjugate symmetry about the origin = 0, and about
= , and may be plotted only over its principal period ( ) (with conjugate symmetry about
= 0) or over (0 2) (with conjugate symmetry about = ). The principal range for each form is
illustrated in Figure 15.2.
F-form for Xp(F) -form for Xp()
F = 2 F
0.5 0 0.5 0
F = 2 F
0 0.5 1 0 2
Principal period Principal period
Figure 15.2 Various ways of plotting the DTFT spectrum
REVIEW PANEL 15.3
The DTFT Is Always Periodic and Shows Conjugate Symmetry for Real Signals
F -form: X(F ) is periodic with unit period and conjugate symmetric about F = 0 and F = 0.5.
-form: X() is periodic with period 2 and conjugate symmetric about = 0 and = .
Plotting: It is sucient to plot the DTFT over one period (0.5 F 0.5 or ).
15.2 Connections: The DTFT and the Fourier Transform 485
If a real signal x[n] is even symmetric, its DTFT is always real and even symmetric in F , and has the form
Xp (F ) = A(F ). If a real signal x[n] is odd symmetric, its DTFT is always imaginary and odd symmetric
in F , and has the form Xp (F ) = jA(F ). A real symmetric signal is called a linear-phase signal. The
quantity A(F ) is called the amplitude spectrum. For linear-phase signals, it is much more convenient to
plot just the amplitude spectrum (rather than the magnitude spectrum and phase spectrum separately).
REVIEW PANEL 15.4
The DTFT of Real Symmetric Signals Is Purely Real or Purely Imaginary
Even symmetric x[n] A(F ) or X() (real) Odd symmetric x[n] jA(F ) or jA() (imaginary)
Plotting: It is convenient to plot just the amplitude spectrum A(F ) or A().
15.2.2 Some DTFT Pairs
The DTFT is a summation. It always exists if the summand x[n]ej2nF = x[n]ejn is absolutely integrable.
Since |ej2nF | = |ejn | = 1, the DTFT of absolutely summable signals always exists. In analogy with the
Fourier transform, the DTFT of sinusoids, steps, or constants, which are not absolutely summable, includes
impulses (of the continuous kind). The DTFT of many energy (square summable) signals is a rational
function of (ratio of polynomials in) ej2F (or ej ). The DTFT of signals that grow exponentially or faster
does not exist. A list of DTFT pairs appears in Table 15.1. Both the F -form and -form are shown. The
transforms are identical (with = 2F ), except for the extra factors of 2 in the impulsive terms of the
-form (in the transform of the constant, the step function, and the sinusoid). The reason for these extra
factors is the scaling property of impulses that says (F ) = (/2) = 2().
REVIEW PANEL 15.5
Dierences Between the F -Form and -Form of the DTFT
If the DTFT contains no impulses: H(F ) and H() are related by = 2F .
If the DTFT contains impulses: Replace (F ) by 2() (and 2F by elsewhere) to get H().
EXAMPLE 15.1 (DTFT from the Defining Relation)
(a) The DTFT of x[n] = [n] follows immediately from the definition as
!
!
Xp (F ) = x[k]ej2kF = [k]ej2kF = 1
k= k=
(b) The DTFT of the sequence x[n] = {1, 0, 3, 2} also follows from the definition as
!
Xp (F ) = x[k]ej2kF = 1 + 3ej4F 2ej6F
k=
In the -form, we have
!
Xp () = x[k]ejk = 1 + 3ej2 2ej3
k=
For finite sequences, the DTFT can be written just by inspection. Each term is the product of a sample
value at index n and the exponential ej2nF (or ejn ).
486 Chapter 15 The Discrete-Time Fourier Transform
Table 15.1 Some Useful DTFT Pairs
Note: In all cases, we assume || < 1.
Entry Signal x[n] The F -Form: Xp (F ) The -Form: Xp ()
1 [n] 1 1
2 n u[n], | < 1| 1 1
1 ej2F 1 ej
3 nn u[n], | < 1| ej2F ej
(1 ej2F )2 (1 ej )2
4 (n + 1)n u[n], | < 1| 1 1
(1 ej2F )2 (1 ej )2
5 |n| , | < 1 1 2 1 2
1 2 cos(2F ) + 2 1 2 cos + 2
6 1 (F ) 2()
7 cos(2nF0 ) = cos(n0 ) 0.5[(F + F0 ) + (F F0 )] [( + 0 ) + ( 0 )]
8 sin(2nF0 ) = sin(n0 ) j0.5[(F + F0 ) (F F0 )] j[( + 0 ) ( 0 )]
$ F % $ %
9 sin(nC )
2FC sinc(2nFC ) = rect rect
n 2FC 2C
10 u[n] 1 1
0.5(F ) + () +
1 ej2F 1 ej
(c) The DTFT of the exponential signal x[n] = n u[n] follows from the definition and the closed form for
the resulting geometric series:
!
! & j2F 'k 1
Xp (F ) = k ej2kF = e = , || < 1
1 ej2F
k=0 k=0
The sum converges only if |ej2F | < 1, or || < 1 (since |ej2F | = 1). In the -form,
!
! & 'k 1
Xp () = k ejk = ej = , || < 1
1 ej
k=0 k=0
(d) The signal x[n] = u[n] is a limiting form of n u[n] as 1 but must be handled with care, since
u[n] is not absolutely summable. In analogy with the analog pair u(t) 0.5(f ) + j2f
1
, Xp (F ) also
includes an impulse (now an impulse train due to the periodic spectrum). Over the principal period,
1 1
Xp (F ) = + 0.5(F ) (F -form) Xp () = + () (-form)
1 ej2F 1 ej
15.3 Properties of the DTFT 487
15.3 Properties of the DTFT
The properties of the DTFT are summarized in Table 15.2 for both the F -form and the -form. Many of these
are duals of the corresponding Fourier series properties. The dierences in how we apply the properties are
based on the fact that for Fourier series we typically deal with real periodic signals and discrete spectra with
conjugate symmetry while for the DTFT, the discrete signal is typically real, while the periodic spectrum
shows conjugate symmetry. As with the Fourier series (and transform) relations, the proofs of most of the
properties follow from the defining relations if we start with the basic transform pair x[n] Xp (F ).
Table 15.2 Properties of the DTFT
Property DT Signal Result (F -Form) Result (-Form)
Folding x[n] Xp (F ) = Xp (F ) Xp () = Xp ()
Time shift x[n m] ej2mF Xp (F ) ejm Xp ()
Frequency shift ej2nF0 x[n] Xp (F F0 ) Xp ( 0 )
Half-period shift (1)n x[n] Xp (F 0.5) Xp ( )
Modulation cos(2nF0 )x[n] 0.5[Xp (F + F0 ) + Xp (F F0 )] 0.5[( + 0 ) + Xp ( 0 )]
Convolution x[n] y[n] Xp (F )Yp (F ) Xp ()Yp ()
Product x[n]y[n] Xp (F )Y
p (F ) 2 [Xp ()Yp ()]
1
Times-n nx[n] j dXp (F ) dXp ()
j
2 dF d
! " "
1
Parsevals relation x2 [k] = |Xp (F )|2 dF = |Xp ()|2 d
1 2 2
k=
" " !
1
Central ordinates x[0] = Xp (F ) dF = Xp () d Xp (0) = x[n]
1 2 2 n=
( ( !
( (
Xp (F )(( = Xp ()(( = (1)n x[n]
F =0.5 = n=
Folding: With x[n] Xp (F ), the DTFT of the signal y[n] = x[n] may be written (using a change of
variable m = n) as
!
!
Yp (F ) = x[n]ej2nF = x[l]ej2mF = Xp (F ) (15.10)
n= m=
A folding of x[n] to x[n] results in a folding of Xp (F ) to Xp (F ). The magnitude spectrum of the folded
signal stays the same, but the phase is reversed.
REVIEW PANEL 15.6
Folding x[n] to x[n] Results in Folding Xp (F ) to Xp (F )
The magnitude spectrum stays the same, and only the phase is reversed (changes sign).
488 Chapter 15 The Discrete-Time Fourier Transform
Time shift: With x[n] Xp (F ), the DTFT of the signal y[n] = x[n m] may be written (using a change
of variable l = n m) as
!
!
Yp (F ) = x[n m]ej2nF = x[l]ej2(m+l)F = Xp (F )ej2mF (15.11)
n= l=
A time shift of x[n] to x[n m] does not aect the magnitude spectrum. It augments the phase spectrum
by (F ) = 2mF (or () = m), which varies linearly with frequency.
Frequency shift: By duality, a frequency shift of Xp (F ) to Xp (F F0 ) yields the signal x[n]ej2nF0 .
Half-period shift: If Xp (F ) is shifted by 0.5 to Xp (F 0.5), then x[n] changes to ejn = (1)n x[n].
Thus, samples of x[n] at odd index values (n = 1, 3, 5, . . .) change sign.
REVIEW PANEL 15.7
The Shift Properties of the DTFT
x[nm] Xp (F )ej2mF or Xp ()ejm x[n]ej2nF0 Xp (F F0 ) or Xp (0 ) (0 = 2F0 )
(1)n x[n] Xp (F 0.5) or Xp ( )
A time delay by m adds a linear-phase component (2mF or m) to the phase.
Modulation: Using the frequency-shift property and superposition gives the modulation property
) j2nF0 *
e + ej2nF0 Xp (F + F0 ) + Xp (F F0 )
x[n] = cos(2nF0 )x[n] (15.12)
2 2
REVIEW PANEL 15.8
Modulation by cos(2nF0 ): The DTFT Gets Halved, Centered at F0 , and Added
Xp (F + F0 ) + Xp (F F0 ) Xp ( + 0 ) + Xp ( 0 )
cos(2nF0 )x[n] or (0 = 2F0 )
2 2
Convolution: The regular convolution of discrete-time signals results in the product of their DTFTs. The
product of discrete-time signals results in the periodic convolution of their DTFTs.
REVIEW PANEL 15.9
Multiplication in One Domain Corresponds to Convolution in the Other
x[n] h[n] Xp (F )Hp (F ) or Xp ()Hp () x[n]h[n] Xp (F )H
p (F ) or 2 Xp ()Hp ()
1
The times-n property: With x[n] Xp (F ), dierentiation of the defining DTFT relation gives
!
dXp (F )
= (j2n)x[n]ej2nF (15.13)
dF n=
j d Xp (F )
The corresponding signal is (j2n)x[n], and thus the DTFT of y[n] = nx[n] is Yp (F ) = 2 dF .
15.3 Properties of the DTFT 489
REVIEW PANEL 15.10
The Times-n Property: Multiply x[n] by n Dierentiate the DTFT
j d Xp (F ) d Xp ()
nx[n] or j
2 dF d
Parsevals relation: The DTFT is an energy-conserving transform, and the signal energy may be found
in either domain by Parsevals theorem:
! " "
1
x2 [k] = |Xp (F )|2 dF = |Xp ()|2 d (Parsevals relation) (15.14)
1 2 2
k=
+ +
The notation 1
(or 2
) means integration over a one-period duration (typically, the principal period).
REVIEW PANEL 15.11
Parsevals Theorem: We can Find the Signal Energy from x[n] or Its Magnitude Spectrum
! " "
1
x [k] = |Xp (F )| dF =
2 2
|Xp ()|2 d
1 2 2
k=
Central ordinate theorems: The DTFT obeys the central ordinate relations (found by substituting F = 0
(or = 0) in the DTFT or n = 0 in the IDTFT.
" " !
1
x[0] = Xp (F ) dF = Xp () d Xp (0) = x[n] (central ordinates) (15.15)
1 2 2 n=
With F = 0.5 (or = ), we also have the useful result
( (
!
( (
(
Xp (F )( = Xp ()(( = (1)n x[n] (15.16)
F =0.5 = n=
REVIEW PANEL 15.12
Central Ordinate Theorems
" "
! ( (
!
1 ( (
x[0] = Xp (F )dF = Xp ()d Xp (0) = x[n] Xp (F )(( = Xp ()(( = (1)n x[n]
1 2 2 n= F =0.5 = n=
EXAMPLE 15.2 (Some DTFT Pairs Using the Properties)
(a) The DTFT of x[n] = nn u[n], | < 1| may be found using the times-n property as
, -
j d 1 ej2F
Xp (F ) = =
2 dF 1 ej2F (1 ej2F )2
In the -form,
, -
d 1 ej
Xp () = j =
d 1 ej (1 ej )2
490 Chapter 15 The Discrete-Time Fourier Transform
(b) The DTFT of the signal x[n] = (n + 1)n u[n] may be found if we write x[n] = nn u[n] + n u[n], and
use superposition, to give
ej2F 1 1
Xp (F ) = + =
(1 ej2F )2 1 ej2F (1 ej2F )2
In the -form,
ej 1 1
Xp () = + =
(1 ej )2 1 ej (1 ej )2
By the way, if we recognize that x[n] = n u[n] n u[n], we can also use the convolution property to
obtain the same result.
(c) To find DTFT of the N -sample exponential pulse x[n] = n , 0 n < N , express it as x[n] =
n (u[n] u[n N ]) = n u[n] N nN u[n N ] and use the shifting property to get
1 ej2F N 1 (ej2F )N
Xp (F ) = N
=
1 ej2F 1 ej2F 1 ej2F
In the -form,
1 ejN 1 (ej )N
Xp () = N
=
1 ej 1 ej 1 ej
(d) The DTFT of the two-sided decaying exponential x[n] = |n| , || < 1, may be found by rewriting this
signal as x[n] = n u[n] + n u[n] [n] and using the folding property to give
1 1
Xp (F ) = + 1
1 ej2F 1 ej2F
Simplification leads to the result
1 2 1 2
Xp (F ) = or Xp () =
1 2 cos(2F ) + 2 1 2 cos + 2
(e) (Properties of the DTFT)
Find the DTFT of x[n] = 4(0.5)n+3 u[n] and y[n] = n(0.4)2n u[n].
1. For x[n], we rewrite it as x[n] = 4(0.5)3 (0.5)n u[n] to get
0.5 0.5
Xp (F ) = or Xp () =
1 0.5ej2F 1 0.5ej
2. For y[n], we rewrite it as y[n] = n(0.16)n u[n] to get
0.16ej2F 0.16ej
Yp (F ) = or Yp () =
(1 0.16ej2F )2 (1 0.16ej )2
(f ) (Properties of the DTFT)
4
Let x[n] = Xp (F ).
2 ej2F
Find the DTFT of y[n] = nx[n], c[n] = x[n], g[n] = x[n] x[n], and h[n] = (1)n x[n].
15.3 Properties of the DTFT 491
1. By the times-n property,
j d 4(j/2)(j2ej2F ) 4ej2F
Yp (F ) = Xp (F ) = =
2 dF (2 ej2F )2 (2 ej2F )2
In the -form,
d 4(j/2)(j2ej ) 4ej
Yp () = j Xp () = =
d (2 ej )2 (2 ej )2
2. By the folding property,
4 4
Cp (F ) = Xp (F ) = or Cp () = Xp () =
2 ej2F 2 ej
3. By the convolution property,
16 16
Gp (F ) = Xp2 (F ) = or Gp () = Xp2 () =
(2 ej2F )2 (2 ej )2
4. By the modulation property,
4 4
Hp (F ) = Xp (F 0.5) = =
2 ej2(F 0.5) 2 + ej2F
In the -form,
4 4
Hp () = Xp ( ) = =
2 ej() 2 + ej
(g) (Properties of the DTFT)
Let Xp (F ) (0.5)n u[n] = x[n]. Find the time signals corresponding to
Yp (F ) = Xp (F )X
p (F ) Hp (F ) = Xp (F + 0.4) + Xp (F 0.4) Gp (F ) = Xp2 (F )
1. By the convolution property, y[n] = x2 [n] = (0.25)n u[n].
2. By the modulation property, h[n] = 2 cos(2nF0 )x[n] = 2(0.5)n cos(0.8n)u[n] (where F0 = 0.4).
3. By the convolution property, g[n] = x[n] x[n] = (0.5)n u[n] (0.5)u[n] = (n + 1)(0.5)n u[n].
15.3.1 The DTFT of Discrete-Time Periodic Signals
Recall (from Chapter 9) that if X1 (f ) describes the Fourier transform of one period x1 (t) of a periodic signal
xp (t), the Fourier transform X(f ) of xp (t) may be found from the sampled version of X1 (f ) as
1 !
X(f ) = X1 (kf0 )(f kf0 ) (15.17)
T
k=
where T is the period and f0 = 1/T is the fundamental frequency. This result is a direct consequence of the
fact that periodic extension in one domain leads to sampling in the other. By analogy, if X1 (F ) describes
492 Chapter 15 The Discrete-Time Fourier Transform
the DTFT of one period x1 [n] (over 0 n N 1) of a periodic signal xp [n], the DTFT Xp (F ) of xp [n]
may be found from the sampled version of X1 (F ) as
N 1
1 !
Xp (F ) = X1 (kF0 )(f kF0 ) (over one period 0 F < 1) (15.18)
N
k=0
where N is the period and F0 = 1/N is the fundamental frequency. The summation index is shown from
n = 0 to n = N 1 because the DTFT is periodic and because the result is usually expressed for one period
over 0 F < 1. The DTFT of a periodic signal with period N is a periodic impulse train with N impulses
per period. The impulse strengths correspond to N samples of X1 (F ), the DTFT of one period of xp [n].
Note that Xp (F ) exhibits conjugate symmetry about k = 0 (corresponding to F = 0 or = 0) and k = N2
(corresponding to F = 0.5 or = ). By analogy with analog signals, the quantity
N 1
1 1 !
XDFS [k] = X1 (kF0 ) = x1 [n]ej2nk/N (15.19)
N N
k=0
may be regarded as the Fourier series coecients of the periodic signal xp [n]. The sequence XDFS [k] describes
the discrete Fourier series (DFS) coecients (which we study in the next chapter). In fact, if the samples
correspond to a band-limited periodic signal xp (t) sampled above the Nyquist rate for an integer number of
periods, the coecients XDFS [k] are an exact match to the Fourier series coecients X[k] of xp (t).
REVIEW PANEL 15.13
The DTFT of xp [n] (Period N ) Is a Periodic Impulse Train (N Impulses per Period)
If xp [n] is periodic with period N and its one-period DTFT is x1 [n] X1 (F ), then
N 1
1 !
xp [n] Xp (F ) = X1 (kF0 )(f kF0 ) (N impulses per period 0 F < 1)
N
k=0
EXAMPLE 15.3 (DTFT of Periodic Signals)
(a) Let one period of xp [n] be given by x1 [n] = {3, 2, 1, 2}, with N = 4.
Its DTFT is X1 (F ) = 3 + 2ej2F + ej4F + 2ej6F .
The four samples of X1 (kF0 ) over 0 k 3 are
X1 (kF0 ) = 3 + 2ej2k/4 + ej4k/4 + 2ej6k/4 = {8, 2, 0, 2}
The DTFT of the periodic signal xp [n] for one period 0 F < 1 is thus
3
1!
Xp (F ) = X1 (kF0 )(f k4 ) = 2(F ) + 0.5(F 14 ) + 0.5(F 34 ) (over one period 0 F < 1)
4
k=0
The signal xp [n] and its DTFT Xp (F ) are shown in Figure E15.3A. Note that the DTFT is conjugate
symmetric about F = 0 (or k = 0) and F = 0.5 (or k = 0.5N = 2).
x p [n] Xp(F)
3 3 3 (2) (2) (2)
2 2 2 2 2
(0.5) (0.5)
1 1 1
n F
3 2 1 1 2 3 4 5 1 0.5 0.5 1
Figure E15.3A Periodic signal for Example 15.3(a) and its DTFT
15.3 Properties of the DTFT 493
(b) Let x1 [n] = {1, 0, 2, 0, 3} describe one period of a periodic signal xp [n].
Its period is N = 5. The discrete Fourier series (DFS) coecients of xp [n] are
XDFS [k] = N X1 (kF0 )
1
= 0.2X1 (kF0 )
where (
(
j8F (
X1 (kF0 ) = 1 + 2e j4F
+ 3e ( , k = 0, 1, . . . , 5
F =k/5
We find that
XDFS [k] = {1.2, 0.0618 + j0.3355, 0.1618 + j0.7331, 0.1618 j0.7331, 0.0618 j0.3355}
The DTFT Xp (F ) of the periodic signal xp [n], for one period 0 F < 1, is then
4
!
Xp (F ) = Xp [k](f k5 ) (over one period 0 F < 1)
k=0
Both XDFS [k] and Xp (F ) are conjugate symmetric about k = 0 and about k = 0.5N = 2.5.
15.3.2 The Inverse DTFT
We can find the inverse DTFT in one of several ways. For finite sequences whose DTFT is a polynomial
in ej2F (or ej ), the signal x[n] is just the sequence of the polynomial coecients. For other signals, we
use the defining relation whose form is similar to the expression for finding the Fourier series of a periodic
signal. If the DTFT is a ratio of polynomials in ej2F (or ej ), we can use partial fraction expansion and
table look-up, much as we do with Laplace transforms.
EXAMPLE 15.4 (The Inverse DTFT)
(a) Let X(F ) = 1 + 3ej4F 2ej6F .
Its IDFT is simply x[n] = [n] + 3[n 2] 2[n 3] or x[n] = {1, 0, 3, 2}.
2ej
(b) Let Xp () = . We factor the denominator and use partial fractions to get
1 0.25ej2
2ej 2 2
Xp () = =
(1 0.5ej )(1 + 0.5ej ) 1 0.5ej 1 + 0.5ej
We then find x[n] = 2(0.5)n u[n] 2(0.5)n u[n].
(c) An ideal dierentiator is described by Hp (F ) = j2F, |F | < 0.5. Its magnitude and phase spectrum
are shown in Figure E15.4C.
Magnitude Phase (radians)
2F /2
F
F 0.5 0.5
0.5 0.5 /2
Figure E15.4C DTFT of the ideal dierentiator for Example 15.4(c)
494 Chapter 15 The Discrete-Time Fourier Transform
To find its inverse h[n], we note that h[0] = 0 since Hp (F ) is odd. For n = 0, we also use the odd
symmetry of Hp (F ) in the IDTFT to obtain
" 1/2 " 1/2
h[n] = j2F [cos(2nF ) + j sin(2nF )] dF = 4 F sin(2nF ) dF
1/2 0
Using tables and simplifying the result, we get
(1/2
4[sin(2nF ) 2nF cos(2nF )] (( cos(n)
h[n] = ( =
(2n) 2
0 n
Since Hp (F ) is odd and imaginary, h[n] is odd symmetric, as expected.
(d) A Hilbert transformer shifts the phase of a signal by 90 . Its magnitude and phase spectrum are
shown in Figure E15.4D.
Magnitude Phase (radians)
/2
F
F 0.5 0.5
0.5 0.5 /2
Figure E15.4D DTFT of the Hilbert transformer for Example 15.4(d)
Its DTFT given by Hp (F ) = j sgn(F ), |F | < 0.5. This is imaginary and odd. To find its inverse
h[n], we note that h[0] = 0 and
" 1/2 " 1/2
1 cos(n)
h[n] = j sgn(F )[cos(2nF ) + j sin(2nF )] dF = 2 sin(2nF ) dF =
1/2 0 n
15.4 The Transfer Function
The response y[n] of a relaxed discrete-time LTI system with impulse response h[n] to the input x[n] is given
by the convolution
y[n] = x[n] h[n] (15.20)
Since convolution transforms to multiplication, transformation results in
Yp (F ) = Xp (F )Hp (F ) or Yp () = Xp ()Hp () (15.21)
The transfer function then equals
Yp (F ) Yp ()
Hp (F ) = or Hp () = (15.22)
Xp (F ) Xp ()
We emphasize that the transfer function is defined only for a relaxed LTI systemeither as the ratio
Yp (F )/Xp (F ) (or Yp ()/Xp ()) of the DTFT of the output y[n] and input x[n], or as the DTFT of the
impulse response h[n]. The equivalence between the time-domain and frequency-domain operations is illus-
trated in Figure 15.3.
15.4 The Transfer Function 495
Input x[n] System Output y[n] = x[n] * h[n] = h[n] *x[n]
impulse response = h[n] Output = convolution of x[n] and h[n]
Input X(F) System Output Y(F) = X(F)H(F)
transfer function = H(F) Output = product of H(F) and X(F)
Figure 15.3 The equivalence between the time domain and frequency domain
A relaxed LTI system may also be described by the dierence equation
y[n] + A1 y[n 1] + + AN y[n N ] = B0 x[n] + B1 x[n 1] + + BM x[n M ] (15.23)
The DTFT results in the transfer function, or frequency response, given by
Yp (F ) B0 + B1 ej2F + + BM ej2MF
Hp (F ) = = (15.24)
Xp (F ) 1 + A1 ej2F + + AN ej2NF
In the -form,
Yp () B0 + B1 ej + + BM ejM
Hp () = = (15.25)
Xp () 1 + A1 ej + + AN ejN
The transfer function is thus a ratio of polynomials in ej2F (or ej ).
REVIEW PANEL 15.14
The Transfer Function Is a Frequency-Domain Description of a Relaxed LTI System
The transfer function Hp (F ) equals the transform of the system impulse response h[n].
It is also defined as Hp (F ) = Yp (F )/Xp (F ), the ratio of the transformed output and transformed input.
15.4.1 System Representation in Various Forms
A relaxed LTI system may be described in various forms: by its dierence equation, by its impulse response,
or by its transfer function. Given one form, it is fairly easy to obtain the others using time-domain methods
and/or frequency-domain transformations. For example, given the impulse response h[n], we can find the
transfer function from its DTFT Hp (F ). If we express the transfer function as Hp (F ) = Yp (F )/Xp (F ),
cross-multiplication and inverse transformation leads to the system dierence equation.
REVIEW PANEL 15.15
Three Representations of a Relaxed LTI System
Yp (F )
Transfer function: Hp (F ) = Xp (F ) Impulse response: h[n] = IDTFT{Hp (F )}
Yp (F )
Dierence equation: from Hp (F ) = Xp (F ) by cross-multiplication and IDTFT
496 Chapter 15 The Discrete-Time Fourier Transform
EXAMPLE 15.5 (System Representation in Various Forms)
(a) Let y[n] 0.6y[n 1] = x[n]. Its DTFT gives
Y (F ) 0.6ej2F Y (F ) = X(F ) or Y () 0.6ej Y () = X()
We thus get the transfer function as
Y (F ) 1 Y () 1
H(F ) = = or H() = =
X(F ) 1 0.6ej2F X() 1 0.6ej
The system impulse response is thus h[n] = (0.6)n u[n].
(b) Let h[n] = [n] (0.5)n u[n]. Its DTFT gives
1 0.5ej2F
H(F ) = 1 =
1 0.5ej2F 1 0.5ej2F
In the -form,
1 0.5ej
H() = 1 =
1 0.5ej 1 0.5ej
From this we find
Y (F )
H(F ) = or Y (F )(1 0.5ej2F ) = X(F )(0.5ej2F )
X(F )
In the -form,
Y ()
H() = or Y ()(1 0.5ej ) = X()(0.5ej )
X()
Inverse transformation gives y[n] 0.5y[n 1] = 0.5x[n 1].
(c) Let H(F ) = 1 + 2ej2F + 3ej4F .
Its impulse response is h[n] = [n] + 2[n 1] + 3[n 2] = {1, 2, 3}.
Y (F )
Since H(F ) = X(F ) = 1 + 2ej2F + 3ej4F , we find
Y (F ) = (1 + 2ej2F + 3ej4F )X(F ) y[n] = x[n] + 2x[n 1] + 3x[n 2]
15.4.2 Frequency Response
Plots of the magnitude and phase of the transfer function against frequency are referred to collectively as the
frequency response. The frequency response is a very useful way of describing (and identifying) digital
filters. For example, the frequency response of a lowpass filter displays a magnitude that decreases with
frequency. The DTFT evaluated at F = 0 (or = 0), the smallest frequency, and at F = 0.5 (or = ), the
highest useful frequency of the principal period, provides useful clues for identifying traditional filters (such
as lowpass and highpass). For example, for a lowpass filter H(F ), the dc gain (at F = 0) should exceed the
gain |H(F )| at F = 0.5.
15.4 The Transfer Function 497
REVIEW PANEL 15.16
Identify Traditional Filters by Finding the Gain at DC and F = 0 (or = )
From transfer function: Evaluate H(F
# ) at F = 0 and F
#= 0.5, or evaluate H() at = 0 and = .
From impulse response: Evaluate h[n] = H(0) and (1)n h[n] = H(F )|F =0.5 = H()|=.
15.4.3 Linear-Phase Filters
The DTFT of a filter whose impulse response is symmetric about the origin is purely real or purely imaginary.
If the symmetric sequence is shifted (to make it causal, for example), its phase is augmented by a linear-phase
term. A filter whose impulse response is symmetric about its midpoint is termed a (generalized) linear-phase
filter. Linear phase is important in filter design because it results in a pure time delay with no amplitude
distortion. The transfer function of a linear-phase filter may be written as H(F ) = A(F )ej2F (for even
symmetry) or H(F ) = jA(F )ej2F = A(F )ej(2F + 2 ) (for odd symmetry), where the real quantity A(F )
is the amplitude spectrum and is the (integer or half-integer) index corresponding to the midpoint of its
impulse response h[n]. The easiest way to obtain this form is to first set up an expression for H(F ), then
extract the factor ej2F from H(F ), and finally simplify using Eulers relation.
REVIEW PANEL 15.17
A Linear-Phase Sequence Is Symmetric About Its Midpoint
If h[n] is a linear-phase sequence with its midpoint at the (integer or half-integer) index , then
H(F ) = A(F )ej2F (for even symmetric h[n]) and H(F ) = jA(F )ej2F (for odd symmetric h[n]).
To find A(F ): Set up H(F ), extract ej2F from H(F ), and simplify using Eulers relation.
EXAMPLE 15.6 (Frequency Response and Filter Characteristics)
(a) Let h[n] = {1, 2, 2, 1}. Is this a linear-phase sequence? What type of filter is this?
The sequence h[n] is linear-phase. It shows odd symmetry about the half-integer index n = 1.5.
We have Hp (F ) = 1 2ej2F + 2ej4F + ej6F .
Extract the factor (ej3F ) to get Hp (F ) = ej3F [ej3F + 2ejF 2ejF ej3F ].
Using Eulers relation: Hp (F ) = jej3F [2 sin(3F ) + 4 sin(F )] Hp (0) = 0 Hp (0.5) = 2
Amplitude A(F ) = 2 sin(3F ) + 4 sin(F ) Phase = je j3F
= 3F 2.
Since the magnitude at high frequencies increases, this appears to be a highpass filter.
Comment: We can also use the central ordinate relations to compute Hp (0) and Hp (0.5) directly
3
! 3
!
from h[n]. Thus, Hp (0) = h[n] = 0 and Hp (0.5) = (1)n h[n] = 1 + 2 + 2 1 = 2.
n=0 n=0
(b) Let h[n] = (0.8)n u[n]. Identify the filter type and establish whether the impulse response is a linear-
phase sequence.
The sequence h[n] is not linear-phase because it shows no symmetry.
1
We have Hp (F ) = .
1 + 0.8ej2F
498 Chapter 15 The Discrete-Time Fourier Transform
1 1 1
We find that Hp (0) = = 0.556andHp (0.5) = = = 5.
1 + 0.8 1 + 0.8ej 1 0.8
Since the magnitude at high frequencies increases, this appears to be a highpass filter.
(c) Consider a system described by y[n] = y[n 1] + x[n], 0 < < 1. This is an example of a reverb
filter whose response equals the input plus a delayed version of the output. Its frequency response may
be found by taking the DTFT of both sides to give Yp (F ) = Yp (F )ej2F + Xp (F ). Rearranging this
equation, we obtain
Yp (F ) 1
Hp (F ) = =
Xp (F ) 1 ej2F
Using Eulers relation, we rewrite this as
1 1
Hp (F ) = =
1 ej2F 1 cos(2F ) j sin(2F )
Its magnitude and phase are given by
, -
1 sin(2F )
|Hp (F )| = (F ) = tan 1
[1 2 cos(2F ) + 2 ]1/2 1 cos(2F )
A typical magnitude and phase plot for this system (for 0 < < 1) is shown in Figure E15.6C. The
impulse response of this system equals h[n] = n u[n].
Magnitude
Phase
0.5 F
0.5
F
0.5 0.5
Figure E15.6C Frequency response of the system for Example 15.6(c)
(d) Consider the 3-point moving average filter, y[n] = 13 {x[n 1] + x[n] + x[n + 1]}. The filter replaces
each input value x[n] by an average of itself and its two neighbors. Its impulse response h1 [n] is simply
h1 [n] = { 13 , 13 , 13 }. The frequency response is given by
1
! . /
H1 (F ) = h[n]ej2F n = 1
3 ej2F + 1 + ej2F = 13 [1 + 2 cos(2F )]
n=1
The magnitude |H1 (F )| decreases until F = 23 (when H1 (F ) = 0) and then increases to 1
3 at F = 12 ,
as shown in Figure E15.6D. This filter thus does a poor job of smoothing past F = 23 .
H1(F) H2(F)
1 1
1/3
F F
2/3 0.5 0.5
Figure E15.6D Frequency response of the filters for Example 15.6(d and e)
15.5 System Analysis Using the DTFT 499
(e) Consider the tapered 3-point averager h2 [n] = { 14 , 12 , 14 }. Its frequency response is given by
1
!
H2 (F ) = h[n]ej2F n = 14 ej2F + 1
2 + 14 ej2F = 1
2 + 1
2 cos(2F )
n=1
Figure E15.6D shows that |H2 (F )| decreases monotonically to zero at F = 0.5 and shows a much better
smoothing performance. This is a lowpass filter and actually describes the von Hann (or Hanning)
smoothing window. Other tapering schemes lead to other window types.
(f ) Consider the dierence operator described by y[n] = x[n] x[n 1]. Its impulse response may be
written as h[n] = [n] [n 1] = {1, 1}. This is actually odd symmetric about its midpoint
(n = 0.5). Its DTFT (in the -form) is given by
H() = 1 ej = ej/2 (ej/2 ej/2 ) = 2j sin(0.5)ej/2
Its phase is () = 2 2 and shows a linear variation with . Its amplitude A() = 2 sin(/2)
increases from zero at = 0 to two at = . In other words, the dierence operator enhances high
frequencies and acts as a highpass filter.
15.5 System Analysis Using the DTFT
In concept, the DTFT may be used to find the zero-state response (ZSR) of relaxed LTI systems to arbitrary
inputs. All it requires is the system transfer function Hp (F ) and the DTFT Xp (F ) of the input x[n]. We first
find the response as Yp (F ) = Hp (F )Xp (F ) in the frequency domain, and obtain the time-domain response
y[n] by using the inverse DTFT. We emphasize, once again, that the DTFT cannot handle the eect of
initial conditions.
EXAMPLE 15.7 (The DTFT in System Analysis)
(a) Consider a system described by y[n] = y[n 1] + x[n]. To find the response of this system to the
input n u[n], we first set up the transfer function as Hp () = 1/(1 ej ). Next, we find the DTFT
of x[n] as Xp () and multiply the two to obtain
1
Yp () = Hp ()Xp () =
(1 ej )2
Its inverse transform gives the response as y[n] = (n + 1)n u[n]. We could, of course, also use
convolution to obtain y[n] = h[n] x[n] directly in the time domain.
(b) Consider the system described by y[n] = 0.5y[n 1] + x[n]. Its response to the step x[n] = 4u[n] is
found using Yp (F ) = Hp (F )Xp (F ):
, -
1 4
Yp (F ) = Hp (F )Xp (F ) = + 2(F )
1 0.5ej2F 1 ej2F
500 Chapter 15 The Discrete-Time Fourier Transform
We separate terms and use the product property of impulses to get
4
Yp (F ) = + 4(F )
(1 0.5ej2F )(1 ej2F )
Splitting the first term into partial fractions, we obtain
, -
4 8
Yp (F ) = + + 4(F )
1 0.5ej2F 1 ej2F
The response y[n] then equals y[n] = 4(0.5)n u[n] + 8u[n]. The first term represents the transient
response, and the second term describes the steady-state response, which can be found much more
easily, as we now show.
15.5.1 The Steady-State Response to Discrete-Time Harmonics
The DTFT is much better suited to finding the steady-state response to discrete-time harmonics. Since
everlasting harmonics are eigensignals of discrete-time linear systems, the response is simply a harmonic at the
input frequency whose magnitude and phase is changed by the system function Hp (F ). We evaluate Hp (F )
at the input frequency, multiply its magnitude by the input magnitude to obtain the output magnitude, and
add its phase to the input phase to obtain the output phase. The steady-state response is useful primarily
for stable systems for which the natural response does indeed decay with time.
The response of an LTI system to a sinusoid (or harmonic) is called the steady-state response and is
a sinusoid (or harmonic) at the input frequency. If the input is x[n] = A cos(2F0 n + ), the steady-state
response is yss [n] = AH0 cos[2F n + + 0 )], where H0 and 0 are the magnitude and phase of the transfer
function Hp (F ) evaluated at the input frequency F = F0 .
REVIEW PANEL 15.18
Finding the Steady-State Response of an LTI System to a Sinusoidal Input
Input: x[n] = A cos(2nF0 + ) Transfer function: Evaluate Hp (F ) at F = F0 as H0 0 .
Steady-state output: yss [n] = AH0 cos(2nF0 + + 0 )
EXAMPLE 15.8 (The DTFT and Steady-State Response)
(a) Consider a system described by y[n] = 0.5y[n 1] + x[n]. We find its steady-state response to the
sinusoidal input x[n] = 10 cos(0.5n + 60 ). The transfer function Hp (F ) is given by
1
Hp (F ) =
1 0.5ej2F
We evaluate Hp (F ) at the input frequency, F = 0.25:
(
( 1 1
Hp (F )(( = = = 0.4 5 26.6 = 0.8944 26.6
F =0.25 1 0.5ej/2 1 + 0.5j
The steady-state response then equals
yss [n] = 10(0.4 5)cos(0.5n + 60 26.6 ) = 8.9443 cos(0.5n + 33.4 )
Note that if the input was x[n] = 10 cos(0.5n + 60 )u[n] (switched on at n = 0), the steady-state
component would still be identical to what we calculated but the total response would dier.
15.6 Connections 501
(b) Consider a system described by h[n] = (0.8)n u[n]. We find its steady-state response to the step input
x[n] = 4u[n]. The transfer function Hp (F ) is given by
1
Hp (F ) =
1 0.8ej2F
We evaluate Hp (F ) at the input frequency F = 0 (corresponding to dc):
(
( 1
Hp (F )(( = =5
F =01 0.8
The steady-state response is then yss [n] = (5)(4) = 20.
(c) Design a 3-point FIR filter with impulse response h[n] = {, , } that completely blocks the frequency
F = 13 and passes the frequency F = 0.125 with unit gain. What is the dc gain of this filter?
The filter transfer function is Hp (F ) = ej2F + + ej2F = + 2 cos(2F ).
From the information given, we have
H( 31 ) = 0 = + 2 cos( 2
3 )= H(0.125) = 1 = + 2 cos( 2
8 )= 2
This gives = = 0.4142 and h[n] = {0.4142, 0.4142, 0.4142}.
#
The dc gain of this filter is H(0) = h[n] = 3(0.4142) = 1.2426.
15.6 Connections
The DTFT and Fourier series are duals. This allows us to carry over the operational properties of the
Fourier series virtually unchanged to the DTFT. A key dierence is that while the discrete sequence x[n] is
usually real, the discrete spectrum X[k] is usually complex. Table 15.3 lists some of the analogies between
the properties of the DTFT and Fourier series.
Table 15.3 Relating the DTFT and Fourier Series
Properties Arising from Duality with the Fourier Series
Property DTFT Result FS Result with T = 1
Time delay x[n ] Xp (F )ej2F xp (t ) X[k]ejk0
Reversal x[n] Xp (F ) = Xp (F ) xp (t) X[k] = X [k]
Modulation x[n]ej2n Xp (F ) xp (t)ejm0 t X[k m]
Product x[n]y[n] Xp (F )Y
p (F ) xp (t)yp (t) X[k] Y [k]
Convolution x[n] y[n] Xp (F )Yp (F ) xp (t)y
p (t) X[k]Y [k]
The DTFT can also be related to the Fourier transform by recognizing that sampling in one domain
results in a periodic extension in the other. If we sample an analog signal x(t) to get x[n], we obtain
Xp (F ) as a periodic extension of X(f ) with unit period. For signals whose Fourier transforms X(f ) are not
band-limited, the results are often unwieldy.
502 Chapter 15 The Discrete-Time Fourier Transform
EXAMPLE 15.9 (Connecting the DTFT, Fourier Series, and Fourier Transform)
(a) To find the DTFT of x[n] = rect(n/2N ), with M = 2N + 1, we start with the Fourier series result
M sinc(M t) $ k %
x(t) = X[k] = rect
sinc(t) 2N
$ n % M sinc(MF )
Using duality, we obtain rect .
2N sinc F
(b) To find the DTFT of x[n] = cos(2n), we can start with the Fourier transform pair
cos(2t) 0.5[(f + ) + (f )]
Sampling x(t), (t n) results in the periodic extension of X(f ) with period 1 (f F ), and we get
cos(2n) 0.5[(F + ) + (F )]
(c) To find the DTFT of x[n] = sinc(2n), we can start with the Fourier transform pair
x(t) = 2 sinc(2t) X(f ) = rect(f /2)
Sampling x(t), (t n) results in the periodic extension of X(f ) with period 1 (f F ), and we get
2 sinc(2n) rect(F/2)
(d) The DTFT of x[n] = en u[n] = (e1 )n u[n] may be found readily from the defining DTFT relation as
1 1
Xp (F ) = . Suppose we start with the analog Fourier transform pair et u(t) .
1 e1 ej2F 1 + j2f
Sampling the time signal to x[n] = en u[n] leads to periodic extension of X(f ) and gives the DTFT
! 1 1
as Xp (F ) = . But does this equal ? The closed-form result is pretty
1 + j2(F + k) 1 e ej2F
1
k
hard to find in
# a handbook of mathematical tables! However, if we start with the ideally sampled
signal x(t) = en (t n), its Fourier transform (using the shifting property) is
1
X(f ) = 1 + e1 ej2f + e2 ej4f + e3 ej6f + =
1 e1 ej2f
Since the DTFT corresponds to X(f ) with f F , we have the required equivalence!
15.6.1 The DFS and the DFT
Sampling and duality provide the basis for the connection between all of the frequency-domain transforms
described in this book, and the concepts are worth repeating. Sampling in one domain induces a periodic
extension in the other. The sample spacing in one domain is the reciprocal of the period in the other.
Periodic analog signals have discrete spectra, and discrete-time signals have continuous periodic spectra. A
consequence of these concepts is that a sequence that is both discrete and periodic in one domain is also
discrete and periodic in the other. This leads to the development of the discrete Fourier transform (DFT)
and discrete Fourier series (DFS), allowing us a practical means of arriving at the sampled spectrum of
sampled signals using digital computers. The connections between the various transforms are illustrated in
Figure 15.4 and summarized in Table 15.4.
15.6 Connections 503
Nonperiodic analog signal Nonperiodic spectrum
Fourier transform
t f
Periodic signal Discrete spectrum
Fourier series
t f
T f0
Discrete signal Periodic spectrum
DTFT
n F
1 1
Discrete and periodic Discrete and periodic
DFT
n k
1 1
Figure 15.4 Features of the various transforms
Table 15.4 Connections Between Various Transforms
Operation in the Time Domain Result in the Frequency Domain Transform
Aperiodic, continuous x(t) Aperiodic, continuous X(f ) FT
Periodic extension of x(t) xp (t) Sampling of X(f ) X[k] FS
Period = T Sampling interval = 1/T = f0
Sampling of xp (t) xp [n] Periodic extension of X[k] XDFS [k] DFS
Sampling interval = ts Period = S = 1/ts
Sampling of x(t) x[n] Periodic extension of X(f ) Xp (F ) DTFT
Sampling interval = 1 Period = 1
Periodic extension of x[n] xp [n] Sampling of Xp (F ) XDFT [k] DFT
Period = N Sampling interval = 1/N
15.6.2 The DTFT and the z-Transform
The DTFT is quite useful for signal analysis, but its use in system analysis is restricted to relaxed systems
(with zero initial conditions) and often becomes unwieldy because the DTFT of even simple signals has
504 Chapter 15 The Discrete-Time Fourier Transform
a complicated form. Of course, the DTFT of signals that are not absolutely summable usually includes
impulses (u[n], for example) or does not exist (growing exponentials, for example). These shortcomings of
the DTFT can be removed as follows.
Since the DTFT describes a discrete-time signal as a sum of weighted harmonics, we include a real
weighting factor rk and redefine the transform as the sum of exponentially weighted harmonics of the form
z = r exp(j2F ) to obtain
!
!
!
& 'k
X(z) = x[k]ej2kF rk = x[k] rej2F = x[k]z k (15.26)
k= k= k=
This defines the two-sided z-transform of x[k]. The weighting rk acts as a convergence factor to allow
transformation of exponentially growing signals. The DTFT of x[n] may thus be viewed as its z-transform
X(z) evaluated for r = 1 (along the unit circle in the z-plane).
For causal signals, we change the lower limit in the sum to zero to obtain the one-sided z-transform.
This allows us to analyze discrete LTI systems with arbitrary initial conditions in much the same way that
the Laplace transform does for analog LTI systems. The z-transform is discussed in later chapters.
15.7 Ideal Filters
An ideal lowpass filter is described by HLP (F ) = 1, |F | < FC over its principal period |F | 0.5, as shown
in Figure 15.5.
Magnitude
1
F
FC FC
0.5 0.5
Figure 15.5 Spectrum of an ideal lowpass filter
Its impulse response hLP [n] is found using the IDTFT to give
" 0.5 " " (F
FC FC
sin(2nF ) (( C
hLP [n] = HLP (F )e j2nF
dF = ej2nF
dF = cos(2nF ) dF = ( (15.27)
0.5 FC FC 2n FC
Simplifying this result, we obtain
sin(2nFC ) sin(2nFC ) 2 sin(2nFC ) 2FC sin(2nFC )
hLP [n] = = = = 2FC sinc(2nFC ) (15.28)
2n 2n 2nFC
REVIEW PANEL 15.19
The Impulse Response of an Ideal Lowpass Filter Is a Sinc Function
h [n] = 2 FC sinc(2 nFC ) H(F) = rect( F/ 2FC )
1
n F
n =0 0.5 FC FC 0.5
15.7 Ideal Filters 505
15.7.1 Frequency Transformations
The impulse response and transfer function of highpass, bandpass, and bandstop filters may be related to
those of a lowpass filter using frequency transformations based on the properties of the DTFT. The impulse
response of an ideal lowpass filter with a cuto frequency of FC and unit passband gain is given by
h[n] = 2FC sinc(2nFC ) (15.29)
Figure 15.6 shows two ways to obtain a highpass transfer function from this lowpass filter.
Lowpass filter H(F) Highpass filter H(F 0.5) Highpass filter 1 H(F)
1 1 1
F F F
0.5 FC FC 0.5 0.5 0.5 0.5 FC FC 0.5
0.5FC
Figure 15.6 Two lowpass-to-highpass transformations
The first way is to shift H(F ) by 0.5 to obtain HH1 (F ) = H(F 0.5), a highpass filter whose cuto frequency
is given by FH1 = 0.5 FC . This leads to
hH1 [n] = (1)n h[n] = 2(1)n FC sinc(2nFC ) (with cuto frequency 0.5 FC ) (15.30)
Alternatively, we see that HH2 (F ) = 1 H(F ) also describes a highpass filter, but with a cuto frequency
given by FH2 = FC , and this leads to
hH2 [n] = [n] 2FC sinc(2nFC ) (with cuto frequency FC ) (15.31)
Figure 15.7 shows how to transform a lowpass filter to a bandpass filter or to a bandstop filter.
Lowpass filter Bandpass filter Bandstop filter
1 1 1
F F F
0.5 FC FC 0.5 0.5 0.5 0.5 0.5
F0 FC F0 F0 FC F0
Figure 15.7 Transforming a lowpass filter to a bandpass or bandstop filter
To obtain a bandpass filter with a center frequency of F0 and band edges [F0 FC , F0 + FC ], we simply shift
H(F ) by F0 to get HBP (F ) = H(F + F0 ) + H(F F0 ), and obtain
hBP [n] = 2h[n]cos(2nF0 ) = 4FC cos(2nF0 )sinc(2nFC ) (15.32)
A bandstop filter with center frequency F0 and band edges [F0 FC , F0 + FC ] can be obtained from the
bandpass filter using HBS (F ) = 1 HBP (F ), to give
hBS [n] = [n] hBP [n] = [n] 4FC cos(2nF0 )sinc(2nFC ) (15.33)
506 Chapter 15 The Discrete-Time Fourier Transform
REVIEW PANEL 15.20
Transformation of a Lowpass Filter h[n] and H(F ) to Other Forms
h[n] = 2FC sinc(2nFC ); H(F ) = rect(F/2FC ) hHP [n] = [n] h[n]; HHP (F ) = 1 H(F )
hBP [n] = 2h[n]cos(2nF0 ); HBP (F ) by modulation hBS [n] = [n] hBP [n]; HBS (F ) = 1 HBP (F )
Note: FC = cuto frequency of lowpass prototype; F0 = center frequency (for BPF and BSF)
EXAMPLE 15.10 (Frequency Transformations)
Use frequency transformations to find the transfer function and impulse response of
1. An ideal lowpass filter with a digital cuto frequency of 0.25.
2. An ideal highpass filter with a digital cuto frequency of 0.3.
3. An ideal bandpass filter with a passband between F = 0.1 and F = 0.3.
4. An ideal bandstop filter with a stopband between F = 0.2 and F = 0.4.
(a) For the lowpass filter, pick the LPF cuto FC = 0.25. Then, h[n] = 0.5 sinc(0.5n).
(b) For a highpass filter whose cuto is FHP = 0.3:
Pick an LPF with FC = 0.5 0.3 = 0.2. Then, hHP [n] = (1)n (0.4)sinc(0.4n).
Alternatively, pick FC = 0.3. Then, hHP [n] = [n] (0.6)sinc(0.6n).
(c) For a bandpass filter with band edges [F1 , F2 ] = [0.1, 0.3]:
Pick the LPF cuto as FC = F2 F0 = 0.1, F0 = 0.2. Then, hBP [n] = 0.4 cos(0.4n)sinc(0.2n).
(d) For a bandstop filter with band edges [F1 , F2 ] = [0.2, 0.4]:
Pick the LPF cuto as FC = F2 F0 = 0.1, F0 = 0.3. Then, hBS [n] = [n] 0.4 cos(0.6n)sinc(0.2n).
15.7.2 Truncation and Windowing
An ideal filter possesses linear phase because its impulse response h[n] is a symmetric sequence. It can
never be realized in practice because h[n] is a sinc function that goes on forever, making the filter noncausal.
Moreover, the ideal filter is unstable because h[n] (a sinc function) is not absolutely summable. One way
to approximate an ideal lowpass filter is by symmetric truncation (about n = 0) of its impulse response
h[n] (which ensures linear phase). Truncation of h[n] to |n| N is equivalent to multiplying h[n] by a
rectangular window wD [n] = 1, |n| N . To obtain a causal filter, we must also delay the impulse response
by N samples so that its first sample appears at the origin.
15.7.3 The DTFT of Two Window Functions
The DTFT of the rectangular window x[n] = rect(n/2N ) may be computed directly from the defining
relation to give
N
! sinc(MF )
Xp (F ) = x[k]ej2kF = M = WD (F ), M = 2N + 1 (15.34)
sinc(F )
k=N
The closed form for the summation is readily available. The quantity WD (F ) describes the Dirichlet
kernel or the aliased sinc function and also equals the periodic extension of sinc(MF ) with period F = 1.
Figure 15.8 shows the Dirichlet kernel for N = 3, 5, and 10.
15.7 Ideal Filters 507
(a) Dirichlet kernel N = 3 (b) Dirichlet kernel N = 5 (c) Dirichlet kernel N = 10
7 11 21
Amplitude
Amplitude
Amplitude
0 1
1 1
0.5 0 0.5 0.5 0 0.5 0.5 0 0.5
Digital frequency F Digital frequency F Digital frequency F
Figure 15.8 The Dirichlet kernel is the spectrum of a rectangular window
The Dirichlet kernel has some very interesting properties. Over one period, we observe the following:
1. It shows N maxima, a positive main lobe of width 2/M , decaying positive and negative sidelobes of
width 1/M , with 2N zeros at k/M, k = 1, 2, . . . , 2N .
2. Its area equals unity, and it attains a maximum peak value of M (at the origin) and a minimum peak
value of unity (at F = 0.5 for odd N ). Increasing M increases the mainlobe height and compresses the
sidelobes. The ratio R of the main lobe and peak sidelobe magnitudes stays nearly constant (between
4 and 4.7) for finite M , and R 1.5 4.71 (or 13.5 dB) for very large M . As M , Xp (F )
approaches a unit impulse.
To find the DTFT of the triangular window x[n] = tri(n/M ), we start with the DTFT pair x[n] =
rect(n/2N ) M sinc(MF )
sincF , M = 2N + 1. Since rect(n/2N ) rect(n/2N ) = (2N + 1)tri( 2N +1 ) = M tri(n/M ),
n
the convolution property gives
sinc2 (MF )
M tri(n/M ) M 2 (15.35)
sinc2 F
This leads to the transform pair
sinc2 (MF )
tri(n/M ) M = WF (F ) (15.36)
sinc2 F
The quantity WF (F ) is called the Fejer kernel. Figure 15.9 shows the Fejer kernel for N = 3, 5, and 10.
It is always positive and shows M maxima over one period with a peak value of M at the origin.
(a) Fejer kernel M = 3 (b) Fejer kernel M = 5 (c) Fejer kernel M = 10
3 5 10
4 8
Amplitude
Amplitude
Amplitude
2
3 6
2 4
1
1 2
0 0 0
0.5 0 0.5 0.5 0 0.5 0.5 0 0.5
Digital frequency F Digital frequency F Digital frequency F
Figure 15.9 The Fejer kernel is the spectrum of a triangular window
508 Chapter 15 The Discrete-Time Fourier Transform
15.7.4 The Consequences of Windowing
Windowing of h[n] by a time-domain window w[n] is equivalent to the periodic convolution of H(F ) and
W (F ) in the frequency domain. The spectrum of an ideal filter using a rectangular window is shown in
Figure 15.10 and exhibits overshoot and oscillations reminiscent of the Gibbs eect.
(a) Dirichlet kernel N = 10 (b) Ideal LPF with Fc = 0.25 (c) Their periodic convolution
21
1 1
Amplitude
Amplitude
Amplitude
0
0 0
6
0.5 0 0.5 0.5 0.25 0 0.25 0.5 0.5 0.25 0 0.25 0.5
Digital frequency F Digital frequency F Digital frequency F
Figure 15.10 The spectrum of an abruptly truncated impulse response
What causes the overshoot and ringing is the slowly decaying sidelobes of WD (F ) (the Dirichlet kernel
corresponding to the rectangular window). The overshoot and oscillations persist no matter how large the
truncation index N . To eliminate overshoot and reduce the oscillations, we multiply hLP [n] by a tapered
window whose DTFT sidelobes decay much faster (as we also did for Fourier series smoothing). The trian-
gular window (whose DTFT describes the Fejer kernel) for example, is one familiar example whose periodic
convolution with the ideal filter spectrum leads to a monotonic response and the complete absence of over-
shoot and oscillations, as shown in Figure 15.11. All windows are designed to minimize (or eliminate) the
overshoot in the spectrum while maintaining as abrupt a transition as possible.
(a) Fejer kernel N = 10 (b) Ideal LPF with Fc = 0.25 (c) Their periodic convolution
10
1
Amplitude
Amplitude
Amplitude
0 0
0
0.5 0 0.5 0.5 0.25 0 0.25 0.5 0 0.25 0.5
Digital frequency F Digital frequency F Digital frequency F
Figure 15.11 The spectrum of an ideal filter windowed by a triangular window
REVIEW PANEL 15.21
Windowing of h[n] in Time Domain Means Periodic Convolution in Frequency Domain
Windowing makes the transition in the spectrum more gradual (less abrupt).
A rectangular window (truncation) leads to overshoot and oscillations in spectrum (Gibbs eect).
Any other window leads to reduced (or no) overshoot in spectrum.
15.8 Some Traditional and Non-Traditional Filters 509
15.8 Some Traditional and Non-Traditional Filters
In the frequency domain, performance measures of digital filters are based on the magnitude, phase (in
radians or degrees), phase delay, and group delay. The phase delay and group delay for a filter whose
transfer function is Hp (F ) are defined by
1 Hp (F0 ) 1 dHp (F )
tp (F ) = (phase delay) tg (F ) = (group delay) (15.37)
2 F0 2 dF
Performance in the time domain is based on the characteristics of the impulse response and step response.
15.8.1 Lowpass and Highpass Filters
Consider the first-order filter described by
1 1 1
HLP (F ) = HLP (0) = HLP (0.5) = , 0<<1 (15.38)
1 ej2F 1 1+
The filter HLP (F ) describes a lowpass filter because its magnitude at high frequencies (i.e., frequencies closer
to F = 0.5) decreases and |HLP (0)| > |HLP (0.5)|. The spectrum and impulse response of this filter are shown
in Figure 15.12.
H LP (F) HHP (F) hHP [n]
hLP [n]
n
F n F
0.5 0.5 0.5 0.5
Figure 15.12 Spectrum and impulse response of first-order lowpass and highpass filters
We can find the half-power frequency of the lowpass filter from its magnitude squared function:
( (2
( 1 ( 1
|HLP (F )|2 = (( ( = (15.39)
1 cos(2F ) + j sin(2F ) ( 1 2 cos(2F ) + 2
At the half-power frequency, we have |HLP (F )|2 = 0.5, and this gives
1 1 $ 2 1 %
= 0.5 or F = cos1 , |F | < 0.5 (15.40)
1 2 cos(2F ) + 2 2 2
The phase and group delay of the lowpass filter are given by
, -
sin(2F ) 1 d(F ) cos(2F ) 2
(F ) = tan1 tg (F ) = = (15.41)
1 cos(2F ) 2 dF 1 2 cos(2F ) + 2
For low frequencies, the phase is nearly linear and the group delay is nearly constant, and they can be
approximated by
2F 1 d(F )
(F ) , |F | 1 tg (F ) = , |F | 1 (15.42)
1 2 dF 1
510 Chapter 15 The Discrete-Time Fourier Transform
The impulse response of this lowpass filter is given by
hLP [n] = n u[n] (15.43)
The time constant of the lowpass filter describes how fast the impulse response decays to a specified fraction
of its initial value. For a specified fraction of %, we obtain the eective time constant in samples as
ln
= = (15.44)
ln
This value is rounded up to an integer, if necessary. We obtain the commonly measured 1% or 40-dB time
constant if = 0.01 (corresponding to an attenuation of 40 dB) and the 0.1% or 60-dB time constant if
= 0.001. If the sampling interval ts is known, the time constant in seconds can be computed from
= ts . The 60-dB time constant is also called the reverberation time. For higher-order filters whose
impulse response contains several exponential terms, the eective time constant is dictated by the term with
the slowest decay (that dominates the response).
Now, consider the first-order filter where we change the sign of to give
1 1 1
HHP (F ) = HHP (0) = HHP (0.5) = , 0<<1 (15.45)
1 + ej2F 1+ 1
This describes a highpass filter because its magnitude at low frequencies (closer to F = 0) is small with
|HHP (0)| < |HHP (0.5)|, as shown in Figure 15.12. The impulse response of this filter is given by
hHP [n] = ()n u[n] = (1)n n u[n] (15.46)
It is the alternating sign changes in the samples of hHP [n] that cause rapid time variations and lead to its
highpass behavior. Its spectrum HHP (F ) is related to HLP (F ) by HHP (F ) = HLP (F 0.5). This means
that a lowpass cuto frequency F0 corresponds to the frequency 0.5 F0 of the highpass filter.
15.8.2 Allpass Filters
Consider the first-order filter described by
( ( ( (
A + Bej2F (A + B (
( (=1
(A B (
( (=1
HA (F ) = |HA (0)| = ( |HA (0.5)| = ( (15.47)
B + Aej2F B + A( B A(
Its magnitude at F = 0 and F = 0.5 is equal to unity. In fact, its magnitude is unity for all frequencies, and
this describes an allpass filter. The fact that its magnitude is constant for all frequencies can be explained
by a geometric argument, as illustrated in Figure 15.13.
The numerator and denominator may be regarded as the sum of two vectors of length A and B that
subtend the same angle = 2F . The length of their vector sum is thus equal for any . An interesting
characteristic that allows us to readily identify an allpass filter is that its numerator and denominator
coecients (associated with powers of ej2F or ej ) appear in reversed order. Allpass filters are often used
to shape the delay characteristics of digital filters, and its applications are discussed in later chapters.
REVIEW PANEL 15.22
Identifying an Allpass Filter by Checking Coecients
From transfer function: The coecients of numerator and denominator appear in reversed order.
From dierence equation: The coecients of RHS and LHS appear in reversed order.
15.8 Some Traditional and Non-Traditional Filters 511
B
X =A 0 +B
j 2 F A 0 +B X
H(F) = A + Be = =
B + Ae j 2 F
B 0 +A Y
A Y =B 0 +A
The vectors X and Y are of equal length
for any avlue of F (or ). =2 F
The magnitude of H(F) is thus unity.
A 0 B 0
Figure 15.13 The magnitude spectrum of an allpass filter is constant
EXAMPLE 15.11 (Traditional and Non-Traditional Filters)
(a) Let h[n] = {5, 4, 3, 2}. Identify the filter type and establish whether the impulse response is a
linear-phase sequence.
The sequence h[n] is not linear-phase because it shows no symmetry.
We have Hp (F ) = 5 4ej2F + 3ej4F 2ej6F .
# #
We find Hp (0) = h[n] = 2 and Hp (0.5) = (1)n h[n] = 5 + 4 + 3 + 2 = 14.
Since the magnitude at high frequencies increases, this appears to be a highpass filter.
(b) Let h[n] = (0.8)n u[n]. Identify the filter type, establish whether the impulse response is a linear-phase
sequence, and find its 60-dB time constant.
1 1 1 1
We have Hp (F ) = , Hp (0) = = 5, and Hp (0.5) = = = 0.556
1 0.8ej2F 1 0.8 1 0.8ej 1 + 0.8
The sequence h[n] is not a linear-phase phase because it shows no symmetry.
Since the magnitude at high frequencies decreases, this appears to be a lowpass filter. The 60-dB time
constant of this filter is found as
ln ln 0.001
= = = 30.96 = 31 samples
ln ln 0.8
For a sampling frequency of S = 100 Hz, this corresponds to = ts = /S = 0.31 s.
(c) Let h[n] = 0.8[n] + 0.36(0.8)n1 u[n 1]. Identify the filter type and establish whether the impulse
response is a linear-phase sequence.
0.36ej2F 0.8 + ej2F 0.8 1
We find Hp (F ) = 0.8 + = . So, Hp (0) = 1 and Hp (0.5) = = 1.
1 + 0.8ej2F 1 + 0.8ej2F 1 0.8
The sequence h[n] is not a linear-phase sequence because it shows no symmetry.
Since the magnitude is identical at low and high frequencies, this could be a bandstop or an allpass
filter. Since the numerator and denominator coecients in Hp (F ) appear in reversed order, it is an
allpass filter.
512 Chapter 15 The Discrete-Time Fourier Transform
(d) Let h[n] = [n] [n 8]. Identify the filter type and establish whether the impulse response is a
linear-phase sequence.
We find Hp (F ) = 1 ej16F . So, Hp (0) = 0 and Hp (0.5) = 0.
This suggests a bandpass filter with a maximum between F = 0 and F = 0.5. On closer examination,
we find that Hp (F ) = 0 at F = 0, 0.125, 0.25, 0.375, 0.5 when ej16F = 1 and |Hp (F )| = 2 at four
frequencies halfway between these. This multi-humped response is sketched in Figure E15.11D and
describes a comb filter.
We may write h[n] = {1, 0, 0, 0, 0, 0, 0, 0, 1}. This is a linear-phase sequence because it shows odd
symmetry about the index n = 4.
Comment: Note that the dierence equation y[n] = x[n] x[n 8] is reminiscent of an echo filter.
Magnitude of comb filter
2
F
0.5
Figure E15.11D Spectrum of the comb filter for Example 15.11(d)
15.9 Frequency Response of Discrete Algorithms
Discrete-time algorithms are used to convert analog systems to discrete systems. The frequency response of an
ideal integrator is HI (F ) = 1/j2F . For an ideal dierentiator, HD (F ) = j2F . In the discrete domain, the
operations of integration and dierentiation are replaced by numerical integration and numerical dierences.
Table 15.5 lists some of the algorithms and their frequency response H(F ).
Numerical dierences approximate the slope (derivative) at a point, as illustrated in Figure 15.14.
x [n] x [n 1] x [n +1] x [n]
y [n] = y [n] =
ts ts
x [n] x [n +1]
x [n 1] x [n]
ts ts
n 1 n n n +1
Backward Euler algorithm Forward Euler algorithm
Figure 15.14 Numerical dierence algorithms
Most numerical integration algorithms estimate the area y[n] from y[n 1] by using step, linear, or
quadratic interpolation between the samples of x[n], as illustrated in Figure 15.15.
Only Simpsons rule finds y[n] over two time steps from y[n 2]. Discrete algorithms are good approx-
imations only at low digital frequencies (F < 0.1, say). Even when we satisfy the sampling theorem, low
digital frequencies mean high sampling rates, well in excess of the Nyquist rate. This is why the sampling
rate is a critical factor in the frequency-domain performance of these operators. Another factor is stability.
For example, if Simpsons rule is used to convert analog systems to discrete systems, it results in an unstable
system. The trapezoidal integration algorithm and the backward dierence are two popular choices.
15.9 Frequency Response of Discrete Algorithms 513
Table 15.5 Discrete Algorithms and their Frequency Response
Algorithm Dierence Equation Frequency Response
Numerical Dierences
Backward y[n] = x[n] x[n 1] HB (F ) = 1 ej2F
Central y[n] = 12 (x[n + 1] x[n 1]) HC (F ) = j sin(2F )
Forward y[n] = x[n + 1] x[n] HF (F ) = ej2F 1
Numerical Integration
Rectangular y[n 1] + x[n] 1
HR (F ) =
1 ej2F
Trapezoidal y[n 1] + 12 (x[n] + x[n 1]) 1 + ej2F
HT (F ) =
2(1 ej2F )
Simpsons y[n 2] + 13 (x[n] + 4x[n 1] + x[n 2]) 1 + 4ej2F + ej4F
HS (F ) =
3(1 ej4F )
y [n] = y [n 1] + t s x [n] y [n] = y [n 1] + 0.5t s{x [n] + x [n 1]}
ts ts
x [n] x [n]
x [n 1]
n 1 n n 1 n
Rectangular rule Trapezoidal rule
Figure 15.15 Numerical integration algorithms
EXAMPLE 15.12 (DTFT of Numerical Algorithms)
(a) For the trapezoidal numerical integration operator, the DTFT yields
Yp (F ) = Yp (F )ej2F + 0.5[Xp (F ) + ej2F Xp (F )]
A simple rearrangement leads to
, -
Yp (F ) 1 + ej2F 1
HT (F ) = = 0.5 =
Xp (F ) 1e j2F j2 tan(F )
Normalizing this by HI (F ) = 1/j2F and expanding the result, we obtain
HT (F ) j2F F (F )2 (F )4
= = 1
HI (F ) j2 tan(F ) tan(F ) 3 45
514 Chapter 15 The Discrete-Time Fourier Transform
Figure E15.12 shows the magnitude and phase error by plotting the ratio HT (F )/HI (F ). For an
ideal algorithm, this ratio should equal unity at all frequencies. At low frequencies (F 1), we
have tan(F ) F , and HT (F )/HI (F ) 1, and the trapezoidal rule is a valid approximation to
integration. The phase response matches the ideal phase at all frequencies.
(a) Magnitude spectrum of integration algorithms (c) Magnitude spectrum of difference algorithms
1.1 1.1
Rectangular
Backward and forward
1 1
Magnitude
Magnitude
Simpson
0.9 Trapezoidal 0.9 Central
0.8 0.8
0 0.05 0.1 0.15 0.2 0 0.05 0.1 0.15 0.2
Digital frequency F Digital frequency F
(b) Phase spectrum of integration algorithms (d) Phase spectrum of difference algorithms
40 40
Forward
Phase [degrees]
Phase [degrees]
Rectangular
20 20
0 0
Simpson and trapezoidal Central
20 20
Backward
40 40
0 0.05 0.1 0.15 0.2 0 0.05 0.1 0.15 0.2
Digital frequency F Digital frequency F
Figure E15.12 Frequency response of the numerical algorithms for Example 15.12
(b) Simpsons numerical integration algorithm yields the following normalized result:
) *
HS (F ) 2 + cos 2F
= 2F
HI (F ) 3 sin 2F
It displays a perfect phase match for all frequencies, but has an overshoot in its magnitude response
past F = 0.25 and thus amplifies high frequencies.
(c) For the forward dierence operator, the DTFT yields
Yp (F )
Yp (F ) = Xp (F )ej2F Xp (F ) = Xp (F )[ej2F 1] HF (F ) = = ej2F 1
Xp (F )
The ratio HF (F )/HD (F ) may be expanded as
HF (F ) 1 1
= 1 + j (2F ) (2F )2 +
HD (F ) 2! 3!
Again, we observe correspondence only at low digital frequencies (or high sampling rates). The high
frequencies are amplified, making the algorithm susceptible to high-frequency noise. The phase response
also deviates from the true phase, especially at high frequencies.
15.10 Oversampling and Sampling Rate Conversion 515
(d) For the central dierence algorithm, we find HC (F )/HD (F ) as
HC (F ) sin(2F ) 1 1
= = 1 (2F )2 + (2F )4 +
HD (F ) 2F 3! 5!
We see a perfect match only for the phase at all frequencies.
15.10 Oversampling and Sampling Rate Conversion
In practice, dierent parts of a DSP system are often designed to operate at dierent sampling rates be-
cause of the advantages it oers. For example, oversampling the analog signal prior to digital processing
can reduce the errors (sinc distortion) caused by zero-order-hold sampling devices. Since real-time digital
filters must complete all algorithmic operations in one sampling interval, oversampling can impose an added
computational burden. It is for this reason that the sampling rate is often reduced (by decimation) before
performing DSP operations and increased (by interpolation) before reconstruction. Oversampling prior to
signal reconstruction allows us to relax the stringent requirements for the design of reconstruction filters.
Figure 15.16 shows the spectrum of sampled signals obtained from a band-limited analog signal whose
spectrum is X(f ) at a sampling rate S, a higher rate NS, and a lower rate S/M .
X(f) Sampling rate = S Sampling rate = NS Sampling rate = S/M
SX(f) NSX(f)
SX(f)/M
f f f f
B B S B NS B S/M
Figure 15.16 Spectra of a signal sampled at three sampling rates
The spectrum of the oversampled signal shows a gain of N but covers a smaller fraction of the principal
period. The spectrum of a signal sampled at the lower rate S/M is a stretched version with a gain of 1/M .
In terms of the digital frequency F , the period of all three sampled versions is unity. One period of the
spectrum of the signal sampled at S Hz extends to B/S, whereas the spectrum of the same signal sampled at
NS Hz extends only to B/NS Hz, and the spectrum of the same signal sampled at S/M Hz extends farther
out to BM/S Hz. After an analog signal is first sampled, all subsequent sampling rate changes are typically
made by manipulating the signal samples (and not resampling the analog signal). The key to the process
lies in interpolation and decimation.
15.10.1 Zero Interpolation and Spectrum Compression
A property of the DTFT that forms the basis for signal interpolation and sampling rate conversion is that M -
fold zero interpolation of a discrete-time signal x[n] leads to an M -fold spectrum compression and replication,
as illustrated in Figure 15.17.
The zero-interpolated signal y[n] = x[n/N ] is nonzero only if n = kN, k = 0, 1, 2, . . . (i.e., if n is an
integer multiple of N ). The DTFT Yp (F ) of y[n] = y[kN ] may be expressed as
!
!
!
Yp (F ) = y[n]ej2nF = y[kN ]ej2kNF = x[k]ej2kNF = Xp (NF ) (15.48)
n= k= k=
516 Chapter 15 The Discrete-Time Fourier Transform
x[n] Discrete-time signal X(F) Spectrum of discrete-time signal
n F
1234 0.5 1
y[n] Fourfold zero interpolation Y(F) Fourfold spectrum compression
n F
1234 0.5/4 0.5 1
Figure 15.17 Zero interpolation of a signal leads to spectrum compression
This describes Yp (F ) as a scaled (compressed) version of the periodic spectrum Xp (F ) and leads to N -fold
spectrum replication. The spectrum of the interpolated signal shows N compressed images in the principal
period |F | 0.5, with the central image occupying the frequency range |F | 0.5/N . This is exactly
analogous to the Fourier series result where spectrum zero interpolation produced replication (compression)
of the periodic signal.
Similarly, the spectrum of a decimated signal y[n] = x[nM ] is a stretched version of the original spectrum
and described by
1 $F %
Yp (F ) = Xp (15.49)
M M
The factor 1/M ensures that we satisfy Parsevals relation. If the spectrum of the original signal x[n] extends
to |F | 0.5/M in the central period, the spectrum of the decimated signal extends over |F | 0.5, and there
is no aliasing or overlap between the spectral images.
REVIEW PANEL 15.23
The Spectra of Zero-Interpolated and Decimated Signals
Zero interpolation by N causes N -fold spectrum replication (with no gain change).
Decimation by M causes M -fold stretching and gain reduction by M.
EXAMPLE 15.13 (Zero Interpolation and Spectrum Replication)
The spectrum of a signal x[n] is X(F ) = 2 tri(5F ). Sketch X(F ) and the spectra of the following signals
and explain how they are related to X(F ).
1. The zero interpolated signal y[n] = x[n/2]
2. The decimated signal d[n] = x[2n]
3. The signal g[n] that equals x[n] for even n, and 0 for odd n
Refer to Figure E15.13 for the spectra.
(a) The spectrum Y (F ) is a compressed version of X(F ) with Y (F ) = X(2F ).
(b) The spectrum D(F ) = 0.5X(0.5F ) is a stretched version of X(F ) with a gain factor of 0.5.
(c) The signal g[n] may be expressed as g[n] = 0.5(x[n] + (1)n x[n]). Its spectrum (or DTFT) is
described by G(F ) = 0.5[X(F ) + X(F 0.5)]. We may also obtain g[n] by first decimating x[n] by 2
(to get d[n]), and then zero-interpolating d[n] by 2.
15.10 Oversampling and Sampling Rate Conversion 517
X(F) Y(F)
2 2
f f
0.2 0.8 1 0.1 0.4 0.5 0.6 0.9 1
D(F) G(F)
1 1
f f
0.4 0.6 1 0.2 0.3 0.5 0.7 0.8 1
Figure E15.13 The spectra of the signals for Example 15.13
15.10.2 Sampling Rate Increase
A sampling rate increase by an integer factor N involves zero interpolation and digital lowpass filtering,
as shown in Figure 15.18. The signals and their spectra at various points in the system are illustrated in
Figure 15.19 for N = 2.
x[n] Up-sample (zero-interpolate) w[n] Anti-imaging digital filter i[n]
0.5
N Gain = N FC =
S NS N NS
Figure 15.18 Sampling rate increase by an integer factor
x[n] Input signal X(F) Spectrum of input
1
1 2 n 0.5 1 2 F
ts t 0.5S S 2S f
w[n] Zero-interpolated signal (N =2) W(F) Spectrum of up-sampled signal (N =2)
1
1 2 n 0.5 1 F
ts /2 t 0.5S1 S1 = 2 S f
i[n] Filtered signal I(F) Spectrum of filtered signal FC =0.25
2 Gain = 2
1 2 n 0.25 0.5 1 F
ts /2 t 0.5S1 S1 f
Figure 15.19 Spectra of signals when increasing the sampling rate
An up-sampler inserts N 1 zeros between signal samples and results in an N -fold zero-interpolated
signal corresponding to the higher sampling rate NS. Zero interpolation by N results in N -fold replication
of the spectrum whose central image over |F | 0.5/N corresponds to the spectrum of the oversampled signal
518 Chapter 15 The Discrete-Time Fourier Transform
(except for a gain of N ). The spurious images are removed by passing the zero-interpolated signal through
a lowpass filter with a gain of N and a cuto frequency of FC = 0.5/N to obtain the required oversampled
signal. If the original samples were acquired at a rate that exceeds the Nyquist rate, the cuto frequency of
the digital lowpass filter can be made smaller than 0.5/N . This process yields exact results as long as the
underlying analog signal has been sampled above the Nyquist rate and the filtering operation is assumed
ideal.
REVIEW PANEL 15.24
To Increase the Sampling Rate by N , Up-Sample by N and Lowpass Filter
Up-sampling compresses (and replicates) spectrum. The LPF (FC = 0.5
N , gain = N ) removes the images.
EXAMPLE 15.14 (Up-Sampling and Filtering)
In the system of Figure E15.14, the spectrum of the input signal is given by X(F ) = tri(2F ), the up-sampling
is by a factor of 2, and the impulse response of the digital filter is given by h[n] = 0.25 sinc(0.25n). Sketch
X(F ), W (F ), H(F ), and Y (F ) over 0.5 F 0.5.
x[n] Up-sample (zero-interpolate) w[n] Digital filter y[n]
X(F) N W(F) H(F) Y(F)
Figure E15.14 The system for Example 15.14
The various spectra are shown in Figure E15.14A.
The spectrum X(F ) is a triangular pulse of unit width. Zero interpolation by two results in the compressed
spectrum W (F ). Now, h[n] = 2FC sinc(2nFC ) corresponds to an ideal filter with a cuto frequency of FC .
Thus, FC = 0.125, and the filter passes only the frequency range |F | 0.125.
X(F) W(F) H(F) Y(F)
1 1 1 1
F F F F
1/2 1/2 1/4 1/4 1/8 1/8 1/8 1/8
Figure E15.14A The spectra at various points for the system of Example 15.14
15.10.3 Sampling Rate Reduction
A reduction in the sampling rate by an integer factor M involves digital lowpass filtering and decimation,
as shown in Figure 15.20.
x[n] Anti-aliasing digital filter v[n] Down-sample (keep every M th sample) d[n]
0.5
Gain = 1 FC = M
S M S S/M
Figure 15.20 Sampling rate reduction by an integer factor
First, the sampled signal is passed through a lowpass filter (with unit gain) to ensure that it is band-
limited to |F | 0.5/M in the principal period and to prevent aliasing during the decimation stage. It is then
decimated by a down-sampler that retains every M th sample. The spectrum of the decimated signal is a
15.10 Oversampling and Sampling Rate Conversion 519
stretched version that extends to |F | 0.5 in the principal period. Note that the spectrum of the decimated
signal has a gain of 1/M as required, and it is for this reason that we use a lowpass filter with unit gain.
Figure 15.21 shows the signals and their spectra at various points in the system for M = 2. This process
yields exact results as long as the underlying analog signal has been sampled at a rate that is M times the
Nyquist rate (or higher) and the filtering operation is assumed ideal.
x[n] Input signal X(F) Spectrum of input
1
1 2 n 0.25 0.5 1 F
ts t 0.25S 0.5S S f
v[n] Filtered signal V(F) Spectrum of filtered signal FC =0.25
1 Gain = 1
1 2 n 0.25 0.5 1 F
ts t 0.25S 0.5S S f
d[n] Decimated signal (M =2) D(F) Spectrum of decimated signal (M =2)
0.5
1 2 n 0.5 1 2 F
2 ts t 0.5S1 S1 = 0.5S 2 S1 f
Figure 15.21 The spectra of various signals during sampling rate reduction
REVIEW PANEL 15.25
To Decrease Sampling Rate by M : Unity-Gain LPF (FC = 0.5 M ) and Down-Sampling by M
The LPF (FC = 0.5
M ) band-limits the input. Down-sampling stretches the spectrum.
Fractional sampling-rate changes by a factor M/N can be implemented by cascading a system that
increases the sampling rate by N (interpolation) and a system that reduces sampling rate by M (decimation).
In fact, we can replace the two lowpass filters that are required in the cascade (both of which operate at the
sampling rate NS) by a single lowpass filter whose gain is 1/N and whose cuto frequency is the smaller of
0.5/M and 0.5/N , as shown in Figure 15.22.
x[n] Up-sample w[n] Digital lowpass filter v[n] Down-sample y[n]
N 0.5 , 0.5 M
Gain = N FC = Min
S NS N M NS S(N/M)
Figure 15.22 Illustrating fractional sampling-rate change
REVIEW PANEL 15.26
How to Implement a Fractional Sampling-Rate Change by M/N
Interpolate by N = lowpass filter (using FC = max(M,N
0.5
) and gain = N ) = decimate by M.
1
520 Chapter 15 The Discrete-Time Fourier Transform
CHAPTER 15 PROBLEMS
DRILL AND REINFORCEMENT
15.1 (DTFT of Sequences) Find the DTFT Xp (F ) of the following signals and evaluate Xp (F ) at
F = 0, F = 0.5, and F = 1.
(a) x[n] = {1, 2, 3, 2, 1} (b) x[n] = {1, 2, 0, 2, 1}
(c) x[n] = {1, 2, 2, 1} (d) x[n] = {1, 2, 2, 1}
15.2 (DTFT from Definition) Find the DTFT Xp (F ) of the following signals.
(a) x[n] = (0.5)n+2 u[n] (b) x[n] = n(0.5)2n u[n] (c) x[n] = (0.5)n+2 u[n 1]
(d) x[n] = n(0.5)n+2 u[n 1] (e) x[n] = (n + 1)(0.5)n u[n] (f ) x[n] = (0.5)n u[n]
4
15.3 (Properties) The DTFT of x[n] is X(F ) = . Find the DTFT of the following signals
2 ej2F
without first computing x[n].
(a) y[n] = x[n 2] (b) d[n] = nx[n]
(c) p[n] = x[n] (d) g[n] = x[n] x[n 1]
(e) h[n] = x[n] x[n] (f ) r[n] = x[n]ejn
(g) s[n] = x[n]cos(n) (h) v[n] = x[n 1] + x[n + 1]
15.4 (Properties) The DTFT of the signal x[n] = (0.5)n u[n] is X(F ). Find the time signal corresponding
to the following transforms without first computing Xp (F ).
(a) Y (F ) = X(F ) (b) G(F ) = X(F 0.25)
(c) H(F ) = X(F + 0.5) + X(F 0.5) (d) P (F ) = X (F )
(e) R(F ) = X 2 (F ) (f ) S(F ) = X(F )X(F )
(g) D(F ) = X(F )cos(4F ) (h) T (F ) = X(F + 0.25) X(F 0.25)
15.5 (Spectrum of Discrete Periodic Signals) Sketch the DTFT magnitude spectrum and phase
spectrum of the following signals over |F | 0.5.
(a) x[n] = cos(0.5n)
(b) x[n] = cos(0.5n) + sin(0.25n)
(c) x[n] = cos(0.5n)cos(0.25n)
15.6 (System Representation) Find the transfer function H(F ) and the system dierence equation for
the following systems described by their impulse response h[n].
(a) h[n] = ( 31 )n u[n] (b) h[n] = [1 ( 13 )n ]u[n]
(c) h[n] = n( 31 )n u[n] (d) h[n] = 0.5[n]
(e) h[n] = [n] ( 13 )n u[n] (f ) h[n] = [( 13 )n + ( 12 )n ]u[n]
15.7 (System Representation) Find the transfer function and impulse response of the following systems
described by their dierence equation.
(a) y[n] + 0.4y[n 1] = 3x[n] (b) y[n] 16 y[n 1] 16 y[n 2] = 2x[n] + x[n 1]
(c) y[n] = 0.2x[n] (d) y[n] = x[n] + x[n 1] + x[n 2]
Chapter 15 Problems 521
15.8 (System Representation) Set up the system dierence equation for the following systems described
by their transfer function.
6ej2F 3 ej2F
(a) Hp (F ) = (b) Hp (F ) =
3ej2F + 1 ej2F + 2 ej2F + 3
6 6ej2F + 4ej4F
(c) Hp (F ) = (d) Hp (F ) =
1 0.3ej2F (1 + 2ej2F )(1 + 4ej2F )
15.9 (Steady-State Response) Consider the filter y[n] + 0.25y[n 2] = 2x[n] + 2x[n 1]. Find the
filter transfer function H(F ) of this filter and use this to compute the steady-state response to the
following inputs.
(a) x[n] = 5u[n] (b) x[n] = 3 cos(0.5n + 4 ) 6 sin(0.5n 4 )
(c) x[n] = 3 cos(0.5n)u[n] (d) x[n] = 2 cos(0.25n) + 3 sin(0.5n)
15.10 (Response of Digital Filters) Consider the 3-point averaging filter described by the dierence
equation y[n] = 13 (x[n] + x[n 1] + x[n 2]).
(a) Find its impulse response h[n].
(b) Find and sketch its frequency response H(F ).
(c) Find its response to x[n] = cos( n
3 + 4 ).
(d) Find its response to x[n] = cos( 3 + 4 ) + sin( n
n
3 + 4 ).
(e) Find its response to x[n] = cos( n
3 + 4 ) + sin( 3 + 4 ).
2n
15.11 (Frequency Response) Sketch the frequency response of the following digital filters and describe
the function of each filter.
(a) y[n] + 0.9y[n 1] = x[n] (b) y[n] 0.9y[n 1] = x[n]
(c) y[n] + 0.9y[n 1] = x[n 1] (d) y[n] = x[n] x[n 4]
15.12 (DTFT of Periodic Signals) Find the DTFT of the following periodic signals described over one
period, with N samples per period.
(a) x[n] = {1, 0, 0, 0, 0}, N = 5
(b) x[n] = {1, 0, 1, 0}, N = 4
(c) x[n] = {3, 2, 1, 2}, N = 4
(d) x[n] = {1, 2, 3}, N = 3
15.13 (System Response to Periodic Signals) Consider the 3-point moving average filter described by
y[n] = x[n] + x[n 1] + x[n 2]. Find its response to the following periodic inputs.
(a) x[n] = {1, 0, 0, 0, 0}, N = 5
(b) x[n] = {1, 0, 1, 0}, N = 4
(c) x[n] = {3, 2, 1}, N = 3
(d) x[n] = {1, 2}, N = 2
15.14 (Sampling, Filtering, and Aliasing) The sinusoid x(t) = cos(2f0 t) is sampled at 1 kHz to yield
the sampled signal x[n]. The signal x[n] is passed through a 2-point averaging filter whose dierence
equation is y[n] = 0.5(x[n] + x[n 1]). The filtered output y[n] is reconstructed using an ideal lowpass
522 Chapter 15 The Discrete-Time Fourier Transform
filter with a cuto frequency of 0.5 kHz to generate the analog signal y(t). Find an expression for
y(t) if f0 = 0.2, 0.5, 0.75 kHz
REVIEW AND EXPLORATION
15.15 (DTFT) Compute the DTFT of the following signals.
(a) x[n] = sinc(0.2n) (b) h[n] = sin(0.2n) (c) g[n] = sinc2 (0.2n)
15.16 (DTFT) Compute the DTFT of the following signals and plot their amplitude and phase spectra.
(a) x[n] = [n + 1] + [n 1] (b) x[n] = [n + 1] [n 1]
(c) x[n] = [n + 1] + [n] + [n 1] (d) x[n] = u[n + 1] u[n 1]
(e) x[n] = u[n + 1] u[n 2] (f ) x[n] = u[n] u[n 3]
15.17 (DTFT) Compute the DTFT of the following signals and sketch the magnitude and phase spectrum
over 0.5 F 0.5.
(a) x[n] = cos(0.4n) (b) x[n] = cos(0.2n + 4 )
(c) x[n] = cos(n) (d) x[n] = cos(1.2n + 4 )
(e) x[n] = cos(2.4n) (f ) x[n] = cos2 (2.4n)
15.18 (DTFT) Compute the DTFT of the following signals and sketch the magnitude and phase spectrum
over 0.5 F 0.5.
(a) x[n] = sinc(0.2n) (b) x[n] = sinc(0.2n)cos(0.4n)
(c) x[n] = sinc2 (0.2n) (d) x[n] = sinc(0.2n)cos(0.1n)
(e) x[n] = sinc2 (0.2n)cos(0.4n) (f ) x[n] = sinc2 (0.2n)cos(0.2n)
15.19 (DTFT) Compute the DTFT of the following signals.
(a) x[n] = 2n u[n] (b) x[n] = 2n u[n]
(c) x[n] = 0.5|n| (d) x[n] = 0.5|n| (u[n + 1] u[n 2])
(e) x[n] = (0.5)n cos(0.5n)u[n] (f ) x[n] = cos(0.5n)(u[n + 5] u[n 6])
15.20 (Properties) The DTFT of a real signal x[n] is X(F ). How is the DTFT of the following signals
related to X(F )?
(a) y[n] = x[n] (b) g[n] = x[n] x[n]
(c) r[n] = x[n/4] (zero interpolation) (d) s[n] = (1)n x[n]
(e) h[n] = (j)n x[n] (f ) v[n] = cos(2nF0 )x[n]
(g) w[n] = cos(n)x[n] (h) z[n] = [1 + cos(n)]x[n]
(i) b[n] = (1)n/2 x[n] (j) p[n] = ejn x[n 1]
15.21 (Properties) Let x[n] = tri(0.2n) and let X(F ) be its DTFT. Compute the following without
evaluating X(F ).
(a) The
DTFT of the odd part of x[n]
(b) The
value of X(F ) at F = 0 and F = 0.5
(c) The
phase of X(F )
(d) The
phase of the DTFT of x[n]
" 0.5 " 0.5
(e) The integrals X(F ) dF and X(F 0.5) dF
0.5 0.5
Chapter 15 Problems 523
" " ( (
0.5 0.5 ( dX(F ) (2
(f ) The integrals |X(F )| dF and
2 ( (
( dF ( dF
0.5 0.5
dX(F )
(g) The derivative
dF
15.22 (DTFT of Periodic Signals) Find the DTFT of the following periodic signals with N samples
per period.
(a) x[n] = {1, 1, 1, 1, 1}, N = 5 (b) x[n] = {1, 1, 1, 1}, N = 4
(c) x[n] = (1)n (d) x[n] = 1 (n even) and x[n] = 0 (n odd)
15.23 (IDTFT) Compute the IDTFT x[n] of the following X(F ) described over |F | 0.5.
(a) X(F ) = rect(2F ) (b) X(F ) = cos(F ) (c) X(F ) = tri(2F )
15.24 (Properties) Confirm that the DTFT of x[n] = nn u[n], using the following methods, gives identical
results.
(a) From the defining relation for the DTFT
(b) From the DTFT of y[n] = n u[n] and the times-n property
(c) From the convolution result n u[n] n u[n] = (n + 1)n u[n + 1] and the shifting property
(d) From the convolution result n u[n] n u[n] = (n + 1)n u[n + 1] and superposition
15.25 (Properties) Find the DTFT of the following signals using the approach suggested.
(a) Starting with the DTFT of u[n], show that the DTFT of x[n] = sgn[n] is X(F ) = j cot(F ).
(b) Starting with rect(n/2N ) (2N + 1) sinc[(2N +1)F ]
sincF , use the convolution property to find the
DTFT of x[n] = tri(n/N ).
(c) Starting with rect(n/2N ) (2N + 1) sinc[(2N +1)F ]
sincF , use the modulation property to find the
DTFT of x[n] = cos(n/2N )rect(n/2N ).
15.26 (DTFT of Periodic Signals) One period of a periodic signal is given by x[n] = {1, 2, 0, 1}.
(a) Find the DTFT of this periodic signal.
(b) The signal is passed through a filter whose impulse response is h[n] = sinc(0.8n). What is the
filter output?
15.27 (Frequency Response) Consider a system whose frequency response H(F ) in magnitude/phase
form is H(F ) = A(F )ej(F ) . Find the response y[n] of this system for the following inputs.
(a) x[n] = [n] (b) x[n] = 1 (c) x[n] = cos(2nF0 ) (d) x[n] = (1)n
15.28 (Frequency Response) Consider a system whose frequency response is H(F ) = 2 cos(F )ejF .
Find the response y[n] of this system for the following inputs.
(a) x[n] = [n] (b) x[n] = cos(0.5n)
(c) x[n] = cos(n) (d) x[n] = 1
(e) x[n] = ej0.4n (f ) x[n] = (j)n
15.29 (Frequency Response) The signal x[n] = {1, 0.5} is applied to a system with frequency response
H(F ), and the resulting output is y[n] = [n] 2[n 1] [n 2]. What is H(F )?
524 Chapter 15 The Discrete-Time Fourier Transform
15.30 (Frequency Response) Consider the 2-point averager y[n] = 0.5x[n] + 0.5x[n 1].
(a) Sketch its magnitude (or amplitude) and phase spectrum.
(b) Find its response to the input x[n] = cos(n/2).
(c) Find its response to the input x[n] = [n].
(d) Find its response to the input x[n] = 1 and x[n] = 3 + 2[n] 4 cos(n/2).
cos1 ( 0.5)
(e) Show that its half-power frequency is given by FC = .
(f ) What is the half-power frequency of a cascade of N such 2-point averagers?
15.31 (Frequency Response) Consider the 3-point averaging filter h[n] = 13 {1, 1, 1}.
(a) Sketch its magnitude (or amplitude) and phase spectrum. What type of filter is this?
(b) Find its phase delay and group delay. Is this a linear-phase filter?
(c) Find its response to the input x[n] = cos(n/3).
(d) Find its response to the input x[n] = [n].
(e) Find its response to the input x[n] = (1)n .
(f ) Find its response to the input x[n] = 3 + 3[n] 6 cos(n/3).
15.32 (Frequency Response) Consider a filter described by h[n] = 13 {1, 1, 1}.
(a) Sketch its magnitude (or amplitude) and phase spectrum. What type of filter is this?
(b) Find its phase delay and group delay. Is this a linear-phase filter?
(c) Find its response to the input x[n] = cos(n/3).
(d) Find its response to the input x[n] = [n].
(e) Find its response to the input x[n] = (1)n .
(f ) Find its response to the input x[n] = 3 + 3[n] 3 cos(2n/3).
15.33 (Frequency Response) Consider the tapered 3-point averaging filter h[n] = {0.5, 1, 0.5}.
(a) Sketch its magnitude (or amplitude) and phase spectrum. What type of filter is this?
(b) Find its phase delay and group delay. Is this a linear-phase filter?
(c) Find its response to the input x[n] = cos(n/2).
(d) Find its response to the input x[n] = [n 1].
(e) Find its response to the input x[n] = 1 + (1)n .
(f ) Find its response to the input x[n] = 3 + 2[n] 4 cos(n/2).
15.34 (Frequency Response) Consider the 2-point dierencing filter h[n] = [n] [n 1].
(a) Sketch its magnitude (or amplitude) and phase spectrum. What type of filter is this?
(b) Find its phase and group delay. Is this a linear-phase filter?
(c) Find its response to the input x[n] = cos(n/2).
(d) Find its response to the input x[n] = u[n].
(e) Find its response to the input x[n] = (1)n .
(f ) Find its response to the input x[n] = 3 + 2u[n] 4 cos(n/2).
15.35 (Frequency Response) Consider the 5-point averaging filter h[n] = 19 {1, 2, 3, 2, 1}.
(a) Sketch its magnitude (or amplitude) and phase spectrum. What type of filter is this?
Chapter 15 Problems 525
(b) Find its phase delay and group delay. Is this a linear-phase filter?
(c) Find its response to the input x[n] = cos(n/4).
(d) Find its response to the input x[n] = [n].
(e) Find its response to the input x[n] = (1)n .
(f ) Find its response to the input x[n] = 9 + 9[n] 9 cos(n/4).
15.36 (Frequency Response) Consider the recursive filter y[n] + 0.5y[n 1] = 0.5x[n] + x[n 1].
(a) Sketch its magnitude (or amplitude) and phase spectrum. What type of filter is this?
(b) Find its phase delay and group delay. Is this a linear-phase filter?
(c) Find its response to the input x[n] = cos(n/2).
(d) Find its response to the input x[n] = [n].
(e) Find its response to the input x[n] = (1)n .
(f ) Find its response to the input x[n] = 4 + 2[n] 4 cos(n/2).
15.37 (System Response to Periodic Signals) Consider the filter y[n] 0.5y[n 1] = 3x[n 1]. Find
its response to the following periodic inputs.
(a) x[n] = {4, 0, 2, 1}, N = 4
(b) x[n] = (1)n
(c) x[n] = 1 (n even) and x[n] = 0 (n odd)
(d) x[n] = 14(0.5)n (u[n] u[n N ]), N = 3
15.38 (System Response to Periodic Signals) Find the response if a periodic signal whose one period
is x[n] = {4, 3, 2, 3} (with period N = 4) is applied to the following filters.
(a) h[n] = sinc(0.4n)
(b) H(F ) = tri(2F )
(c) y[n] = x[n] + x[n 1] + x[n 2] + x[n 3]
15.39 (Frequency Response) Consider the filter realization of Figure P15.39. Find the frequency re-
sponse H(F ) of the overall system if the impulse response h1 [n] of the filter in the forward path is
given by
(a) h1 [n] = [n] [n 1]. (b) h1 [n] = 0.5[n] + 0.5[n 1].
Find the dierence equation relating y[n] and x[n] and check the system stability.
x [n]
+ Filter y [n]
z1
Figure P15.39 Filter realization for Problem 15.39
15.40 (Interconnected Systems) Consider two systems with impulse response h1 [n] = [n] + [n 1]
and h2 [n] = (0.5)n u[n]. Find the frequency response and impulse response of the combination if
(a) The two systems are connected in parallel with = 0.5.
(b) The two systems are connected in parallel with = 0.5.
(c) The two systems are connected in cascade with = 0.5.
(d) The two systems are connected in cascade with = 0.5.
526 Chapter 15 The Discrete-Time Fourier Transform
15.41 (Interconnected Systems) Consider two systems with impulse response h1 [n] = [n] + [n 1]
and h2 [n] = (0.5)n u[n]. Find the response y[n] of the overall system to the input x[n] = (0.5)n u[n] if
(a) The two systems are connected in parallel with = 0.5.
(b) The two systems are connected in parallel with = 0.5.
(c) The two systems are connected in cascade with = 0.5.
(d) The two systems are connected in cascade with = 0.5.
15.42 (Interconnected Systems) Consider two systems with impulse response h1 [n] = [n] + [n 1]
and h2 [n] = (0.5)n u[n]. Find the response of the overall system to the input x[n] = cos(0.5n) if
(a) The two systems are connected in parallel with = 0.5.
(b) The two systems are connected in parallel with = 0.5.
(c) The two systems are connected in cascade with = 0.5.
(d) The two systems are connected in cascade with = 0.5.
15.43 (The Fourier Transform and DTFT) The analog signal x(t) = et u(t) is ideally sampled at
!
the sampling rate S to yield the analog impulse train xi (t) = x(t)(t kts ) where ts = 1/S.
k=
The sampled version of x(t) corresponds to x[n] = ents u[n].
(a) Find the Fourier transforms X(f ) and Xi (f ), and the DTFT Xp (F ).
(b) Show that Xp (F ) and Xi (f ) are identical.
(c) How is Xp (F ) related to X(f )?
15.44 (Filter Concepts) Let H1 (F ) be an ideal lowpass filter with a cuto frequency of F1 = 0.2 and
let H2 (F ) be an ideal lowpass filter with a cuto frequency of F2 = 0.4. Make a block diagram of
how you would connect these filters (in cascade and/or parallel) to implement the following filters
and express their transfer function in terms of H1 (F ) and/or H2 (F ).
(a) An ideal highpass filter with a cuto frequency of FC = 0.2
(b) An ideal highpass filter with a cuto frequency of FC = 0.4
(c) An ideal bandpass filter with a passband covering 0.2 F 0.4
(d) An ideal bandstop filter with a stopband covering 0.2 F 0.4
15.45 (Linear-Phase Filters) Consider a filter whose impulse response is h[n] = {, , }.
(a) Find its frequency response in amplitude/phase form H(F ) = A(F )ej(F ) and confirm that the
phase (F ) varies linearly with F .
(b) Determine the values of and if this filter is to completely block a signal at the frequency
F = 13 while passing a signal at the frequency F = 18 with unit gain.
(c) What will be the output of the filter in part(b) if the input is x[n] = cos(0.5n)?
15.46 (Echo Cancellation) A microphone, whose frequency response is limited to 5 kHz, picks up not
only a desired signal x(t) but also its echoes. However, only the first echo, arriving after 1.25 ms, has
a significant amplitude (of 0.5) relative to the desired signal x(t).
(a) Set up an equation relating the analog output and analog input of the microphone.
(b) The microphone signal is to be processed digitally in an eort to remove the echo. Set up a
dierence equation relating the sampled output and sampled input of the microphone using an
arbitrary sampling rate S.
Chapter 15 Problems 527
(c) Argue that if S equals the Nyquist rate, the dierence equation for the microphone will contain
fractional delays and be dicult to implement.
(d) If the sampling rate S can be varied only in steps of 1 kHz, choose the smallest S that will
ensure integer delays and find the dierence equation of the microphone. Use this to set up the
dierence equation of an echo-canceling system that can recover the original signal.
(e) Sketch the frequency response of each system of the previous part. What is the dierence
equation, transfer function, and frequency response of the overall system?
15.47 (Sampling and Aliasing) A speech signal x(t) band-limited to 4 kHz is sampled at 10 kHz to
obtain x[n]. The sampled signal x[n] is filtered by an ideal bandpass filter whose passband extends
over 0.03 F 0.3 to obtain y[n]. Will the sampled output y[n] be contaminated if x(t) also includes
an undesired signal at the following frequencies?
(a) 60 Hz (b) 360 Hz (c) 8.8 kHz (d) 9.8 kHz
15.48 (DTFT and Sampling) The transfer function of a digital filter is H(F ) = rect(2F )ej0.5F .
(a) What is the impulse response h[n] of this filter?
(b) The analog signal x(t) = cos(0.25t) applied to the system shown.
x(t) sampler H(F ) ideal LPF y(t)
The sampler is ideal and operates at S = 1 Hz. The cuto frequency of the ideal lowpass filter
is fC = 0.5 Hz. How are X(f ) and Y (f ) related? What is y(t)?
15.49 (Sampling and Filtering) The analog signal x(t) = cos(2f0 t) is applied to the following system:
x(t) sampler H(F ) ideal LPF y(t)
The sampler is ideal and operates at S = 60 Hz. The filter H(F ) describes the transfer function of a
3-point averager. The cuto frequency of the ideal lowpass filter is fC = 40 Hz. Find y(t) if
(a) f0 = 20 Hz. (b) f0 = 50 Hz. (c) f0 = 75 Hz.
15.50 (Sampling and Filtering) A periodic signal whose one full period is x(t) = 5tri(20t) is applied to
the following system:
x(t) pre-filter sampler H(F ) ideal LPF y(t)
The pre-filter band-limits the signal x(t) to B Hz. The sampler is ideal and operates at S = 80 Hz.
The transfer function of the digital filter is H(F ) = tri(2F ). The cuto frequency of the ideal lowpass
filter is fC = 40 Hz. Find y(t) if
(a) B = 20 Hz. (b) B = 40 Hz. (c) B = 80 Hz.
15.51 (Sampling and Filtering) A speech signal x(t) whose spectrum extends to 5 kHz is filtered by an
ideal analog lowpass filter with a cuto frequency of 4 kHz to obtain the filtered signal xf (t).
(a) If xf (t) is to be sampled to generate y[n], what is the minimum sampling rate that will permit
recovery of xf (t) from y[n]?
(b) If x(t) is first sampled to obtain x[n] and then digitally filtered to obtain z[n], what must be
the minimum sampling rate and the impulse response h[n] of the digital filter such that z[n] is
identical to y[n]?
528 Chapter 15 The Discrete-Time Fourier Transform
15.52 (DTFT and Sampling) A signal is reconstructed using a filter that performs step interpolation
between samples. The reconstruction sampling interval is ts .
(a) What is the impulse response h(t) and transfer function H(f ) of the interpolating filter?
(b) What is the transfer function HC (f ) of a filter that can compensate for the non-ideal recon-
struction?
15.53 (DTFT and Sampling) A signal is reconstructed using a filter that performs linear interpolation
between samples. The reconstruction sampling interval is ts .
(a) What is the impulse response h(t) and transfer function H(f ) of the interpolating filter?
(b) What is the transfer function HC (f ) of a filter that can compensate for the non-ideal recon-
struction?
15.54 (Response of Numerical Algorithms) Simpsons and Ticks rules for numerical integration find
y[k] (the approximation to the area) over two time steps from y[k 2] and are described by
x[n] + 4x[n 1] + x[n 2]
Simpsons rule: y[n] = y[n 2] +
3
Ticks rule: y[n] = y[n 2] + 0.3584x[n] + 1.2832x[n 1] + 0.3584x[n 2]
(a) Find the transfer function H(F ) corresponding to each rule.
(b) For each rule, sketch |H(F )| over 0 F 0.5 and compare with the spectrum of an ideal
integrator.
(c) It is claimed that the coecients in Ticks rule optimize H(F ) in the range 0 < F < 0.25. Does
your comparison support this claim?
15.55 (Sampling and Filtering) The analog signal x(t) = sinc2 (10t) is applied to the following system:
x(t) sampler H(F ) reconstruction y(t)
The sampler is ideal and operates at a sampling rate S that corresponds to the Nyquist rate. The
transfer function of the digital filter is H(F ) = rect(2F ). Sketch the spectra at the output of each
subsystem if the reconstruction is based on
(a) An ideal analog filter whose cuto frequency is fC = 0.5S.
(b) A zero-order-hold followed by an ideal analog filter with fC = 0.5S.
15.56 (Modulation) A signal x[n] is modulated by cos(0.5n) to obtain the signal x1 [n]. The modulated
signal x1 [n] is filtered by a filter whose transfer function is H(F ) to obtain the signal y1 [n].
(a) Sketch the spectra X(F ), X1 (F ), and Y1 (F ) if X(F ) = tri(4F ) and H(F ) = rect(2F ).
(b) The signal y1 [n] is modulated again by cos(0.5n) to obtain the signal y2 [n], and filtered by
H(F ) to obtain y[n]. Sketch Y2 (F ) and Y (F ).
(c) Are the signals x[n] and y[n] related in any way?
15.57 (Sampling) A speech signal band-limited to 4 kHz is ideally sampled at a sampling rate S, and
the sampled signal x[n] is processed by the squaring filter y[n] = x2 [n] whose output is ideally
reconstructed to obtain y(t) as follows:
x(t) sampler y[n] = x2 [n] ideal reconstruction y(t)
What minimum sampling rate S will ensure that y(t) = x2 (t)?
Chapter 15 Problems 529
15.58 (Sampling) Consider the signal x(t) = sin(200t)cos(120t). This signal is sampled at a sampling
rate S1 , and the sampled signal x[n] is ideally reconstructed at a sampling rate S2 to obtain y(t).
What is the reconstructed signal if
(a) S1 = 400 Hz and S2 = 200 Hz.
(b) S1 = 200 Hz and S2 = 100 Hz.
(c) S1 = 120 Hz and S2 = 120 Hz.
15.59 (Up-Sampling) The analog signal x(t) = 4000sinc2 (4000t) is sampled at 12 kHz to obtain the signal
x[n]. The sampled signal is up-sampled (zero interpolated) by N to obtain the signal y[n] as follows:
x(t) sampler x[n] up-sample N y[n]
Sketch the spectra of X(F ) and Y (F ) over 1 F 1 for N = 2 and N = 3.
15.60 (Up-Sampling) The signal x[n] is up-sampled (zero interpolated) by N to obtain the signal y[n].
Sketch X(F ) and Y (F ) over 1 F 1 for the following cases.
(a) x[n] = sinc(0.4n), N = 2
(b) X(F ) = tri(4F ), N = 2
(c) X(F ) = tri(6F ), N = 3
15.61 (Linear Interpolation) Consider a system that performs linear interpolation by a factor of N . One
way to construct such a system is to perform up-sampling by N (zero interpolation between signal
samples) and pass the up-sampled signal through an interpolating filter with impulse response h[n]
whose output is the linearly interpolated signal y[n] as shown.
x[n] up-sample N filter h[n] y[n]
(a) What impulse response h[n] will result in linear interpolation by a factor of N = 2?
(b) Sketch the frequency response H(F ) of the interpolating filter for N = 2.
(c) Let the input to the system be X(F ) = rect(2F ). Sketch the spectrum at the output of the
up-sampler and the interpolating filter.
15.62 (Interpolation) The input x[n] is applied to a system that up-samples by N followed by an ideal
lowpass filter with a cuto frequency of FC to generate the output y[n]. Draw a block diagram of the
system. Sketch the spectra at various points of this system and find y[n] and Y (F ) for the following
cases.
(a) x[n] = sinc(0.4n), N = 2, FC = 0.4
(b) X(F ) = tri(4F ), N = 2, FC = 0.375
15.63 (Decimation) The signal x(t) = 2 cos(100t) is ideally sampled at 400 Hz to obtain the signal x[n],
and the sampled signal is decimated by N to obtain the signal y[n]. Sketch the spectra X(F ) and
Y (F ) over 1 F 1 for the cases N = 2 and N = 3.
15.64 (Decimation) The signal x[n] is decimated by N to obtain the decimated signal y[n]. Sketch X(F )
and Y (F ) over 1 F 1 for the following cases.
(a) x[n] = sinc(0.4n), N = 2
(b) X(F ) = tri(4F ), N = 2
(c) X(F ) = tri(3F ), N = 2
530 Chapter 15 The Discrete-Time Fourier Transform
15.65 (Interpolation and Decimation) Consider the following system:
x[n] up-sample N digital LPF down-sample M y[n]
The signal x[n] is up-sampled (zero-interpolated) by N = 2, the digital lowpass filter is ideal and has
a cuto frequency of FC , and down-sampling is by M = 3. Sketch X(F ) and Y (F ) and explain how
they are related for the following cases.
(a) X(F ) = tri(4F ) and FC = 0.125 (b) X(F ) = tri(2F ) and FC = 0.25
15.66 (Interpolation and Decimation) For each of the following systems, X(F ) = tri(4F ). The digital
lowpass filter is ideal and has a cuto frequency of FC = 0.25 and a gain of 2. Sketch the spectra at
the various points over 1 F 1 and determine whether any systems produce identical outputs.
(a) x[n] up-sample N = 2 digital LPF down-sample M = 2 y[n]
(b) x[n] down-sample M = 2 digital LPF up-sample N = 2 y[n]
(c) x[n] down-sample M = 2 up-sample N = 2 digital LPF y[n]
15.67 (Interpolation and Decimation) For each of the following systems, X(F ) = tri(3F ). The digital
lowpass filter is ideal and has a cuto frequency of FC = 13 and a gain of 2. Sketch the spectra at the
various points over 1 F 1 and determine whether any systems produce identical outputs.
(a) x[n] up-sample N = 2 digital LPF down-sample M = 2 y[n]
(b) x[n] down-sample M = 2 digital LPF up-sample N = 2 y[n]
(c) x[n] down-sample M = 2 up-sample N = 2 digital LPF y[n]
15.68 (Interpolation and Decimation) You are asked to investigate the claim that interpolation by N
and decimation by N performed in any order, as shown, will recover the original signal.
Method 1: x[n] up-sample N digital LPF down-sample N y[n]
Method 2: x[n] down-sample N up-sample N digital LPF y[n]
(a) Let X(F ) = tri(4F ) and N = 2. Let the lowpass filter have a cuto frequency of FC = 0.25 and
a gain of 2. Sketch the spectra over 1 F 1 at the various points. For which method does
y[n] equal x[n]? Do the results justify the claim?
(b) Let X(F ) = tri(3F ) and N = 2. Let the lowpass filter have a cuto frequency of FC = 13 and
a gain of 2. Sketch the spectra over 1 F 1 at the various points. For which method does
y[n] equal x[n]? Do the results justify the claim?
(c) Are any restrictions necessary on the input for x[n] to equal y[n] in each method? Explain.
15.69 (Fractional Delay) The following system is claimed to implement a half-sample delay:
x(t) sampler H(F ) ideal LPF y(t)
The signal x(t) is band-limited to fC , and the sampler is ideal and operates at the Nyquist rate. The
digital filter is described by H1 (F ) = ejF , |F | FC , and the cuto frequency of the ideal lowpass
filter is fC .
(a) Sketch the magnitude and phase spectra at the various points in this system.
(b) Show that y(t) = x(t 0.5ts ) (corresponding to a half-sample delay).
Chapter 15 Problems 531
15.70 (Fractional Delay) In practice, the signal y[n] = x[n 0.5] may be generated from x[n] using
interpolation by 2 (to give x[0.5n]) followed by a one-sample delay (to give x[0.5(n1)]) and decimation
by 2 (to give x[n 0.5]) as follows:
x[n] up-sample 2 digital LPF 1-sample delay down-sample 2 y[n]
Let X(F ) = tri(4F ). Sketch the magnitude and phase spectra at the various points and show that
Y (F ) = X(F )ejF (implying a half-sample delay).
15.71 (Group Delay) Show that the group delay tg of a filter described by its transfer function H(F )
may be expressed as
H (F )HI (F ) HI (F )HR (F )
tg = R
2|H(F )|2
Here, the primed quantities describe derivatives with respect to F . For an FIR filter with impulse
response h[n], these primed quantities are easily found by recognizing that HR
(F ) = Re{H (F )} and
HI (F ) = Im{H (F )} where,
N
! N
!
H(F ) = h[k]ej2kF H (F ) = j2 kh[k]ej2kF
k=0 k=0
For an IIR filter described by H(F ) = N (F )/D(F ), the overall group delay may be found as the
dierence of the group delays of N (F ) and D(F ). Use these results to find the group delay of
+ ej2F
(a) h[n] = {, 1}. (b) H(F ) = 1 + ej2F . (c) H(F ) = .
1 + ej2F
COMPUTATION AND DESIGN
dfreqgui A GUI for Visualization of Frequency Response
The graphical user interface dfreqgui allows you to visualize the frequency response.
You can display results against F or , using several options.
To explore this routine, type dfreqgui at the Matlab prompt.
15.72 (Interconnected Systems) The signal x[n] = cos(2F0 n) forms the input to a cascade of two
systems whose impulse response is described by h1 [n] = {0.25, 0.5, 0.25} and h2 [n] = [n] [n 1].
(a) Generate and plot x[n] over 0 n 100 if F0 = 0.1. Can you identify its period from the plot?
(b) Let the output of the first system be fed to the second system. Plot the output of the each
system. Are the two outputs periodic? If so, do they have the same period? Explain.
(c) Reverse the order of cascading and plot the output of the each system. Are the two outputs
periodic? If so, do they have the same period? Does the order of cascading alter the overall
response? Should it?
(d) Let the first system be described by y[n] = x2 [n]. Find and plot the output of each system in
the cascade. Repeat after reversing the order of cascading. Does the order of cascading alter
the intermediate response? Does the order of cascading alter the overall response? Should it?
532 Chapter 15 The Discrete-Time Fourier Transform
15.73 (Frequency Response) This problem deals with the cascade and parallel connection of two FIR
filters whose impulse response is given by
h1 [n] = {1, 2, 1} h2 [n] = {2, 0, 2}
(a) Plot the frequency response of each filter and identify the filter type.
(b) The frequency response of the parallel connection of h1 [n] and h2 [n] is HP 1 (F ). If the second
filter is delayed by one sample and then connected in parallel with the first, the frequency
response changes to HP 2 (F ). It is claimed that HP 1 (F ) and HP 2 (F ) have the same magnitude
and dier only in phase. Use Matlab to argue for or against this claim.
(c) Obtain the impulse response hP 1 [n] and hP 2 [n] and plot their frequency response. Use Matlab
to compare their magnitude and phase. Do the results justify your argument? What type of
filters do hP 1 [n] and hP 2 [n] describe?
(d) The frequency response of the cascade of h1 [n] and h2 [n] is HC1 (F ). If the second filter is
delayed by one sample and then cascaded with the first, the frequency response changes to
HC2 (F ). It is claimed that HC1 (F ) and HC2 (F ) have the same magnitude and dier only in
phase. Use Matlab to argue for or against this claim.
(e) Obtain the impulse response hC1 [n] and hC2 [n] and plot their frequency response. Use Matlab
to compare their magnitude and phase. Do the results justify your argument? What type of
filters do hC1 [n] and hC2 [n] represent?
15.74 (Nonrecursive Forms of IIR Filters) We can only approximately represent an IIR filter by an
FIR filter by truncating its impulse response to N terms. The larger the truncation index N , the
better is the approximation. Consider the IIR filter described by y[n] 0.8y[n 1] = x[n].
(a) Find its impulse response h[n].
(b) Truncate h[n] to three terms to obtain hN [n]. Plot the frequency response H(F ) and HN (F ).
What dierences do you observe?
(c) Truncate h[n] to ten terms to obtain hN [n]. Plot the frequency response H(F ) and HN (F ).
What dierences do you observe?
(d) If the input to the original filter and truncated filter is x[n], will the greatest mismatch in the
response y[n] of the two filters occur at earlier or later time instants n?
15.75 (Compensating Filters) Digital filters are often used to compensate for the sinc distortion of a
zero-order-hold DAC by providing a 1/sinc(F ) boost. Two such filters are described by
Compensating Filter 1: y[n] = 16 (x[n] 18x[n
1
1] + x[n 2])
Compensating Filter 2: y[n] + 8 y[n 1] = 8 x[n]
1 9
(a) For each filter, state whether it is FIR (and if so, linear phase) or IIR.
(b) Plot the frequency response of each filter and compare with |1/sinc(F )|.
(c) Over what digital frequency range does each filter provide the required sinc boost? Which of
these filters provides better compensation?
15.76 (Up-Sampling and Decimation) Let x[n] = cos(0.2n) + 0.5 cos(0.4n), 0 n 100.
(a) Plot the spectrum of this signal.
(b) Generate the zero-interpolated signal y[n] = x[n/2] and plot its spectrum. Can you observe
the spectrum replication? Is there a correspondence between the frequencies in y[n] and x[n]?
Should there be? Explain.
Chapter 15 Problems 533
(c) Generate the decimated signal d[n] = x[2n] and plot its spectrum. Can you observe the stretch-
ing eect in the spectrum? Is there a correspondence between the frequencies in d[n] and x[n]?
Should there be? Explain.
(d) Generate the decimated signal g[n] = x[3n] and plot its spectrum. Can you observe the stretch-
ing eect in the spectrum? Is there a correspondence between the frequencies in g[n] and x[n]?
Should there be? Explain.
15.77 (Frequency Response of Interpolating Functions) The impulse response of filters for step
interpolation, linear interpolation, and ideal (sinc) interpolation by N are given by
hS [n] = u[n] u[n (N 1)] hL [n] = tri(n/N ) hI [n] = sinc(n/N )
Note that the ideal interpolating function is of infinite length.
(a) Plot the frequency response of each interpolating function for N = 4 and N = 8.
(b) How does the response of the step-interpolation and linear-interpolation schemes compare with
ideal interpolation?
15.78 (Interpolating Functions) To interpolate a signal x[n] by N , we use an up-sampler (that places
N 1 zeros after each sample) followed by a filter that performs the appropriate interpolation. The
filter impulse response for step interpolation, linear interpolation, and ideal (sinc) interpolation is
chosen as
hS [n] = u[n] u[n (N 1)] hL [n] = tri(n/N ) hI [n] = sinc(n/N ), |n| M
Note that the ideal interpolating function is actually of infinite length and must be truncated in
practice. Generate the test signal x[n] = cos(0.5n), 0 n 3. Up-sample this by N = 8 (seven
zeros after each sample) to obtain the signal xU [n]. Use the Matlab routine filter to filter xU [n]
as follows:
(a) Use the step-interpolation filter to obtain the filtered signal xS [n]. Plot xU [n] and xS [n] on the
same plot. Does the system perform the required interpolation? Does the result look like a sine
wave?
(b) Use the step-interpolation filter followed by the compensating filter y[n] = {x[n] 18x[n 1] +
x[n 2]}/16 to obtain the filtered signal xC [n]. Plot xU [n] and xC [n] on the same plot. Does
the system perform the required interpolation? Does the result look like a sine wave? Is there
an improvement compared to part (a)?
(c) Use the linear-interpolation filter to obtain the filtered signal xL [n]. Plot xU [n] and a delayed
(by 8) version of xL [n] (to account for the noncausal nature of hL [n]) on the same plot. Does
the system perform the required interpolation? Does the result look like a sine wave?
(d) Use the ideal interpolation filter (with M = 4, 8, 16) to obtain the filtered signal xI [n]. Plot
xU [n] and a delayed (by M ) version of xI [n] (to account for the noncausal nature of hI [n]) on
the same plot. Does the system perform the required interpolation? Does the result look like a
sine wave? What is the eect of increasing M on the interpolated signal? Explain.
15.79 (FIR Filter Design) A 22.5-Hz sinusoid is contaminated by 60-Hz interference. We wish to sample
this signal and design a causal 3-point linear-phase FIR digital filter operating at a sampling frequency
of S = 180 Hz to eliminate the interference and pass the desired signal with unit gain.
(a) Argue that an impulse response of the form h[n] = {, , } can be used. Choose and to
satisfy the design requirements.
534 Chapter 15 The Discrete-Time Fourier Transform
(b) To test your filter, generate two signals x[n] and s[n], 0 n 50, by sampling x(t) = cos(45t)
and s(t) = 3 cos(120t) at 180 Hz. Generate the noisy signal g[n] = x[n] + s[n] and pass it
through your filter to obtain the filtered signal y[n]. Compare y[n] with the noisy signal g[n]
and the desired signal x[n] to confirm that the filter meets design requirements. What is the
phase of y[n] at the desired frequency? Can you find an exact expression for y[n]?
15.80 (Allpass Filters) Consider a lowpass filter with impulse response h[n] = (0.5)n u[n]. The input to
this filter is x[n] = cos(0.2n). We expect the output to be of the form y[n] = A cos(0.2n + ).
(a) Find the values of A and .
(b) What should be the transfer function H1 (F ) of a first-order allpass filter that can be cas-
caded with the lowpass filter to correct for the phase distortion and produce the signal z[n] =
B cos(0.2n) at its output?
(c) What should be the gain of the allpass filter in order that z[n] = x[n]?
15.81 (Frequency Response of Averaging Filters) The averaging of data uses both FIR and IIR
filters. Consider the following averaging filters:
N 1
1 !
Filter 1: y[n] = x[n k] (N -point moving average)
N
k=0
N!1
2
Filter 2: y[n] = (N k)x[n k] (N -point weighted moving average)
N (N + 1)
k=0
Filter 3: y[n] y[n 1] = (1 )x[n], = N 1
N +1 (first-order exponential average)
(a) Confirm that the dc gain of each filter is unity. Which of these are FIR filters?
(b) Sketch the frequency response magnitude of each filter with N = 4 and N = 9. How will the
choice of N aect the averaging?
(c) To test your filters, generate the signal x[n] = 1(0.6)n , 0 n 300, add some noise, and apply
the noisy signal to each averager and compare the results. Which filter would you recommend?
Chapter 16
THE DFT AND FFT
16.0 Scope and Objectives
The Fourier series describes periodic signals by discrete spectra, whereas the DTFT describes discrete signals
by periodic spectra. These results are a consequence of the fact that sampling in one domain induces periodic
extension in the other. As a result, signals that are both discrete and periodic in one domain are also periodic
and discrete in the other. This is the basis for the formulation of the discrete Fourier transform (DFT).
Computationally ecient algorithms for implementing the DFT go by the generic name of fast Fourier
transforms (FFTs). This chapter describes the DFT and its properties and develops its relationship to the
Fourier series, Fourier transform, and the DTFT. It describes applications of the DFT to signal processing
and concludes with a discussion of FFT algorithms for computing the DFT and its inverse.
16.1 Introduction
The N -point discrete Fourier transform (DFT) XDFT [k] of an N -sample signal x[n] and the inverse
discrete Fourier transform (IDFT), which transforms XDFT [k] to x[n], are defined by
N
! 1
XDFT [k] = x[n]ej2nk/N , k = 0, 1, 2, . . . , N 1 (16.1)
n=0
N 1
1 !
x[n] = XDFT [k]ej2nk/N , n = 0, 1, 2, . . . , N 1 (16.2)
N
k=0
Each relation is a set of N equations. Each DFT sample is found as a weighted sum of all the samples in x[n].
One of the most important properties of the DFT and its inverse is implied periodicity. The exponential
exp(j2nk/N ) in the defining relations is periodic in both n and k with period N :
ej2nk/N = ej2(n+N )k/N = ej2n(k+N )/N (16.3)
As a result, the DFT and its inverse are also periodic with period N , and it is sucient to compute the
results for only one period (0 to N 1). Both x[n] and XDFT [k] have a starting index of zero.
REVIEW PANEL 16.1
The N -point DFT and N -Point IDFT Are Periodic with Period N
N!1 N 1
1 !
XDFT [k] = x[n]ej2nk/N , k = 0, 1, 2, . . . , N 1 x[n] = XDFT [k]ej2nk/N , n = 0, 1, 2, . . . , N 1
n=0
N
k=0
535
536 Chapter 16 The DFT and FFT
EXAMPLE 16.1 (DFT from the Defining Relation)
Let x[n] = {1, 2, 1, 0}. With N = 4, and ej2nk/N = ejnk/2 , we successively compute
3
!
k = 0: XDFT [0] = x[n]e0 = 1 + 2 + 1 + 0 = 4
n=0
!3
k = 1: XDFT [1] = x[n]ejn/2 = 1 + 2ej/2 + ej + 0 = j2
n=0
!3
k = 2: XDFT [2] = x[n]ejn = 1 + 2ej + ej2 + 0 = 0
n=0
!3
k = 3: XDFT [3] = x[n]ej3n/2 = 1 + 2ej3/2 + ej3 + 0 = j2
n=0
The DFT is thus XDFT [k] = {4, j2, 0, j2}.
16.2 Properties of the DFT
The properties of the DFT are summarized in Table 16.1. They are strikingly similar to other frequency-
domain transforms, but must always be used in keeping with implied periodicity (of the DFT and IDFT) in
both domains.
Table 16.1 Properties of the N -Sample DFT
Property Signal DFT Remarks
Shift x[n n0 ] XDFT [k]ej2kn0 /N No change in magnitude
Shift x[n 0.5N ] (1) XDFT [k]
k
Half-period shift for even N
Modulation x[n]e j2nk0 /N
XDFT [k k0 ]
Modulation (1)n x[n] XDFT [k 0.5N ] Half-period shift for even N
Folding x[n] XDFT [k] This is circular folding.
Product x[n]y[n] N XDFT [k]YDFT [k]
1
The convolution is periodic.
Convolution
x[n]y[n] XDFT [k]YDFT [k] The convolution is periodic.
Correlation x[n] y[n]
XDFT [k]YDFT
[k] The correlation is periodic.
N
! 1 N
! 1
1
Central ordinates x[0] = XDFT [k] XDFT [0] = x[n]
N n=0
k=0
N
! 1 N
! 1
1
Central ordinates x[ N2 ] = (1)k XDFT [k] (N even) XDFT [ N2 ] = (1)n x[n] (N even)
N n=0
k=0
N
! 1 N
! 1
1
Parsevals relation |x[n]|2 = |XDFT [k]|2
N n=0 k=0
16.2 Properties of the DFT 537
16.2.1 Symmetry
In analogy with all other frequency-domain transforms, the DFT of a real sequence possesses conjugate
symmetry about the origin with XDFT [k] = XDFT
[k]. Since the DFT is periodic, XDFT [k] = XDFT [N k].
This also implies conjugate symmetry about the index k = 0.5N , and thus
XDFT [k] = XDFT
[k] = XDFT [N k] (16.4)
If N is odd, the conjugate symmetry is about the half-integer value 0.5N . The index k = 0.5N is called the
folding index. This is illustrated in Figure 16.1.
Conjugate symmetry X[k] = X*[N k] Conjugate symmetry X[k] = X*[N k]
N=7 N=8
k k
0 N 1 0 N 1
N/2 N/2
Figure 16.1 Symmetry of the DFT for real signals
Conjugate symmetry suggests that we need compute only half the DFT values to find the entire DFT
sequenceanother labor-saving concept! A similar result applies to the IDFT.
REVIEW PANEL 16.2
The DFT Shows Conjugate Symmetry for Real Signals
XDFT [k] = XDFT
[k] XDFT [k] = XDFT [N k]
16.2.2 Central Ordinates and Special DFT Values
The computation of the DFT at the indices k = 0 and (for even N ) at k = N2 can be simplified using the
central ordinate theorems that arise as a direct consequence of the defining relations. In particular, we find
that XDFT [0] equals the sum of the N signal samples x[n], and XDFT [ N2 ] equals the sum of (1)n x[n] (with
alternating sign changes). This also implies that if x[n] is real valued, so are XDFT [0] and XDFT [ N2 ]. Similar
results hold for the IDFT.
REVIEW PANEL 16.3
The DFT Is Easy to Compute at k = 0 and (for Even N ) at k = N
2
N
! 1 N
! 1 N 1 N 1
1! 1!
XDFT [0] = x[n] XDFT [ N2 ] = (1)n x[n] x[0] = XDFT [k] x[ N2 ] = (1)kXDFT [k]
n=0 n=0
N N
k=0 k=0
16.2.3 Circular Shift and Circular Symmetry
The defining relation for the DFT requires signal values for 0 n N 1. By implied periodicity, these
values correspond to one period of a periodic signal. If we wish to find the DFT of a time-shifted signal
x[n n0 ], its values must also be selected over (0, N 1) from its periodic extension. This concept is called
circular shifting. To generate x[n n0 ], we delay x[n] by n0 , create the periodic extension of the shifted
signal, and pick N samples over (0, N 1). This is equivalent to moving the last n0 samples of x[n] to
the beginning of the sequence. Similarly, to generate x[n + n0 ], we move the first n0 samples to the end
538 Chapter 16 The DFT and FFT
of the sequence. Circular folding generates the signal x[n] from x[n]. We fold x[n], create the periodic
extension of the folded signal, and pick N samples of the periodic extension over (0, N 1).
REVIEW PANEL 16.4
Generating One Period (0 n N ) of a Circularly Shifted Periodic Signal
To generate x[n n0 ]: Move the last n0 samples of x[n] to the beginning.
To generate x[n + n0 ]: Move the first n0 samples of x[n] to the end.
Even symmetry of x[n] requires that x[n] = x[n]. Its implied periodicity also means x[n] = x[N n],
and the periodic signal x[n] is said to possess circular even symmetry. Similarly, for circular odd
symmetry, we have x[n] = x[N n].
REVIEW PANEL 16.5
Circular Symmetry for Real Periodic Signals with Period N
Circular even symmetry: x[n] = x[N n] Circular odd symmetry: x[n] = x[N n]
16.2.4 Convolution
Convolution in one domain transforms to multiplication in the other. Due to the implied periodicity in both
domains, the convolution operation describes periodic, not regular, convolution. This also applies to the
correlation operation.
REVIEW PANEL 16.6
Multiplication in One Domain Corresponds to Discrete Periodic Convolution in the Other
Periodic Convolution
The DFT oers an indirect means of finding the periodic convolution y[n] = x[n]h[n] of two sequences
x[n] and h[n] of equal length N . We compute their N -sample DFTs XDFT [k] and HDFT [k], multiply them
to obtain YDFT [k] = XDFT [k]HDFT [k], and find the inverse of YDFT to obtain the periodic convolution y[n]:
x[n]h[n] XDFT [k]HDFT [k] (16.5)
Periodic Correlation
Periodic correlation can be implemented using the DFT in almost exactly the same way as periodic convo-
lution, except for an extra conjugation step prior to taking the inverse DFT. The periodic correlation of two
sequences x[n] and h[n] of equal length N gives
rxh [n] = x[n]
h[n] XDFT [k]HDFT
[k] (16.6)
If x[n] and h[n] are real, the final result rxh [n] must also be real (to within machine roundo).
Regular Convolution and Correlation
We can also find regular convolution (or correlation) using the DFT. For two sequences of length M and N ,
the regular convolution (or correlation) contains M + N 1 samples. We must thus pad each sequence with
enough zeros, to make each sequence of length M + N 1, before finding the DFT.
16.2 Properties of the DFT 539
REVIEW PANEL 16.7
Regular Convolution by the DFT Requires Zero-Padding
If x[n] and h[n] are of length M and N , create xz [n] and hz [n], each zero-padded to length M + N 1.
Find the DFT of the zero-padded signals, multiply the DFT sequences, and find y[n] as the inverse.
16.2.5 The FFT
The DFT describes a set of N equations, each with N product terms and thus requires a total of N 2
multiplications for its computation. Computationally ecient algorithms to obtain the DFT go by the
generic name FFT (fast Fourier transform) and need far fewer multiplications. In particular, radix-2 FFT
algorithms require the number of samples N to be a power of 2 and compute the DFT using only N log2 N
multiplications. We discuss such algorithms in a later section.
REVIEW PANEL 16.8
The FFT Describes Computationally Ecient Algorithms for Finding the DFT
Radix-2 FFT algorithms require the number of samples N to be a power of 2 (N = 2m , integer m).
EXAMPLE 16.2 (DFT Computations and Properties)
(a) Let y[n] = {1, 2, 3, 4, 5, 0, 0, 0}, n = 0, 1, 2, . . . , 7. Find one period of the circularly shifted signals
f [n] = y[n 2], g[n] = y[n + 2], and the circularly folded signal h[n] = y[n] over 0 n 7.
1. To create f [n] = y[n 2], we move the last two samples to the beginning. So,
f [n] = y[n 2] = {0, 0, 1, 2, 3, 4, 5, 0}, n = 0, 1, . . . , 7.
2. To create g[n] = y[n + 2], we move the first two samples to the end. So,
g[n] = y[n + 2] = {3, 4, 5, 0, 0, 0, 1, 2}, n = 0, 1, . . . , 7.
3. To create h[n] = y[n], we fold y[n] to {0, 0, 0, 5, 4, 3, 2, 1}, n = 7, 6, 5, . . . , 0 and create
its periodic extension by moving all samples (except y[0]) past y[0] to get
h[n] = y[n] = {1, 0, 0, 0, 5, 4, 3, 2}, n = 0, 1, 2, . . . , 7.
(b) Let us find the DFT of x[n] = {1, 1, 0, 0, 0, 0, 0, 0}, n = 0, 1, 2, . . . , 7.
Since only x[0] and x[1] are nonzero, the upper index in the DFT summation will be n = 1 and the
DFT reduces to
1
!
XDFT [k] = x[n]ej2nk/8 = 1 + ejk/4 , k = 0, 1, 2, . . . , 7
n=0
Since N = 8, we need compute XDFT [k] only for k 0.5N = 4. Now, XDFT [0] = 1 + 1 = 2 and
XDFT [4] = 1 1 = 0. For the rest (k = 1, 2, 3), we compute XDFT [1] = 1 + ej/4 = 1.707 j0.707,
XDFT [2] = 1 + ej/2 = 1 j, and XDFT [3] = 1 + ej3/4 = 0.293 j0.707.
By conjugate symmetry, XDFT [k] = XDFT
[N k] = XDFT
[8 k]. This gives
XDFT [5] = XDFT
[3] = 0.293+j0.707, XDFT [6] = XDFT
[2] = 1+j, XDFT [7] = XDFT
[1] = 1.707+j0.707.
Thus, XDFT [k] = {2, 1.707 j0.707, 0.293 j0.707, 1 j, 0, 1 + j, 0.293 + j0.707, 1.707 + j0.707}.
540 Chapter 16 The DFT and FFT
(c) Consider the DFT pair x[n] = {1, 2, 1, 0} XDFT [k] = {4, j2, 0 , j2} with N = 4.
1. (Time Shift) To find y[n] = x[n 2], we move the last two samples to the beginning to get
y[n] = x[n 2] = {1, 0, 1, 2}, n = 0, 1, 2, 3.
To find the DFT of y[n] = x[n 2], we use the time-shift property (with n0 = 2) to give
YDFT [k] = XDFT [k]ej2kn0 /4 = XDFT [k]ejk = {4, j2, 0, j2}.
2. (Modulation) The sequence ZDFT [k] = XDFT [k 1] equals {j2, 4, j2, 0}. Its IDFT is
z[n] = x[n]ej2n/4 = x[n]ejn/2 = {1, j2, 1, 0}.
3. (Folding) The sequence g[n] = x[n] is g[n] = {x[0], x[1], x[2], x[3]} = {1, 0, 1, 2}.
Its DFT equals GDFT [k] = XDFT [k] = XDFT
[k] = {4, j2, 0, j2}.
4. (Conjugation) The sequence p[n] = x [n] is p[n] = x [n] = x[n] = {1, 2, 1, 0}. Its DFT is
PDFT [k] = XDFT
[k] = {4, j2, 0, j2} = {4, j2, 0, j2}.
5. (Product) The sequence h[n] = x[n]x[n] is the pointwise product. So, h[n] = {1, 4, 1, 0}.
Its DFT is HDFT [k] = 14 XDFT [k]X
DFT [k] = 14 {4, j2, 0, j2}{4,
j2, 0, j2}.
Keep in mind that this is a periodic convolution.
The result is HDFT [k] = 14 {24, j16, 0, j16} = {6, j4, 0, j4}.
6. (Periodic Convolution) The periodic convolution c[n] = x[n]x[n]
gives
c[n] = {1, 2, 1, 0}{1,
2, 1, 0} = {2, 4, 6, 4}.
Its DFT is given by the pointwise product
CDFT [k] = XDFT [k]XDFT [k] = {16, 4, 0, 4}.
7. (Regular Convolution) The regular convolution s[n] = x[n] x[n] gives
s[n] = {1, 2, 1, 0}{1,
2, 1, 0} = {1, 4, 6, 4, 1, 0, 0}.
Since x[n] has 4 samples (N = 4), the DFT SDFT [k] of s[n] is the product of the DFT of the
zero-padded (to length N + N 1 = 7) signal xz [n] = {1, 2, 1, 0, 0, 0, 0} and equals
{16, 2.35 j10.28, 2.18 + j1.05, 0.02 + j0.03, 0.02 j0.03, 2.18 j1.05, 2.35 + j10.28}.
" "
8. (Central Ordinates) It is easy to check that x[0] = 14 XDFT [k] and XDFT [0] = x[n].
"
9. (Parsevals Relation) We have |x[n]|2 = 1 + 4 + 1 + 0 = 6.
"
Since XDFT [k] = {16, 4, 0, 4}, we also have 14
2
|XDFT [k]|2 = 14 (16 + 4 + 4) = 6.
16.2.6 Signal Replication and Spectrum Zero Interpolation
In analogy with the DTFT and Fourier series, two useful DFT results are that replication in one domain
leads to zero interpolation in the other. Formally, if x[n] XDFT [k] form a DFT pair, M -fold replication
of x[n] to y[n] = {x[n], x[n], . . . , x[n]} leads to zero interpolation of the DFT to YDFT [k] = MXDFT [k/M ].
The multiplying factor M ensures that we satisfy Parsevals theorem and the central ordinate relations. Its
dual is the result that zero interpolation of x[n] to z[n] = x[n/M ] leads to M -fold replication of the DFT to
ZDFT [k] = {XDFT [k], XDFT [k], . . . , XDFT [k]}.
16.2 Properties of the DFT 541
REVIEW PANEL 16.9
Replication in One Domain Corresponds to Zero Interpolation in the Other
If a signal is replicated by M , its DFT is zero interpolated and scaled by M .
If x[n] XDFT [k], then {x[n], x[n], . . . , x[n]} M XDFT [k/M ].
# $% &
M-fold replication
If a signal is zero-interpolated by M , its DFT shows M -fold replication.
If x[n] XDFT [k], then x[n/M ] {XDFT [k], XDFT [k], . . . , XDFT [k]}.
# $% &
M-fold replication
EXAMPLE 16.3 (Signal and Spectrum Replication)
Let x[n] = {2, 3, 2, 1} and XDFT [k] = {8, j2, 0, j2}. Find the DFT of the 12-point signal described by
y[n] = {x[n], x[n], x[n]} and the 12-point zero-interpolated signal h[n] = x[n/3].
(a) Signal replication by 3 leads to spectrum zero interpolation and multiplication by 3. Thus,
YDFT [k] = 3XDFT [k/3] = {24, 0, 0, j6, 0, 0, 0, 0, 0, j6, 0, 0}
(b) Signal zero interpolation by 3 leads to spectrum replication by 3. Thus,
HDFT [k] = {XDFT [k], XDFT [k], XDFT [k]} = {8, j2, 0, j2, 8, j2, 0, j2, 8, j2, 0, j2}
16.2.7 Some Useful DFT Pairs
The DFT of finite sequences defined mathematically often results in very unwieldy expressions and explains
the lack of many standard DFT pairs. However, the following DFT pairs are quite useful and easy to
obtain from the defining relation and properties:
{1, 0, 0, . . . , 0} (impulse) {1, 1, 1, . . . , 1} (constant) (16.7)
{1, 1, 1, . . . , 1} (constant) {N, 0, 0, . . . , 0} (impulse) (16.8)
1 N
n (exponential) (16.9)
1 ej2k/N
cos(2nk0 /N ) (sinusoid) 0.5N [k k0 ] + 0.5N [k (N k0 )] (impulse pair) (16.10)
"
The first result is a direct consequence of the defining relation. For the second result, the DFT is ej2nk/N ,
the sum of N equally spaced vectors " ofn unit length, and equals zero (except when k = 0). For the third
result, we use the defining relation ej2nk/N and the fact that ej2k = 1 to obtain
N
! 1
' (n 1 (ej2k/N )N 1 N
XDFT [k] = ej2k/N = = (16.11)
k=0
1 ej2k/N 1 ej2k/N
Finally, the transform pair for the sinusoid says that for a periodic sinusoid x[n] = cos(2nF ) whose digital
frequency is F = k0 /N , the DFT is a pair of impulses at k = k0 and k = N k0 . By Eulers relation,
x[n] = 0.5ej2nk0 /N + 0.5ej2nk0 /N and, by periodicity, 0.5ej2nk0 /N = 0.5ej2n(N k0 )/N . Then, with the
DFT pair 1 N [k], and the modulation property, we get the required result.
542 Chapter 16 The DFT and FFT
REVIEW PANEL 16.10
The N -Point DFT of a Sinusoid with Period N and F = k0 /N Has Two Nonzero Samples
cos(2n kN0 ) N2 [k k0 ] + N2 [k (N k0 )] = {0, . . . , 0, N2 , 0, . . . , 0, N
2, 0, . . . , 0} (DFT)
#$%& #$%&
k=k0 k=N k0
16.3 Connections
From a purely mathematical or computational standpoint, the DFT simply tells us how to transform a set
of N numbers into another set of N numbers. Its physical significance (what the numbers mean), however,
stems from its ties to the spectra of both analog and discrete signals.
The processing of analog signals using digital methods continues to gain widespread popularity. The
Fourier series of periodic signals and the DTFT of discrete-time signals are duals of each other and are
similar in many respects. In theory, both oer great insight into the spectral description of signals. In
practice, both suer from (similar) problems in their implementation. The finite memory limitations and
finite precision of digital computers constrain us to work with a finite set of quantized numbers for describing
signals in both time and frequency. This brings out two major problems inherent in the Fourier series and
the DTFT as tools for digital signal processing. Both typically require an infinite number of samples (the
Fourier series for its spectrum and the DTFT for its time signal). Both deal with one continuous variable
(time t or digital frequency F ). A numerical approximation that can be implemented using digital computers
requires that we replace the continuous variable with a discrete one and limit the number of samples to a
finite value in both domains. The DFT can then be viewed as a natural extension of the Fourier transform,
obtained by sampling both time and frequency in turn. Sampling in one domain leads to a periodic extension
in the other. A sampled representation in both domains also forces periodicity in both domains. This leads
to two slightly dierent but functionally equivalent sets of relations, depending on the order in which we
sample time and frequency, as listed in Table 16.2.
If we first sample an analog signal x(t), the sampled signal has a periodic spectrum Xp (F ) (the DTFT),
and sampling of Xp (F ) leads to the DFT representation. If we first sample the Fourier transform X(f ) in the
frequency domain, the samples represent the Fourier series coecients of a periodic time signal xp (t), and
sampling of xp (t) leads to the discrete Fourier series (DFS) as the periodic extension of the frequency-
domain samples. The DFS diers from the DFT only by a constant scale factor.
REVIEW PANEL 16.11
Sampling in One Domain Corresponds to Periodic Extension in the Other
16.3.1 Some Practical Guidelines
In general, the DFT is only an approximation to the actual (Fourier series or transform) spectrum of the
underlying analog signal. The DFT spectral spacing and DFT magnitude is aected by the choice of sampling
rate and how the sample values are chosen. The DFT phase is aected by the location of sampling instants.
The DFT spectral spacing is aected by the sampling duration. Here are some practical guidelines on how
to obtain samples of an analog signal x(t) for spectrum analysis and interpret the DFT (or DFS) results.
Choice of sampling instants: The defining relation for the DFT (or DFS) mandates that samples of x[n]
be chosen over the range 0 n N 1 (through periodic extension, if necessary). Otherwise, the DFT (or
DFS) phase will not match the expected phase.
16.3 Connections 543
Table 16.2 Relating Frequency-Domain Transforms
Fourier Transform
Aperiodic/continuous
) signal: Aperiodic/continuous
) spectrum:
x(t) = X(f )ej2f t
df X(f ) = x(t)ej2f t
dt
Sampling x(t) (DTFT) Sampling X(f ) (Fourier series)
Sampled
) time signal: Sampled
) spectrum:
1
x[n] = Xp (F )ej2nF dF X[k] = xp (t)ej2kf0 t dt
1 T T
Periodic spectrum (period = 1): Periodic time signal (period = T ):
!
!
Xp (F ) = x[n]ej2nF xp (t) = X[k]ej2kf0 t
n= k=
Sampling Xp (F ) (DFT) Sampling xp (t) (DFS)
Sampled/periodic spectrum: Sampled/periodic time signal:
N
! 1 N
! 1
XDFT [k] = x[n]ej2nk/N x[n] = XDFS [k]ej2nk/N
n=0 k=0
Sampled/periodic time signal: Sampled/periodic spectrum:
N 1 N 1
1 ! 1 !
x[n] = XDFT [k]ej2nk/N XDFS [k] = x[n]ej2nk/N
N N n=0
k=0
Choice of samples: If a sampling instant corresponds to a jump discontinuity, the sample value should be
chosen as the midpoint of the discontinuity. The reason is that the Fourier series (or transform) converges
to the midpoint of any discontinuity.
Choice of frequency axis: The computation of the DFT (or DFS) is independent of the sampling frequency
S or sampling interval ts = 1/S. However, if an analog signal is sampled at a sampling rate S, its spectrum
is periodic with period S. The DFT spectrum describes one period (N samples) of this spectrum starting
at the origin. For sampled signals, it is useful to plot the DFT (or DFS) magnitude and phase against the
analog frequency f = kS/N Hz, k = 0, 1, . . . , N 1 (with spacing S/N ). For discrete-time signals, we can
plot the DFT against the digital frequency F = k/N, k = 0, 1, . . . , N 1 (with spacing 1/N ). These choices
are illustrated in Figure 16.2.
Choice of frequency range: To compare the DFT results with conventional two-sided spectra, just
remember that by periodicity, a negative frequency f0 (at the index k0 ) in the two-sided spectrum
corresponds to the frequency S f0 (at the index N k0 ) in the (one-sided) DFT spectrum.
Identifying the highest frequency: The highest frequency in the DFT spectrum corresponds to the
folding index k = 0.5N and equals F = 0.5 for discrete signals or f = 0.5S Hz for sampled analog signals.
This highest frequency is also called the folding frequency. For purposes of comparison, its is sucient to
plot the DFT spectra only over 0 k < 0.5N (or 0 F < 0.5 for discrete-time signals or 0 f < 0.5S Hz
for sampled analog signals).
544 Chapter 16 The DFT and FFT
DFT samples may be plotted against the index or against frequency
k (Index)
0 1 2 3 N 1
f (Hz) Analog frequency f 0 = S/N
0 f0 2 f0 3 f0
F Digital frequency F = f/S
0 1/ N 2/ N 3/ N (N1)/N
= 2 f (analog radian frequency)
Two more options are:
= 2 F (digital radian frequency)
Figure 16.2 Various ways of plotting the DFT
Plotting reordered spectra: The DFT (or DFS) may also be plotted as two-sided spectra to reveal
conjugate symmetry about the origin by creating its periodic extension. This is equivalent to creating a
reordered spectrum by relocating the DFT samples at indices past the folding index k = 0.5N to the left of
the origin (because X[k] = X[N k]). This process is illustrated in Figure 16.3.
Original spectrum Reordered spectrum
X[k] = X[N k]
Relocate
k k
N/2 N/2
Figure 16.3 Plotting the DFT or its reordered samples
REVIEW PANEL 16.12
Practical Guidelines for Sampling a Signal and Interpreting the DFT Results
Sampling: Start at t = 0. Choose the midpoint value at jumps. Sample above the Nyquist rate.
Plotting: Plot DFT against index k = 0, 1, . . . , N 1 or F = N
k
or f = k NS
Hz.
Frequency spacing of DFT samples: f = S/N Hz (analog) or F = 1/N (digital frequency).
Highest frequency: This equals F = 0.5 or f = 0.5S corresponding to the index k = N2 .
For long sequences: The DFT magnitude/phase are usually plotted as continuous functions.
16.4 Approximating the DTFT by the DFT
The DTFT relation and its inverse are
! )
Xp (F ) = x[n]ej2nF x[n] = Xp (F )ej2nF dF (16.12)
n= 1
16.4 Approximating the DTFT by the DFT 545
where Xp (F ) is periodic with unit period. If x[n] is a finite N -point sequence with n = 0, 1, . . . , N 1, we
obtain N samples of the DTFT over one period at intervals of 1/N as
N
! 1
XDFT [k] = x[n]ej2nk/N , k = 0, 1, . . . , N 1 (16.13)
n=0
This describes the discrete Fourier transform (DFT) of x[n] as a sampled version of its DTFT evaluated
at the frequencies F = k/N, k = 0, 1, . . . , N 1. The DFT spectrum thus corresponds to the frequency
range 0 F < 1 and is plotted at the frequencies F = k/N, k = 0, 1, . . . , N 1.
To recover the finite sequence x[n] from N samples of XDFT [k], we use dF 1/N and F k/N to
approximate the integral expression in the inversion relation by
N 1
1 !
x[n] = XDFT [k]ej2nk/N , n = 0, 1, . . . , N 1 (16.14)
N
k=0
This is the inverse discrete Fourier transform (IDFT). The periodicity of the IDFT implies that x[n]
actually corresponds to one period of a periodic signal.
If x[n] is a finite N -point signal with n = 0, 1, . . . , N 1, the DFT is an exact match to its DTFT Xp (F )
at F = k/N, k = 0, 1, . . . , N 1, and the IDFT results in perfect recovery of x[n].
If x[n] is not time-limited, its N -point DFT is only an approximation to its DTFT Xp (F ) evaluated at
F = k/N, k = 0, 1, . . . , N 1. Due to implied periodicity, the DFT, in fact, exactly matches the DTFT of
the periodic extension of x[n] with period N at these frequencies.
If x[n] is a discrete periodic signal with period N , its scaled DFT ( N1 XDFT [k]) is an exact match to the
impulse strengths in its DTFT Xp (F ) at F = k/N, k = 0, 1, . . . , N 1. In this case also, the IDFT results
in perfect recovery of one period of x[n] over 0 n N 1.
REVIEW PANEL 16.13
The DFT XDFT [k] of an N -Sample Sequence x[n] Is an Exact Match to Its Sampled DTFT
If x[n] is also periodic, the scaled DFT N1 XDFT [k] is an exact match to its sampled DTFT.
EXAMPLE 16.4 (Relating the DFT and the DTFT)
(a) Let x[n] = {1, 2, 1, 0}. If we use the DTFT, we first find
Xp (F ) = 1 + 2ej2F + ej4F + 0 = [2 + 2 cos(2F )]ej2F
With N = 4, we have F = k/4, k = 0, 1, 2, 3. We then obtain the DFT as
XDFT [k] = [2 + 2 cos(2k/4)]ej2k/4 , k = 0, 1, 2, 3, or XDFT [k] = {4, j2, 0, j2}
Since x[n] is a finite sequence, the DFT and DTFT show an exact match at F = k/N, k = 0, 1, 2, 3.
With N = 4, and ej2nk/N = ejnk/2 , we compute the IDFT of XDFT [k] = {4, j2, 0, j2} to give
3
!
n = 0: x[0] = 0.25 XDFT [k]e0 = 0.25(4 j2 + 0 + j2) = 1
k=0
!3
n = 1: x[1] = 0.25 XDFT [k]ejk/2 = 0.25(4 j2ej/2 + 0 + j2ej3/2 ) = 2
k=0
546 Chapter 16 The DFT and FFT
3
!
n = 2: x[2] = 0.25 XDFT [k]ejk = 0.25(4 j2ej + 0 + j2ej3 ) = 1
k=0
!3
n = 3: x[3] = 0.25 XDFT [k]ej3k/2 = 0.25(4 j2ej3/2 + 0 + ej9/2 ) = 0
k=0
The IDFT is thus {1, 2, 1, 0}, and recovers x[n] exactly.
(b) Let x[n] = n u[n]. Its DTFT is Xp (F ) = 1
1ej2F . Sampling Xp (F ) at intervals F = k/N gives
* 1
Xp (F )*F =k/N =
1 ej2k/N
The N -point DFT of x[n] is
1 N
n (n = 0, 1, . . . , N 1)
1 ej2k/N
Clearly, the N -sample DFT of x[n] does not match the DTFT of x[n] (unless N ).
Comment: What does match, however, is the DFT of the N -sample periodic extension xpe [n] and the
DTFT of x[n]. We obtain one period of the periodic extension by wrapping around N -sample sections
of x[n] = n and adding them to give
n 1
xpe [n] = n + n+N + n+2N + = n (1 + N + 2N + ) = = x[n]
1 N 1 N
1
Its DFT is thus and matches the DTFT of x[n] at F = k
N, k = 0, 1, . . . , N 1.
1 ej2k/N
16.5 The DFT of Periodic Signals and the DFS
The Fourier series relations for a periodic signal xp (t) are
! )
1
xp (t) = X[k]ej2kf0 t X[k] = xp (t)ej2kf0 t dt (16.15)
T T
k=
If we acquire x[n], n = 0, 1, . . . , N 1 as N samples of xp (t) over one period using a sampling rate of S Hz
(corresponding to a sampling interval of ts ) and approximate the integral expression for X[k] by a summation
using dt ts , t nts , T = N ts , and f0 = T1 = N1ts , we obtain
N 1 N 1
1 ! 1 !
XDFS [k] = x[n]ej2kf0 nts ts = x[n]ej2nk/N , k = 0, 1, . . . , N 1 (16.16)
N ts n=0 N n=0
The quantity XDFS [k] defines the discrete Fourier series (DFS) as an approximation to the Fourier series
coecients of a periodic signal and equals N times the DFT.
16.5 The DFT of Periodic Signals and the DFS 547
16.5.1 The Inverse DFS
To recover x[n] from one period of XDFS [k], we use the Fourier series reconstruction relation whose summation
index covers one period (from k = 0 to k = N 1) to obtain
N
! 1 N
! 1
x[n] = XDFS [n]ej2kf0 nts = XDFS [k]ej2nk/N , n = 0, 1, 2, . . . , N 1 (16.17)
k=0 k=0
This relation describes the inverse discrete Fourier series (IDFS). The sampling interval ts does not
enter into the computation of the DFS or its inverse. Except for a scale factor, the DFS and DFT relations
are identical.
16.5.2 Understanding the DFS Results
The XDFS [k] describes the spectrum of a sampled signal and is thus periodic with period S (starting at the
origin). Its N samples are spaced S/N Hz apart and plotted at the frequencies f = kS/N, k = 0, 1, . . . , N 1.
However, the highest frequency we can identify in the DFS spectrum is 0.5S (corresponding to the folding
index k = 0.5N ).
The N -sample DFS XDFS [k] = N1 XDFT [k] shows an exact match to the Fourier series coecients X[k]
of a periodic signal x(t) only if all of the following conditions are satisfied:
1. The signal samples must be acquired from x(t) starting at t = 0 (using the periodic extension of the
signal, if necessary). Otherwise, the phase of the DFS coecients will not match the phase of the
corresponding Fourier series coecients.
2. The periodic signal must contain a finite number of sinusoids (to ensure a band-limited signal with a
finite highest frequency) and be sampled above the Nyquist rate. Otherwise, there will be aliasing,
whose eects become more pronounced near the folding frequency 0.5S. If the periodic signal is not
band-limited (contains an infinite number of harmonics), we cannot sample at a rate high enough to
prevent aliasing. For a pure sinusoid, the Nyquist rate corresponds to two samples per period.
3. The signal x(t) must be sampled for an integer number of periods (to ensure a match between the
periodic extension of x(t) and the implied periodic extension of the sampled signal). Otherwise, the
periodic extension of its samples will not match that of x(t), and the DFS samples will describe the
Fourier series coecients of a dierent periodic signal whose harmonic frequencies do not match those
of x(t). This phenomenon is called leakage and results in nonzero spectral components at frequencies
other than the harmonic frequencies of the original signal x(t).
If we sample a periodic signal for an integer number of periods, the DFS (or DFT) also preserves the eects
of symmetry. The DFS of an even symmetric signal is real, the DFS of an odd symmetric signal is imaginary,
and the DFS of a half-wave symmetric signal is zero at even values of the index k.
REVIEW PANEL 16.14
The DFT of a Sampled Periodic Signal x(t) Is Related to Its Fourier Series Coecients
If x(t) is band-limited and sampled for an integer number of periods, the DFT is an exact match to the
Fourier series coecients X[k], with XDFT [k] = NX[k].
If x(t) is not band-limited, there is aliasing.
If x(t) is not sampled for an integer number of periods, there is also leakage.
548 Chapter 16 The DFT and FFT
16.5.3 The DFS and DFT of Sinusoids
Consider the sinusoid x(t) = cos(2f0 t + ) whose Fourier series coecients we know to be 0.5 = 0.5ej
at f = f0 and 0.5 = 0.5ej at f = f0 . If x(t) is sampled at the rate S, starting at t = 0, the
sampled signal is x[n] = cos(2nF + ), where F = f0 /S is the digital frequency. As long as F is a rational
fraction of the form F = k0 /N , we obtain N samples of x[n] from k0 full periods of x(t). In this case, there
is no leakage, and the N -point DFS will match the expected results and show only two nonzero DFS values,
XDFS [k0 ] = 0.5ej and XDFS [N k0 ] = 0.5ej. The DFT is obtained by multiplying the DFS by N .
cos(2n kN0 + ) {0, . . . , 0, 0.5ej , 0, . . . , 0, 0.5ej , 0, . . . , 0} (DFS) (16.18)
# $% & # $% &
k=k0 k=N k0
For the index k0 to lie in the range 0 k0 N 1, we must ensure that 0 F < 1 (rather than the customary
0.5 F < 0.5). The frequency corresponding to k0 will then be k0 S/N and will equal f0 (if S > 2f0 ) or its
alias (if S < 2f0 ). The nonzero DFT values will equal XDFT [k0 ] = 0.5N ej and XDFT [N k0 ] = 0.5N ej .
These results are straightforward to obtain and can be easily extended, by superposition, to the DFT of a
combination of sinusoids, sampled over an integer number of periods.
REVIEW PANEL 16.15
The N -Point DFT of the Sinusoid x[n] = cos(2n kN0 + ) Contains Only Two Nonzero Samples
cos(2n kN0 + ) {0, . . . , 0, e , 0, . . . , 0, N2 ej , 0, . . . , 0} (DFT)
N j
#2 $% & # $% &
k=k0 k=N k0
EXAMPLE 16.5 (The DFT and DFS of Sinusoids)
(a) The signal x(t) = 4 cos(100t) is sampled at twice the Nyquist rate for three full periods. Find and
sketch its DFT.
The frequency of x(t) is 50 Hz, the Nyquist rate is 100 Hz, and the sampling frequency is S = 200 Hz.
The digital frequency is F = 50/200 = 1/4 = 3/12 = k/N . This means N = 12 for three full periods.
The two nonzero DFT values will appear at k = 3 and k = N 3 = 9. The nonzero DFT values will
be X[3] = X[9] = (0.5)(4)(N ) = 24. The signal and its DFT are sketched in Figure E16.5A.
Cosine signal (3 periods) N = 12
4 DFT
24 24
t
T
k
3 6 9 11
4
Figure E16.5A The signal and DFT for Example 16.5(a)
(b) Let x(t) = 4 sin(72t) be sampled at S = 128 Hz. Choose the minimum number of samples necessary
to prevent leakage and find the DFS and DFT of the sampled signal.
The frequency of x(t) is 36 Hz, so F = 36/128 = 9/32 = k0 /N . Thus, N = 32, k0 = 9, and
the frequency spacing is S/N = 4 Hz. The DFS components will appear at k0 = 9 (36 Hz) and
N k0 = 23 (92 Hz). The Fourier series coecients of x(t) are j2 (at 36 Hz) and j2 (at 36 Hz).
16.5 The DFT of Periodic Signals and the DFS 549
The DFS samples will be XDFS [9] = j2, and XDFS [23] = j2. Since XDFT [k] = N XDFS [k], we get
XDFT [9] = j64, XDFT [23] = j64, and thus
XDFT [k] = {0, . . . , 0, j64, 0, . . . , 0, j64, 0, . . . , 0}
# $% & #$%&
k=9 k=23
(c) Let x(t) = 4 sin(72t) 6 cos(12t) be sampled at S = 21 Hz. Choose the minimum number of samples
necessary to prevent leakage and find the DFS and DFT of the sampled signal.
Clearly, the 36-Hz term will be aliased. The digital frequencies (between 0 and 1) of the two terms are
F1 = 36/21 = 12/7 5/7 = k0 /N and F2 = 6/21 = 2/7. Thus, N = 7 and the frequency spacing is
S/N = 3 Hz. The DFS components of the first term will be j2 at k = 5 (15 Hz) and j2 at N k = 2
(6 Hz). The DFS components of the second term will be 3 at k = 2 and 3 at k = 5. The DFS
values will add up at the appropriate indices to give XDFS [5] = 3 j2, XDFS [2] = 3 + j2, and
XDFS [k] = {0, 0, 3 + j2, 0, 0, 3 j2, 0} XDFT [k] = N XDFS [k] = 7XDFS [k]
# $% & # $% &
k=2 k=5
Note how the 36-Hz component was aliased to 6 Hz (the frequency of the second component).
(d) The signal x(t) = 1 + 8 sin(80t)cos(40t) is sampled at twice the Nyquist rate for two full periods. Is
leakage present? If not, find the DFS of the sampled signal.
First, note that x(t) = 1 + 4 sin(120t) + 4 sin(40t). The frequencies are f1 = 60 Hz and f2 = 20 Hz.
The Nyquist rate is thus 120 Hz, and hence S = 240 Hz. The digital frequencies are F1 = 60/240 = 1/4
and F2 = 20/240 = 1/12. The fundamental frequency is f0 = GCD(f1 , f2 ) = 20 Hz. Thus, two
full periods correspond to 0.1 s or N = 24 samples. There is no leakage because we acquire the
samples over two full periods. The index k = 0 corresponds to the constant (dc value). To find
the indices of the other nonzero DFS samples, we compute the digital frequencies (in the form k/N )
as F1 = 60/240 = 1/4 = 6/24 and F2 = 20/240 = 1/12 = 2/24. The nonzero DFS samples are
thus XDFS [0] = 1, XDFS [6] = j2, and XDFS [2] = j2, and the conjugates XDFS [18] = j2 and
XDFS [22] = j2. Thus,
XDFS [k] = {0, 0, j2, 0, 0, 0, j2, 0, . . . , 0, j2 , 0, 0, 0, j2 , 0, 0}
#$%& #$%& #$%& #$%&
k=2 k=6 k=18 k=22
16.5.4 The DFT and DFS of Sampled Periodic Signals
For periodic signals that are not band-limited, leakage can be prevented by sampling for an integer number of
periods, but aliasing is unavoidable for any sampling rate. The aliasing error increases at higher frequencies.
The eects of aliasing can be minimized (but not eliminated) by choosing a high enough sampling rate. A
useful rule of thumb is that for the DFT to produce an error of about 5% or less up to the M th harmonic
frequency fM = M f0 , we must choose S 8fM (corresponding to N 8M samples per period).
EXAMPLE 16.6 (DFS of Sampled Periodic Signals)
Consider a square wave x(t) that equals 1 for the first half-period and 1 for the next half-period, as
illustrated in Figure E16.6.
550 Chapter 16 The DFT and FFT
Square wave x(t) (32 samples per period)
1
Figure E16.6 One period of the square wave periodic signal for Example 16.6
Its Fourier series coecients are X[k] = j2/k, (k odd). If we require the first four harmonics to be in
error by no more than about 5%, we choose a sampling rate S = 32f0 , where f0 is the fundamental frequency.
This means that we acquire N = 32 samples for one period. The samples and their DFS up to k = 8 are
listed below, along with the error in the nonzero DFS values compared with the Fourier series coecients.
x[n] = {0, 1, 1, . . . , 1, 1, 0, 1, 1, . . . , 1, 1}
# $% & # $% &
15 samples 15 samples
XDFS [k] = {0, j0.6346, 0, j0.206, 0, j0.1169, 0, j0.0762, 0, . . .}
# $% & # $% & # $% & # $% &
o by 0.3% o by 2.9% o by 8.2% o by 16.3%
Note how we picked zero as the sample value at the discontinuities. As expected, the DFS coecients are
zero for odd k (due to the half-wave symmetry in x(t)) and purely imaginary (due to the odd symmetry in
x(t)). The error in the nonzero harmonics up to k = 4 is less than 5%.
16.5.5 The Eects of Leakage
If we do not sample x(t) for an integer number of periods, the DFT will show the eects of leakage, with
nonzero components appearing at frequencies other than f0 , because the periodic extension of the signal
with non-integer periods will not match the original signal, as illustrated in Figure 16.4.
Sinusoid sampled for one full period
and its periodic extension
Sinusoid sampled for half a period
and its periodic extension
t
t
Figure 16.4 Illustrating the concept of leakage
The DFT results will also show aliasing because the periodic extension of the signal with non-integer
periods will not, in general, be band-limited. As a result, we must resort to the full force of the defining
relation to compute the DFT.
Suppose we sample the 1-Hz sine x(t) = sin(2t) at S = 16 Hz. Then, F0 = 1/16. If we choose N = 8,
the DFT spectral spacing equals S/N = 2 Hz. In other words, there is no DFT component at 1 Hz, the
frequency of the sine wave! Where should we expect to see the DFT components? If we express the digital
frequency F0 = 1/16 as F0 = kF /N , we obtain kF = NF0 = 0.5. Thus, F0 corresponds to the fractional
16.5 The DFT of Periodic Signals and the DFS 551
index kF = 0.5, and the largest DFT components should appear at the integer index nearest to kF , at k = 0
(or dc) and k = 1 (or 2 Hz). In fact, the signal and its DFS are given by
x[n] = {0, 0.3827, 0.7071, 0.9329, 1, 0.9329, 0.7071, 0.3827}
XDFS [k] = { 0.6284, 0.2207, 0.0518, 0.0293, 0.0249, 0.0293, 0.0518, 0.2207 }
# $% & # $% & # $% & # $% & # $% &
o by 1.3% o by 4% o by 23% o by 61% k=N/2
As expected, the largest components appear at k = 0 and k = 1. Since XDFS [k] is real, the DFS results
describe an even symmetric signal with nonzero average value. In fact, the periodic extension of the sampled
signal over half a period actually describes a full-rectified sine with even symmetry and a fundamental
frequency of 2 Hz (see Figure 16.4). The Fourier series coecients of this full-rectified sine wave (with unit
peak value) are given by
2
X[k] =
(1 4k2 )
We confirm that XDFS [0] and XDFS [1] show an error of less than 5%. But XDFS [2], XDFS [3], and XDFS [4]
deviate significantly. Since the new periodic signal is no longer band-limited, the sampling rate is not high
enough, and we have aliasing. The value XDFS [3], for example, equals the sum of the Fourier series coecient
X[3] and all other Fourier series coecients X[11], X[19], . . . that alias to k = 3. In other words,
!
2 ! 1
XDFS [3] = X[3 + 8m] =
m=
m= 1 4(3 + 8m)2
Although this sum is not easily amenable to a closed-form solution, it can be computed numerically and
does in fact approach XDFS [3] = 0.0293 (for a large but finite number of coecients).
Minimizing Leakage
Ideally, we should sample periodic signals over an integer number of periods to prevent leakage. In practice,
it may not be easy to identify the period of a signal in advance. In such cases, it is best to sample over
as long a signal duration as possible (to reduce the mismatch between the periodic extension of the analog
and sampled signal). Sampling for a larger time (duration) not only reduces the eects of leakage but also
yields a more closely spaced spectrum, and a more accurate estimate of the spectrum of the original signal.
Another way to reduce leakage is to multiply the signal samples by a window function (as described later).
REVIEW PANEL 16.16
The DFT of a Sinusoid at f0 Hz Sampled for Non-Integer Periods Shows Leakage
The largest DFT component appears at the integer index closest to kF = F0 N = f0 N/S.
To minimize leakage: Sample for the longest duration possible or (better still) for integer periods.
EXAMPLE 16.7 (The Eects of Leakage)
The signal x(t) = 2 cos(20t) + 5 cos(100t) is sampled at intervals of ts = 0.005 s for three dierent
durations, 0.1 s, 0.125 s, and 1.125 s. Explain the DFT spectrum for each duration.
The sampling frequency is S = 1/ts = 200 Hz. The frequencies in x(t) are f1 = 10 Hz and f2 = 50 Hz.
The two-sided spectrum of x(t) will show a magnitude of 1 at 10 Hz and 2.5 at 50 Hz. The fundamental
frequency is 10 Hz, and the common period of x(t) is 0.1 s. We have the following results with reference to
Figure E16.7, which shows the DFS magnitude (|XDFT |/N ) up to the folding index (or 100 Hz).
552 Chapter 16 The DFT and FFT
(a) Length = 0.1 s N=20 (b) Length = 0.125 s N=25 (c) Length = 1.125 s N=225
2.5 2.5 2.5
2 2 2
Magnitude
Magnitude
Magnitude
1.5 1.5 1.5
1 1 1
0.5 0.5 0.5
0 0 0
0 10 50 100 0 10 50 100 0 10 50 100
Analog frequency f [Hz] Analog frequency f [Hz] Analog frequency f [Hz]
Figure E16.7 DFT results for Example 16.7
(a) The duration of 0.1 s corresponds to one full period, and N = 20. No leakage is present, and the DFS
results reveal an exact match to the spectrum of x(t). The nonzero components appear at the integer indices
k1 = NF = Nf1 /S = 1 and k2 = NF2 = Nf2 /S = 5 (corresponding to 10 Hz and 50 Hz, respectively).
(b) The duration of 0.125 s does not correspond to an integer number of periods. The number of samples
over 0.125 s is N = 25. Leakage is present. The largest components appear at the integer indices closest to
k1 = NF = Nf1 /S = 1.25 (i.e., k = 1 or 8 Hz) and k2 = Nf2 /S = 6.25 (i.e., k = 6 or 48 Hz).
(c) The duration of 1.125 s does not correspond to an integer number of periods. The number of samples
over 1.125 s is N = 225. Leakage is present. The largest components appear at the integer indices closest to
k1 = NF = Nf1 /S = 11.25 (i.e., k = 11 or 9.78 Hz) and k2 = Nf2 /S = 56.25 (i.e., k = 56 or 49.78 Hz).
Comment: The spectra reveal that the longest duration (1.125 s) also produces the smallest leakage.
16.6 The DFT of Nonperiodic Signals
The Fourier transform X(f ) of a nonperiodic signal x(t) is continuous. To find the DFT, x(t) must be
sampled over a finite duration (N samples). The spectrum of a sampled signal over its principal period
(0.5S, 0.5S) corresponds to the spectrum of the analog signal SX(f ), provided x(t) is band-limited to
B < 0.5S. In practice, no analog signal is truly band-limited. As a result, if x[n] corresponds to N samples
of the analog signal x(t), obtained at the sampling rate S, the DFT XDFT [k] of x[n] yields essentially the
Fourier series of its periodic extension, and is only approximately related to X(f ) by
XDFT [k] SX(f )|f =kS/N , 0 k < 0.5N (0 f < 0.5S) (16.19)
REVIEW PANEL 16.17
The DFT of a Sampled Aperiodic Signal x(t) Approximates Its Scaled Transform SX(f )
To find the DFT of an arbitrary signal with some confidence, we must decide on the number of samples N
and the sampling rate S, based on both theoretical considerations and practical compromises. For example,
one way to choose a sampling rate is based on energy considerations. We pick the sampling rate as 2B Hz,
where the frequency range up to B Hz contains a significant fraction P of the signal energy. The number of
samples should cover a large enough duration to include significant signal values.
16.6.1 Spectral Spacing and Zero-Padding
Often, the spectral spacing S/N is not small enough to make appropriate visual comparisons with the analog
spectrum X(f ), and we need a denser or interpolated version of the DFT spectrum. To decrease the spectral
16.6 The DFT of Nonperiodic Signals 553
spacing, we must choose a larger number of samples N . This increase in N cannot come about by increasing
the sampling rate S (which would leave the spectral spacing S/N unchanged), but by increasing the duration
over which we sample the signal. In other words, to reduce the frequency spacing, we must sample the signal
for a longer duration at the given sampling rate. However, if the original signal is of finite duration, we can
still increase N by appending zeros (zero-padding). Appending zeros does not improve accuracy because it
adds no new signal information. It only decreases the spectral spacing and thus interpolates the DFT at
a denser set of frequencies. To improve the accuracy of the DFT results, we must increase the number of
signal samples by sampling the signal for a longer time (and not just zero-padding).
REVIEW PANEL 16.18
Signal Zero-Padding Corresponds to an Interpolated Spectrum
Zero-padding reduces the spectral spacing. It does not improve accuracy of the DFT results.
To improve accuracy, we need more signal samples (not zeros).
EXAMPLE 16.8 (DFT of Finite-Duration Signals)
(a) (Spectral Spacing) A 3-s signal is sampled at S = 100 Hz. The maximum spectral spacing is to be
f = 0.25 Hz. How many samples are needed for the DFT and FFT?
If we use the DFT, the number of samples is N = S/f = 400. Since the 3-s signal gives only 300
signal samples, we must add 100 padded zeros. The spectral spacing is S/N = 0.1953 Hz as required.
If we use the FFT, we need NFFT = 512 samples (the next higher power of 2). There are now 212
padded zeros, and the spectral spacing is S/NFFT = 0.1953 Hz (less than required).
(b) Let x(t) = tri(t). Its Fourier transform is X(f ) = sinc2 (f ). Let us choose S = 4 Hz and N = 8.
To obtain samples of x(t) starting at t = 0, we sample the periodic extension of x(t) as illustrated in
Figure E16.8B and obtain ts XDFT [k] to give
x[n] = {1, 0.75, 0.5, 0.25, 0, 0.25, 0.5, 0.75}
X(f ) ts XDFT [k] = {1, 0.4268, 0, 0.0732, 0, 0.0732, 0, 0.4268}
# $% & # $% & #$%&
o by 5.3% o by 62.6% k=N/2
Since highest frequency present in the DFT spectrum is 0.5S = 2 Hz, the DFT results are listed only
up to k = 4. Since the frequency spacing is S/N = 0.5 Hz, we compare ts XDFT [k] with X(kS/N ) =
sinc2 (0.5k). At k = 0 (dc) and k = 2 (1 Hz), we see a perfect match. At k = 1 (0.5 Hz), ts XDFT [k] is
in error by about 5.3%, but at k = 3 (1.5 Hz), the error is a whopping 62.6%.
x(t) = tri( t ) x(t) = tri( t ) x(t) = tri( t )
S = 4 Hz Periodic extension S = 4 Hz Periodic extension S = 8 Hz Periodic extension
N=8 Period = 1 N = 16 Period = 2 N = 16 Period = 1
t t t
0.5 1 0.5 1 2 0.5 1
Figure E16.8B The triangular pulse signal for Example 16.8(b)
(Reducing Spectral Spacing) Let us decrease the spectral spacing by zero-padding to increase
the number of samples to N = 16. We must sample the periodic extension of the zero-padded
554 Chapter 16 The DFT and FFT
signal, as shown in Figure E16.8B, to give
x[n] = {1, 0.75, 0.5, 0.25, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0.25, 0.5, 0.75}
# $% &
8 zeros
Note how the padded zeros appear in the middle. Since highest frequency present in the DFT
spectrum is 2 Hz, the DFT results are listed only up to the folding index k = 8.
ts XDFT [k] = {1, 0.8211, 0.4268, 0.1012, 0, 0.0452, 0.0732, 0.0325, 0, . . .}
# $% & # $% & #$%&
o by 5.3% o by 62.6% k=N/2
The frequency separation is reduced to S/N = 0.25 Hz. Compared with X(kf0 ) = sinc2 (0.25k),
the DFT results for k = 2 (0.5 Hz) and k = 6 (1.5 Hz) are still o by 5.3% and 62.6%, respectively.
In other words, zero-padding reduces the spectral spacing, but the DFT results are no more
accurate. To improve the accuracy, we must pick more signal samples.
(Improving Accuracy) If we choose S = 8 Hz and N = 16, we obtain 16 samples shown in
Figure E16.8B. We list the 16-sample DFT up to k = 8 (corresponding to the highest frequency
of 4 Hz present in the DFT):
ts XDFT [k] = {1, 0.4105, 0, 0.0506, 0, 0.0226, 0, 0.0162, 0, . . .}
# $% & # $% & # $% & # $% & #$%&
o by 1.3% o by 12.4% o by 39.4% o by 96.4% k=N/2
The DFT spectral spacing is still S/N = 0.5 Hz. In comparison with X(k/2) = sinc2 (0.5k), the
error in the DFT results for the 0.5-Hz component (k = 1) and the 1.5-Hz component (k = 3)
is now only about 1.3% and 12.4%, respectively. In other words, increasing the number of signal
samples improves the accuracy of the DFT results. However, the error at 2.5 Hz (k = 5) and
3.5 Hz (k = 7) is 39.4% and 96.4%, respectively, and implies that the eects of aliasing are more
predominant at frequencies closer to the folding frequency.
(c) Consider the signal x(t) = et u(t) whose Fourier transform is X(f ) = 1/(1 + j2f ). Since the energy
E in x(t) equals 1, we use Parsevals relation to estimate the bandwidth B that contains the fraction
P of this energy as
) B
1 tan(0.5P )
df = P B=
B 1 + 4 f 2
2 2
1. If we choose B to contain 95% of the signal energy (P = 0.95), we find B = 12.71/2 = 2.02 Hz.
Then, S > 4.04 Hz. Let us choose S = 5 Hz. For a spectral spacing of 1 Hz, we have S/N = 1 Hz
and N = 5. So, we sample x(t) at intervals of ts = 1/S = 0.2 s, starting at t = 0, to obtain x[n].
Since x(t) is discontinuous at t = 0, we pick x[0] = 0.5, not 1. The DFT results based on this set
of choices will not be very good because with N = 5 we sample only a 1-s segment of x(t).
2. A better choice is N = 15, a 3-s duration over which x(t) decays to 0.05. A more practical choice is
N = 16 (a power of 2, which allows ecient computation of the DFT, using the FFT algorithm).
This gives a spectral spacing of S/N = 5/16 Hz. Our rule of thumb (N > 8M ) suggests that
with N = 16, the DFT values XDFT [1] and XDFT [2] should show an error of only about 5%. We
see that ts XDFT [k] does compare well with X(f ) (see Figure E16.8C), even though the eects of
aliasing are still evident.
16.7 Spectral Smoothing by Time Windows 555
(a) tsXDFT N=16 ts=0.2 (b) tsXDFT N=128 ts=0.04 (c) tsXDFT N=50 ts=0.2
1 1 1
Magnitude
Magnitude
Magnitude
0.5 0.5 0.5
0 0 0
0 1 2 0 1 2 0 1 2
Frequency f [Hz] Frequency f [Hz] Frequency f [Hz]
Figure E16.8C DFT results for Example 16.8(c)
3. To improve the results (and minimize aliasing), we must increase S. For example, if we require
the highest frequency based on 99% of the signal energy, we obtain B = 63.6567/2 = 10.13 Hz.
Based on this, let us choose S = 25 Hz. If we sample x(t) over 5 s (by which time it decays to
less that 0.01), we compute N = (25)(5) = 125. Choosing N = 128 (the next higher power of 2),
we find that the 128-point DFT result ts XDFT [k] is almost identical to the true spectrum X(f ).
4. What would happen if we choose S = 5 Hz and five signal samples, but reduce the spectral spacing
by zero-padding to give N = 50? The 50-point DFT clearly shows the eects of truncation (as
wiggles) and is a poor match to the true spectrum. This confirms that improved accuracy does
not come by zero-padding but by including more signal samples.
16.7 Spectral Smoothing by Time Windows
Sampling an analog signal for a finite number of samples N is equivalent to multiplying the samples by a
rectangular N -point window. Due to abrupt truncation of this rectangular window, the spectrum of the
windowed signal shows a mainlobe and sidelobes that do not decay rapidly enough. This phenomenon is
similar to the Gibbs eect, which arises during the reconstruction of periodic signals from a finite number of
harmonics (an abrupt truncation of its spectrum). Just as Fourier series reconstruction uses tapered spectral
windows to smooth the time signal, the DFT uses tapered time-domain windows to smooth the spectrum,
but at the expense of making it broader. This is another manifestation of leakage in that the spectral energy
is distributed (leaked) over a wider frequency range.
Unlike windows for Fourier series smoothing, we are not constrained by odd-length windows. As shown
in Figure 16.5, an N -point DFT window is actually generated from a symmetric (N + 1)-point window
(sampled over N intervals and symmetric about its midpoint) with its last sample discarded (in keeping
with the implied periodicity of the signal and the window itself). To apply a window, we position it over the
signal samples and create their pointwise product.
16.7.1 Performance Characteristics of Windows
The spectrum of all windows shows a mainlobe and decaying sidelobes, as illustrated in Figure 16.5. Measures
of magnitude are often normalized by the peak magnitude P and expressed in decibels (dB) (as a gain or
attenuation). These measures include the peak value P , the peak sidelobe level, the 3-dB level and the 6-dB
level, and the high-frequency decay rate (in dB/decade or dB/octave). Measures of spectral width include
the 3-dB width W3 , 6-dB width W6 , the width WS to reach the peak sidelobe level (PSL), and the mainlobe
width WM . These measures are illustrated in Figure 16.6.
556 Chapter 16 The DFT and FFT
Bartlett window
N = 12 N = 9
12 intervals 9 intervals
No sample here
Figure 16.5 Features of a DFT window
DTFT magnitude spectrum of a typical window
P
0.707P
0.5P
PSL
High-frequency decay
F
0.5
W3 W6 WS WM
Figure 16.6 DFT spectrum of a typical window
Other measures of window performance include the coherent gain (CG), equivalent noise bandwidth
(ENBW), and the scallop loss (SL). For an N -point window w[n], these measures are defined by
*N 1 *
N
! 1 *! *
* *
N |w[k]|2 * w[k]ejk/N *
N 1
1 ! * *
CG = |w[k]| ENBW = * k=0 *2 SL = 20 log k=0
1
dB (16.20)
N *N!1 * N
!
k=0 * * w[k]
* w[k]*
* * k=0
k=0
The reciprocal of the equivalent noise bandwidth is also called the processing gain. The larger the pro-
cessing gain, the easier it is to reliably detect a signal in the presence of noise.
As we increase the window length, the mainlobe width of all windows decreases, but the peak sidelobe
level remains more or less constant. Ideally, for a given window length, the spectrum of a window should
approach an impulse with as narrow (and tall) a mainlobe as possible, and as small a peak sidelobe level as
possible. The aim is to pack as much energy in a narrow mainlobe as possible and make the sidelobe level
as small as possible. These are conflicting requirements in that a narrow mainlobe width also translates
to a higher peak sidelobe level. Some DFT windows and their spectral characteristics are illustrated in
Figure 16.7, and summarized in Table 16.3.
REVIEW PANEL 16.19
A Window Should Maximize the Mainlobe Energy and Minimize the Sidelobe Energy
A narrow mainlobe and small sidelobe are conflicting requirements for the spectrum of a window.
16.7 Spectral Smoothing by Time Windows 557
Bartlett window: N = 20 Magnitude spectrum in dB
0
1
dB magnitude
20
Amplitude
26.5
40
0.5
60
0 80
0 10 19 0 0.1 0.2 0.3 0.4 0.5
Index n Digital frequency F
von Hann window: N = 20 Magnitude spectrum in dB
0
1
dB magnitude
20
Amplitude
31.5
40
0.5
60
0 80
0 10 19 0 0.1 0.2 0.3 0.4 0.5
Index n Digital frequency F
Hamming window: N = 20 Magnitude spectrum in dB
0
1
dB magnitude
20
Amplitude
42
0.5
60
0 80
0 10 19 0 0.1 0.2 0.3 0.4 0.5
Index n Digital frequency F
Blackman window: N = 20 Magnitude spectrum in dB
0
1
dB magnitude
20
Amplitude
40
0.5
58
0 80
0 10 19 0 0.1 0.2 0.3 0.4 0.5
Index n Digital frequency F
Kaiser window: N = 20 = 2 Magnitude spectrum in dB
0
1
dB magnitude
20
Amplitude
0.5 45.7
60
0 80
0 10 19 0 0.1 0.2 0.3 0.4 0.5
Index n Digital frequency F
Figure 16.7 Commonly used DFT windows and their spectral characteristics
558 Chapter 16 The DFT and FFT
Table 16.3 Some Commonly Used N -Point DFT Windows
Entry Window Expression for w[n] WM = K
N Normalized Peak Sidelobe
1 Boxcar 1 2/N 0.2172 13.3 dB
2|k|
2 Bartlett 1 N 4/N 0.0472 26.5 dB
3 von Hann 0.5 + 0.5 cos( 2k
N ) 4/N 0.0267 31.5 dB
4 Hamming 0.54 + 0.46 cos( 2k
N ) 4/N 0.0073 42.7 dB
5 Blackman 0.42 + 0.5 cos( 2k
N ) + 0.08 cos( N )
4k
6/N 0.0012 58.1 dB
+
I0 ( 1 (2k/N )2 ) 0.22
6 Kaiser 2 1+ 2 45.7 dB (for = 2)
I0 () N sinh()
NOTES: k = 0.5N n, where n = 0, 1, . . . , N 1. WM is the mainlobe width.
For the Kaiser window, I0 (.) is the modified Bessel function of order zero.
For the Kaiser window, the parameter controls the peak sidelobe level.
The von Hann window is also known as the Hanning window.
16.7.2 The Spectrum of Windowed Sinusoids
Consider the signal x[n] = cos(2nF0 ), F0 = k0 /M . Its DTFT is Xp (F ) = 0.5(F F0 ) + 0.5(F + F0 ). If
this sinusoid is windowed by an N -point window w[n] whose spectrum is W (F ), the DTFT of the windowed
signal is given by the periodic convolution
Xw (F ) = Xp (F )W
(F ) = 0.5W (F F0 ) + 0.5W (F + F0 ) (16.21)
The window thus smears out the true spectrum. To obtain a windowed signal that is a replica of the
spectrum of the sinusoid, we require W (F ) = (F ), which corresponds to the impractical infinite-length
time window. The more the spectrum W (F ) of an N -point window resembles an impulse, the better the
windowed spectrum matches the original.
The N -point DFT of the signal x[n] may be regarded as the DTFT of the product of the infinite-length
x[n] and an N -point rectangular window, evaluated at F = k/N, k = 0, 1, . . . , N 1. Since spectrum of the
N -point rectangular window is W (F ) = N sinc(N F)
sincF , the DTFT spectrum of the windowed signal is
sinc[N (F F0 )] sinc[N (F + F0 )]
Xw (F ) = 0.5N + 0.5N (16.22)
sinc(F F0 ) sinc(F + F0 )
The N -point DFT of the windowed sinusoid is given by XDFT [k] = Xw (F )|F =k/N . If the DFT length N
equals M , the number of samples over k0 full periods of x[n], we see that sinc[N (F F0 )] = sinc(k k0 ),
and this equals zero, unless k = k0 . Similarly, sinc[N (F + F0 )] = sinc(k + k0 ) is nonzero only if k = k0 .
The DFT thus contains only two nonzero terms and equals
*
*
XDFT [k] = Xw (F )* = 0.5N [k k0 ] + 0.5N [k k0 ] (if N = M ) (16.23)
F =k/N
In other words, using an N -point rectangular window that covers an integer number of periods (M samples)
of a sinusoid (i.e., with M = N ) gives us exact results. The reason of course is that the DTFT sampling
instants fall on the nulls of the sinc spectrum. If the window length N does not equal M (an integer number
of periods), the sampling instants will fall between the nulls, and since the sidelobes of the sinc function are
large, the DFT results will show considerable leakage. To reduce the eects of leakage, we must use windows
whose spectrum shows small sidelobe levels.
16.7 Spectral Smoothing by Time Windows 559
16.7.3 Resolution
Windows are often used to reduce the eects of leakage and improve resolution. Frequency resolution refers
to our ability to clearly distinguish between two closely spaced sinusoids of similar amplitudes. Dynamic-
range resolution refers to our ability to resolve large dierences in signal amplitudes. The spectrum of all
windows reveals a mainlobe and smaller sidelobes. It smears out the true spectrum and makes components
separated by less than the mainlobe width indistinguishable. The rectangular window yields the best fre-
quency resolution for a given length N since it has the smallest mainlobe. However, it also has the largest
peak sidelobe level of any window. This leads to significant leakage and the worst dynamic-range resolution
because small amplitude signals can get masked by the sidelobes of the window.
Tapered windows with less abrupt truncation show reduced sidelobe levels and lead to reduced leakage
and improved dynamic-range resolution. They also show increased mainlobe widths WM , leading to poorer
frequency resolution. The choice of a window is based on a compromise between the two conflicting re-
quirements of minimizing the mainlobe width (improving frequency resolution) and minimizing the sidelobe
magnitude (improving dynamic-range resolution).
REVIEW PANEL 16.20
Good Frequency Resolution and Dynamic-Range Resolution Are Conflicting Requirements
To improve frequency resolution, use windows with narrow mainlobes.
To improve dynamic-range resolution, use windows with small sidelobes.
The mainlobe width of all windows decreases as we increase the window length. However, the peak
sidelobe level remains more or less constant. To achieve a frequency resolution of f , the digital frequency
F = f /S must equal or exceed the mainlobe width WM of the window. This yields the window length N .
For a given window to achieve the same frequency resolution as the rectangular window, we require a larger
window length (a smaller mainlobe width) and hence a larger signal length. The increase in signal length
must come by choosing more signal samples (and not by zero-padding). To achieve a given dynamic-range
resolution, however, we must select a window with small sidelobes, regardless of the window length.
REVIEW PANEL 16.21
The Smallest Frequency We Can Resolve Depends on the Mainlobe Width of the Window
S = WM = N (window mainlobe width).
To resolve frequencies separated by f , we require f K
K depends on the window. To decrease f , increase N (more signal samples, not zero-padding).
EXAMPLE 16.9 (Frequency Resolution)
The signal x(t) = A1 cos(2f0 t) + A2 cos[2(f0 + f )t], where A1 = A2 = 1, f0 = 30 Hz is sampled at the
rate S = 128 Hz. We acquire N samples, zero-pad them to length NFFT , and obtain the NFFT -point FFT.
1. What is the smallest f that can be resolved for
N = 256, NFFT = 2048 using a rectangular and von Hann (Hanning) window.
N = 512, NFFT = 2048 using a rectangular and von Hann window.
N = 256, NFFT = 4096 using a rectangular and von Hann window.
2. How do the results change if A2 = 0.05?
(a) (Frequency Resolution) Since F = f /S = WM , we have f = SWM . We compute:
Rectangular window: f = SWM = 2S/N = 1 Hz for N = 256 and 0.5 Hz for N = 512
von Hann window: f = SWM = 4S/N = 2 Hz for N = 256 and 1 Hz for N = 512
560 Chapter 16 The DFT and FFT
Note that NFFT governs only the FFT spacing S/NFFT , whereas N governs only the frequency resolu-
tion S/N (which does not depend on the zero-padded length). Figure E16.9A shows the FFT spectra,
plotted as continuous curves, over a selected frequency range. We make the following remarks:
1. For a given signal length N, the rectangular window resolves a smaller f but also has the largest
sidelobes (panels a and b). This means that the eects of leakage are more severe for a rectangular
window than for any other.
2. We can resolve a smaller f by increasing the signal length N alone (panel c). To resolve the
same f with a von Hann window, we must double the signal length N (panel d). This means that
we can improve resolution only by increasing the number of signal samples (adding more signal
information). How many more signal samples we require will depend on the desired resolution
and the type of window used.
3. We cannot resolve a smaller f by increasing the zero-padded length NFFT alone (panels e and
f). This means that increasing the number of samples by zero-padding cannot improve resolution.
Zero-padding simply interpolates the DFT at a denser set of frequencies. It simply cannot improve
the accuracy of the DFT results because adding more zeros does not add more signal information.
(a) N=256 NFFT=2048 No window (b) N=256 NFFT=2048 von Hann window
0.06 0.06
Magnitude
Magnitude
0.04 0.04
0.02 0.02
0 0
26 28 29 30 31 32 36 26 28 29 30 31 32 36
Analog frequency f [Hz] Analog frequency f [Hz]
(c) N=512 NFFT=2048 No window (d) N=512 NFFT=2048 von Hann window
0.1 0.1
Magnitude
Magnitude
0.05 0.05
0 0
26 28 29 30 31 32 36 26 28 29 30 31 32 36
Analog frequency f [Hz] Analog frequency f [Hz]
(e) N=256 NFFT=4096 No window (f) N=256 NFFT=4096 von Hann window
0.04 0.04
0.03 0.03
Magnitude
Magnitude
0.02 0.02
0.01 0.01
0 0
26 28 29 30 31 32 36 26 28 29 30 31 32 36
Analog frequency f [Hz] Analog frequency f [Hz]
Figure E16.9A DFT spectra for Example 16.9(a)
16.7 Spectral Smoothing by Time Windows 561
(b) (Dynamic-Range Resolution) If A2 = 0.05 (26 dB below A1 ), the large sidelobes of the rectangular
window (13 dB below the peak) will mask the second peak at 31 Hz, even if we increase N and NFFT .
This is illustrated in Figure E16.9B(a) (where the peak magnitude is normalized to unity, or 0 dB) for
N = 512 and NFFT = 4096. For the same values of N and NFFT , however, the smaller sidelobes of the
von Hann window (31.5 dB below the peak) do allow us to resolve two distinct peaks in the windowed
spectrum, as shown in Figure E16.9B(b).
(a) N=512 NFFT=4096 No window (b) N=512 NFFT=4096 von Hann window
Normalized magnitude [dB]
Normalized magnitude [dB]
0 0
20 20
40 40
60 60
28 29 30 31 32 28 29 30 31 32
Analog frequency f [Hz] Analog frequency f [Hz]
Figure E16.9B DFT spectra for Example 16.9(b)
16.7.4 Detecting Hidden Periodicity Using the DFT
Given an analog signal x(t) known to contain periodic components, how do we estimate their frequencies
and magnitude? There are several ways. Most rely on statistical estimates, especially if the signal x(t) is
also corrupted by noise. Here is a simpler, perhaps more intuitivebut by no means the bestapproach
based on the eects of aliasing. The location and magnitude of the components in the DFT spectrum can
change with the sampling rate if this rate is below the Nyquist rate. Due to aliasing, the spectrum may not
drop to zero at 0.5S and may even show increased magnitudes as we move toward the folding frequency. If
we try to minimize the eects of noise by using a lowpass filter, we must ensure that its cuto frequency
exceeds the frequency of all the components of interest present in x(t). We have no a priori way of doing
this. A better way, if the data can be acquired repeatedly, is to use the average of many runs. Averaging
minimizes noise while preserving the integrity of the signal.
A crude estimate of the sampling frequency may be obtained by observing the most rapidly varying
portions of the signal. Failing this, we choose an arbitrary but small sampling frequency, sample x(t), and
observe the DFT spectrum. We repeat the process with increasing sampling rates and observe how the DFT
spectrum changes, and when the spectrum shows little change in the location of its spectral components,
we have the right spectrum and the right sampling frequency. This trial-and-error method is illustrated in
Figure 16.8 and actually depends on aliasing for its success.
If x(t) is a sinusoid, its magnitude A is computed from XDFT [k0 ] = 0.5NA, where the index k0 corresponds
to the peak in the N -point DFT. However, if other nonperiodic signals are also present in x(t), this may not
yield a correct result. A better estimate of the magnitude of the sinusoid may be obtained by comparing
two DFT results of dierent lengthssay, N1 = N and N2 = 2N . The N1 -point DFT at the index k1 of
the peak will equal 0.5N1A plus a contribution due to the nonperiodic signals. Similarly, the N2 -point DFT
will show a peak at k2 (where k2 = 2k1 if N2 = 2N1 ), and its value will equal 0.5N2 A plus a contribution
due to the nonperiodic signals. If the nonperiodic components do not aect the spectrum significantly, the
dierence in these two values will cancel out the contribution due to the nonperiodic components, and yield
an estimate for the magnitude of the sinusoid from
XDFT2 [k2 ] XDFT1 [k1 ] = 0.5N2 A 0.5N1A (16.24)
562 Chapter 16 The DFT and FFT
(a) DFT spectrum S=100 Hz (b) DFT spectrum S=500 Hz
4 4
Magnitude
Magnitude
3 3
2 2
1 1
0 0
0 50 100 150 200 250 0 50 100 150 200 250
Analog frequency f [Hz] Analog frequency f [Hz]
(c) DFT spectrum S=200 Hz shows aliasing (d) S=1 kHz No change in spectral locations
4 4
Magnitude
Magnitude
3 3
2 2
1 1
0 0
0 50 100 150 200 250 0 50 100 150 200 250
Analog frequency f [Hz] Analog frequency f [Hz]
Figure 16.8 Trial-and-error method for obtaining the DFT spectrum
EXAMPLE 16.10 (Detecting Hidden Periodicity)
A signal x(t) is known to contain a sinusoidal component. The 80-point DFT result and a comparison of
the 80-point and 160-point DFT are shown in Figure E16.10. Estimate the frequency and magnitude of the
sinusoid and its DFT index. The sampling rate is S = 10 Hz.
(a) FFT of a signal computed with N1=80 (b) FFT with N1=80 and N2=160 (light)
100
86.48
Magnitude
Magnitude
47.12 47.12
0 0
0 0.05 0.5 0 0.05 0.5
Digital frequency F Digital frequency F
Figure E16.10 DFT spectra for Example 16.10
The comparison of the two DFT results suggests a peak at F = 0.05 and the presence of a sinusoid.
Since the sampling rate is S = 10 Hz, the frequency of the sinusoid is f = FS = 0.5 Hz. Let N1 = 80 and
N2 = 160. The peak in the N1 -point DFT occurs at the index k1 = 4 because F = 0.05 = k1 /N1 = 4/80.
Similarly, the peak in the N2 -point DFT occurs at the index k2 = 8 because F = 0.05 = k2 /N2 = 8/160.
Since the two spectra do not dier much, except near the peak, the dierence in the peak values allows us
to compute the peak value A of the sinusoid from
XDFT2 [k2 ] XDFT1 [k1 ] = 86.48 47.12 = 0.5N2 A 0.5N1A = 40A
Thus, A = 0.984 and implies the presence of the 0.5-Hz sinusoidal component 0.984 cos(t + ).
16.8 Applications in Signal Processing 563
Comment: The DFT results shown in Figure E16.10 are actually for the signal x(t) = cos(t) + et,
sampled at S = 10 Hz. The sinusoidal component has unit peak value, and the DFT estimate (A = 0.984)
diers from this value by less than 2%. Choosing larger DFT lengths would improve the accuracy of the
estimate. However, the 80-point DFT alone yields the estimate A = 47.12/40 = 1.178 (an 18% dierence),
whereas the 160-point DFT alone yields A = 86.48/80 = 1.081 (an 8% dierence).
16.8 Applications in Signal Processing
The applications of the DFT and FFT span a wide variety of disciplines. Here, we briefly describe some
applications directly related to digital signal processing.
16.8.1 Convolution of Long Sequences
A situation that often arises in practice is the processing of a long stream of incoming data by a filter whose
impulse response is much shorter than that of the incoming data. The convolution of a short sequence
h[n] of length N (such as an averaging filter) with a very long sequence x[n] of length L N (such as an
incoming stream of data) can involve large amounts of computation and memory. There are two preferred
alternatives, both of which are based on sectioning the long sequence x[n] into shorter ones. The DFT oers
a useful means of finding such a convolution. It even allows on-line implementation if we can tolerate a small
processing delay.
The Overlap-Add Method
Suppose h[n] is of length N , and the length of x[n] is L = mN (if not, we can always zero-pad it to this
length). We partition x[n] into m segments x0 [n], x1 [n], . . . , xm1 [n], each of length N . We find the regular
convolution of each section with h[n] to give the partial results y0 [n], y1 [n], . . . , ym1 [n]. Using superposition,
the total convolution is the sum of their shifted (by multiples of N ) versions
y[n] = y0 [n] + y1 [n N ] + y2 [n 2N ] + + ym1 [n (m 1)N ] (16.25)
Since each regular convolution contains 2N 1 samples, we zero-pad h[n] and each section xk [n] with N 1
zeros before finding yk [n] using the FFT. Splitting x[n] into equal-length segments is not a strict requirement.
We may use sections of dierent lengths, provided we keep track of how much each partial convolution must
be shifted before adding the results.
The Overlap-Save Method
The regular convolution of sequences of length L and N has L + N 1 samples. If L > N and we zero-pad
the second sequence to length L, their periodic convolution has 2L 1 samples. Its first N 1 samples are
contaminated by wraparound, and the rest correspond to the regular convolution. To understand this, let
L = 16 and N = 7. If we pad N by nine zeros, their regular convolution has 31 (or 2L 1) samples with nine
trailing zeros (L N = 9). For periodic convolution, 15 samples (L 1 = 15) are wrapped around. Since
the last nine (or L N ) are zeros, only the first six samples (L N (N 1) = N 1 = 6) of the periodic
convolution are contaminated by wraparound. This idea is the basis for the overlap-save method. First, we
add N 1 leading zeros to the longer sequence x[n] and section it into k overlapping (by N 1) segments of
length M . Typically, we choose M 2N . Next, we zero-pad h[n] (with trailing zeros) to length M , and find
the periodic convolution of h[n] with each section of x[n]. Finally, we discard the first N 1 (contaminated)
samples from each convolution and glue (concatenate) the results to give the required convolution.
564 Chapter 16 The DFT and FFT
In either method, the FFT of the shorter sequence need be found only once, stored, and reused for
all subsequent partial convolutions. Both methods allow on-line implementation if we can tolerate a small
processing delay that equals the time required for each section of the long sequence to arrive at the proces-
sor (assuming the time taken for finding the partial convolutions is less than this processing delay). The
correlation of two sequences may also be found in exactly the same manner, using either method, provided
we use a folded version of one sequence.
EXAMPLE 16.11 (Overlap-Add and Overlap-Save Methods of Convolution)
Let x[n] = {1, 2, 3, 3, 4, 5} and h[n] = {1, 1, 1}. Here L = 6 and N = 3.
(a) To find their convolution using the overlap-add method, we section x[n] into two sequences given by
x0 [n] = {1, 2, 3} and x1 [n] = {3, 4, 5}, and obtain the two convolution results:
y0 [n] = x0 [n] h[n] = {1, 3, 6, 5, 3} y1 [n] = x1 [n] h[n] = {3, 7, 12, 9, 5}
Shifting and superposition results in the required convolution y[n] as
, -
1, 3, 6, 5, 3
y[n] = y0 [n] + y1 [n 3] = = {1, 3, 6, 8, 10, 12, 9, 5}
3, 7, 12, 9, 5
This result can be confirmed using any of the convolution algorithms described in Chapter 7.
(b) To find their convolution using the overlap-add method, we start by creating the zero-padded sequence
x[n] = {0, 0, 1, 2, 3, 3, 4, 5}. If we choose M = 5, we get three overlapping sections of x[n] (we need to
zero-pad the last one) described by
x0 [n] = {0, 0, 1, 2, 3} x1 [n] = {2, 3, 3, 4, 5} x2 [n] = {4, 5, 0, 0, 0}
The zero-padded h[n] becomes h[n] = {1, 1, 1, 0, 0}. Periodic convolution gives
x0 [n]
h[n] = {5, 3, 1, 3, 6}
x1 [n]
h[n] = {11, 10, 8, 10, 12}
x2 [n]
h[n] = {4, 9, 9, 5, 0}
We discard the first two samples from each convolution and glue the results to obtain
y[n] = x[n] h[n] = {1, 3, 6, 8, 10, 12, 9, 5, 0}
Note that the last sample (due to the zero-padding) is redundant, and may be discarded.
16.8.2 Deconvolution
Given a signal y[n] that represents the output of some system with impulse response h[n], how do we
recover the input x[n] where y[n] = x[n] h[n]? One method is to undo the eects of convolution using
deconvolution. The time-domain approach to deconvolution was studied in Chapters 6 and 7. Here, we
examine a frequency-domain alternative based on the DFT (or FFT).
The idea is to transform the convolution relation using the FFT to obtain YFFT [k] = XFFT [k]HFFT [k],
compute XFFT [k] = YFFT [k]/HFFT [k] by pointwise division, and then find x[n] as the IFFT of XFFT [k].
This process does work in many cases, but it has two disadvantages. First, it fails if HFFT [k] equals zero at
some index because we get division by zero. Second, it is quite sensitive to noise in the input x[n] and to
the accuracy with which y[n] is known.
16.8 Applications in Signal Processing 565
16.8.3 Band-Limited Signal Interpolation
Interpolation of x[n] by M to a new signal xI [n] is equivalent to a sampling rate increase by M . If the
signal has been sampled above the Nyquist rate, signal interpolation should add no new information to the
spectrum. The idea of zero-padding forms the basis for an interpolation method using the DFT in the sense
that the (MN )-sample DFT of the interpolated signal should contain N samples corresponding to the DFT
of x[n], while the rest should be zero. Thus, if we find the DFT of x[n], zero-pad it (by inserting zeros about
the folding index) to increase its length to MN , and find the inverse DFT of the zero-padded sequence, we
should obtain the interpolated signal xI [n]. This approach works well for band-limited signals (such as pure
sinusoids sampled above the Nyquist rate over an integer number of periods). To implement this process,
we split the N -point DFT XDFT [k] of x[n] about the folding index N/2. If N is even, the folding index falls
on the sample value X[N/2], and it must also be split in half. We then insert enough zeros in the middle to
create a padded sequence Xzp [k] with MN samples. It has the form
{X[0], . . . , X[N/2 1], 0, . . . , 0, X[N/2 + 1], . . . , X[N 1]} (odd N )
# $% &
(M 1)N zeros
Xzp [k] = (16.26)
{X[0], . . . , 0.5X[N/2], 0, . . . , 0, 0.5X[N/2], . . . , X[N 1]} (even N )
# $% &
N (M 1)1 zeros
The inverse DFT of Xzp [k] will include the factor 1/MN and its machine computation may show (small)
imaginary parts. We therefore retain only its real part, and divide by M , to obtain the interpolated signal
xI [n], which contains M 1 interpolated values between each sample of x[n]:
1 2 3
xI [n] = Re IDFT{Xzp [k]} (16.27)
M
This method is entirely equivalent to creating a zero-interpolated signal (which produces spectrum repli-
cation), and filtering the replicated spectrum (by zeroing out the spurious images). For periodic band-limited
signals sampled above the Nyquist rate for an integer number of periods, the interpolation is exact. For all
others, imperfections show up as a poor match, especially near the ends, since we are actually interpolating
to zero outside the signal duration.
EXAMPLE 16.12 (Signal Interpolation Using the FFT)
(a) For a sinusoid sampled over one period with four samples, we obtain the signal x[n] = {0, 1, 0, 1}.
Its DFT is XDFT [k] = {0, j2, 0, j2}. To interpolate this by M = 8, we generate the 32-sample zero-
padded sequence ZT = {0, j2, 0, (27 zeros), 0, j2}. The interpolated sequence (the IDFT of ZT )
shows an exact match to the sinusoid, as illustrated in Figure E16.12)(a).
(a) Interpolated sinusoid: 4 samples over one period (b) Interpolated sinusoid: 4 samples over a halfperiod
1
1
0.5
Amplitude
Amplitude
0
0.5
0.5
1
0
0 0.2 0.4 0.6 0.8 1 0 0.1 0.2 0.3 0.4 0.5
Time t Time t
Figure E16.12 Interpolated sinusoids for Example 16.12
566 Chapter 16 The DFT and FFT
(b) For a sinusoid sampled over a half-period with four samples, interpolation does not yield exact results,
as shown in Figure E16.12(b). Since we are actually sampling one period of a full-rectified sine (the
periodic extension), the signal is not band-limited, and the chosen sampling frequency is too low. This
shows up as a poor match, especially near the ends of the sequence.
16.8.4 The Discrete Hilbert Transform
The Hilbert transform was discussed in Chapter 10. The discrete Hilbert transform of a sequence may
be obtained by using the FFT. The Hilbert transform of x[n] involves the convolution of x[n] with the
impulse response h[n] of the Hilbert transformer whose spectrum is H(F ) = j sgn(F ). The easiest way to
perform this convolution is by FFT methods. We find the N -point FFT of x[n] and multiply by the periodic
extension (from k = 0 to k = N 1) of N samples of sgn(F ), which may be written as
sgn[k] = {0, 1, 1, . . . , 1, 0, 1, 1, . . . , 1} (16.28)
# $% & # $% &
N
2 2 samples N
2 2 samples
The inverse FFT of the product, multiplied by the omitted factor j, yields the Hilbert transform.
16.9 Spectrum Estimation
The power spectral density (PSD) Rxx (f ) of an analog power signal or random signal x(t) is the Fourier
transform of its autocorrelation function rxx (t) and is a real, non-negative, even function with Rxx (0) equal
to the average power in x(t). If a signal x(t) is sampled and available only over a finite duration, the best
we can do is estimate the PSD of the underlying signal x(t) from the given finite record. This is because the
spectrum of finite sequences suers from leakage and poor resolution. The PSD estimate of a noisy analog
signal x(t) from a finite number of its samples is based on two fundamentally dierent approaches. The first,
non-parametric spectrum estimation, makes no assumptions about the data. The second, parametric
spectrum estimation, models the data as the output of a digital filter excited by a noise input with a
constant power spectral density, estimates the filter coecients, and in so doing arrives at an estimate of the
true PSD. Both rely on statistical measures to establish the quality of the estimate.
16.9.1 The Periodogram Estimate
The simplest non-parametric estimate is the periodogram P [k] that is based on the DFT of an N -sample
sequence x[n]. It is defined as
1
P [k] = |XDFT [k]|2 (16.29)
N
Although P [k] provides a good estimate for deterministic, band-limited, power signals sampled above the
Nyquist rate, it yields poor estimates for noisy signals because the quality of the estimate does not improve
with increasing record length N (even though the spectral spacing decreases).
EXAMPLE 16.13 (The Concept of the Periodogram)
The sequence x[n] = {0, 1, 0, 1} is obtained by sampling a sinusoid for one period at twice the Nyquist
rate. Find its periodogram estimate.
The DFT of x[n] is XDFT [k] = {0, j2, 0, j2}. Thus, P [k] = N1 |XDFT [k]|2 = {0, 1, 0, 1}.
This is usually plotted as a bar graph
" with each sample occupying a bin width F = 1/N = 0.25.
The total power thus equals F P [k] = 0.5, and matches the true power in the sinusoid.
16.9 Spectrum Estimation 567
16.9.2 PSD Estimation by the Welch Method
The Welch method is based on the concept of averaging the results of overlapping periodogram estimates
and finds widespread use in spectrum estimation. The N -sample signal x[n] is sectioned into K overlapping
M -sample sections xM [n], each with an overlap of D samples. A 50% 75% overlap is common practice.
Each section is windowed by an M -point window w[n] to control leakage. The PSD of each windowed section
is found using the periodogram M 1
|XM [k]|2 , and the K periodograms are averaged to obtain an M -point
averaged
" periodogram.
" It is customary to normalize (divide) this result by the power in the window signal
( |WDFT [k]|2 or M 1
|w[n]|2 ). Sections of larger length result in a smaller spectral spacing, whereas more
sections result in a smoother estimate (at the risk of masking sharp details). The number of sections chosen
is a trade-o between decreasing the spectral spacing and smoothing the estimate. Averaging the results of
the (presumably uncorrelated) segments reduces the statistical fluctuations (but at the expense of a larger
spectral spacing). In the related Bartlett method, the segments are neither overlapped nor windowed.
Figure 16.9(a) shows the Welch PSD of a 400-point chirp signal, whose digital frequency varies from F = 0.2
to F = 0.4, using a 45% overlap and a 64-point von Hann window (shown dark), and a rectangular window
(no window). Note how the windowing results in significant smoothing.
(a) Welch PSD of chirp (0.2 F 0.4) N=400 (b) Tukey PSD of chirp (0.2 F 0.4) N=400
No window
1.5 von Hann 1.5
Magnitude
Magnitude
1 1
0.5 0.5
0 0
0.50.4 0.2 0 0.2 0.4 0.5 0.50.4 0.2 0 0.2 0.4 0.5
Digital frequency F Digital frequency F
Figure 16.9 Welch and Tukey PSD of a chirp signal
16.9.3 PSD Estimation by the Blackman-Tukey Method
The Blackman-Tukey method relies on finding the PSD from the windowed autocorrelation, which is
assumed to be zero past the window length. The N -sample signal x[n] is zero-padded to get the 2N -sample
signal y[n]. The linear autocorrelation of x[n] equals the periodic autocorrelation of y[n] and is evaluated by
finding the FFT YFFT [k] and taking the IFFT of YFFT [k]YFFT
[k] to obtain the 2N -sample autocorrelation
estimate rxx [n]. This autocorrelation is then windowed by an M -point window (to smooth the spectrum
and reduce the eects of poor autocorrelation estimates due to the finite data length). The FFT of the
M -sample windowed autocorrelation yields the smoothed periodogram. Using a smaller M (narrower
windows) for the autocorrelation provides greater smoothing but may also mask any peaks or obscure the
sharp details. Typical values of the window length M range from M = 0.1N to M = 0.5N . Only windows
whose transform is entirely positive should be used. Of the few that meet this constraint, the most commonly
used is the Bartlett (triangular) window. Figure 16.9(b) shows the Tukey PSD of a 1000-point chirp signal,
whose digital frequency varies from F = 0.2 to F = 0.4, using a 64-point Bartlett window.
The Welch method is more useful for detecting closely spaced peaks of similar magnitudes (frequency res-
olution). The Blackman-Tukey method is better for detecting well-separated peaks with dierent magnitudes
(dynamic-range resolution). Neither is very eective for short data lengths.
568 Chapter 16 The DFT and FFT
16.9.4 Non-Parametric System Identification
The Fourier transform Ryx (f ) of the cross-correlation ryx (t) = y(t) x(t) = y(t) x(t) of two random
signals x(t) and y(t) is called the cross-spectral density. For a system with impulse response h(t), the
input x(t) yields the output y(t) = x(t) h(t), and we have
ryx (t) = y(t) x(t) = h(t) x(t) x(t) = h(t) rxx (t) (16.30)
The Fourier transform of both sides yields
Ryx (f )
Ryx (f ) = H(f )Rxx (f ) H(f ) = (16.31)
Rxx (f )
This relation allows us to identify an unknown transfer function H(f ) as the ratio of the cross-spectral
density Ryx (f ) and the PSD Rxx (f ) of the input x(t). If x(t) is a noise signal with a constant power spectral
density, its PSD is a constant of the form Rxx (f ) = K. Then, H(f ) = Ryx (f )/K is directly proportional to
the cross-spectral density.
Spectrum of an IIR filter and its 20point FIR approximation (dark)
2
1.5
Magnitude
0.5
0
0 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45 0.5
Digital frequency F
Figure 16.10 Spectrum of an IIR filter and its non-parametric FIR filter estimate
This approach is termed non-parametric because it presupposes no model for the system. In practice,
we use the FFT to approximate Rxx (f ) and Ryx (f ) (using the Welch method, for example) by the finite
N -sample sequences Rxx [k] and Ryx [k]. As a consequence, the transfer function H[k] = Ryx [k]/Rxx [k] also
has N samples and describes an FIR filter. Its inverse FFT yields the N -sample impulse response h[n].
Figure 16.10 shows the spectrum of an IIR filter defined by y[n] 0.5y[n 1] = x[n] (or h[n] = (0.5)n u[n]),
and its 20-point FIR estimate obtained by using a 400-sample noise sequence and the Welch method.
16.9.5 Time-Frequency Plots
In practical situations, we are often faced with the task of finding how the spectrum of signals varies with
time. A simple approach is to section the signal into overlapping segments, window each section to reduce
leakage, and find the PSD (using the Welch method, for example). The PSD for each section is then staggered
and stacked to generate what is called a waterfall plot or time-frequency plot. Figure 16.11 shows such
a waterfall plot for the sum of a single frequency sinusoid and a chirp signal whose frequency varies linearly
with time. It provides a much better visual indication of how the spectrum evolves with time.
The fundamental restriction in obtaining the time-frequency information, especially for short time records,
is that we cannot localize both time and frequency to arbitrary precision. Recent approaches are based on
16.10 Matrix Formulation of the DFT and IDFT 569
(a) 20 Hz sine + 60100 Hz chirp signal (b) Its timefrequency (waterfall) plot
1
2
0.8
Time t [seconds]
1
Amplitude
0.6
0
0.4
1
0.2
2
0
0 0.2 0.4 0.6 0.8 1 0 20 60 100 160
Time t [seconds] Analog frequency f [Hz]
Figure 16.11 Time-frequency plot for the sum of a sinusoid and a chirp signal
expressing signals in terms of wavelets (much like the Fourier series). Wavelets are functions that show the
best possible localization characteristics in both the time-domain and the frequency-domain, and are an
area of intense ongoing research.
16.10 Matrix Formulation of the DFT and IDFT
If we let WN = exp(j2/N ), the defining relations for the DFT and IDFT may be written as
N
! 1
XDFT [k] = x[n]WNnk , k = 0, 1, . . . , N 1 (16.32)
n=0
N 1
1 !
x[n] = XDFT [k][WNnk ] , n = 0, 1, . . . , N 1 (16.33)
N
k=0
The first set of N DFT equations in N unknowns may be expressed in matrix form as
X = WN x (16.34)
Here, X and x are (N 1) matrices, and WN is an (N N ) square matrix called the DFT matrix. The
full matrix form is described by
X[0] WN0 WN0 WN0 ... W0 x[0]
X[1] WN0 WN1 WN2 . . . WNN 1 x[1]
2(N 1)
X[2] = WN0 WN2 WN4 . . . WN x[2] (16.35)
.. .. .. .. .. .. ..
. . . . . . .
2(N 1) (N 1)(N 1)
X[N 1] WN0 WNN 1 WN . . . WN x[N 1]
The exponents t in the elements WNt of WN are called twiddle factors.
570 Chapter 16 The DFT and FFT
EXAMPLE 16.14 (The DFT from the Matrix Formulation)
Let x[n] = {1, 2, 1, 0}. Then, with N = 4 and WN = exp(j2/4) = j, the DFT may be obtained by
solving the matrix product:
X[0] WN0 0
wN WN0 WN0 x[0]
1 1 1 1 1 4
X[1] WN0 1
wN WN2 WN3 x[1] 1 j 1 j 2 j2
= =
X[2] W 0 2 4
WN6 x[2] = 1 1 1 1 1 0
N wN WN
1 j 1 j 0 j2
X[3] WN0 3
wN WN6 WN9 x[3]
The result is XDFT [k] = {4, j2, 0, j2}.
16.10.1 The IDFT from the Matrix Form
The matrix x may be expressed in terms of the inverse of WN as
x = W1
N X (16.36)
The matrix W1N is called the IDFT matrix. We may also obtain x directly from the IDFT relation
in matrix form, where the change of index from n to k, and the change in the sign of the exponent in
exp(j2nk/N ), lead to a conjugate transpose of WN . We then have
1
x= [WN ]T X (16.37)
N
Comparison of the two forms suggests that
1
W1
N = [WN ]T (16.38)
N
This very important result shows that W1N requires only conjugation and transposition of WN , an obvious
computational advantage.
The elements of the DFT and IDFT matrices satisfy Aij = A(i1)(j1) . Such matrices are known as
Vandermonde matrices. They are notoriously ill conditioned insofar as their numerical inversion. This
is not the case for WN , however. The product of the DFT matrix WN with its conjugate transpose matrix
equals the identity matrix I. Matrices that satisfy such a property are called unitary. For this reason, the
DFT and IDFT, which are based on unitary operators, are also called unitary transforms.
16.10.2 Using the DFT to Find the IDFT
Both the DFT and IDFT are matrix operations, and there is an inherent symmetry in the DFT and IDFT
relations. In fact, we can obtain the IDFT by finding the DFT of the conjugate sequence and then conjugating
the results and dividing by N . Mathematically,
1: ;
x[n] = IDFT{XDFT [k]} = DFT{XDFT
[k]} (16.39)
N
This result invokes the conjugate symmetry and duality of the DFT and IDFT, and suggests that the DFT
algorithm itself can also be used to find the IDFT. In practice, this is indeed what is done.
16.11 The FFT 571
EXAMPLE 16.15 (Using the DFT to Find the IDFT)
Let us find the IDFT of XDFT [k] = {4, j2, 0, j2} using the DFT. First, we conjugate the sequence to get
XDFT [k] = {4, j2, 0, j2}. Next, we find the DFT of XDFT
[k], using the 4 4 DFT matrix of the previous
example, to give
1 1 1 1 4 4
1
DFT{XDFT
[k]} =
j 1 j j2 = 8
1 1 1 1 0 4
1 j 1 j j2 0
Finally, we conjugate this result and divide by N = 4 to get the IDFT of XDFT [k] as
IDFT {XDFT [k]} = 14 {4, 8, 4, 0} = {1, 2, 1, 0}
16.11 The FFT
The importance of the DFT stems from the fact that it is amenable to fast and ecient computation using
algorithms called fast Fourier transform, or FFT, algorithms. Fast algorithms reduce the problem of
calculating an N -point DFT to that of calculating many smaller-size DFTs. The key ideas in optimizing the
computation are based on the following ideas.
Symmetry and Periodicity
All FFT algorithms take advantage of the symmetry and periodicity of the exponential WN = exp(j2n/N ),
as listed in Table 16.4. The last entry in this table, for example, suggests that WN/2 = exp(j2n/0.5N ) is
periodic with period N2 .
Table 16.4 Symmetry and Periodicity of WN = exp(j2/N )
Entry Exponential Form Symbolic Form
1 ej2n/N = ej2(n+N )/N WNn+N = WNn
n+N/2
2 ej2(n+N/2)/N = ej2n/N WN = WNn
3 ej2K = ej2N K/N = 1 WNN K = 1
4 ej2(2/N ) = ej2/(N/2) WN2 = WN/2
Choice of Signal Length
We choose the signal length N as a number that is the product of many smaller numbers rk such that
N = r1 r2 . . . rm . A more useful choice results when the factors are equal, such that N = rm . The factor r
is called the radix. By far the most practically implemented choice for r is 2, such that N = 2m , and leads
to the radix-2 FFT algorithms.
Index Separation and Storage
The computation is carried out separately on even-indexed and odd-indexed samples to reduce the compu-
tational eort. All algorithms allocate storage for computed results. The less the storage required, the more
ecient is the algorithm. Many FFT algorithms reduce storage requirements by performing computations
in place by storing results in the same memory locations that previously held the data.
572 Chapter 16 The DFT and FFT
16.11.1 Some Fundamental Results
We begin by considering two trivial, but extremely important, results.
1-point transform: The DFT of a single number A is the number A itself.
2-point transform: The DFT of a 2-point sequence is easily found to be
XDFT [0] = x[0] + x[1] and XDFT [1] = x[0] x[1] (16.40)
The single most important result in the development of a radix-2 FFT algorithm is that an N -sample
DFT can be written as the sum of two N2 -sample DFTs formed from the even- and odd-indexed samples of
the original sequence. Here is the development:
N 1 N/21 N/21
! ! ! (2n+1)k
XDFT [k] = x[n]WNnk = x[2n]WN2nk + x[2n + 1]WN
n=0 n=0 n=0
N/21 N/21
! !
XDFT [k] = x[2n]WN2nk + WNk x[2n + 1]WN2nk
n=0 n=0
N/21 N/21
! !
= nk
x[2n]WN/2 + WN x[2n + 1]WN/2
nk
n=0 n=0
If X e [k] and X o [k] denote the DFT of the even- and odd-indexed sequences of length N/2, we can rewrite
this result as
XDFT [k] = X e [k] + WNk X o [k], k = 0, 1, 2, . . . , N 1 (16.41)
Note carefully that the index k in this expression varies from 0 to N 1 and that X e [k] and X o [k] are both
periodic in k with period N/2; we thus have two periods of each to yield XDFT [k]. Due to periodicity, we
can split XDFT [k] and compute the first half and next half of the values as
XDFT [k] = X e [k] + WNk X o [k], k = 0, 1, 2, . . . , 12 N 1
k+ N
XDFT [k + 2]
N
= X e [k + 12 N ] + WN 2
X o [k + 2]
N
= X e [k] WNk X o [k], k = 0, 1, 2, . . . , N2 1
This result is known as the Danielson-Lanczos lemma. Its signal-flow graph is shown in Figure 16.12 and
is called a butterfly due to its characteristic shape.
A A + BW t A A + BW t
e
A = X [k]
t
o
B = X [k] Wt
t
B A BW B A BW t
Figure 16.12 A typical butterfly
The inputs X e and X o are transformed into X e + WNk X o and X e WNk X o . A butterfly operates on one
pair of samples and involves two complex additions and one complex multiplication. For N samples, there
are N/2 butterflies in all. Starting with N samples, this lemma reduces the computational complexity by
16.11 The FFT 573
evaluating the DFT of two N2 -point sequences. The DFT of each of these can once again be reduced to the
computation of sequences of length N/4 to yield
X e [k] = X ee [k] + WN/2
k
X eo [k] X o [k] = X oe [k] + WN/2
k
X oo [k] (16.42)
Since WN/2
k
= WN2k , we can rewrite this expression as
X e [k] = X ee [k] + WN2k X eo [k] X o [k] = X oe [k] + WN2k X oo [k] (16.43)
Carrying this process to its logical extreme, if we choose the number N of samples as N = 2m , we can reduce
the computation of an N -point DFT to the computation of 1-point DFTs in m stages. And the 1-point
DFT is just the sample value itself (repeated with period 1). This process is called decimation. The FFT
results so obtained are actually in bit-reversed order. If we let e = 0 and o = 1 and then reverse the
order, we have the sample number in binary representation. The reason is that splitting the sequence into
even and odd indices is equivalent to testing each index for the least significant bit (0 for even, 1 for odd).
We describe two common in-place FFT algorithms based on decimation. A summary appears in Table 16.5.
Table 16.5 FFT Algorithms for Computing the DFT
Entry Characteristic Decimation in Frequency Decimation in Time
1 Number of samples N =2 m
N = 2m
2 Input sequence Natural order Bit-reversed order
3 DFT result Bit-reversed order Natural order
4 Computations In place In place
5 Number of stages m = log2 N m = log2 N
6 Multiplications N
2 log2 M (complex) N
2N log2 M (complex)
7 Additions N log2 M (complex) N log2 M (complex)
Structure of the ith Stage
8 No. of butterflies N
2
N
2
9 Butterfly input A (top) and B (bottom) A (top) and B (bottom)
10 Butterfly output (A + B) and (A B)WNt (A + BWNt ) and (A BWNt )
11 Twiddle factors t 2i1 Q, Q = 0, 1, . . . , P 1 2mi Q, Q = 0, 1, . . . , P 1
12 Values of P P = 2mi P = 2i1
16.11.2 The Decimation-in-Frequency FFT Algorithm
The decimation-in-frequency (DIF) FFT algorithm starts by reducing the single N -point transform at each
successive stage to two N2 -point transforms, then four N4 -point transforms, and so on, until we arrive at N 1-
point transforms that correspond to the actual DFT. With the input sequence in natural order, computations
can be done in place, but the DFT result is in bit-reversed order and must be reordered.
The algorithm slices the input sequence x[n] into two halves and leads to
N 1 N/21 N/21 N/21 N/21
! ! ! ! ! (n+ N
2 )k
XDFT [k] = x[n]WNnk = x[n]WNnk + x[n]WNnk = x[n]WNnk + x[n + N/2]WN
n=0 n=0 n=N/2 n=0 n=0
574 Chapter 16 The DFT and FFT
This may be rewritten as
N/21 N/21 N/21 N/21
! N k/2
! ! !
XDFT [k] = x[n]WNnk + WN x[n + 2 ]WN
N nk
= x[n]WNnk + (1)k x[n + 2 ]WN
N nk
n=0 n=0 n=0 n=0
Separating even and odd indices, and letting x[n] = xa and x[n + N/2] = xb ,
N/21
!
XDFT [2k] = [xa + xb ]WN2nk , k = 0, 1, 2, . . . , N2 1 (16.44)
n=0
N/21 N/21
! (2k+1)n
!
XDFT [2k + 1] = [xa xb ]WN = [xa xb ]WNn WN2nk , k = 0, 1, . . . , N2 1 (16.45)
n=0 n=0
Since WN2nk = WN/2nk
, the even-indexed and odd-indexed terms describe a N2 -point DFT. The computations
result in a butterfly structure with inputs x[n] and x[n + N2 ], and outputs XDFT [2k] = {x[n] + x[n + N2 ]}
and XDFT [2k + 1] = {x[n] x[n + N2 ]}WNn . Its butterfly structure is shown in Figure 16.13.
A A+B A A+B
e
A = X [k]
t
o
B = X [k] Wt
t
B (AB)W B (AB)W t
Figure 16.13 A typical butterfly for the decimation-in-frequency FFT algorithm
The factors W t , called twiddle factors, appear only in the lower corners of the butterfly wings at each
stage. Their exponents t have a definite order, described as follows for an N = 2m -point FFT algorithm
with m stages:
1. Number P of distinct twiddle factors W t at ith stage: P = 2mi .
2. Values of t in the twiddle factors W t : t = 2i1 Q with Q = 0, 1, 2, . . . , P 1.
The DIF algorithm is illustrated in Figure 16.14 for N = 2, N = 4, and N = 8.
EXAMPLE 16.16 (A 4-Point Decimation-in-Frequency FFT Algorithm)
For a 4-point DFT, we use the above equations to obtain
1
!
XDFT [2k] = {x[n] + x[n + 2]}W42nk
n=0
!1
XDFT [2k + 1] = {x[n] x[n + 2]}W4n W42nk , k = 0, 1
n=0
Since W40 = 1 and W42 = 1, we arrive at the following result:
XDFT [0] = x[0] + x[2] + x[1] + x[3] XDFT [2] = x[0] + x[2] {x[1] + x[3]}
XDFT [1] = x[0] x[2] + W4 {x[1] x[3]} XDFT [3] = x[0] x[2] W4 {x[1] x[3]}
We do not reorder the input sequence before using it.
16.11 The FFT 575
x [0] X [0] 000 x [0] X [0] 000
W0 W0
x [1] X [1] 001 x [1] W0 X [4] 100
010 x [2] W0 W2 X [2] 010
N =2
N =8 W0
N =4 011 x [3] W1 X [6] 110
00 x [0] X [0] 00 100 x [4] W2 X [1] 001
W0 W0
01 x [1] W0 X [2] 10 101 x [5] W3 W0 X [5] 101
10 x [2] W1 X [1] 01 110 x [6] W2 X [3] 011
W0 W0
11 x [3] X [3] 11 111 x [7] X [7] 111
Figure 16.14 The decimation-in-frequency FFT algorithm for N = 2, 4, 8
16.11.3 The Decimation-in-Time FFT Algorithm
In the decimation-in-time (DIT) FFT algorithm, we start with N 1-point transforms, combine adjacent pairs
at each successive stage into 2-point transforms, then 4-point transforms, and so on, until we get a single
N -point DFT result. With the input sequence in bit-reversed order, the computations can be done in place,
and the DFT is obtained in natural order. Thus, for a 4-point input, the binary indices {00, 01, 10, 11}
reverse to {00, 10, 01, 11}, and we use the bit-reversed order {x[0], x[2], x[1], x[3]}.
For an 8-point input sequence, {000, 001, 010, 011, 100, 101, 110, 111}, the reversed sequence corresponds
to {000, 100, 010, 110, 001, 101, 011, 111} or {x[0], x[4], x[6], x[2], x[1], x[5], x[3], x[7]}, and we use this sequence
to perform the computations.
At a typical stage, we obtain
XDFT [k] = X e [k] + WNk X o [k] XDFT [k + 2]
N
= X e [k] WNk X o [k] (16.46)
Its butterfly structure is shown in Figure 16.15.
A A + BW t A A + BW t
e
A = X [k]
t
o
B = X [k] Wt
t
B A BW B A BW t
Figure 16.15 A typical butterfly for the decimation-in-time FFT algorithm
As with the decimation-in-frequency algorithm, the twiddle factors W t at each stage appear only in the
bottom wing of each butterfly. The exponents t also have a definite (and almost similar) order described by
1. Number P of distinct twiddle factors W t at ith stage: P = 2i1 .
2. Values of t in the twiddle factors W t : t = 2mi Q with Q = 0, 1, 2, . . . , P 1.
The DIT algorithm is illustrated in Figure 16.16 for N = 2, N = 4, and N = 8.
576 Chapter 16 The DFT and FFT
x [0] X [0] 000 x [0] X [0] 000
x [1] W0 X [1] 100 x [4] W 0 X [1] 001
W0
N =2 010 x [2] X [2] 010
N =8 W2 W0
N =4 110 x [6] W 0 X [3] 011
W1
00 x [0] X [0] 00 001 x [1] X [4] 100
W2
10 x [2] W 0 X [1] 01 101 x [5] W 0 X [5] 101
W0 W0 W3
01 x [1] X [2] 10 011 x [3] X [6] 110
W1 W2
11 x [3] W 0 X [3] 11 111 x [7] W 0 X [7] 111
Figure 16.16 The decimation-in-time FFT algorithm for N = 2, 4, 8
In both the DIF algorithm and DIT algorithm, it is possible to use a sequence in natural order and get
DFT results in natural order. This, however, requires more storage, since the computations cannot now be
done in place.
EXAMPLE 16.17 (A 4-Point Decimation-in-Time FFT Algorithm)
For a 4-point DFT, with W4 = ej/2 = j, we have
3
!
XDFT [k] = x[n]W4nk , k = 0, 1, 2, 3
n=0
We group by even-indexed and odd-indexed samples of x[n] to obtain
, e
X [k] = x[0] + x[2]W42k ,
XDFT [k] = X e [k] + W4k X o [k] k = 0, 1, 2, 3
X o [k] = x[1] + x[3]W42k ,
Using periodicity, we simplify this result to
,
XDFT [k] = X e [k] + W4k X o [k] X e [k] = x[0] + x[2]W42k ,
k = 0, 1
XDFT [k + 12 N ] = X e [k] W4k X o [k] X o [k] = x[1] + x[3]W42k ,
These equations yield XDFT [0] through XDFT [3] as
XDFT [0] = X e [0] + W40 X o [0] = x[0] + x[2]W40 + W40 {x[1] + x[3]W40 }
XDFT [1] = X e [1] + W41 X o [1] = x[0] + x[2]W42 + W41 {x[1] + x[3]W42 }
XDFT [2] = X e [0] W40 X o [0] = x[0] + x[2]W40 W40 {x[1] + x[3]W40 }
XDFT [3] = X e [1] W41 X o [1] = x[0] + x[2]W42 W41 {x[1] + x[3]W42 }
Upon simplification, using W40 = 1, W41 = W4 = 1, and W42 = 1, we obtain
XDFT [0] = x[0] + x[2] + x[1] + x[3] XDFT [1] = x[0] x[2] + W4 {x[1] x[3]}
XDFT [2] = x[0] + x[2] {x[1] + x[3]} XDFT [3] = x[0] x[2] W4 {x[1] x[3]}
16.12 Why Equal Lengths for the DFT and IDFT? 577
16.11.4 Computational Cost
Both the DIF and DIT N -point FFT algorithms involve m = log2 N stages and 0.5N butterflies per stage.
The FFT computation thus requires 0.5mN = 0.5N log2 N complex multiplications and mN = N log2 N
complex additions. Table 16.6 shows how the FFT stacks up against direct DFT evaluation for N = 2m ,
counting all operations. Note, however, that multiplications take the bulk of computing time.
Table 16.6 Computational Cost of the DFT and FFT
Feature N -Point DFT N -Point FFT
Algorithm Solution of N equations 0.5N butterflies/stage, m stages
in N unknowns Total butterflies = 0.5mN
Multiplications N per equation 1 per butterfly
Additions N 1 per equation 2 per butterfly
Total multiplications N 2
0.5mN = 0.5N log2 N
Total additions N (N 1) mN = N log2 N
The dierence between 0.5 log2 N and N 2 may not seem like much for small N . For example, with N = 16,
0.5N log2 N = 64 and N 2 = 256. For large N , however, the dierence is phenomenal. For N = 1024 = 210 ,
0.5N log2 N 5000 and N 2 106 . This is like waiting 1 minute for the FFT result and (more than) 3 hours
for the identical direct DFT result. Note that N log2 N is nearly linear with N for large N , whereas N 2
shows a much faster, quadratic growth.
In the DFT relations, since there are N factors that equal W 0 or 1, we require only N 2 N complex
multiplications. In the FFT algorithms, the number of factors that equal 1 doubles (or halves) at each stage
and is given by 1 + 2 + 22 + + 2m1 = 2m 1 = N 1. We thus actually require only 0.5N log2 N (N 1)
complex multiplications for the FFT. The DFT requires N 2 values of W k , but the FFT requires at most
N such values at each stage. Due to the periodicity of W k , only about 34 N of these values are distinct.
Once computed, they can be stored and used again. However, this hardly aects the comparison for large N .
Since computers use real arithmetic, the number of real operations may be found by noting that one complex
addition involves two real additions, and one complex multiplication involves four real multiplications and
three real additions (because (A + jB)(C + jD) = AC BD + jBC + jAD).
Speed of Fast Convolution
A direct computation of the convolution of two N -sample signals requires N 2 complex multiplications.
The FFT method works with sequences of length 2N . The number of complex multiplications involved is
2(N log2 2N ) to find the FFT of the two sequences, 2N to form the product sequence, and N log2 N to find
the IFFT sequence that gives the convolution. It thus requires 3N log2 2N + 2N complex multiplications. If
N = 2m , the FFT approach becomes computationally superior only for m > 5 (N > 32) or so.
16.12 Why Equal Lengths for the DFT and IDFT?
The DTFT of an N -sample discrete time signal x[n] is given by
N
! 1
Xp (F ) = x[n]ej2nF (16.47)
n=0
578 Chapter 16 The DFT and FFT
If we sample F at M intervals over one period, the frequency interval F0 equals 1/M and F kF0 =
M , k = 0, 1, . . . , M 1, and we get
k
N
! 1
XDFT [k] = x[n]ej2nk/M , k = 0, 1, . . . , M 1 (16.48)
n=0
With WM = ej2/M , this equation can be written as
N
! 1
XDFT [k] = nk
x[n]WM , k = 0, 1, . . . , M 1 (16.49)
n=0
This is a set of M equations in N unknowns and describes the M-point DFT of the N-sample sequence x[n].
It may be written in matrix form as
X = WM x (16.50)
Here, X is an M 1 matrix, x is an N 1 matrix, and WM is an (M N ) matrix. In full form,
0 0 0 0
X[0] WM WM WM . . . WM x[0]
0 1 2 N 1
X[1] WM WM WM . . . WM x[1]
X[2] 1)
= WM 0
WM 2
WM 4
. . . WM
2(N
x[2] (16.51)
.. . . .
.. .. .. .. ..
. . . . . .
2(M 1) (N 1)(M 1)
X[M 1] WM 0
WM M 1
WM . . . WM x[N 1]
EXAMPLE 16.18 (A 4-Point DFT from a 3-Point Sequence)
Let x[n] = {1, 2, 1}. We have N = 3. The DTFT of this signal is
Xp (F ) = 1 + 2ej2F + ej4F = [2 + 2 cos(2F )]ej2F
If we pick M = 4, we have F = k/4, k = 0, 1, 2, 3, and obtain the DFT as
XDFT [k] = [2 + 2 cos(2k/4)]ej2k/4 , k = 0, 1, 2, 3 or XDFT [k] = {4, j2, 0, j2}
Using matrix notation with WM = ej2/4 = j, we can also find XDFT [k] as
X[0] WM0
WM 0
WM 0
x[0] 1 1 1 4
X[1] WM 0 1 2 1
WM WM 1 j 1
= x[1] = 2 = j2
X[2] W 0 2 4 1 1 1 0
M WM WM 3
0 3 6
x[2] 1 j 1 j2
X[3] WM WM WM
Thus, XDFT [k] = {4, j2, 0, j2}, as before.
16.12.1 The Inverse DFT
How do we obtain the N -sample sequence x[n] from the M -sample DFT? It would seem that we require the
product of X, an M 1 matrix with an N M matrix to give x as an N 1 matrix. But what is this
(M N ) matrix, and how is it related to the M N matrix WM ? To find out, recall that
)
x[n] = Xp (F )ej2nF dF (16.52)
1
16.12 Why Equal Lengths for the DFT and IDFT? 579
Converting this to discrete form with F = kF0 = k
M results in periodicity of x[n] with period 1, and we
obtain N samples of x[n] using
M 1
1 !
x[n] = XDFT [k]ej2nk/M , n = 0, 1, . . . , N 1 (16.53)
M
k=0
For N < M , one period of x[n] is a zero-padded M -sample sequence. For N > M , however, one period of
x[n] is the periodic extension of the N -sample sequence with period M .
The sign of the exponent and the interchange of the indices n and k allow us to set up the matrix
formulation for obtaining x[n] using an N M inversion-matrix WI that just equals M1
times [WM ]T , the
conjugate transpose of the M N DFT matrix WM . Its product with the N 1 matrix corresponding
to X[k] yields the M 1 matrix for x[n]. We thus have the forward and inverse matrix relations:
1
X = WM x (DFT) x = WI X = [WM ]T X (IDFT) (16.54)
M
These results are valid for any choice of M and N . An interesting result is that the product of WM with
WI is the N N identity matrix.
EXAMPLE 16.19 (A 3-Point IDFT from a 4-Point DFT)
Let XDFT [k] = {4, j2, 0, j2} and M = 4.
The IDFT matrix equals
T
1 1 1
1 1 1 1
1 1 j 1
1
WI = = 1 j 1 j
4 1 1 1 4
1 1 1 1
1 j 1
We then get the IDFT as
4
1 1 1 1 1
1 j2
x = WI X = 1 j 1 j
= 2
4 0
1 1 1 1 1
j2
The important thing to realize is that x[n] is actually periodic with M = 4, and one period of x[n] is the
zero-padded sequence {1, 2, 1, 0}.
16.12.2 How Unequal Lengths Aect the DFT Results
Even though the M -point IDFT of an N -point sequence is valid for any M , the choice of M aects the
nature of x[n] through the IDFT and its inherent periodic extension.
1. If M = N , the IDFT is periodic, with period M , and its one period equals the N -sample x[n]. Both
the DFT matrix and IDFT matrix are square (M M ), and allow a simple inversion relation to go
back and forth between the two.
2. If M > N , the IDFT is periodic with period M . Its one period is the original N -sample x[n] with
M N padded zeros. The choice M > N is equivalent to using a zero-padded version of x[n] with a
total of M samples and M M square matrices for both the DFT matrix and IDFT matrix.
580 Chapter 16 The DFT and FFT
3. If M < N , the IDFT is periodic with period M < N . Its one period is the periodic extension of the
N -sample x[n] with period M . It thus yields a signal that corresponds to x[n] wrapped around after
M samples and does not recover the original x[n].
EXAMPLE 16.20 (The Importance of Periodic Extension)
Let x[n] = {1, 2, 1}. We have N = 3. The DTFT of this signal is
Xp (F ) = 1 + 2ej2F + ej4F = [2 + 2 cos(2F )]ej2F
We sample Xp (F ) at M intervals and find the IDFT as y[n]. What do we get?
(a) For M = 3, we should get y[n] = {1, 2, 1} = x[n]. Let us find out.
With M = 3, we have F = k/3 for k = 0, 1, 2, and XDFT [k] becomes
, < < -
XDFT [k] = [2 + 2 cos(2k/3)]e j2k/3
= 4, 2 j 4 , 2 + j 34
1 3 1
We also find WI and the IDFT x = WI X as
T
0
WM 0
WM 0
WM 1 1 < 1 <
1 2 1 1 2 + j 34
1
12 j 34
WI = 0
WM 1
WM WM =
3 3 < <
0 2 4
WM WM WM 1 12 j 34 12 + j 34
1 1 < 1 < 4 <
1
1
1 2 + j 34
1
12 j 34 1
2 j 34
= 2
x = WI X =
3 < < <
1
+ 3 1
1 12 j 34 2 + j 4
1 3 2 j 4
This result is periodic with M = 3, and one period of this equals x[n].
(b) For M = 4, we should get a new sequence y[n] = {1, 2, 1, 0} that corresponds to a zero-padded
version of x[n], and we do (the details were worked out in Example 16.19).
(c) For M = 2, we should get a new sequence z[n] = {2, 2} that corresponds to the periodic extension of
x[n] with period 2.
With M = 2 and k = 0, 1, we have ZDFT [k] = [2 + 2 cos(k)]ejk = {4, 0}.
Since ej2/M = ej = 1, we can find the IDFT z[n] directly from the definition as
z[0] = 0.5{XDFT [0] + XDFT [1]} = 2 z[1] = 0.5{XDFT [0] XDFT [1]} = 2
The sequence z[n] = {2, 2} is periodic with M = 2. As expected, this equals one period of the periodic
extension of x[n] = {1, 2, 1} (with wraparound past two samples).
Chapter 16 Problems 581
CHAPTER 16 PROBLEMS
DRILL AND REINFORCEMENT
16.1 (DFT from Definition) Compute the DFT and DFS of the following signals.
(a) x[n] = {1, 2, 1, 2} (b) x[n] = {2, 1, 3, 0, 4}
(c) x[n] = {2, 2, 2, 2} (d) x[n] = {1, 0, 0, 0, 0, 0, 0, 0}
16.2 (IDFT from Definition) Compute the IDFT of the following.
(a) XDFT [k] = {2, j, 0, j} (b) XDFT [k] = {4, 1, 1, 1, 1}
(c) XDFT [k] = {1, 2, 1, 2} (d) XDFT [k] = {1, 0, 0, j, 0, j, 0, 0}
16.3 (Symmetry) For the DFT of each real sequence, compute the boxed quantities.
= >
(a) XDFT [k] = 0, X1 , 2 + j, 1, X4 , j
= >
(b) XDFT [k] = 1, 2, X2 , X3 , 0, 1 j, 2, X7
16.4 (Properties) The DFT of x[n] is XDFT [k] = {1, 2, 3, 4}. Find the DFT of each of the following
sequences, using properties of the DFT.
(a) y[n] = x[n 2] (b) f [n] = x[n + 6] (c) g[n] = x[n + 1]
(d) h[n] = ejn/2 x[n] (e) p[n] = x[n]x[n]
(f ) q[n] = x2 [n]
(g) r[n] = x[n] (h) s[n] = x [n] (i) v[n] = x2 [n]
16.5 (Replication and Zero Interpolation) The DFT of x[n] is XDFT [k] = {1, 2, 3, 4, 5}.
(a) What is the DFT of the replicated signal y[n] = {x[n], x[n]}?
(b) What is the DFT of the replicated signal f [n] = {x[n], x[n], x[n]}?
(c) What is the DFT of the zero-interpolated signal g[n] = x[n/2]?
(d) What is the DFT of the zero-interpolated signal h[n] = x[n/3]?
16.6 (DFT of Pure Sinusoids) Determine the DFS and DFT of x(t) = sin(2f0 t + 3 ) (without doing
any DFT computations) if we sample this signal, starting at t = 0, and acquire the following:
(a) 4 samples over 1 period (b) 8 samples over 2 periods
(c) 8 samples over 1 period (d) 18 samples over 3 periods
(e) 8 samples over 5 periods (f ) 16 samples over 10 periods
16.7 (DFT of Sinusoids) The following signals are sampled starting at t = 0. Find their DFS and DFT
and identify the indices of the nonzero DFT components.
(a) x(t) = cos(4t) sampled at 25 Hz, using the minimum number of samples to prevent leakage
(b) x(t) = cos(20t) + 2 sin(40t) sampled at 25 Hz with N = 15
(c) x(t) = sin(10t) + 2 sin(40t) sampled at 25 Hz for 1 s
(d) x(t) = sin(40t) + 2 sin(60t) sampled at intervals of 0.004 s for four periods
16.8 (Aliasing and Leakage) The following signals are sampled and the DFT of the sampled signal
obtained. Which cases will show aliasing, or leakage, or both? In which cases can the eects of
leakage and/or aliasing be avoided, and how?
582 Chapter 16 The DFT and FFT
(a) A 100-Hz sinusoid for 2 periods at 400 Hz
(b) A 100-Hz sinusoid for 4 periods at 70 Hz
(c) A 100-Hz sinusoid at 400 Hz, using 10 samples
(d) A 100-Hz sinusoid for 2.5 periods at 70 Hz
(e) A sum of sinusoids at 100 Hz and 150 Hz for 100 ms at 450 Hz
(f ) A sum of sinusoids at 100 Hz and 150 Hz for 1 period at 250 Hz
(g) A sum of sinusoids at 100 Hz and 150 Hz for 0.5 period at 400 Hz
(h) A square wave with period T = 10 ms for 2 periods at 400 Hz
(i) A square wave with period T = 10 ms for 1.5 periods at 400 Hz
16.9 (Spectral Spacing) What is the spectral spacing in the 500-point DFT of a sampled signal obtained
by sampling an analog signal at 1 kHz?
16.10 (Spectral Spacing) We wish to sample a signal of 1-s duration, band-limited to 50 Hz, and compute
the DFT of the sampled signal.
(a) Using the minimum sampling rate that avoids aliasing, what is the spectral spacing f , and
how many samples are acquired?
(b) How many padding zeros are needed to reduce the spacing to 0.5f , using the minimum sam-
pling rate to avoid aliasing if we use the DFT?
(c) How many padding zeros are needed to reduce the spacing to 0.5f , using the minimum sam-
pling rate to avoid aliasing if we use a radix-2 FFT?
16.11 (Convolution and the DFT) Consider two sequences x[n] and h[n] of length 12 samples and 20
samples, respectively.
(a) How many padding zeros are needed for x[n] and h[n] in order to find their regular convolution
y[n], using the DFT?
(b) If we pad x[n] with eight zeros and find the periodic convolution yp [n] of the resulting 20-point
sequence with h[n], for what indices will the samples of y[n] and yp [n] be identical?
16.12 (FFT) Write out the DFT sequence that corresponds to the following bit-reversed sequences obtained
using the DIF FFT algorithm.
(a) {1, 2, 3, 4} (b) {0, 1, 2, 3, 4, 5, 6, 7}
16.13 (FFT) Set up a flowchart showing all twiddle factors and values at intermediate nodes to compute
the DFT of x[n] = {1, 2, 2, 2, 1, 0, 0, 0}, using
(a) The 8-point DIF algorithm. (b) The 8-point DIT algorithm.
16.14 (Spectral Spacing and the FFT) We wish to sample a signal of 1-s duration, and band-limited
to 100 Hz, in order to compute its spectrum. The spectral spacing should not exceed 0.5 Hz. Find
the minimum number N of samples needed and the actual spectral spacing f if we use
(a) The DFT. (b) The radix-2 FFT.
16.15 (Convolution) Find the linear convolution of x[n] = {1, 2, 1} and h[n] = {1, 2, 3}, using
(a) The time-domain convolution operation.
(b) The DFT and zero-padding.
(c) The radix-2 FFT and zero-padding.
Chapter 16 Problems 583
16.16 (Convolution) Find the periodic convolution of x[n] = {1, 2, 1} and h[n] = {1, 2, 3}, using
(a) The time-domain convolution operation.
(b) The DFT operation. Is this result identical to that of part (a)?
(c) The radix-2 FFT and zero-padding. Is this result identical to that of part (a)? Should it be?
16.17 (Correlation) Find the periodic correlation rxh of x[n] = {1, 2, 1} and h[n] = {1, 2, 3}, using
(a) The time-domain correlation operation.
(b) The DFT.
16.18 (Convolution of Long Sequences) Let x[n] = {1, 2, 1} and h[n] = {1, 2, 1, 3, 2, 2, 3, 0, 1, 0, 2, 2}.
(a) Find their convolution using the overlap-add method.
(b) Find their convolution using the overlap-save method.
(c) Are the results identical to the time-domain convolution of x[n] and h[n]?
REVIEW AND EXPLORATION
16.19 (Properties) Let XDFT [k] be the N -point DFT of a real signal. How many DFT samples will
always be real, and what will be their index k? [Hint: Use the concept of conjugate symmetry and
consider the cases for odd N and even N separately.]
16.20 (Properties) Let XDFT [k] be the N -point DFT of a (possibly complex) signal x[n]. What can you
say about the symmetry of x[n] for the following XDFT [k]?
(a) Conjugate symmetric
(b) Real but with no symmetry
(c) Real and even symmetric
(d) Real and odd symmetric
(e) Imaginary and odd symmetric
16.21 (Properties) For each DFT pair shown, compute the values of the boxed quantities, using properties
such as
= conjugate symmetry
> and= Parsevals theorem. >
(a) x0 , 3, 4, 0, 2 5, X1 , 1.28 j4.39, X3 , 8.78 j1.4
= > = >
(b) x0 , 3, 4, 2, 0, 1 4, X1 , 4 j5.2, X3 , X4 , 4 j1.73
16.22 (Properties) Let x[n] = {1, 2, 3, 4, 5, 6}. Without evaluating its DFT X[k], compute the
following:
5
! 5
! !5
(a) X[0] (b) X[k] (c) X[3] (d) |X[k]|2 (e) (1)k X[k]
k=0 k=0 k=0
16.23 (DFT Computation) Find the N -point DFT of each of the following signals.
(a) x[n] = [n] (b) x[n] = [n K], K < N
(c) x[n] = [n 0.5N ] (N even) (d) x[n] = [n 0.5(N 1)] (N odd)
(e) x[n] = 1 (f ) x[n] = [n 0.5(N 1)] + [n 0.5(N + 1)] (N odd)
(g) x[n] = (1)n (N even) (h) x[n] = ej4n/N
(i) x[n] = cos(4n/N ) (j) x[n] = cos(4n/N + 0.25)
584 Chapter 16 The DFT and FFT
16.24 (Properties) The DFT of a signal x[n] is XDFT [k]. If we use its conjugate YDFT [k] = XDFT
[k] and
obtain its DFT as y[n], how is y[n] related to x[n]?
16.25 (Properties) Let X[k] = {1, 2, 1 j, j2, 0, . . .} be the 8-point DFT of a real signal x[n].
(a) Determine X[k] in its entirety.
(b) What is the DFT Y [k] of the signal y[n] = (1)n x[n]?
(c) What is the DFT G[k] of the zero-interpolated signal g[n] = x[n/2]?
(d) What is the DFT H[k] of h[n] = {x[n], x[n], x[n]} obtained by threefold replication of x[n]?
16.26 (Spectral Spacing) We wish to sample the signal x(t) = cos(50t) + sin(200t) at 800 Hz and
compute the N -point DFT of the sampled signal x[n].
(a) Let N = 100. At what indices would you expect to see the spectral peaks? Will the peaks occur
at the frequencies of x(t)?
(b) Let N = 128. At what indices would you expect to see the spectral peaks? Will the peaks occur
at the frequencies of x(t)?
16.27 (Spectral Spacing) We wish to sample the signal x(t) = cos(50t) + sin(80t) at 100 Hz and
compute the N -point DFT of the sampled signal x[n].
(a) Let N = 100. At what indices would you expect to see the spectral peaks? Will the peaks occur
at the frequencies of x(t)?
(b) Let N = 128. At what indices would you expect to see the spectral peaks? Will the peaks occur
at the frequencies of x(t)?
16.28 (Spectral Spacing) We wish to identify the 21-Hz component from the N -sample DFT of a signal.
The sampling rate is 100 Hz, and only 128 signal samples are available.
(a) If N = 128, will there be a DFT component at 21 Hz? If not, what is the frequency closest to
21 Hz that can be identified? What DFT index does this correspond to?
(b) Assuming that all signal samples must be used and zero-padding is allowed, what is the smallest
value of N that will result in a DFT component at 21 Hz? How many padding zeros will be
required? At what DFT index will the 21-Hz component appear?
16.29 (Sampling Frequency) For each of the following signals, estimate the sampling frequency and
sampling duration by arbitrarily choosing the bandwidth as the frequency where |H(f )| is 5% of its
maximum and the signal duration as the time at which x(t) is 1% of its maximum.
(a) x(t) = et u(t) (b) x(t) = tet u(t) (c) x(t) = tri(t)
16.30 (Sampling Frequency and Spectral Spacing) It is required to sample the signal x(t) = et u(t)
and compute the DFT of the sampled signal. The signal is sampled for a duration D that contains
95% of the signal energy. How many samples are acquired if the sampling rate S is chosen to ensure
that
(a) The aliasing level at f = 0.5S due to the first replica is less than 1% of the peak level?
(b) The energy in the aliased signal past f = 0.5S is less than 1% of the total signal energy?
16.31 (Sampling Rate and the DFT) A periodic square wave x(t) with a duty ratio of 0.5 and period T =
2 is sampled for one full period to obtain N samples. The N -point DFT of the samples corresponds
to the signal y(t) = A + B sin(t).
Chapter 16 Problems 585
(a) What are the possible values of N for which you could obtain such a result? For each such
choice, compute the values of A and B.
(b) What are the possible values of N for which you could obtain such a result using the radix-2
FFT? For each such choice, compute the values of A and B.
(c) Is it possible for y(t) to be identical to x(t) for any choice of sampling rate?
16.32 (Sampling Rate and the DFT) A periodic signal x(t) with period T = 2 is sampled for one full
period to obtain N samples. The signal reconstructed from the N -point DFS of the samples is y(t).
(a) Will the DFS show the eects of leakage?
(b) Let N = 8. How many harmonics of x(t) can be identified in the DFS? What constraints on
x(t) will ensure that y(t) = x(t)?
(c) Let N = 12. How many harmonics of x(t) can be identified in the DFS? What constraints on
x(t) will ensure that y(t) = x(t)?
16.33 (DFT from Definition) Use the defining relation to compute the N -point DFT of the following:
(a) x[n] = [n], 0 n N 1
(b) x[n] = n , 0 n N 1
(c) x[n] = ejn/N , 0 n N 1
16.34 (DFT Concepts) The signal x(t) = cos(150t) + cos(180t) is to be sampled and analyzed using
the DFT.
(a) What is the minimum sampling Smin rate to prevent aliasing?
(b) With the sampling rate chosen as S = 2Smin , what is the minimum number of samples Nmin
required to prevent leakage?
(c) With the sampling rate chosen as S = 2Smin , and N = 3Nmin , what is the DFT of the sampled
signal?
(d) With S = 160 Hz and N = 256, at what DFT indices would you expect to see spectral peaks?
Will leakage be present? Will aliasing occur?
16.35 (DFT Concepts) The signal x(t) = cos(50t) + cos(80t) is sampled at S = 200 Hz.
(a) What is the minimum number of samples required to prevent leakage?
(b) Find the DFT of the sampled signal if x(t) is sampled for 1 s.
(c) What are the DFT indices of the spectral peaks if N = 128?
16.36 (DFT Concepts) Let x[n] = cos(2nF0 ).
(a) Use the defining relation to compute its N -point DFT.
(b) For what values of F0 would you expect aliasing and/or leakage?
(c) Use the above results to compute the DFT if N = 8 and F0 = 0.25.
(d) Use the above results to compute the DFT if N = 8 and F0 = 1.25.
(e) Use the above results to compute the DFT if N = 9 and F0 = 0.2.
16.37 (Resolution) A signal is sampled at 5 kHz to acquire N samples of x[n].
(a) Let N = 1000. What is the frequency resolution in the DFT of the sampled signal x[n]?
(b) Let N = 1000. What is the frequency resolution in the DFT of the von Hann windowed signal?
(c) Find the smallest value of N to ensure a frequency resolution of 2 Hz with no window.
(d) Find the smallest value of N to ensure a frequency resolution of 2 Hz with a von Hann window.
586 Chapter 16 The DFT and FFT
COMPUTATION AND DESIGN
dtgui A GUI for Visualization of the FFT of Sinusoids
The graphical user interface dfftgui allows you to visualize the FFT of sampled sinusoids with
or without windowing.
You can select the sinusoids, the sampling rate, and the window.
The interface displays the sampled signal and its spectrum.
To explore this routine, type dfftgui at the Matlab prompt.
tfestgui A GUI for Transfer Function Estimation
The graphical user interface tfestgui allows you to approximate a given transfer function by an
FIR filter and visualize the response of each.
The transfer function estimate is based on the Welch PSD estimate to a white-noise input.
To explore this routine, type tfestgui at the Matlab prompt.
chirpgui A GUI for Visualization of a Chirp Signal and Its Spectrum
The graphical user interface chirpgui allows you to visualize a chirp signal, its PSD estimate,
and its time-frequency spectrum, which shows how its frequency varies with time.
You can select the chirp signal parameters and the PSD estimation method.
To explore this routine, type chirpgui at the Matlab prompt.
16.38 (DFT Properties) Consider the signal x[n] = n + 1, 0 n 7. Use Matlab to compute its DFT.
Confirm the following properties by computing the DFT.
(a) The DFT of y[n] = x[n] to confirm the (circular) folding property
(b) The DFT of f [n] = x[n 2] to confirm the (circular) shift property
(c) The DFT of g[n] = x[n/2] to confirm the zero-interpolation property
(d) The DFT of h[n] = {x[n], x[n]} to confirm the signal-replication property
(e) The DFT of p[n] = x[n] cos(0.5n) to confirm the modulation property
(f ) the DFT of r[n] = x2 [n] to confirm the multiplication property
(g) The DFT of s[n] = x[n]x[n]
to confirm the periodic convolution property
16.39 (IDFT from DFT) Consider the signal x[n] = (1 + j)n, 0 n 9.
(a) Find its DFT X[k]. Find the DFT of the sequence 0.1X[k]. Does this appear to be related to
the signal x[n]?
(b) Find the DFT of the sequence 0.1X [k]. Does this appear to be related to x[n]?
(c) Use your results to explain how you might find the IDFT of a sequence by using the forward
DFT algorithm alone.
16.40 (Resolution) We wish to compute the radix-2 FFT of the signal samples acquired from the signal
x(t) = A cos(2f0 t)+B cos[2(f0 +f )t], where f0 = 100 Hz. The sampling frequency is S = 480 Hz.
(a) Let A = B = 1. What is the smallest number of signal samples Nmin required for a frequency
resolution of f = 2 Hz if no window is used? How does this change if we wish to use a
von Hann window? What about a Blackman window? Plot the FFT magnitude for each case
to confirm your expectations.
Chapter 16 Problems 587
(b) Let A = 1 and B = 0.02. Argue that we cannot obtain a frequency resolution of f = 2 Hz if
no window is used. Plot the FFT magnitude for various lengths to justify your argument. Of
the Bartlett, Hamming, von Hann, and Blackman windows, which ones can we use to obtain a
resolution of f = 2 Hz? Which one will require the minimum number of samples, and why?
Plot the FFT magnitude for each applicable window to confirm your expectations.
16.41 (Convolution) Consider the sequences x[n] = {1, 2, 1, 2, 1} and h[n] = {1, 2, 3, 3, 5}.
(a) Find their regular convolution using three methods: the convolution operation; zero-padding
and the DFT; and zero-padding to length 16 and the DFT. How are the results of each operation
related? What is the eect of zero-padding?
(b) Find their periodic convolution using three methods: regular convolution and wraparound; the
DFT; and zero-padding to length 16 and the DFT. How are the results of each operation related?
What is the eect of zero-padding?
16.42 (Convolution) Consider the signals x[n] = 4(0.5)n , 0 n 4, and h[n] = n, 0 n 10.
(a) Find their regular convolution y[n] = x[n] h[n], using the Matlab routine conv.
(b) Use the FFT and IFFT to obtain the regular convolution, assuming the minimum length N
(that each sequence must be zero-padded to) for correct results.
(c) How do the results change if each sequence is zero-padded to length N + 2?
(d) How do the results change if each sequence is zero-padded to length N 2?
16.43 (FFT of Noisy Data) Sample the sinusoid x(t) = cos(2f0 t) with f0 = 8 Hz at S = 64 Hz for 4 s
to obtain a 256-point sampled signal x[n]. Also generate 256 samples of a uniformly distributed noise
sequence s[n] with zero mean.
(a) Display the first 32 samples of x[n]. Can you identify the period from the plot? Compute and
plot the DFT of x[n]. Does the spectrum match your expectations?
(b) Generate the noisy signal y[n] = x[n] + s[n] and display the first 32 samples of y[n]. Do you
detect any periodicity in the data? Compute and plot the DFT of the noisy signal y[n]. Can
you identify the frequency and magnitude of the periodic component from the spectrum? Do
they match your expectations?
(c) Generate the noisy signal z[n] = x[n]s[n] (by elementwise multiplication) and display the first 32
samples of z[n]. Do you detect any periodicity in the data? Compute and plot the DFT of the
noisy signal z[n]. Can you identify the frequency the periodic component from the spectrum?
16.44 (Filtering a Noisy ECG Signal: I) During recording, an electrocardiogram (ECG) signal, sampled
at 300 Hz, gets contaminated by 60-Hz hum. Two beats of the original and contaminated signal (600
samples) are provided on disk as ecgo.mat and ecg.mat. Load these signals into Matlab (for
example, use the command load ecgo). In an eort to remove the 60-Hz hum, use the DFT as a
filter to implement the following steps.
(a) Compute (but do not plot) the 600-point DFT of the contaminated ECG signal.
(b) By hand, compute the DFT indices that correspond to the 60-Hz signal.
(c) Zero out the DFT components corresponding the 60-Hz signal.
(d) Take the IDFT to obtain the filtered ECG and display the original and filtered signal.
(e) Display the DFT of the original and filtered ECG signal and comment on the dierences.
(f ) Is the DFT eective in removing the 60-Hz interference?
588 Chapter 16 The DFT and FFT
16.45 (Filtering a Noisy ECG Signal: II) Continuing with Problem 16.44, load the original and
contaminated ECG signal sampled at 300 Hz with 600 samples provided on disk as ecgo.mat and
ecg.mat (for example, use the command load ecgo). Truncate each signal to 512 samples. In an
eort to remove the 60-Hz hum, use the DFT as a filter to implement the following steps.
(a) Compute (but do not plot) the 512-point DFT of the contaminated ECG signal.
(b) Compute the DFT indices closest to 60 Hz and zero out the DFT at these indices.
(c) Take the IDFT to obtain the filtered ECG and display the original and filtered signal.
(d) Display the DFT of the original and filtered ECG signal and comment on the dierences.
(e) The DFT is not eective in removing the 60-Hz interference. Why?
(f ) From the DFT plots, suggest and implement a method for improving the results (by zeroing
out a larger portion of the DFT around 60 Hz, for example).
16.46 (Decoding a Mystery Message) During transmission, a message signal gets contaminated by a
low-frequency signal and high-frequency noise. The message can be decoded only by displaying it in
the time domain. The contaminated signal is provided on disk as mystery1.mat. Load this signal
into Matlab (use the command load mystery1). In an eort to decode the message, use the DFT
as a filter to implement the following steps and determine what the decoded message says.
(a) Display the contaminated signal. Can you read the message?
(b) Take the DFT of the signal to identify the range of the message spectrum.
(c) Zero out the DFT component corresponding to the low-frequency signal.
(d) Zero out the DFT components corresponding to the high-frequency noise.
(e) Take the IDFT to obtain the filtered signal and display it to decode the message.
16.47 (Spectrum Estimation) The FFT is extensively used in estimating the spectrum of various signals,
detecting periodic components buried in noise, or detecting long-term trends. The monthly rainfall
data, for example, tends to show periodicity (an annual cycle). However, long-term trends may also
be present due to factors such as deforestation and soil erosion that tend to reduce rainfall amounts
over time. Such long-term trends are often masked by the periodicity in the data and can be observed
only if the periodic components are first removed (filtered).
(a) Generate a signal x[n] = 0.01n + sin(n/6), 0 n 500, and add some random noise to
simulate monthly rainfall data. Can you observe any periodicity or long-term trend from a plot
of the data?
(b) Find the FFT of the rainfall data. Can you identify the periodic component from the FFT
magnitude spectrum?
(c) Design a notch filter to remove the periodic component from the rainfall data. You may identify
the frequency to be removed from x[n] (if you have not been able to identify it from the FFT).
Filter the rainfall data through your filter and plot the filtered data. Do you observe any
periodicity in the filtered data? Can you detect any long-term trends from the plot?
(d) To detect the long-term trend, pass the filtered data through a moving average filter. Experiment
with dierent lengths. Does averaging of the filtered data reveal the long-term trend? Explain
how you might go about quantifying the trend.
16.48 (The FFT as a Filter) We wish to filter out the 60-Hz interference from the signal
x(t) = cos(100t) + cos(120t)
by sampling x(t) at S = 500 Hz and passing the sampled signal x[n] through a lowpass filter with a
cuto frequency of fC = 55 Hz. The N -point FFT of the filtered signal may be obtained by simply
Chapter 16 Problems 589
zeroing out the FFT X[k] of the sampled signal between the indices M = int(N fC /S) and N M
(corresponding to the frequencies between fC and S fC ). This is entirely equivalent to multiplying
X[k] by a filter function H[k] of the form
H[k] = { 1, (M ones), (N 2M 1 zeros), (M ones) }
The FFT of the filtered signal equals Y [k] = H[k]X[k], and the filtered signal y[n] is obtained by
computing its IFFT.
(a) Start with the smallest value of N you need to resolve the two frequencies and successively
generate the sampled signal x[n], its FFT X[k], the filter function H[k], the FFT Y [k] of the
filtered signal as Y [k] = H[k]X[k], and its IFFT y[n]. Plot X[k] and Y [k] on the same plot and
x[n] and y[n] on the same plot. Is the 60-Hz signal completely blocked? Is the filtering eective?
(b) Double the value of N several times and, for each case, repeat the computations and plots of
part (a). Is there a noticeable improvement in the filtering?
(c) The filter described by the N -sample h[n] is not very useful because its true frequency response
H(F ) matches the N -point FFT only at N points and varies considerably in between. To see
this, superimpose the DTFT H(F ) of the N -sample h[n] (using the value of N from part (a))
over 0 F 1 (using 4N points) and the N -point FFT X[k]. How does H(F ) dier from
H[k]? What is the reason for this dierence? Can a larger N reduce the dierences? If not,
how can the dierences be minimized? (This forms the subject of frequency sampling filters
that we discuss in Chapter 20.)
16.49 (Band-Limited Interpolation) Consider the band-limited signal x(t) = sin(200t).
(a) Sample x(t) at S = 400 Hz to obtain the sampled signal x[n] with N = 4 samples. Compute and
plot the DFT X[k] of x[n]. Can you identify the frequency and magnitude from the spectrum?
(b) Zero-interpolate the signal G[k] = 8X[k] by inserting 28 zeros about the middle (about index
k = 0.5N ) to obtain the interpolated 32-point spectrum Y [k]. Compute the IDFT of Y [k] to
obtain the signal y[n]. Sample x(t) again, but at 8S Hz, to obtain the sampled signal y1 [n].
Plot e[n] = y[n] y1 [n]. Are y[n] and y1 [n] identical (to within machine roundo)? Should they
be?
(c) Sample x(t) at S = 800 Hz to obtain the sampled signal x[n] with N = 4 samples. Compute its
DFT X[k] and zero-interpolate the signal G[k] = 8X[k] by inserting 28 zeros about the middle
(about index k = 0.5N ) to obtain the interpolated 32-point spectrum Y [k]. Compute the IDFT
of Y [k] to obtain the signal y[n]. Sample x(t) again, but at 8S Hz, to obtain the sampled signal
y1 [n]. Plot e[n] = y[n] y1 [n]. Are y[n] and y1 [n] identical? Should they be?
(d) Explain the dierences in the results of parts (a) and (b).
16.50 (Decimation) To decimate a signal x[n] by N , we use a lowpass filter (to band-limit the signal
to F = 0.5/N ), followed by a down-sampler (that retains only every N th sample). In this problem,
ignore the lowpass filter.
(a) Generate the test signal x[n] = cos(0.2n) + cos(0.3n), 0 n 59. Plot its DFT. Can you
identify the frequencies present?
(b) Decimate x[n] by N = 2 to obtain the signal x2 [n]. Is the signal x[n] suciently band-limited
in this case? Plot the DFT of x2 [n]. Can you identify the frequencies present? Do the results
match your expectations? Would you be able to recover x[n] from band-limited interpolation
(by N = 2) of x2 [n]?
590 Chapter 16 The DFT and FFT
(c) Decimate x[n] by N = 4 to obtain the signal x4 [n]. Is the signal x[n] suciently band-limited in
this case? Plot the DFT of x4 [n]. Can you identify the frequencies present? If not, explain how
the result diers from that of part (b). Would you be able to recover x[n] from band-limited
interpolation (by N = 4) of x4 [n]?
16.51 (DFT of Large Data Sets) The DFT of a large N -point data set may be obtained from the DFT
of smaller subsets of the data. In particular, if N = RC, we arrange the data as an R C matrix
(by filling along columns), find the DFT of each row, multiply each result at the location (r, c) by
Wrc = ej2rc/N , where r = 0, 1, . . . , R 1 and c = 0, 1, . . . , C 1, find the DFT of each column, and
reshape the result (by rows) into the required N -point DFT. Let x[n] = n + 1, 0 n 11.
(a) Find the DFT of x[n] by using this method with R = 3, C = 4.
(b) Find the DFT of x[n] by using this method with R = 4, C = 3.
(c) Find the DFT of x[n] using the Matlab command fft.
(d) Do all methods yield identical results? Can you justify your answer?
16.52 (Time-Frequency Plots) This problem deals with time-frequency plots of a sum of sinusoids.
(a) Generate 600 samples of the signal x[n] = cos(0.1n) + cos(0.4n) + cos(0.7n), the sum of
three pure cosines at F = 0.05, 0.2, 0.35. Use the Matlab command fft to plot its DFT
magnitude. Use the ADSP routine timefreq to display its time-frequency plot. What do the
plots reveal?
(b) Generate 200 samples each of the three signals y1 [n] = cos(0.1n), y2 [n] = cos(0.4n), and
y3 [n] = cos(0.7n). Concatenate them to form the 600-sample signal y[n] = {y1 [n], y2 [n], y3 [n]}.
Plot its DFT magnitude and display its time-frequency plot. What do the plots reveal?
(c) Compare the DFT magnitude and time-frequency plots of x[n] and y[n] How do they dier?
16.53 (Deconvolution) The FFT is a useful tool for deconvolution. Given an input signal x[n] and the
system response y[n], the system impulse response h[n] may be found from the IDFT of the ratio
HDFT [k] = YDFT [k]/XDFT [k]. Let x[n] = {1, 2, 3, 4} and h[n] = {1, 2, 3}.
(a) Obtain the convolution y[n] = x[n] h[n]. Now zero-pad x[n] to the length of y[n] and find the
DFT of the two sequences and their ratio HDFT [k]. Does the IDFT of HDFT [k] equal h[n] (to
within machine roundo)? Should it?
(b) Repeat part (a) with x[n] = {1, 2, 3, 4} and h[n] = {1, 2, 3}. Does the method work for
this choice? Does the IDFT of HDFT [k] equal h[n] (to within machine roundo)?
(c) Repeat part (a) with x[n] = {1, 2, 3} and h[n] = {1, 2, 3, 4}. Show that the method does
not work because the division yields infinite or indeterminate results (such as 10 or 00 ). Does the
method work if you replace zeros by very small quantities (for example, 1010 )? Should it?
16.54 (FFT of Two Real Signals at Once) Show that it is possible to find the FFT of two real sequences
x[n] and y[n] from a single FFT operation on the complex signal g[n] = x[n] + jy[n] as
XDFT [k] = 0.5(GDFT [N k] + GDFT [k]) YDFT [k] = j0.5(GDFT [N k] GDFT [k])
Use this result to find the FFT of x[n] = {1, 2, 3, 4} and y[n] = {5, 6, 7, 8} and compare the results
with their FFT computed individually.
16.55 (Quantization Error) Quantization leads to noisy spectra. Its eects can be studied only in
statistical terms. Let x(t) = cos(20t) be sampled at 50 Hz to obtain the 256-point sampled signal
x[n].
Chapter 16 Problems 591
(a) Plot the linear and decibel magnitude of the DFT of x[n].
(b) Quantize x[n] by rounding to B bits to generate the quantized signal y[n]. Plot the linear
and decibel magnitude of the DFT of y[n]. Compare the DFT spectra of x[n] and y[n] for
B = 8, 4, 2, and 1. What is the eect of decreasing the number of bits on the DFT spectrum
of y[n]?
(c) Repeat parts (a) and (b), using quantization by truncation. How do the spectra dier in this
case?
(d) Repeat parts (a)(c) after windowing x[n] by a von Hann window. What is the eect of win-
dowing?
16.56 (Sampling Jitter) During the sampling operation, the phase noise on the sampling clock can result
in jitter, or random variations in the time of occurrence of the true sampling instant. Jitter leads
to a noisy spectral and its eects can be studied only in statistical terms. Consider the analog signal
x(t) = cos(2f0 t) sampled at a rate S that equals three times the Nyquist rate.
(a) Generate a time array tn of 256 samples at intervals of ts = 1/S. Generate the sampled signal
x[n] from values of x(t) at the time instants in tn . Plot the DFT magnitude of x[n].
(b) Add some uniformly distributed random noise with a mean of zero and a noise amplitude of
Ats to tn to form the new time array tnn . Generate the sampled signal y[n] from values of
x(t) at the time instants in tnn . Plot the DFT magnitude of y[n] and compare with the DFT
magnitude of x[n] for A = 0.01, 0.1, 1, 10. What is the eect of increasing the noise amplitude
on the DFT spectrum of y[n]? What is the largest value of A for which you can still identify
the signal frequency from the DFT of y[n]?
(c) Repeat parts (a) and (b) after windowing x[n] and y[n] by a von Hann window. What is the
eect of windowing?
Chapter 17
THE z-TRANSFORM
17.0 Scope and Objectives
The z-transform plays the same role for discrete-time signals and systems as does the Laplace transform for
continuous-time signals and systems. This chapter deals with the z-transform, its operational properties, and
some of its applications in systems analysis and signal processing. Our description of the z-transform closely
parallels that of Laplace transforms, the better to highlight the similarities between the two. The genesis of
the z-transform may be viewed at several levels. We develop it as an independent transformation method
in order to keep the discussion self-contained and explore the connections between the various transform
methods toward the end of this chapter.
17.1 The Two-Sided z-Transform
The two-sided z-transform X(z) of a discrete signal x[n] is defined as
!
X(z) = x[k]z k (two-sided z-transform) (17.1)
k=
The relation between x[n] and X(z) is denoted symbolically by
x[n] X(z) (17.2)
Here, x[n] and X(z) form a transform pair, and the double arrow implies a one-to-one correspondence
between the two.
17.1.1 What the z-Transform Reveals
The complex quantity z generalizes the concept of digital frequency F or to the complex domain and is
usually described in polar form as
z = |r|ej2F = |r|ej (17.3)
Values of z can be plotted on an Argand diagram called the z-plane.
The defining relation is a power series (Laurent series) in z. The term for each index k is the product of
the sample value x[k] and z k .
For the sequence x[n] = {7, 3, 1, 4, 8, 5}, for example, the z-transform may be written as
X(z) = 7z 2 + 3z 1 + z 0 + 4z 1 8z 2 + 5z 3
592
17.1 The Two-Sided z-Transform 593
Comparing x[n] and X(z), we observe that the quantity z 1 plays the role of a unit delay operator. The
sample location n = 2 in x[n], for example, corresponds to the term with z 2 in X(z). In concept, then, it
is not hard to go back and forth between a sequence and its z-transform if all we are given is a finite number
of samples.
REVIEW PANEL 17.1
The Two-Sided z-Transform of Finite Sequences Is a Power Series in z
Since the defining relation for X(z) describes a power series, it may not converge for all z. The values of
z for which it does converge define the region of convergence (ROC) for X(z). Two completely dierent
sequences may produce the same two-sided z-transform X(z), but with dierent regions of convergence. It is
important (unlike Laplace transforms) that we specify the ROC associated with each X(z), especially when
dealing with the two-sided z-transform.
17.1.2 Some z-Transform Pairs Using the Defining Relation
Table 17.1 lists the z-transforms of some useful signals. We provide some examples using the defining relation
to find z-transforms. For finite-length sequences, the z-transform may be written as a polynomial in z. For
sequences with a large number of terms, the polynomial form can get to be unwieldy unless we can find
closed-form solutions.
EXAMPLE 17.1 (The z-Transform from the Defining Relation)
(a) Let x[n] = [n]. Its z-transform is X(z) = 1. The ROC is the entire z-plane.
(b) Let x[n] = 2[n + 1] + [n] 5[n 1] + 4[n 2]. This describes the sequence x[n] = {2, 1, 5, 4}. Its
z-transform is evaluated as X(z) = 2z + 1 5z 1 + 4z 2 . No simplifications are possible. The ROC is
the entire z-plane, except z = 0 and z = (or 0 < |z| < ).
(c) Let x[n] = u[n] u[n N ]. This represents a sequence of N samples, and its z-transform may be
written as
X(z) = 1 + z 1 + z 2 + + z (N 1)
A closed-form solution may be found using the defining relation as follows:
N
! 1
1 z N
X(z) = z k = , z = 1 ROC: z = 0
1 z 1
k=0
The ROC is the entire z-plane, except z = 0 (or |z| > 0). Note that if z = 1, we get X(z) = N .
(d) Let x[n] = u[n]. We evaluate its z-transform using the defining relation as follows:
!
! 1 z
X(z) = z k = (z 1 )k = = , ROC: |z| > 1
1 z 1 z1
k=0 k=0
The geometric series converges only for |z 1 | < 1 or |z| > 1, which defines the ROC for this X(z).
594 Chapter 17 The z-Transform
Table 17.1 A Short Table of z-Transform Pairs
Entry Signal z-Transform ROC
Finite Sequences
1 [n] 1 all z
2 u[n] u[n N ] 1 z N z = 0
1 z 1
Causal Signals
z
3 u[n] |z| > 1
z1
z
4 n u[n] |z| > ||
z
z
5 ()n u[n] |z| > ||
z+
z
6 nu[n] |z| > 1
(z 1)2
z
7 nn u[n] |z| > ||
(z )2
8 cos(n)u[n] z 2 z cos |z| > 1
z2 2z cos + 1
9 sin(n)u[n] z sin |z| > 1
z 2z cos + 1
2
10 n cos(n)u[n] z 2 z cos |z| > ||
z 2 2z cos + 2
11 n sin(n)u[n] z sin |z| > ||
z 2 2z cos + 2
Anti-Causal Signals
z
12 u[n 1] |z| < 1
z1
z
13 nu[n 1] |z| < 1
(z 1)2
z
14 n u[n 1] |z| < ||
z
z
15 nn u[n 1] |z| < ||
(z )2
17.1 The Two-Sided z-Transform 595
(e) Let x[n] = n u[n]. Using the defining relation, its z-transform and ROC are
! " #k
! 1 z
X(z) = k z k = = = , ROC: |z| > ||
z 1 (/z) z
k=0 k=0
17.1.3 The Region of Convergence
For a finite sequence x[n], the z-transform X(z) is a polynomial in z or z 1 and converges (is finite) for all
z, except z = 0, if X(z) contains terms of the form z k (or x[n] is nonzero for n > 0), and/or z = if X(z)
contains terms of the form z k (or x[n] is nonzero for n < 0). Thus, the ROC for finite sequences is the entire
z-plane, except perhaps for z = 0 and/or z = , as applicable.
In general, if X(z) is a rational function in z, as is often the case, its ROC actually depends on the one-
or two-sidedness of x[n], as illustrated in Figure 17.1.
Im[ z ] Im[ z ] Im[ z ]
ROC
ROC
Re[ z ] ROC Re[ z ] Re[ z ]
ROC (shaded) of right-sided signals ROC (shaded) of left-sided signals ROC (shaded) of two-sided signals
Figure 17.1 The ROC (shown shaded) of the z-transform for various sequences
The ROC excludes all pole locations (denominator roots) where X(z) becomes infinite. As a result,
the ROC of right-sided signals is |z| > |p|max and lies exterior to a circle of radius |p|max , the magnitude
of the largest pole. The ROC of causal signals, with x[n] = 0, n < 0, excludes the origin and is given
by 0 > |z| > p|max . Similarly, the ROC of a left-sided signal x[n] is |z| < |p|min and lies interior to a
circle of radius |p|min , the smallest pole magnitude of X(z). Finally, the ROC of a two-sided signal x[n] is
|p|min < |z| < |p|max , an annulus whose radii correspond to the smallest and largest pole locations in X(z).
We use inequalities of the form |z| < || (and not |z| ||), for example, because X(z) may not converge
at the boundary |z| = ||.
REVIEW PANEL 17.2
The ROC of the z-Transform X(z) Determines the Nature of the Signal x[n]
Finite-length x[n]: ROC of X(z) is all the z-plane, except perhaps for z = 0 and/or z = .
Right-sided x[n]: ROC of X(z) is outside a circle whose radius is the largest pole magnitude.
Left-sided x[n]: ROC of X(z) is inside a circle whose radius is the smallest pole magnitude.
Two-sided x[n]: ROC of X(z) is an annulus bounded by the largest and smallest pole radius.
Why We Must Specify the ROC
Consider the signal y[n] = n u[n 1] = 1, n = 1, 2, . . . . The two-sided z-transform of y[n], using a
change of variables, can be written as
1
!
! " z #m z/ z
Y (z) = k z k = = = , ROC: |z| > ||
m=1
1 (z/) z
k=
596 Chapter 17 The z-Transform
The ROC of Y (z) is |z| < ||. The z-transform of n u[n] is also z/(z ), but with an ROC of |z| > ||. Do
you see the problem? We cannot uniquely identify a signal from its transform alone, unless we also specify
the ROC. In this book, we will assume a right-sided signal if no ROC is specified.
REVIEW PANEL 17.3
We Assume Right-Sided Signals if No ROC Is Specified.
EXAMPLE 17.2 (Identifying the ROC)
(a) Let x[n] = {4, 3, 2, 6}. The ROC of X(z) is 0 < |z| < and excludes z = 0 and z = because
x[n] is nonzero for n < 0 and n > 0.
z z
(b) Let X(z) = + .
z2 z+3
Its ROC depends on the nature of x[n].
If x[n] is assumed right-sided, the ROC is |z| > 3 (because |p|max = 3).
If x[n] is assumed left-sided, the ROC is |z| < 2 (because |p|min = 2).
If x[n] is assumed two-sided, the ROC is 2 < |z| < 3.
The region |z| < 2 and |z| > 3 does not correspond to a valid region of convergence because we must
find a region that is common to both terms.
17.2 Properties of the Two-Sided z-Transform
The z-transform is a linear operation and obeys superposition. The properties of the z-transform, listed in
Table 17.2, are based on the linear nature of the z-transform operation.
Time Shift: To prove the time-shift property of the two-sided z-transform, we use a change of variables.
We start with the pair x[n] X(z). If y[n] = x[n N ], its z-transform is
!
Y (z) = x[k N ]z k (17.4)
k=
With the change of variable m = k N , the new summation index m still ranges from to (since N
is finite), and we obtain
!
!
Y (z) = x[m]z (m+N ) = z N x[m]z m = z N X(z) (17.5)
m= m=
The factor z N with X(z) induces a right shift of N in x[n].
REVIEW PANEL 17.4
Time-Shift Property for the Two-Sided z-Transform: x[n N ] z N X(z)
17.2 Properties of the Two-Sided z-Transform 597
Table 17.2 Properties of the Two-Sided z-Transform
Entry Property Signal z-Transform
1 Shifting x[n N ] z N X(z)
"1#
2 Reflection x[n] X
z
"1#
3 Anti-causal x[n]u[n 1] X x[0] (for causal x[n])
z
"z#
4 Scaling n x[n] X
5 Times-n nx[n] dX(z)
z
dz
$ %
6 Times-cos cos(n)x[n] 0.5 X(zej ) + X(zej )
$ %
7 Times-sin sin(n)x[n] j0.5 X(zej ) X(zej )
8 Convolution x[n] h[n] X(z)H(z)
Times-n: The times-n property is established by taking derivatives, to yield
!
!
!
dX(z) d $ %
X(z) = x[k]z k = x[k]z k = kx[k]z (k+1) (17.6)
dz dz
k= k= k=
Multiplying both sides by z, we obtain
!
dX(z)
z = kx[k]z k (17.7)
dz
k=
This represents the transform of nx[n].
REVIEW PANEL 17.5
dX(z)
The Times-n Property: nx[n] z
dz
Scaling: The scaling property follows from the transform of y[n] = n x[n], to yield
!
! " z #k "z#
Y (z) = k x[k]z k = x[k] =X (17.8)
k= k=
& 'n
If x[n] is multiplied by ejn or ej , we then obtain the pair ejn x[n] X(zej ). An extension of this
result, using Eulers relation, leads to the times-cos and times-sin properties:
& ' $ & ' & '%
cos(n)x[n] = 0.5x[n] ejn + ejn 0.5 X zej + X zej (17.9)
& ' $ & ' & '%
sin(n)x[n] = j0.5x[n] ejn ejn j0.5 X zej X zej (17.10)
In particular, if = 1, we obtain the useful result (1)n x[n] X(z).
598 Chapter 17 The z-Transform
REVIEW PANEL 17.6
The Scaling Property: n
x[n] X(z/) and (1)n x[n] X(z)
Convolution: The convolution property is based on the fact that multiplication in the time domain cor-
responds to convolution in any transformed domain. The z-transforms of sequences are polynomials, and
multiplication of two polynomials corresponds to the convolution of their coecient sequences. This property
finds extensive use in the analysis of systems in the transformed domain.
REVIEW PANEL 17.7
The Convolution Property: x[n] h[n] X(z)H(z)
Folding: The folding property comes about if we use = 1 in the scaling property (or k k in the
defining relation). With x[n] X(z) and y[n] = x[n], we get
!
!
!
Y (z) = x[k]z k = x[k]z k = x[k](1/z)k = X(1/z) (17.11)
k= k= k=
If the ROC of x[n] is |z| > ||, the ROC of the folded signal x[n] becomes |1/z| > || or |z| < 1/||.
REVIEW PANEL 17.8
The Folding Property of the Two-Sided z-Transform
x[n] X(1/z) (the ROC changes from |z| > || to |z| < 1/||)
The Folding Property and Symmetric Signals
The folding property is useful in checking for signal symmetry from its z-transform. For an even symmetric
signal, we have x[n] = x[n], and thus X(z) = X(1/z). For an odd symmetric signal, we have x[n] = x[n],
and thus X(z) = X(1/z).
REVIEW PANEL 17.9
A Property of the z-Transform of Symmetric Sequences
Even symmetry: x[n] = x[n] X(z) = X(1/z) Odd symmetry: x[n] = x[n] X(z) = X(1/z)
The Folding Property and Anti-Causal Signals
The folding property is also useful in finding the transform of anti-causal signals. From the causal signal
x[n]u[n] X(z) (with ROC |z| > ||), we find the transform of x[n]u[n] as X(1/z) (whose ROC is
|z| < 1/||). The anti-causal signal y[n] = x[n]u[n 1] (which excludes the sample at n = 0) can then
be written as y[n] = x[n]u[n] x[0][n], as illustrated in Figure 17.2.
The transform of x[n]u[n 1] then gives
x[n]u[n 1] X(1/z) x[0], |z| < 1/||, where x[n]u[n] X(z), |z| > || (17.12)
REVIEW PANEL 17.10
How to Find the z-Transform of a Left-Sided Signal from Its Right-Sided Version
If x[n]u[n] X(z), |z| > ||, then x[n]u[n 1] X(1/z) x[0], |z| < 1/||.
17.2 Properties of the Two-Sided z-Transform 599
x [n] u [n] x [n ]u [n 1] x [n ]u [n ] x [0] [n]
=
n n n n
Figure 17.2 Finding the z-transform of an anti-causal signal from a causal version
EXAMPLE 17.3 (z-Transforms Using Properties)
(a) Using the times-n property, the z-transform of y[n] = nu[n] is
( ) ( )
d z z 1 z
Y (z) = z = z + =
dz z 1 (z 1)2 z1 (z 1)2
(b) With x[n] = n nu[n], we use scaling to obtain the z-transform:
z/ z
X(z) = =
[(z/) 1]2 (z )2
(c) We find the transform of the N -sample exponential pulse x[n] = n (u[n] u[n N ]). We let y[n] =
u[n] u[n N ]. Its z-transform is
1 z N
Y (z) = , |z| =
1
1 z 1
Then, the z-transform of x[n] = n y[n] becomes
1 (z/)N
X[z] = , z =
1 (z/)1
(d) The z-transforms of x[n] = cos(n)u[n] and y[n] = sin(n)u[n] are found using the times-cos and
times-sin properties:
( )
zej zej z 2 z cos
X(z) = 0.5 + = 2
ze 1 ze
j j 1 z 2z cos + 1
( )
zej zej z sin
Y (z) = j0.5 = 2
zej 1 zej 1 z 2z cos + 1
(e) The z-transforms of f [n] = n cos(n)u[n] and g[n] = n sin(n)u[n] follow from the results of part
(d) and the scaling property:
(z/)2 (z/)cos z 2 z cos
F (z) = =
(z/)2 2(z/)cos + 1 z 2 2z cos + 2
(z/)sin z sin
G(z) = = 2
(z/)2 2(z/)cos + 1 z 2z cos + 2
600 Chapter 17 The z-Transform
(f ) We use the folding property to find the transform of x[n] = n u[n 1]. We start with the transform
pair y[n] = n u[n] z/(z ), ROC: |z| > ||. With y[0] = 1 and x[n] = y[n] [n], we find
1/z z 1
n u[n 1] 1= , ROC: |z| <
1/z 1 z ||
If we replace by 1/, and change the sign of the result, we get
z
n u[n 1] , ROC: |z| < ||
z
(g) We use the folding property to find the transform of x[n] = |n| , || < 1 (a two-sided decaying
exponential). We write this as x[n] = n u[n] + n u[n] [n] (a one-sided decaying exponential and
its folded version, less the extra sample included at the origin), as illustrated in Figure E17.3G.
| n | n u [n] n u [n ] [n]
1 1 1 1
=
n n n n
Figure E17.3G The signal for Example 17.3(g)
Its z-transform then becomes
z 1/z z z 1
X(z) = + 1= , ROC: || < |z| <
z (1/z) z z (1/) ||
Note that the ROC is an annulus that corresponds to a two-sided sequence, and describes a valid region
only if || < 1.
17.3 Poles, Zeros, and the z-Plane
The z-transform of many signals is a rational function of the form
N (z) B0 + B1 z 1 + B2 z 2 + + BM z M
X(z) = = (17.13)
D(z) 1 + A1 z 1 + A2 z 2 + + AN z N
Here, the coecient A0 of the leading term in the denominator has been normalized to unity.
Denoting the roots of N (z) by zi , i = 1, 2, . . . , M and the roots of D(z) by pk , k = 1, 2, . . . , N , we may
also express X(z) in factored form as
N (z) (z z1 )(z z2 ) (z zM )
X(z) = K =K (17.14)
D(z) (z p1 )(z p2 ) (z pN )
Assuming that common factors have been canceled, the p roots of N (z) and the q roots of D(z) are termed
the zeros and the poles of the transfer function, respectively.
17.3 Poles, Zeros, and the z-Plane 601
17.3.1 Pole-Zero Plots
A plot of the poles (denoted by ) and zeros (denoted by circles) of a rational function X(z) in the z-plane
constitutes a pole-zero plot, and provides a visual picture of the root locations. For multiple roots, we
indicate their multiplicity next to the root location on the plot.
Clearly, we can find X(z) directly from a pole-zero plot of the root locations but only to within the
multiplicative gain factor K. If the value of K is also shown on the plot, X(z) is known in its entirety.
REVIEW PANEL 17.11
Poles and Zeros of a Rational Function X(z) = N (z)/D(z)
Zeros: Roots of the numerator N (z) Poles: Roots of the denominator D(z)
EXAMPLE 17.4 (Pole-Zero Plots)
2z(z + 1)
(a) Let H(z) = .
(z 3 )(z + 14 )(z 2 + 4z + 5)
1 2
The numerator degree is 2. The two zeros are z = 0 and z = 1.
The denominator degree is 5. The five finite poles are at z = 13 , z = j 12 , and z = 2 j.
The gain factor is K = 2. The pole-zero plot is shown in Figure E17.4(a).
(a) (b) Im[ z ]
K=2 2
K=1
Im[ z ]
0.5 0.5
Re[ z ] Re[ z ]
1 2 1
2 1 1/3
0.5 0.5
Figure E17.4 Pole-zero plots for Example 17.4(a and b)
(b) What is the z-transform corresponding to the pole-zero pattern of Figure E17.4(b)? Does it represent
a symmetric signal?
If we let X(z) = KN (z)/D(z), the four zeros correspond to the numerator N (z) given by
N (z) = (z j0.5)(z + j2)(z + j0.5)(z j2) = z 4 + 4.25z 2 + 1
The two poles at the origin correspond to the denominator D(z) = z 2 . With K = 1, the z-transform
is given by
N (z) z 4 + 4.25z 2 + 1
X(z) = K = = z 2 + 4.25 + z 2
D(z) z2
602 Chapter 17 The z-Transform
Checking for symmetry, we find that X(z) = X(1/z), and thus x[n] is even symmetric. In fact,
x[n] = [n + 2] + 4.25[n] + [n 2] = {1, 4.25, 1}. We also note that each zero is paired with its
reciprocal (j0.5 with j2, and j0.5 with j2), a characteristic of symmetric sequences.
17.4 The Transfer Function
The response y[n] of a system with impulse response h[n], to an arbitrary input x[n], is given by the
convolution y[n] = x[n] h[n]. Since the convolution operation transforms to a product, we have
Y (z)
Y (z) = X(z)H(z) or H(z) = (17.15)
X(z)
The time-domain and z-domain equivalence of these operations is illustrated in Figure 17.3.
Input x[n] System Output y[n] = x[n] * h[n] = h[n] *x[n]
impulse response = h[n] Output = convolution of x[n] and h[n]
Input X(z) System Output Y(z) = H(z)X(z)
transfer function = H(z) Output = product of H(z) and X(z)
Figure 17.3 System description in the time domain and z-domain
The transfer function is defined only for relaxed LTI systems, either as the ratio of the output Y (z) and
input X(z), or as the z-transform of the system impulse response h[n].
A relaxed LTI system is also described by the dierence equation:
y[n] + A1 y[n 1] + + AN y[n N ] = B0 x[n] + B1 x[n 1] + + BM x[n M ] (17.16)
Its z-transform results in the transfer function:
Y (z) B0 + B1 z 1 + + BM z M
H(z) = = (17.17)
X(z) 1 + A1 z 1 + + AN z N
The transfer function is thus a ratio of polynomials in z. It also allows us to retrieve either the system
dierence equation or the impulse response.
REVIEW PANEL 17.12
The Transfer Function of Relaxed LTI Systems Is a Rational Function of z
Y (z) (transformed output)
H(z) = H(z) = Z{h[n]} (z-transform of impulse response)
X(z) (transformed input)
17.4 The Transfer Function 603
17.4.1 System Representation in Various Forms
A relaxed LTI system may be described in various forms: by its dierence equation, its impulse response,
or its transfer function. Given one form, it is fairly easy to obtain the others using time-domain methods
and/or frequency-domain transformations. For example, given the impulse response h[n], we can find the
transfer function from its z-transform H(z). If we express the transfer function as H(z) = Y (z)/X(z),
cross-multiplication and inverse transformation lead to the system dierence equation.
REVIEW PANEL 17.13
Three Representations of a Relaxed LTI System
Y (z)
Dierence equation: from H(z) = X(z) by cross-multiplication and inverse z-transform (IZT)
Y (z)
Transfer function: H(z) = X(z) Impulse response: h[n] = IZT{H(z)}
EXAMPLE 17.5 (System Representation in Various Forms)
(a) Let y[n] = 0.8y[n 1] + 2x[n]. We obtain its transfer function and impulse response as follows:
Y (z) 2 2z
Y (z) = 0.8z 1 Y (z) + 2X(z) H(z) = = = h[n] = 2(0.8)n u[n]
X(z) 1 0.8z 1 z 0.8
(b) Let h[n] = [n] 0.4(0.5)n u[n]. We obtain its transfer function as
0.4z 0.6z 0.5
H(z) = 1 =
z 0.5 z 0.5
We also obtain the dierence equation by expressing the transfer function as
Y (z) 0.6z 0.5 0.6 5z 1
H(z) = = or
X(z) z 0.5 1 0.5z 1
and using cross-multiplication to give
(z 0.5)Y (z) = (0.6z 0.5)X(z) or (1 0.5z 1 )Y (z) = (0.6 0.5z 1 )X(z)
The dierence equation may then be found using forward dierences or backward dierences as
y[n + 1] 0.5y[n] = 0.6x[n + 1] 0.5x[n] or y[n] 0.5y[n 1] = 0.6x[n] 0.5x[n 1]
The impulse response, the transfer function, and the dierence equation describe the same system.
17.4.2 Poles and Zeros of the Transfer Function
The transfer function of an LTI system may be expressed in factored form as
B0 + B1 z 1 + + BM z M (z z1 ) (z zM )
H(z) = =K (17.18)
1 + A1 z 1 + + AN z N (z p1 ) (z pN )
The poles of H(z) are called natural modes or natural frequencies. The poles of Y (z) = H(z)X(z)
determine the form of the system response. Clearly, the natural frequencies in H(z) will always appear in
the system response, unless they are canceled by any corresponding zeros in X(z). The zeros of H(z) may
be regarded as the (complex) frequencies that are blocked by the system. For causal systems, the number of
zeros cannot exceed the number of poles. In other words, the degree of the numerator polynomial in H(z)
cannot exceed the degree of the denominator polynomial, and the transfer function must be proper.
604 Chapter 17 The z-Transform
17.4.3 Stability of LTI Systems
In the time domain, bounded-input, bounded-output (BIBO) stability of an LTI system requires an absolutely
summable impulse response h[n]. For a causal system, this is equivalent to requiring the poles of the transfer
function H(z) to lie entirely within the unit circle in the z-plane. This equivalence stems from the following
observations:
Poles outside the unit circle (|z| > 1) lead to exponential growth even if the input is bounded.
Example: H(z) = z/(z 3) results in the growing exponential (3)n u[n].
Multiple poles on the unit circle always result in polynomial growth.
Example: H(z) = 1/[z(z 1)2 ] produces a ramp function in h[n].
Simple (non-repeated) poles on the unit circle can also lead to an unbounded response.
Example: A simple pole at z = 1 leads to H(z) with a factor z/(z 1). If X(z) also contains a pole at z = 1,
the response Y (z) will contain the term z/(z 1)2 and exhibit polynomial growth.
None of these types of time-domain terms is absolutely summable, and their presence leads to system
instability. Formally, for BIBO stability, all the poles of H(z) must lie inside (and exclude) the unit circle
|z| = 1. This is both a necessary and sucient condition for the stability of causal systems.
If a system has simple (non-repeated) poles on the unit circle, it is sometimes called marginally stable.
If a system has all its poles and zeros inside the unit circle, it is called a minimum-phase system. We
study such systems later, in this and the next chapter.
Stability of anti-causal systems: In analogy with the discussion for causal systems, the stability of
anti-causal systems requires that all the poles of H(z) lie outside, and exclude, the unit circle |z| = 1.
17.4.4 Stability and the ROC
The ROC of a stable system (be it causal, anti-causal, or two-sided) always includes the unit circle. The
various situations are illustrated in Figure 17.4.
Im[ z ] Im[ z ] Im[ z ]
ROC ROC
1 Re[ z ] 1 Re[ z ] 1 Re[ z ]
ROC
ROC (shaded) of ROC (shaded) of ROC (shaded) of
causal, stable system anti-causal, stable system two-sided, stable system
Figure 17.4 The ROC of stable systems (shown shaded) always includes the unit circle
In the time domain, a causal system requires a causal impulse response h[n] with h[n] = 0, n < 0. In the
z-domain, this is equivalent to a transfer function H(z) that is proper and whose ROC lies outside a circle
of finite radius. For stability, the poles of H(z) must lie inside the unit circle. Thus, for a system to be both
causal and stable, the ROC must include the unit circle.
The stability of an anti-causal system requires all the poles to lie outside the unit circle, and an ROC
that lies inside a circle of finite radius. Thus, for a system to be both anti-causal and stable, the ROC must
include the unit circle. Similarly, the ROC of a stable, two-sided system must be an annulus that includes
the unit circle, and all its poles must lie outside outside this annulus.
17.5 The Inverse z-Transform 605
REVIEW PANEL 17.14
The ROC of Stable LTI Systems Always Includes the Unit Circle
Stable, causal system: All the poles must lie inside the unit circle.
Stable, anti-causal system: All the poles must lie outside the unit circle.
*
Stability from impulse response: h[n] must be absolutely summable ( |h[k]| < ).
EXAMPLE 17.6 (Stability of a Recursive Filter)
z
(a) Let H(z) = .
z
If the ROC is |z| > ||, its impulse response is h[n] = n u[n], and the system is causal.
For stability, we require || < 1 (for the ROC to include the unit circle).
z
(b) Let H(z) = , as before.
z
If the ROC is |z| < ||, its impulse response is h[n] = n u[n 1], and the system is anti-causal.
For stability, we require || > 1 (for the ROC to include the unit circle).
17.5 The Inverse z-Transform
The formal inversion relation that yields x[n] from X(z) actually involves complex integration and is described
by +
1
x[n] = X(z)z n1 dz (17.19)
j2
Here, describes a clockwise contour of integration (such as the unit circle) that encloses the origin. Eval-
uation of this integral requires knowledge of complex variable theory. In this text, we pursue simpler
alternatives, which include long division and partial fraction expansion.
17.5.1 Inverse z-Transform of Finite Sequences
For finite-length sequences, X(z) has a polynomial form that immediately reveals the required sequence x[n].
The ROC can also be discerned from the polynomial form of X(z).
EXAMPLE 17.7 (Inverse Transform of Sequences)
(a) Let X(z) = 3z 1 + 5z 3 + 2z 4 . This transform corresponds to a causal sequence. We recognize x[n]
as a sum of shifted impulses given by
x[n] = 3[n 1] + 5[n 3] + 2[n 4]
This sequence can also be written as x[n] = {0, 3, 0, 5, 2}.
606 Chapter 17 The z-Transform
(b) Let X(z) = 2z 2 5z + 5z 1 2z 2 . This transform corresponds to a noncausal sequence. Its inverse
transform is written, by inspection, as
x[n] = {2, 5, 0, 5, 2}
Comment: Since X(z) = X(1/z), x[n] should possess odd symmetry. It does.
17.5.2 Inverse z-Transform by Long Division
A second method requires X(z) as a rational function (a ratio of polynomials) along with its ROC. For a
right-sided signal (whose ROC is |z| > ||), we arrange the numerator and denominator in ascending powers
of z, and use long division to obtain a power series in decreasing powers of z, whose inverse transform
corresponds to the right-sided sequence.
For a left-sided signal (whose ROC is |z| < ||), we arrange the numerator and denominator in descending
powers of z, and use long division to obtain a power series in increasing powers of z, whose inverse transform
corresponds to the left-sided sequence.
This approach, however, becomes cumbersome if more than just the first few terms of x[n] are required.
It is not often that the first few terms of the resulting sequence allow its general nature or form to be
discerned. If we regard the rational z-transform as a transfer function H(z) = P (z)/Q(z), the method of
long division is simply equivalent to finding the first few terms of its impulse response recursively from its
dierence equation.
REVIEW PANEL 17.15
Finding Inverse Transforms of X(z) = N (z)/D(z) by Long Division
Right-sided: Put N (z), D(z) in ascending powers of z. Obtain a power series in decreasing powers of z.
Left-sided: Put N (z), D(z) in descending powers of z. Obtain a power series in increasing powers of z.
EXAMPLE 17.8 (Inverse Transforms by Long Division)
z4
(a) We find the right-sided inverse of H(z) = .
1 z + z2
We arrange the polynomials in descending powers of z and use long division to get
'z 3z 4z
1 2 3
z z+1 z4
2
z 1 + z 1
3 z 1
3 + 3z 1 3z 2
4z 1 + 3z 2
4z 1 + 4z 2 4z 3
z 2 + 4z 3
This leads to H(z) = z 1 3z 2 4z 3 . The sequence h[n] can be written as
h[n] = (n 1) 3[n 2] 4[n 3] or h[n] = {0, 1, 3, 4, . . .}
17.5 The Inverse z-Transform 607
(b) We could also have found the inverse by setting up the the dierence equation corresponding to
H(z) = Y (z)/X(z), to give
y[n] y[n 1] + y[n 2] = x[n 1] 4x[n 2]
With x[n] = [n], its impulse response h[n] is
h[n] h[n 1] + h[n 2] = [n] 4[n 2]
With h[1] = h[2] = 0, (a relaxed system), we recursively obtain the first few values of h[n] as
n = 0: h[0] = h[1] h[2] + [1] 4[2] = 0 0 + 0 0 = 0
n = 1: h[1] = h[0] h[1] + [0] 4[1] = 0 0 + 1 0 = 1
n = 2: h[2] = h[1] h[0] + [1] 4[0] = 1 0 + 0 4 = 3
n = 3: h[3] = h[2] h[1] + [2] 4[1] = 3 1 + 0 + 0 = 4
These are identical to the values obtained using long division in part (a).
z4
(c) We find the left-sided inverse of H(z) = .
1 z + z2
We arrange the polynomials in descending powers of z and use long division to obtain
'4 3z + z 2
1 z + z 2 4 + z
4 + 4z 4z 2
3z + 4z 2
3z + 3z 2 3z 3
z 2 + 3z 3
z2 z3 + z4
4z 3 z 4
Thus, H(z) = 4 3z + z 2 . The sequence h[n] can then be written as
h[n] = 4[n] 3[n + 1] + [n + 2] or h[n] = {. . . , 1, 3, 4}
(d) We could also have found the inverse by setting up the the dierence equation in the form
h[n 2] = h[n 1] + [n 1] 4[n 2]
With h[1] = h[2] = 0, we can generate h[0], h[1], h[2], . . . , recursively, to obtain the same result as
in part (c).
608 Chapter 17 The z-Transform
17.5.3 Inverse z-Transform from Partial Fractions
A much more useful method for inversion of the z-transform relies on its partial fraction expansion into terms
whose inverse transform can be identified using a table of transform pairs. This is analogous to finding inverse
Laplace transforms, but with one major dierence. Since the z-transform of standard sequences in Table 17.1
involves the factor z in the numerator, it is more convenient to perform the partial fraction expansion for
Y (z) = X(z)/z rather than for X(z). We then multiply through by z to obtain terms describing X(z) in a
form ready for inversion. This also implies that, for partial fraction expansion, it is Y (z) = X(z)/z and not
X(z) that must be a proper rational function. The form of the expansion depends on the nature of the poles
(denominator roots) of Y (z). The constants in the partial fraction expansion are often called residues.
Distinct Linear Factors
If Y (z) contains only distinct poles, we express it in the form:
P (z) K1 K2 KN
Y (z) = = + + + (17.20)
(z + p1 )(z + p2 ) (z + pN ) z + p1 z + p2 z + pN
To find the mth coecient Km , we multiply both sides by (z + pm ) to get
(z + pm ) (z + pm )
(z + pm )Y (z) = K1 + + Km + + KN (17.21)
(z + p1 ) (z + pN )
With both sides evaluated at z = pm , we obtain Km as
,
,
Km = (z + pm )Y (z), (17.22)
z=pm
In general, Y (z) will contain terms with real constants and terms with complex conjugate residues, and may
be written as
K1 K2 A1 A1 A2 A2
Y (z) = + + + + + + + (17.23)
z + p1 z + p2 z + r1 z + r1 z + r2 z + r2
For a real root, the residue (coecient) will also be real. For each pair of complex conjugate roots, the
residues will also be complex conjugates, and we thus need compute only one of these.
Repeated Factors
If the denominator of Y (z) contains the repeated term (z + r)k , the partial fraction expansion corresponding
to the repeated terms has the form
A0 A1 Ak1
Y (z) = (other terms) + + ++ (17.24)
(z + r)k (z + r)k1 z+r
Observe that the constants Aj ascend in index j from 0 to k 1, whereas the denominators (z + r)n descend
in power n from k to 1. Their evaluation requires (z + r)k Y (z) and its derivatives. We successively find
, 1 d2 ,
, ,
A0 = (z + r)k Y (z), A2 = [(z + r)k
Y (z)],
z=r 2! dz 2 z=r
(17.25)
d , 1 d n ,
, ,
A1 = [(z + r) Y (z)],
k
An = [(z + r) Y (z)],
k
dz z=r n! dz n z=r
Even though this process allows us to find the coecients independently of each other, the algebra in finding
the derivatives can become tedious if the multiplicity k of the roots exceeds 2 or 3. Table 17.3 lists some
transform pairs useful for inversion by partial fractions.
17.5 The Inverse z-Transform 609
Table 17.3 Inverse z-Transform of Partial Fraction Expansion (PFE) Terms
Entry PFE Term X(z) Causal Signal x[n], n 0
Note: For anti-causal sequences, we get the signal x[n]u[n 1] where x[n] is as listed.
z
1 n
z
z
2 n(n1)
(z )2
z n(n 1) (n N + 1) (nN )
3 (N > 1)
(z )N +1 N!
4 z(C + jD) z(C jD) 2n [C cos(n) D sin(n)]
+
z ej z ej
5 zK zK 2Kn cos(n + )
+
z ej z ej
z(C + jD) z(C jD) " #
6 + 2nn1 C cos[(n 1)] D sin[(n 1)]
(z ej )2 (z ej )2
7 zK zK 2Knn1 cos[(n 1) + ]
+
(z ej )2 (z ej )2
8 zK zK n(n 1) (n N + 1) (nN )
+ 2K cos[(n N ) + ]
(z e )
j N +1 (z ej )N +1 N!
REVIEW PANEL 17.16
Partial Fraction Expansion of Y (z) = X(z)/z Depends on Its Poles (Denominator Roots)
-N N
!
P (z) Km
Distinct roots: Y (z) = = , where Km = (z + pm )Y (z)|z=pm
m=1
z + pm m=1
z + pm
-
N
!
N
!
k1 ,
1 P (z) Km An 1 dn ,
Repeated: = + k
, where An = [(z + r) Y (z)],
(z + r)k z + pm z + pm (z + r)kn n! dz n z=r
m=1 m=1 n=0
EXAMPLE 17.9 (Inverse Transform of Right-Sided Signals)
1
(a) (Non-Repeated Roots) We find the inverse of X(z) = .
(z 0.25)(z 0.5)
X(z)
We first form Y (z) = , and expand Y (z) into partial fractions, to obtain
z
X(z) 1 8 16 8
Y (z) = = = +
z z(z 0.25)(z 0.5) z z 0.24 z 0.5
Multiplying through by z, we get
16z 8z
X(z) = 8 + x[n] = 8[n] 16(0.25)n u[n] + 8(0.5)n u[n]
z 0.25 z 0.5
610 Chapter 17 The z-Transform
Its first few samples, x[0] = 0, x[1] = 0, x[2] = 1, and x[3] = 0.75 can be checked by long division.
Comment: An alternate approach (not recommended) is to expand X(z) itself as
4 4
X(z) = + x[n] = 4(0.25)n1 u[n 1] + 4(0.5)n1 u[n 1]
z 0.25 z 0.5
Its inverse requires the shifting property. This form is functionally equivalent to the previous case. For
example, we find that x[0] = 0, x[1] = 0, x[2] = 1, and x[3] = 0.25, as before.
z
(b) (Repeated Roots) We find the inverse of X(z) = .
(z 1)2 (z 2)
X(z)
We obtain Y (z) = , and set up its partial fraction expansion as
z
X(z) 1 A K0 K1
Y (z) = = = + +
z (z 1)2 (z 2) z 2 (z 1)2 z1
The constants in the partial fraction expansion are
, , ( ),
1 ,
, 1 ,, d 1 ,
,
A= = 1 K0 = = 1 K1 = = 1
(z 1)2 ,z=2 z 2 ,z=1 dz z 2 ,z=1
Substituting into Y (z) and multiplying through by z, we get
z z z
X(z) = x[n] = (2)n u[n] nu[n] u[n] = (2n n 1)u[n]
z 2 (z 1)2 z1
The first few values x[0] = 0, x[1] = 0, x[2] = 1, x[3] = 4, and x[4] = 11 can be easily checked by long
division.
z 2 3z
(c) (Complex Roots) We find the inverse of X(z) = .
(z 2)(z 2 2z + 2)
X(z)
We set up the partial fraction expansion for Y (z) = as
z
X(z) z3 A K K
Y (z) = = = + +
z (z 2)(z 2 2z + 2) z2 z1j z1+j
We evaluate the constants A and K, to give
, ,
z 3 ,, z3 ,
,
A= 2 , = 0.5 K= = 0.25 j0.75
z 2z + 2 z=2 (z 2)(z 1 + j) ,z=1+j
Substituting into the expression for Y (z), and multiplying through by z, we get
0.5 (0.25 j0.75)z (0.25 + j0.75)z
X(z) = + +
z2 z1j z1+j
17.5 The Inverse z-Transform 611
We note that (z 1 j) = (z 2ej/4 ). From Table 17.3 (entry 4), the constant associated with this
factor is K = C + jD = 0.25 j0.75. Thus, C = 0.25, D = 0.75, and
x[n] = 0.5(2)n u[n] + 2( 2)n [0.25 cos( n
4 ) + 0.75 sin( 4 )]u[n]
n
Alternatively, with 0.25 j0.25 = 0.7906 71.56 , Table 17.3 (entry 5) also gives
x[n] = 0.5(2)n u[n] + 2(0.7906)( 2)n cos( n
4 71.56 )
The two forms, of course, are identical. Which one we pick is a matter of personal preference.
z
(d) (Inverse Transform of Quadratic Forms) We find the inverse of X(z) = .
z2 + 4
Bz sin
One way is partial fractions. Here, we start with Bn sin(n)u[n] 2 .
z 2z cos + 2
Comparing denominators, 2 = 4, and thus = 2. Let us pick = 2.
We also have 2 cos = 0. Thus, = /2.
Finally, comparing numerators, Bz sin = z or B = 0.5. Thus,
x[n] = 0.5(2)n sin(n/2)u[n]
Comment: Had we picked = 2, we would still have come out with the same answer.
z2 + z
(e) (Inverse Transform of Quadratic Forms) Let X(z) = . We start with
z2 2z + 4
A(z 2 z cos ) Bz sin
An cos(n)u[n] Bn cos(n)u[n]
z 2 2z cos + 2 z2 2z cos + 2
Comparing denominators, we find = 2. Then, 2 cos = 2, and thus cos = 0.5 or = /3.
Now, A(z 2 z cos ) = A(z 2 z) and Bz sin = Bz 3. We express the numerator of X(z) as
a sum
of these forms to get z 2 + z = (z 2 z) + 2z = (z 2 z) + (2/ 3)(z 3) (with A = 1 and
B = 2/ 3 = 1.1547). Thus,
x[n] = (2)n cos( n
3 )u[n] + 1.1547(2) sin( 3 )u[n]
n n
17.5.4 The ROC and Inversion
We have so far been assuming right-sided sequences when no ROC is given. Only when the ROC is specified
do we obtain a unique sequence from X(z). Sometimes, the ROC may be specified indirectly by requiring
the system to be stable, for example. Since the ROC of a stable system includes the unit circle, this gives
us a clue to the type of inverse we require.
612 Chapter 17 The z-Transform
EXAMPLE 17.10 (Inversion and the ROC)
z
(a) Find all possible inverse transforms of X(z) = .
(z 0.25)(z 0.5)
X(z) 4z 4z
The partial fraction expansion of Y (z) = leads to X(z) = + .
z z 0.25 z 0.5
1. If the ROC is |z| > 0.5, x[n] is causal and stable, and we obtain
x[n] = 4(0.25)n u[n] + 4(0.5)n u[n]
2. If the ROC is |z| < 0.25, x[n] is anti-causal and unstable, and we obtain
x[n] = 4(0.25)n u[n 1] 4(0.5)n u[n 1]
3. If the ROC is 0.25 < |z| < 0.5, x[n] is two-sided and unstable. This ROC is valid only if z0.25
4z
describes a causal sequence (ROC |z| > 0.25), and z0.5
4z
describes an anti-causal sequence (ROC
|z| < 0.5). With this in mind, we obtain
x[n] = 4(0.25)n u[n] 4(0.5)n u[n 1]
. /0 1 . /0 1
ROC: |z|>0.25 ROC: |z|<0.5
(b) Find the unique inverse transforms of the following, assuming each system is stable:
z 2.5z z
H1 (z) = H2 (z) = H3 (z) =
(z 0.4)(z + 0.6) (z 0.5)(z + 2) (z 2)(z + 3)
Partial fraction expansion leads to
z z z z z z
H1 (z) = H2 (z) = H3 (z) =
z 0.4 z + 0.6 z 0.5 z + 2 z2 z+3
To find the appropriate inverse, the key is to recognize that the ROC must include the unit circle.
Looking at the pole locations, we see that
H1 (z) is stable if its ROC is |z| > 0.6.
Its inverse is causal, with h1 [n] = (0.4)n u[n] (0.6)n u[n].
H2 (z) is stable if its ROC is 0.5 < |z| < 2.
Its inverse is two-sided, with h2 [n] = (0.5)n u[n] + (2)n u[n 1].
H3 (z) is stable if its ROC is |z| < 2.
Its inverse is anti-causal, with h3 [n] = (2)n u[n 1] + (3)n u[n 1].
17.6 The One-Sided z-Transform 613
17.6 The One-Sided z-Transform
The one-sided z-transform is particularly useful in the analysis of causal LTI systems. It is defined by
!
X(z) = x[k]z k (one-sided z-transform) (17.26)
k=0
The lower limit of zero in the summation implies that the one-sided z-transform of an arbitrary signal x[n]
and its causal version x[n]u[n] are identical. Most of the properties of the two-sided z-transform also apply
to the one-sided version.
REVIEW PANEL 17.17
The Scaling, Times-n, and Convolution Properties of the One-Sided z-Transform
dX(z)
n x[n] X(z/) nx[n] z x[n] h[n] X(z)H(z)
dz
However, the shifting property of the two-sided z-transform must be modified for use with right-sided (or
causal) signals that are nonzero for n < 0. We also develop new properties, such as the initial value theorem
and the final value theorem, that are unique to the one-sided z-transform. These properties are summarized
in Table 17.4.
Table 17.4 Properties Unique to the One-Sided z-Transform
Property Signal One-Sided z-Transform
Right shift x[n 1] z 1 X(z) + x[1]
x[n 2] z 2 X(z) + z 1 x[1] + x[2]
x[n N ] z N X(z) + z (N 1) x[1] + z (N 2) x[2] + + x[N ]
Left shift x[n + 1] zX(z) zx[0]
x[n + 2] z 2 X(z) z 2 x[0] zx[1]
x[n + N ] z N X(z) z N x[0] z N 1 x[1] zx[N 1]
Switched X1 (z)
xp [n]u[n] (x1 [n] is the first period of xp [n])
periodic 1 z N
Initial value theorem: x[0] = lim X(z)
z
Final value theorem: lim x[n] = lim (z 1)X(z)
n z1
EXAMPLE 17.11 (Properties of the One-Sided z-Transform)
(a) Find the z-transform of x[n] = n(4)0.5n u[n].
2z
We rewrite this as x[n] = n(2)n u[n] to get X(z) = .
(z 2)2
614 Chapter 17 The z-Transform
(b) Find the z-transform of x[n] = (2)n+1 u[n 1].
z 1 (4z) 4
We rewrite this as x[n] = (2)2 (2)n1 u[n 1] to get X(z) = = .
z2 z2
4z
(c) Let x[n] = X(z), with ROC: |z| > 0.5. Find the z-transform of the signals h[n] = nx[n]
(z + 0.5)2
and y[n] = x[n] x[n].
By the times-n property, we have H(z) = zX (z), which gives
( )
8z 4 4z 2 2z
H(z) = z + =
(z + 0.5)3 (z + 0.5)2 (z + 0.5)3
16z 2
By the convolution property, Y (z) = X 2 (z) = .
(z + 0.5)4
(d) Let (4)n u[n] = X(z). Find the signal corresponding to F (z) = X 2 (z) and G(z) = X(2z).
By the convolution property, f [n] = (4)n u[n] (4)n u[n] = (n + 1)(4)n u[n].
By the scaling property, G(z) = X(2z) = X(z/0.5) corresponds to the signal g[n] = (0.5)n x[n].
Thus, we have g[n] = (2)n u[n].
17.6.1 The Right-Shift Property of the One-Sided z-Transform
The one-sided z-transform of a sequence x[n] and its causal version x[n]u[n] are identical. A right shift of
x[n] brings samples for n < 0 into the range n 0, as illustrated in Figure 17.5, and leads to the z-transforms
x[n 1] z 1 X(z) + x[1] x[n 2] z 2 X(z) + z 1 x[1] + x[2] (17.27)
x [n] Shift x [n 1] x [n 2]
Shift
x [1] x [1] x [1]
x [2] right x [2] right x [2]
n n n
2 1 1 2 1 1 2 3 1 2 3 4
X(z) x [1] + z1 X(z) x [2] + z1 x [1] + z2 X(z)
Figure 17.5 Illustrating the right-shift property of the one-sided z-transform
These results generalize to
x[n N ] z NX(z) + z (N 1) x[1] + z (N 2) x[2] + + x[N ] (17.28)
For causal signals (for which x[n] = 0, n < 0), this result reduces to x[n N ] z NX(z).
17.6 The One-Sided z-Transform 615
REVIEW PANEL 17.18
The Right-Shift Property of the One-Sided z-Transform
x[n 1] z 1 X(z) + x[1] x[n 2] z 2 X(z) + z 1 x[1] + x[2]
17.6.2 The Left-Shift Property of the One-Sided z-Transform
A left shift of x[n]u[n] moves samples for n 0 into the range n < 0, and these samples no longer contribute
to the z-transform of the causal portion, as illustrated in Figure 17.6.
x [n] x [n +1] x [n +2 ]
x [1]
x [1] Shift x [0] x [1] Shift x [0]
x [0]
n left n left n
1 2 3 1 1 2 2 1 1
X(z) z x [0] + zX(z) z 2 x [0] z x [1] + z 2 X(z)
Figure 17.6 Illustrating the left-shift property of the one-sided z-transform
This leads to the z-transforms
x[n + 1] zX(z) zx[0] x[n + 2] z 2 X(z) z 2 x[0] zx[1] (17.29)
By successively shifting x[n]u[n] to the left, we obtain the general relation
X[n + N ] z NX(z) z Nx[0] z N 1 x[1] zx[N 1] (17.30)
The right-shift and left-shift properties of the one-sided z-transform form the basis for finding the response
of causal LTI systems with nonzero initial conditions.
REVIEW PANEL 17.19
The Left-Shift Property of the One-Sided z-Transform
x[n + 1] zX(z) zx[0] x[n + 2] z 2 X(z) z 2 x[0] zx[1]
EXAMPLE 17.12 (Using the Shift Properties)
(a) Using the right-shift property and superposition, we obtain the z-transform of the first dierence of
x[n] as
y[n] = x[n] x[n 1] X(z) z 1 X(z) = (1 z 1 )X(z)
(b) Consider the signal x[n] = n . Its one-sided z-transform is identical to that of n u[n] and equals
X(z) = z/(z ). If y[n] = x[n 1], the right-shift property, with N = 1, yields
1
Y (z) = z 1 X(z) + x[1] = + 1
z
The additional term 1 arises because x[n] is not causal.
616 Chapter 17 The z-Transform
(c) (The Left-Shift Property)
Consider the shifted step u[n + 1]. Its one-sided z-transform should be identical to that of u[n] since
u[n] and u[n + 1] are identical for n 0.
With u[n] z/(z 1) and u[0] = 1, the left-shift property gives
z2 z
u[n + 1] zU (z) zu[0] = z =
z1 z1
(d) With y[n] = n u[n] z/(z ) and y[0] = 1, the left-shift property gives
( )
z z
y[n + 1] = n+1 u[n + 1] z z =
z z
17.6.3 The Initial Value Theorem and Final Value Theorem
The initial value theorem and final value theorem apply only to the one-sided z-transform and the proper
part X(z) of a rational z-transform.
REVIEW PANEL 17.20
The Initial Value Theorem and Final Value Theorem for the One-Sided z-Transform
Initial value: x[0] = lim X(z) Final value: x[] = lim (z 1)X(z)
z z1
Final value theorem is meaningful only if: Poles of (z 1)X(z) are inside unit circle.
With X(z) described by x[0] + x[1]z 1 + x[2]z 2 + , it should be obvious that only x[0] survives as
z and the initial value equals x[0] = lim X(z).
z
To find the final value, we evaluate (z 1)X(z) at z = 1. It yields meaningful results only when the poles
of (z 1)X(z) have magnitudes smaller than unity (lie within the unit circle in the z-plane). As a result:
1. x[] = 0 if all poles of X(z) lie within the unit circle (since x[n] will then contain only exponentially
damped terms).
2. x[] is constant if there is a single pole at z = 1 (since x[n] will then include a step).
3. x[] is indeterminate if there are complex conjugate poles on the unit circle (since x[n] will then
include sinusoids). The final value theorem can yield absurd results if used in this case.
EXAMPLE 17.13 (Initial and Final Value Theorems)
z(z 2)
Let X(z) = . We then find
(z 1)(z 0.5)
1 2z 1
The initial value: x[0] = lim X(z) = lim =1
z z (1 z 1 )(1
0.5z 1 )
z(z 2)
The final value: lim x[n] = lim (z 1)X(z) = lim = 2
n z1 z1 z 0.5
17.6 The One-Sided z-Transform 617
17.6.4 The z-Transform of Switched Periodic Signals
Consider a causal signal x[n] = xp [n]u[n] where xp [n] is periodic with period N . If x1 [n] describes the first
period of x[n] and has the z-transform X1 (z), then the z-transform of x[n] can be found as the superposition
of the z-transform of the shifted versions of x1 [n]:
X(z) = X1 (z) + z NX1 (z) + z 2NX1 (z) + = X1 (z)[1 + z N + z 2N + ] (17.31)
Expressing the geometric series in closed form, we obtain
1 zN
X(z) = X1 (z) = X1 (z) (17.32)
1 z N zN 1
REVIEW PANEL 17.21
The z-Transform of a Switched Periodic Signal xp [n]u[n] with Period N
X1 (z)
X(z) = (X1 (z) is z-transform of first period x1 [n])
1 z N
EXAMPLE 17.14 (z-Transform of Switched Periodic Signals)
(a) Find the z-transform of a periodic signal whose first period is x1 [n] = {0, 1, 2}.
The period of x[n] is N = 3. We then find the z-transform of x[n] as
X1 (z) z 1 2z 2
X(z) = =
1z N 1 z 3
(b) Find the z-transform of x[n] = sin(0.5n)u[n].
The digital frequency of x[n] is F = 14 . So N = 4. The first period of x[n] is x1 [n] = {0, 1, 0, 1}.
The z-transform of x[n] is thus
X1 (z) z 1 z 3 z 1
X(z) = = =
1z N 1z 4 1 + z 2
2 + z 1
(c) Find the causal signal corresponding to X(z) = .
1 z 3
Comparing with the z-transform for a switched periodic signal, we recognize N = 3 and X1 (z) = 2z 1 .
Thus, the first period of x[n] is {2, 1, 0}.
z 1
(d) Find the causal signal corresponding to X(z) = .
1 + z 3
We first rewrite X(z) as
(z 1 )(1 z 3 ) z 1 z 4
X(z) = =
(1 + z )(1 z )
3 3 1 z 6
Comparing with the z-transform for a switched periodic signal, we recognize the period as N = 6, and
X1 (z) = z 1 z 4 . Thus, the first period of x[n] is {0, 1, 0, 0, 1, 0}.
618 Chapter 17 The z-Transform
17.7 The z-Transform and System Analysis
The one-sided z-transform serves as a useful tool for analyzing LTI systems described by dierence equations
or transfer functions. The key is of course that the solution methods are much simpler in the transformed
domain because convolution transforms to a multiplication. Naturally, the time-domain response requires
an inverse transformation, a penalty exacted by all methods in the transformed domain.
17.7.1 Systems Described by Dierence Equations
For a system described by a dierence equation, the solution is based on transformation of the dierence
equation using the shift property and incorporating the eect of initial conditions (if present), and subsequent
inverse transformation using partial fractions to obtain the time-domain response. The response may be
separated into its zero-state component (due only to the input), and zero-input component (due to the
initial conditions), in the z-domain itself.
REVIEW PANEL 17.22
Solving Dierence Equations Using the z-Transform
Relaxed system: Transform the dierence equation, then find Y (z) and its inverse.
Not relaxed: Transform using the shift property and initial conditions. Find Y (z) and its inverse.
EXAMPLE 17.15 (Solution of Dierence Equations)
(a) Solve the dierence equation y[n] 0.5y[n 1] = 2(0.25)n u[n] with y[1] = 2.
Transformation using the right-shift property yields
2z z(z + 0.25)
Y (z) 0.5{z 1 Y (z) + y[1]} = Y (z) =
z 0.25 (z 0.25)(z 0.5)
Y (z) z + 0.25 2 3
We use partial fractions to get = = + .
z (z 0.25)(z 0.5) z 0.25 z 0.5
Multiplying through by z and taking inverse transforms, we obtain
2z 3z
Y (z) = + y[n] = [2(0.25)n + 3(0.5)n ]u[n]
z 0.25 z 0.5
(b) Let y[n + 1] 0.5y[n] = 2(0.25)n+1 u[n + 1] with y[1] = 2.
We transform the dierence equation using the left-shift property. The solution will require y[0].
By recursion, with n = 1, we obtain y[0] 0.5y[1] = 2 or y[0] = 2 + 0.5y[1] = 2 1 = 1.
Let x[n] = (0.25)n u[n]. Then, by the left-shift property x[n + 1] zX(z) zx[0] (with x[0] = 1),
( )
z 0.25z
(0.25)n+1 u[n + 1] z z =
z 0.25 z 0.25
We now transform the dierence equation using the left-shift property:
0.5z z(z + 0.25)
zY (z) zy[0] 0.5Y (z) = Y (z) =
z 0.25 (z 0.25)(z 0.5)
This is identical to the result of part (a), and thus y[n] = 2(0.25)n + 3(0.5)n , as before.
Comment: By time invariance, this represents the same system as in part (a).
17.7 The z-Transform and System Analysis 619
(c) (Zero-Input and Zero-State Response) Let y[n] 0.5y[n 1] = 2(0.25)n u[n], with y[1] = 2.
Upon transformation using the right-shift property, we obtain
2z 2z
Y (z) 0.5{z 1 Y (z) + y[1]} = (1 0.5z 1 )Y (z) = 1
z 0.25 z 0.25
1. Zero-state response: For the zero-state response, we assume zero initial conditions to obtain
2z 2z 2
(1 0.5z 1 )Yzs (z) = Yzs (z) =
z 0.25 (z 0.25)(z 0.5)
Upon partial fraction expansion, we obtain
Yzs (z) 2z 2 4
= = +
z (z 0.25)(z 0.5) z 0.25 z 0.5
Multiplying through by z and inverse transforming the result, we get
2z 4z
Yzs (z) = + yzs [n] = 2(0.25)n u[n] + 4(0.25)n u[n]
z 0.25 z 0.5
2. Zero-input response: For the zero-input response, we assume zero input (the right-hand side)
and use the right-shift property to get
z
Yzi (z) 0.5{z 1 Yzi (z) + y[1]} = 0 Yzi (z) =
z 0.5
This is easily inverted to give yzi [n] = ( 12 )n u[n].
3. Total response: We find the total response as
y[n] = yzs [n] + yzi [n] = 2(0.25)n u[n] + 3(0.5)n u[n]
17.7.2 Systems Described by the Transfer Function
The response Y (z) of a relaxed LTI system equals the product X(z)H(z) of the transformed input and the
transfer function. It is often much easier to work with the transfer function description of a linear system.
If we let H(z) = N (z)/D(z), the zero-state response Y (z) of a relaxed system to an input X(z) may be
expressed as Y (z) = X(z)H(z) = X(z)N (z)/D(z). If the system is not relaxed, the initial conditions result
in an additional contribution, the zero-input response Yzi (z), which may be written as Yzi (z) = Nzi (z)/D(z).
To evaluate Yzi (z), we first set up the system dierence equation, and then use the shift property to transform
it in the presence of initial conditions.
REVIEW PANEL 17.23
System Analysis Using the Transfer Function
Zero-state response: Evaluate Y (z) = X(z)H(z) and take inverse transform.
Zero-input response: Find dierence equation. Transform this using the shift property and initial
conditions. Find the response in the z-domain and take inverse transform.
620 Chapter 17 The z-Transform
EXAMPLE 17.16 (System Response from the Transfer Function)
3z
(a) (A Relaxed System) Let H(z) = . To find the zero-state response of this system to
z 0.4
z
x[n] = (0.4)n u[n], we first transform the input to X(z) = . Then,
z 0.4
3z 2
Y (z) = H(z)X(z) = y[n] = 3(n + 1)(0.4)n u[n]
(z 0.4)2
4z
(b) (Step Response) Let H(z) = .
z 0.5
z
To find its step response, we let x[n] = u[n]. Then X(z) = , and the output equals
z1
2 32 3
4z z 4z 2
Y (z) = H(z)X(z) = =
z 0.5 z1 (z 1)(z 0.5)
Using partial fraction expansion of Y (z)/z, we obtain
Y (z) 4z 8 4
= =
z (z 1)(z 0.5) z 0.5 z 1
Thus,
8z 4z
Y (z) = y[n] = 8u[n] (0.5)n u[n]
z 0.5 z 1
The first term in y[n] is the steady-state response, which can be found much more easily as described
shortly in Section 17.8.1.
z2
(c) (A Second-Order System) Let H(z) = . Let the input be x[n] = 4u[n] and the initial
z2 16 z 16
conditions be y[1] = 0, y[2] = 12.
1. Zero-state and zero-input response: The zero-state response is found directly from H(z) as
4z 3 4z 3
Yzs (z) = X(z)H(z) = =
(z 2 1
6z 6 )(z 1)
1
(z 2 )(z + 13 )(z 1)
1
Partial fractions of Yzs (z)/z and inverse transformation give
2.4z 0.4z 6z
Yzs (z) = + + yzs [n] = 2.4( 21 )n u[n] + 0.4( 31 )n u[n] + 6u[n]
z 12 z + 13 z1
To find the zero-input response, we first set up the dierence equation. We start with
Y (z) z2
H(z) = = 2 1 , or (z 2 16 z 16 )Y (z) = z 2 X(z). This gives
X(z) z 6 z 16
[1 16 z 1 16 z 2 ]Y (z) = X(z) y[n] 16 y[n 1] 16 y[n 2] = x[n]
17.8 Frequency Response 621
We now assume x[n] = 0 (zero input) and transform this equation, using the right-shift property,
to obtain the zero-input response from
Yzi (z) 16 {z 1 Yzi (z) + y[1]} 16 {z 2 Yzi (z) + z 1 y[1] + y[2]} = 0
With y[1] = 0 and y[2] = 12, this simplifies to
2z 2 2z 2
Yzi (z) = =
z2 16 z 1
6 (z 2 )(z
1
+ 13 )
Partial fraction expansion of Yzi (z)/z and inverse transformation lead to
0.75z 0.8z
Yzi (z) = + yzi [n] = 1.2( 21 )n u[n] + 0.8( 31 )n u[n]
z 12 z + 13
Finally, we find the total response as
y[n] = yzs [n] + yzi [n] = 1.2( 12 )n u[n] + 1.2( 31 )n u[n] + 6u[n]
2. Natural and forced response: By inspection, the natural and forced components of y[n] are
yN [n] = 1.2( 21 )n u[n] + 1.2( 31 )n u[n] yF [n] = 6u[n]
Comment: Alternatively, we could transform the system dierence equation to obtain
4z
Y (z) 16 {z 1 Y (z) + y[1]} 16 {z 2 Y (z) + z 1 y[1] + y[2]} =
z1
This simplifies to
z 2 (6z 2) 1.2z 1.2z 6z
Y (z) = 1 = 1 + 1 + z1
(z 1)(z 6 z 6 )
2 1
z2 z+3
The steady-state response corresponds to terms of the form z/(z 1) (step functions). For this
example, YF (z) = z1
6z
and yF [n] = 6u[n].
Since the poles of (z 1)Y (z) lie within the unit circle, yF [n] can also be found by the final value
theorem:
z 2 (6z 2)
yF [n] = lim (z 1)Y (z) = lim 2 1 =6
z1 z1 z z 1
6 6
17.8 Frequency Response
If the transfer function H(z) of a linear system is evaluated for values of z = ej2F = ej (on the unit circle),
we obtain the steady-state transfer function or frequency response, Hp (F ), of the system. This is
just the DTFT of the impulse response h[n]. The quantity = 2F describes the angular orientation.
Figure 17.7 shows how the values of z, , and F are related on the unit circle.
In analogy with the Laplace transform, Hp (F ) describes the response of a system to discrete-time har-
monics. Since Hp (F ) is complex, it can be written as
Hp (F ) = |Hp (F )| (F ) = |Hp (F )|ej(F ) (17.33)
622 Chapter 17 The z-Transform
Recall that Hp (F ) is periodic with period 1 and, for real h[n], shows conjugate symmetry over the principal
period (0.5, 0.5). This implies that Hp (F ) = Hp (F ), |Hp (F )| is even symmetric and (F ) is odd
symmetric. Since Hp (F ) and H(z) are related by z = ej2F = ej , the frequency response Hp (F ) at F = 0
(or = 0) is equivalent to evaluating H(z) at z = 1, and the response Hp (F ) at F = 0.5 (or = ) is
equivalent to evaluating H(z) at z = 1.
, , , , , ,
Hp (F ),
F =0
= Hp (), = H(z),
=0 z=1
Hp (F ), = Hp (),
F =0.5
= H(z), =
(17.34)
z=1
The frequency response is useful primarily for stable systems for which the natural response does, indeed,
decay with time.
Im[ z ]
F=0.25 = /2
z= j
z = e j
F=0.5 z= 1 =2 F F=0 Re[ z ]
= z =1 =0
Unit circle
|z | = 1
z= j
F=0.25 = /2
Figure 17.7 Relating the variables z, F , and through the unit circle
REVIEW PANEL 17.24
The Frequency Response Is the z-Transform Evaluated on the Unit Circle
, ,
It corresponds to the DTFT: Hp (F ) = H(z),z=ej2F or Hp () = H(z),z=ej
EXAMPLE 17.17 (Frequency Response of a Recursive Filter)
Let y[n] = y[n 1] + x[n], 0 < < 1. To find its frequency response, we transform the dierence equation
and find H(z) as
Y (z) 1
H(z) = =
X(z) 1 z 1
Next, we let z = ej2F and evaluate Hp (F ) as
1 1
Hp (F ) = =
1 ej2F 1 cos(2F ) + j sin(2F )
The magnitude and phase of Hp (F ) then equal
( )1/2 ( )
1 1 cos(2F )
|Hp (F )| = (F ) = tan1
1 2 cos(2F ) + 2 sin(2F )
17.8 Frequency Response 623
Typical plots of the magnitude and phase are shown in Figure E17.17 over the principal period (0.5, 0.5).
Note the conjugate symmetry (even symmetry of |Hp (F )| and odd symmetry of (F )).
Magnitude
Phase
0.5 F
0.5
F
0.5 0.5
Figure E17.17 Magnitude and phase of Hp (F ) for Example 17.17
17.8.1 The Steady-State Response to Harmonic Inputs
The everlasting discrete-time harmonic ej2nF0 is an eigensignal of discrete-time LTI systems. The response
is also a harmonic H0 ej(2nF0 +0 ) at the input frequency F0 whose magnitude H0 and phase 0 correspond
to the system function Hp (F0 ) = H0 0 evaluated at the input frequency F = F0 . Eulers relation and
superposition generalizes this result to sinusoidal inputs. To find the steady-state response yss [n] of an LTI
system to the sinusoid x[n] = A cos(2nF0 + ), we evaluate Hp (F0 ) = H0 0 (at the input frequency F0 )
and obtain yss [n] = AH0 cos(2nF0 + + 0 ). If the input consists of harmonics at dierent frequencies, we
use superposition of the individual time-domain responses.
We can also find the steady-state component from the total response (using z-transforms), but this defeats
the whole purpose if all we are after is the steady-state response.
REVIEW PANEL 17.25
Finding the Steady-State Response of an LTI System to a Sinusoidal Input
Input: x[n] = A cos(2nF0 + ) Transfer function: Evaluate H(z) at z = ej2F0 as H0 0 .
Steady-state output: y[n] = AH0 cos(2nF0 + + 0 )
EXAMPLE 17.18 (Steady-State Response of a Recursive Filter)
(a) Let y[n] = 0.5y[n 1] + x[n]. We find its steady-state response to x[n] = 10 cos(0.5n + 60 ).
First, we find Hp (F ) from H(z) as
,
1 , 1
H(z) = Hp (F ) = H(z),, =
1 0.5z 1 z=ej 1 0.5ej2F
Next, we first evaluate Hp (F ) at the input frequency F = 0.25
1 1
Hp (0.25) = = = 0.89443 26.6
1 0.5ej2/4 1 + j0.5
Then, yss [n] = 10(0.89443)cos(0.5n + 60 26.6 ) = 8.9443 cos(0.5n + 33.4 ).
2z 1
(b) Let H(z) = . We find its steady-state response to x[n] = 6u[n].
z 2 + 0.5z + 0.5
Since the input is a constant for n 0, the input frequency F = 0 corresponds to z = ej2F = 1.
,
We thus require H(z), z=1
= 0.5. Then, yss [n] = (6)(0.5) = 3.
Of course, in either part, the total response would require more laborious methods, but the steady-state
component would turn out to be just what we found here.
624 Chapter 17 The z-Transform
17.9 Connections
The z-transform may be viewed as a generalization of the DTFT to complex frequencies. The DTFT describes
a signal as a sum of weighted harmonics, or complex exponentials. However, it cannot handle exponentially
growing signals, and it cannot handle initial conditions in system analysis. The z-transform overcomes these
shortcomings by using exponentially weighted harmonics in its definition.
!
!
!
& 'k
Xp () = x[n]ejn X(z) = x[n] rej = x[n]z n
k= k= k=
A lower limit of zero defines the one-sided Laplace transform and applies to causal signals, permitting the
analysis of systems with arbitrary initial conditions to arbitrary inputs.
Many properties of the z-transform and the DTFT show correspondence. However, the shifting property
for the one-sided z-transform must be modified to account for initial values. Due to the presence of the
convergence factor rk , the z-transform X(z) of x[n] no longer displays the conjugate symmetry present in
its DTFT. Since z = rej2F = rej is complex, the z-transform may be plotted as a surface in the z-plane.
The DTFT (with z = ej2F = ej ) is just the cross section of this surface along the unit circle (|z| = 1).
17.9.1 Relating the z-Transform and DTFT
For absolutely summable signals, the DTFT is simply the one-sided z-transform with z = ej2F . The DTFT
of signals that are not absolutely summable almost invariably contains impulses. However, for such signals,
the z-transform equals just the non-impulsive portion of the DTFT, with z = ej2F . In other words, for
absolutely summable signals we can always find their z-transform from the DTFT, but we cannot always
find their DTFT from the z-transform.
REVIEW PANEL 17.26
Relating the z-Transform and the DTFT
From X(z) to DTFT: If x[n] is absolutely summable, simply replace z by ej2F (or ej ).
From DTFT to X(z): Delete impulsive terms in DTFT and replace ej2F (or ej ) by z.
EXAMPLE 17.19 (The z-Transform and DTFT)
1
(a) The signal x[n] = n u[n], || < 1, is absolutely summable. Its DTFT equals Xp (F ) = .
1 ej2F
1 z
We can find the z-transform of x[n] from its DTFT as X(z) = = . We can also find
1 z 1 z
the DTFT from the z-transform by reversing the steps.
1
(b) The signal x[n] = u[n] is not absolutely summable. Its DTFT is Xp (F ) = + 0.5(F ).
1 ej2F
We can find the z-transform of u[n] as the impulsive part in the DTFT, with e j2F
= z, to give
1 z
X(z) = = . However, we cannot recover the DTFT from its z-transform in this case.
1 z 1 z1
Chapter 17 Problems 625
CHAPTER 17 PROBLEMS
DRILL AND REINFORCEMENT
17.1 (The z-Transform of Sequences) Use the defining relation to find the z-transform and its region
of convergence for the following:
(a) x[n] = {1, 2, 3, 2, 1} (b) x[n] = {1, 2, 0, 2, 1}
(c) x[n] = {1, 1, 1, 1} (d) x[n] = {1, 1, 1, 1}
17.2 (z-Transforms) Find the z-transforms and specify the ROC for the following:
(a) x[n] = (2)n+2 u[n] (b) x[n] = n(2)0.2n u[n]
(c) x[n] = (2)n+2 u[n 1] (d) x[n] = n(2)n+2 u[n 1]
(e) x[n] = (n + 1)(2)n u[n] (f ) x[n] = (n 1)(2)n+2 u[n]
17.3 (z-Transforms) Find the z-transforms and specify the ROC for the following:
(a) x[n] = cos( n
4 4 )u[n]
(b) x[n] = (0.5)n cos( n 4 )u[n]
(c) x[n] = (0.5) cos( n
n
4 4 )u[n]
(d) x[n] = ( 13 )n (u[n] u[n 4])
(e) x[n] = n(0.5) cos( 4 )u[n]
n n
(f ) x[n] = [(0.5)n (0.5)n ]nu[n]
17.4 (Two-Sided z-Transform) Find the z-transform X(z) and its ROC for the following:
(a) x[n] = u[n 1] (b) x[n] = (0.5)n u[n 1]
(c) x[n] = (0.5)|n| (d) x[n] = u[n 1] + ( 31 )n u[n]
(e) x[n] = (0.5)n u[n 1] + ( 13 )n u[n] (f ) x[n] = (0.5)|n| + (0.5)|n|
17.5 (Properties) Let x[n] = nu[n]. Find X(z), using the following:
(a) The defining relation for the z-transform
(b) The times-n property
(c) The convolution result u[n] u[n] = (n + 1)u[n + 1] and the shifting property
(d) The convolution result u[n] u[n] = (n + 1)u[n] and superposition
4z
17.6 (Properties) The z-transform of x[n] is X(z) = , |z| > 0.5. Find the z-transform of the
(z + 0.5)2
following using properties and specify the region of convergence.
(a) y[n] = x[n 2] (b) d[n] = (2)n x[n] (c) f [n] = nx[n]
(d) g[n] = (2)n nx[n] (e) h[n] = n2 x[n] (f ) p[n] = [n 2]x[n]
(g) q[n] = x[n] (h) r[n] = x[n] x[n 1] (i) s[n] = x[n] x[n]
17.7 (Properties) The z-transform of x[n] = (2)n u[n] is X(z). Use properties to find the time signal
corresponding to the following:
(a) Y (z) = X(2z) (b) F (z) = X(1/z) (c) G(z) = zX (z)
zX(z) zX(2z)
(d) H(z) = (e) D(z) = (f ) P (z) = z 1 X(z)
z1 z1
(g) Q(z) = z 2 X(2z) (h) R(z) = X 2 (z) (i) S(z) = X(z)
626 Chapter 17 The z-Transform
17.8 (Inverse Transforms of Polynomials) Find the inverse z-transform x[n] for the following:
(a) X(z) = 2 z 1 + 3z 3 (b) X(z) = (2 + z 1 )3
(c) X(z) = (z z 1 )2 (d) X(z) = (z z 1 )2 (2 + z)
17.9 (Inverse Transforms by Long Division) Assume that x[n] represents a right-sided signal. De-
termine the ROC of the following z-transforms and compute the values of x[n] for n = 0, 1, 2, 3.
(z + 1)2 z+1
(a) X(z) = (b) X(z) =
z2 + 1 z2 + 2
1 1 z 2
(c) X(z) = 2 (d) X(z) =
z 0.25 2 + z 1
17.10 (Inverse Transforms by Partial Fractions) Assume that x[n] represents a right-sided signal.
Determine the ROC of the following z-transforms and compute x[n], using partial fractions.
z 16
(a) X(z) = (b) X(z) =
(z + 1)(z + 2) (z 2)(z + 2)
3z 2 3z 3
(c) X(z) = 2 (d) X(z) = 2
(z 1.5z + 0.5)(z 0.25) (z 1.5z + 0.5)(z 0.25)
3z 4 4z
(e) X(z) = 2 (f ) X(z) =
(z 1.5z + 0.5)(z 0.25) (z + 1)2 (z + 3)
17.11 (Inverse Transforms by Partial Fractions) Assume that x[n] represents a right-sided signal.
Determine the ROC of the following z-transforms and compute x[n], using partial fractions.
z z
(a) X(z) = 2 (b) X(z) = 2
(z + z + 0.25)(z + 1) (z + z + 0.25)(z + 0.5)
1 z
(c) X(z) = 2 (d) X(z) = 2
(z + z + 0.25)(z + 1) (z + z + 0.5)(z + 1)
z3 z2
(e) X(z) = 2 (f ) X(z) = 2
(z z + 0.5)(z 1) (z + z + 0.5)(z + 1)
2z 2
(g) X(z) = 2 (h) X(z) = 2
(z 0.25)2 (z 0.25)2
z z2
(i) X(z) = 2 (j) X(z) = 2
(z + 0.25)2 (z + 0.25)2
17.12 (Inverse Transforms by Long Division) Assume that x[n] represents a left-sided signal. Deter-
mine the ROC of the following z-transforms and compute the values of x[n] for n = 1, 2, 3.
z 2 + 4z z
(a) X(z) = (b) X(z) =
z2 z + 2 (z + 1)2
z2 z3 + 1
(c) X(z) = 3 (d) X(z) = 2
z +z1 z +1
z 2 + 5z
17.13 (The ROC and Inverse Transforms) Let X(z) = . Which of the following describe
z 2 2z 3
a valid ROC for X(z)? For each valid ROC, find x[n], using partial fractions.
(a) |z| < 1 (b) |z| > 3 (c) 1 < |z| < 3 (d) |z| < 1 and z > 3
Chapter 17 Problems 627
17.14 (Convolution) Compute y[n], using the z-transform. Then verify your results by finding y[n], using
time-domain convolution.
(a) y[n] = { 1, 2, 0, 3} {2, 0, 3} (b) y[n] = {1, 2, 0, 2, 1} {1, 2, 0, 2, 1}
(c) y[n] = (2)n u[n] (2)n u[n] (d) (2)n u[n] (3)n u[n]
17.15 (Initial Value and Final Value Theorems) Assume that X(z) corresponds to a right-sided signal
x[n] and find the initial and final values of x[n].
2 2z 2
(a) X(z) = (b) X(z) =
z + 6 z 16
2 1 z 2 + z + 0.25
2z 2z 2 + 0.25
(c) X(z) = 2 (d) X(z) =
z +z1 (z 1)(z + 0.25)
z + 0.25 2z + 1
(e) X(z) = 2 (f ) X(z) = 2
z + 0.25 z 0.5z 0.5
17.16 (System Representation) Find the transfer function and dierence equation for the following
causal systems. Investigate their stability, using each system representation.
(a) h[n] = (2)n u[n] (b) h[n] = [1 ( 13 )n ]u[n]
(c) h[n] = n( 31 )n u[n] (d) h[n] = 0.5[n]
(e) h[n] = [n] ( 13 )n u[n] (f ) h[n] = [(2)n (3)n ]u[n]
17.17 (System Representation) Find the transfer function and impulse response of the following causal
systems. Investigate the stability of each system.
(a) y[n] + 3y[n 1] + 2y[n 2] = 2x[n] + 3x[n 1]
(b) y[n] + 4y[n 1] + 4y[n 2] = 2x[n] + 3x[n 1]
(c) y[n] = 0.2x[n]
(d) y[n] = x[n] + x[n 1] + x[n 2]
17.18 (System Representation) Set up the system dierence equations and impulse response of the
following causal systems. Investigate the stability of each system.
3 1 + 2z + z 2
(a) H(z) = (b) H(z) =
z+2 (1 + z 2 )(4 + z 2 )
2 1 2z 1
(c) H(z) = (d) H(z) =
1+z 2+z 1+z 2+z
17.19 (Zero-State Response) Find the zero-state response of the following systems, using the z-transform.
(a) y[n] 0.5y[n 1] = 2u[n] (b) y[n] 0.4y[n 1] = (0.5)n
(c) y[n] 0.4y[n 1] = (0.4)n (d) y[n] 0.5y[n 1] = cos(n/2)
17.20 (System Response) Consider the system y[n] 0.5y[n 1] = x[n]. Find its zero-state response to
the following inputs, using the z-transform.
(a) x[n] = u[n] (b) x[n] = (0.5)n u[n] (c) x[n] = cos(n/2)u[n]
(d) x[n] = (1)n u[n] (e) x[n] = (j)n u[n] (f ) x[n] = ( j)n u[n] + ( j)n u[n]
17.21 (Zero-State Response) Find the zero-state response of the following systems, using the z-transform.
(a) y[n] 1.1y[n 1] + 0.3y[n 2] = 2u[n] (b) y[n] 0.9y[n 1] + 0.2y[n 2] = (0.5)n
(c) y[n] + 0.7y[n 1] + 0.1y[n 2] = (0.5)n (d) y[n] 0.25y[n 2] = cos(n/2)
628 Chapter 17 The z-Transform
17.22 (System Response) Let y[n] 0.5y[n 1] = x[n], with y[1] = 1. Find the response y[n] of this
system for the following inputs, using the z-transform.
(a) x[n] = 2u[n] (b) x[n] = (0.25)n u[n] (c) x[n] = n(0.25)n u[n]
(d) x[n] = (0.5)n u[n] (e) x[n] = n(0.5)n (f ) x[n] = (0.5)n cos(0.5n)
17.23 (System Response) Find the response y[n] of the following systems, using the z-transform.
(a) y[n] + 0.1y[n 1] 0.3y[n 2] = 2u[n] y[1] = 0 y[2] = 0
(b) y[n] 0.9y[n 1] + 0.2y[n 2] = (0.5)n y[1] = 1 y[2] = 4
(c) y[n] + 0.7y[n 1] + 0.1y[n 2] = (0.5)n y[1] = 0 y[2] = 3
(d) y[n] 0.25y[n 2] = (0.4)n y[1] = 0 y[2] = 3
(e) y[n] 0.25y[n 2] = (0.5)n y[1] = 0 y[2] = 0
17.24 (System Response) For each system, evaluate the response y[n], using the z-transform.
(a) y[n] 0.4y[n 1] = x[n] x[n] = (0.5)n u[n] y[1] = 0
(b) y[n] 0.4y[n 1] = 2x[n] + x[n 1] x[n] = (0.5)n u[n] y[1] = 0
(c) y[n] 0.4y[n 1] = 2x[n] + x[n 1] x[n] = (0.5)n u[n] y[1] = 5
(d) y[n] + 0.5y[n 1] = x[n] x[n 1] x[n] = (0.5)n u[n] y[1] = 2
(e) y[n] + 0.5y[n 1] = x[n] x[n 1] x[n] = (0.5)n u[n] y[1] = 0
17.25 (System Response) Find the response y[n] of the following systems, using the z-transform.
(a) y[n] 0.4y[n 1] = 2(0.5)n1 u[n 1] y[1] = 2
(b) y[n] 0.4y[n 1] = (0.4)n u[n] + 2(0.5)n1 u[n 1] y[1] = 2.5
(c) y[n] 0.4y[n 1] = n(0.5)n u[n] + 2(0.5)n1 u[n 1] y[1] = 2.5
2z(z 1)
17.26 (System Response) The transfer function of a system is H(z) = . Find its response
4 + 4z + z 2
y[n] for the following inputs.
(a) x[n] = [n] (b) x[n] = 2[n] + [n + 1] (c) x[n] = u[n]
(d) x[n] = (2)n u[n] (e) x[n] = nu[n] (f ) x[n] = cos( n
2 )u[n]
17.27 (System Analysis) Find the impulse response h[n] and the step response s[n] of the causal digital
filters described by
4z
(a) H(z) = (b) y[n] + 0.5y[n 1] = 6x[n]
z 0.5
17.28 (System Analysis) Find the zero-state response, zero-input response, and total response for each
of the following systems, using the z-transform.
(a) y[n] 14 y[n 1] = ( 13 )n u[n] y[1] = 8
(b) y[n] + 1.5y[n 1] + 0.5y[n 2] = (0.5)n u[n] y[1] = 2 y[2] = 4
(c) y[n] + y[n 1] + 0.25y[n 2] = 4(0.5)n u[n] y[1] = 6 y[2] = 12
(d) y[n] y[n 1] + 0.5y[n 2] = (0.5)n u[n] y[1] = 1 y[2] = 2
2z(z 1)
17.29 (Steady-State Response) The transfer function of a system is H(z) = . Find its steady-
z 2 + 0.25
state response for the following inputs.
(a) x[n] = 4u[n] (b) x[n] = 4 cos( n
2 + 4 )u[n]
(c) x[n] = cos( n
2 ) + sin( 2 )
n
(d) x[n] = 4 cos( 4 ) + 4 sin( n
n
2 )
Chapter 17 Problems 629
17.30 (Response of Digital Filters) Consider the averaging filter y[n] = 0.5x[n] + x[n 1] + 0.5x[n 2].
(a) Find its impulse response h[n], its transfer function H(z), and its frequency response H(F ).
(b) Find its response y[n] to the input x[n] = {2, 4, 6, 8}.
(c) Find its response y[n] to the input x[n] = cos( n
3 ).
(d) Find its response y[n] to the input x[n] = cos( n
3 ) + sin( 3 ) + cos( 2 ).
2n n
17.31 (Frequency Response) For each filter, sketch the magnitude spectrum and identify the filter type.
(a) h[n] = [n] [n 2] (b) y[n] 0.25y[n 1] = x[n] x[n 1]
z2
(c) H(z) = (d) y[n] y[n 1] + 0.25y[n 2] = x[n] + x[n 1]
z 0.5
17.32 (Transfer Function) The input to a digital filter is x[n] = {1, 0.5}, and the response is described
by y[n] = [n + 1] 2[n] [n 1].
(a) What is the filter transfer function H(z)?
(b) Does H(z) describe an IIR filter or FIR filter?
(c) Is the filter stable? Is it causal?
z
17.33 (System Response) A system is described by H(z) = . Find the ROC and impulse
(z 0.5)(z + 2)
response h[n] of this system and state whether the system is stable or unstable if
(a) h[n] is assumed to be causal.
(b) h[n] is assumed to be anti-causal.
(c) h[n] is assumed to be two-sided.
17.34 (System Response) Consider the 2-point averager with y[n] = 0.5x[n] + 0.5x[n 1].
(a) Sketch its frequency response and identify the filter type.
(b) Find its response y[n] to the input x[n] = cos(n/2).
(c) Find its response y[n] to the input x[n] = [n].
(d) Find its response y[n] to the input x[n] = 1.
(e) Find its response y[n] to the input x[n] = 3 + 2[n] 4 cos(n/2).
17.35 (System Response) Consider the 3-point averager with h[n] = 13 {1, 1, 1}.
(a) Sketch its frequency response and identify the filter type.
(b) Find its response y[n] to the input x[n] = cos(n/3).
(c) Find its response y[n] to the input x[n] = [n].
(d) Find its response y[n] to the input x[n] = (1)n .
(e) Find its response y[n] to the input x[n] = 3 + 3[n] 6 cos(n/3).
17.36 (System Response) Consider the tapered 3-point averager with h[n] = {0.5, 1, 0.5}.
(a) Sketch its frequency response and identify the filter type.
(b) Find its response y[n] to the input x[n] = cos(n/2).
(c) Find its response y[n] to the input x[n] = [n 1].
(d) Find its response y[n] to the input x[n] = 1 + (1)n .
(e) Find its response y[n] to the input x[n] = 3 + 2[n] 4 cos(2n/2).
630 Chapter 17 The z-Transform
17.37 (System Response) Consider the 2-point dierencer with h[n] = [n] [n 1].
(a) Sketch its frequency response and identify the filter type.
(b) Find its response y[n] to the input x[n] = cos(n/2).
(c) Find its response y[n] to the input x[n] = u[n].
(d) Find its response y[n] to the input x[n] = (1)n .
(e) Find its response y[n] to the input x[n] = 3 + 2u[n] 4 cos(n/2).
17.38 (Frequency Response) Consider the filter described by y[n] + 0.5y[n 1] = 0.5x[n] + x[n 1].
(a) Sketch its frequency response and identify the filter type.
(b) Find its response y[n] to the input x[n] = cos(n/2).
(c) Find its response y[n] to the input x[n] = [n].
(d) Find its response y[n] to the input x[n] = (1)n .
(e) Find its response y[n] to the input x[n] = 4 + 2[n] 4 cos(n/2).
REVIEW AND EXPLORATION
17.39 (The z-Transform of Sequences) Find the z-transform and its ROC for the following:
(a) x[n] = u[n + 2] u[n 2]
(b) x[n] = (0.5)n (u[n + 2] u[n 2])
(c) x[n] = (0.5)|n| (u[n + 2] u[n 2])
17.40 (z-Transforms) Find the z-transforms and specify the ROC for the following:
(a) x[n] = (0.5)2n u[n] (b) x[n] = n(0.5)2n u[n] (c) (0.5)n u[n]
(d) (0.5)n u[n] (e) (0.5)n u[n 1] (f ) (0.5)n u[n 1]
17.41 (The ROC) The transfer function of a system is H(z). What can you say about the ROC of H(z)
for the following cases?
(a) h[n] is a causal signal.
(b) The system is stable.
(c) The system is stable, and h[n] is a causal signal.
17.42 (Poles, Zeros, and the ROC) The transfer function of a system is H(z). What can you say about
the poles and zeros of H(z) for the following cases?
(a) The system is stable.
(b) The system is causal and stable.
(c) The system is an FIR filter with real coecients.
(d) The system is a linear-phase FIR filter with real coecients.
(e) The system is a causal, linear-phase FIR filter with real coecients.
17.43 (z-Transforms and ROC) Consider the signal x[n] = n u[n] + n u[n 1]. Find its z-transform
X(z). Will X(z) represent a valid transform for the following cases?
(a) > (b) < (c) =
Chapter 17 Problems 631
17.44 (z-Transforms) Find the z-transforms (if they exist) and specify their ROC.
(a) x[n] = (2)n u[n] + 2n u[n] (b) x[n] = (0.25)n u[n] + 3n u[n]
(c) x[n] = (0.5)n u[n] + 2n u[n 1] (d) x[n] = (2)n u[n] + (0.5)n u[n 1]
(e) x[n] = cos(0.5n)u[n] (f ) x[n] = cos(0.5n + 0.25)u[n]
(g) x[n] = ejn u[n] (h) x[n] = ejn/2 u[n]
(i) x[n] = ejn/4 u[n] (j) x[n] = ( j)n u[n] + ( j)n u[n]
17.45 (z-Transforms and ROC) The causal signal x[n] = n u[n] has the transform X(z) whose ROC
is |z| > . Find the ROC of the z-transform of the following:
(a) y[n] = x[n 5]
(b) p[n] = x[n + 5]
(c) g[n] = x[n]
(d) h[n] = (1)n x[n]
(e) r[n] = n x[n]
17.46 (z-Transforms and ROC) The anti-causal signal x[n] = n u[n 1] has the transform X(z)
whose ROC is |z| < . Find the ROC of the z-transform of the following:
(a) y[n] = x[n 5]
(b) p[n] = x[n + 5]
(c) g[n] = x[n]
(d) h[n] = (1)n x[n]
(e) r[n] = n x[n]
17.47 (z-Transforms) Find the z-transform X(z) of x[n] = |n| and specify the region of convergence of
X(z). Consider the cases || < 1 and || > 1 separately.
4z
17.48 (Properties) The z-transform of a signal x[n] is X(z) = , |z| > 0.5. Find the z-transform
(z + 0.5)2
and its ROC for the following.
(a) y[n] = (1)n x[n] (b) f [n] = x[2n]
(c) g[n] = (j)n x[n] (d) h[n] = x[n + 1] + x[n 1]
17.49 (Properties) The z-transform of the signal x[n] = (2)n u[n] is X(z). Use properties to find the time
signal corresponding to the following.
(a) F (z) = X(z) (b) G(z) = X(1/z) (c) H(z) = zX (z)
z
17.50 (Properties) The z-transform of a signal x[n] is X(z) = .
z 0.4
(a) Without computing inverse transforms, find the z-transform Xe (z) and the ROC for the even
part of x[n]. Confirm your answer by computing x[n] and xe [n] and finding its z-transform.
z
(b) Can you find Xe (z) if X(z) = ? Explain.
z4
17.51 (Properties) Find the z-transform of x[n] = rect(n/2N ) = u[n + N ] u[n N 1]. Use this result
to evaluate the z-transform of y[n] = tri(n/N ).
632 Chapter 17 The z-Transform
17.52 (Pole-Zero Patterns and Symmetry) Plot the pole-zero patterns for each X(z). Which of these
describe symmetric time sequences?
z2 + z 1 z 4 + 2z 3 + 3z 2 + 2z + 1
(a) X(z) = (b) X(z) =
z z2
z4 z3 + z 1 (z 2 1)(z 2 + 1)
(c) X(z) = 2
(d) X(z) =
z z2
17.53 (Switched Periodic Signals) Find the z-transform of each switched periodic signal.
(a) x[n] = {2, 1, 3, 0, . . .}, N =4 (b) x[n] = cos(n/2)u[n]
(c) x[n] = {0, 1, 1, 0, 0, . . .}, N =5 (d) x[n] = cos(0.5n + 0.25)u[n]
17.54 (Inverse Transforms) For each X(z), find the signal x[n] for each valid ROC.
z 3z 2
(a) X(z) = (b) X(z) =
(z + 0.4)(z 0.6) z 2 1.5z + 0.5
17.55 (Poles and Zeros) Make a rough sketch of the pole and zero locations of the z-transform of each
of the signals shown in Figure P17.55.
Signal 1 Signal 2 Signal 3 Signal 4 Signal 5
n n n n
Figure P17.55 Figure for Problem 17.55
17.56 (Poles and Zeros) Find the transfer function corresponding to each pole-zero pattern shown in
Figure P17.56 and identify the filter type.
Im[ z ] Im[ z ] Im[ z ] Im[ z ]
0.7
Re[ z ] Re[ z ] Re[ z ] 50 0 Re[ z ]
0.7 0.6 0.4
Filter 1 Filter 2 Filter 3 Filter 4
Figure P17.56 Figure for Problem 17.56
17.57 (Causality and Stability) How can you identify whether a system is a causal and/or stable system
from the following information?
(a) Its impulse response h[n]
(b) Its transfer function H(z) and its region of convergence
(c) Its system dierence equation
(d) Its pole-zero plot
17.58 (Inverse Transforms) Consider the stable system described by y[n] + y[n 1] = x[n] + x[n 1].
(a) Find its causal impulse response h[n] and specify the range of and the ROC of H(z).
(b) Find its anti-causal impulse response h[n] and specify the range of and the ROC of H(z).
Chapter 17 Problems 633
17.59 (Inverse Transforms) Each X(z) below represents the z-transform of a switched periodic signal
xp [n]u[n]. Find one period x1 [n] of each signal and verify your results using inverse transformation
by long division.
1 1
(a) X(z) = (b) X(z) =
1z 3 1 + z 3
1 + 2z 1
3 + 2z 1
(c) X(z) = (d) X(z) =
1 z 4 1 + z 4
17.60 (Inverse Transforms) Let H(z) = (z 0.5)(2z + 4)(1 z 2 ).
(a) Find its inverse transform h[n].
(b) Does h[n] describe a symmetric sequence?
(c) Does h[n] describe a linear phase sequence?
z
17.61 (Inverse Transforms) Let H(z) = .
(z 0.5)(z + 2)
(a) Find its impulse response h[n] if it is known that this represents a stable system. Is this system
causal?
(b) Find its impulse response h[n] if it is known that this represents a causal system. Is this system
stable?
z
17.62 (Inverse Transforms) Let H(z) = . Establish the ROC of H(z), find its impulse
(z 0.5)(z + 2)
response h[n], and investigate its stability for the following:
(a) A causal h[n] (b) An anti-causal h[n] (c) A two-sided h[n]
17.63 (Periodic Signal Generators) Find the transfer function H(z) of a filter whose impulse response
is a periodic sequence with first period x[n] = {1, 2, 3, 4, 6, 7, 8}. Find the dierence equation and
sketch a realization for this filter.
17.64 (Periodic Signal Generators) Find the transfer function H(z) and the dierence equation of a
filter whose impulse response is h[n] = cos(2nF0 ) and sketch its realization. What is the unit step
response of this filter for F0 = 0.25?
z
17.65 (Steady-State Response) The filter H(z) = A is designed to have a steady-state response
z 0.5
of unity if the input is u[n] and a steady-state response of zero if the input is cos(n). What are the
values of A and ?
z
17.66 (Steady-State Response) The filter H(z) = A is designed to have a steady-state response
z 0.5
of zero if the input is u[n] and a steady-state response of unity if the input is cos(n). What are the
values of A and ?
17.67 (System Response) Find the response of the following filters to the unit step x[n] = u[n], and to
the alternating unit step x[n] = (1)n u[n].
(a) h[n] = [n] [n 1] (dierencing operation)
(b) h[n] = {0.5, 0.5} (2-point average)
N
! 1
(c) h[n] = N1 [n k], N = 3 (moving average)
k=0
634 Chapter 17 The z-Transform
N
! 1
(d) h[n] = 2
N (N +1) (N k)[n k], N = 3 (weighted moving average)
k=0
(e) y[n] y[n 1] = (1 )x[n], = N 1
N +1 , N =3 (exponential average)
17.68 (Steady-State Response) Consider the following DSP system:
x(t) sampler digital filter H(z) ideal LPF y(t)
The input is x(t) = 2 + cos(10t) + cos(20t). The sampler is ideal and operates at a sampling rate
z1
of S Hz. The digital filter is described by H(z) = 0.1S . The ideal lowpass filter has a cuto
z 0.5
frequency of 0.5S Hz.
(a) What is the smallest value of S that will prevent aliasing?
(b) Let S = 40 Hz and H(z) = 1 + z 2 + z 4 . What is the steady-state output y(t)?
z2 + 1
(c) Let S = 40 Hz and H(z) = 4 . What is the steady-state output y(t)?
z + 0.5
17.69 (System Analysis) The impulse response of a system is h[n] = [n] [n 1]. Determine and
make a sketch of the pole-zero plot for this system to act as
(a) A lowpass filter. (b) A highpass filter. (c) An allpass filter.
17.70 (System Analysis) The impulse response of a system is h[n] = n u[n]. Determine and make a
sketch of the pole-zero plot for this system to act as
(a) A stable lowpass filter. (b) A stable highpass filter. (c) An allpass filter.
17.71 (System Analysis) Consider a system whose impulse response is h[n] = (0.5)n u[n]. Find its
response to the following inputs.
(a) x[n] = [n] (b) x[n] = u[n]
(c) x[n] = (0.25)n u[n] (d) x[n] = (0.5)n [n]
(e) x[n] = cos(n) (f ) x[n] = cos(n)u[n]
(g) x[n] = cos(0.5n) (h) x[n] = cos(0.5n)u[n]
17.72 (System Analysis) Consider a system whose impulse response is h[n] = n(0.5)n u[n]. What input
x[n] will result in each of the following outputs?
(a) y[n] = cos(0.5n)
(b) y[n] = 2 + cos(0.5n)
(c) y[n] = cos2 (0.25n)
17.73 (System Response) Consider the system y[n] 0.25y[n 2] = x[n]. Find its response y[n], using
z-transforms, for the following inputs.
(a) x[n] = 2[n 1] + u[n] (b) x[n] = 2 + cos(0.5n)
17.74 (Poles and Zeros) It is known that the transfer function H(z) of a filter has two poles at z = 0,
two zeros at z = 1, and a dc gain of 8.
(a) Find the filter transfer function H(z) and impulse response h[n].
(b) Is this an IIR or FIR filter?
Chapter 17 Problems 635
(c) Is this a causal or noncausal filter?
(d) Is this a linear-phase filter? If so, what is the symmetry in h[n]?
(e) Repeat parts (a)(d) if another zero is added at z = 1.
17.75 (System Response) The signal x[n] = (0.5)n u[n] is applied to a digital filter, and the response is
y[n]. Find the filter transfer function and state whether it is an IIR or FIR filter and whether it is a
linear-phase filter if the system output y[n] is the following:
(a) y[n] = [n] + 0.5[n 1]
(b) y[n] = [n] 2[n 1]
(c) y[n] = (0.5)n u[n]
17.76 (Frequency Response) Sketch the pole-zero plot and frequency response of the following systems
and describe the function of each system.
(a) y[n] = 0.5x[n] + 0.5x[n 1] (b) y[n] = 0.5x[n] 0.5x[n 1]
(c) h[n] = 13 {1, 1, 1} (d) h[n] = 13 {1, 1, 1}
(e) h[n] = {0.5, 1, 0.5} (f ) h[n] = {0.5, 1, 0.5}
z 0.5 z2
(g) H(z) = (h) H(z) =
z + 0.5 z + 0.5
z+2 z 2 + 2z + 3
(i) H(z) = (j) H(z) = 2
z + 0.5 3z + 2z + 1
17.77 (Interconnected Systems) Consider two systems whose impulse response is h1 [n] = [n]+[n1]
and h2 [n] = (0.5)n u[n]. Find the overall system transfer function and the response y[n] of the overall
system to the input x[n] = (0.5)n u[n], and to the input x[n] = cos(n) if
(a) The two systems are connected in parallel with = 0.5.
(b) The two systems are connected in parallel with = 0.5.
(c) The two systems are connected in cascade with = 0.5.
(d) The two systems are connected in cascade with = 0.5.
17.78 (Interconnected Systems) The transfer function H(z) of the cascade of two systems H1 (z) and
z 2 + 0.25
H2 (z) is known to be H(z) = 2 . It is also known that the unit step response of the first
z 0.25
system is [2 (0.5) ]u[n]. Determine H1 (z) and H2 (z).
n
17.79 (Frequency Response) Consider the filter realization of Figure P17.79. Find the transfer function
H(z) of the overall system if the impulse response of the filter is given by
(a) h[n] = [n] [n 1]. (a) h[n] = 0.5[n] + 0.5[n 1].
Find the dierence equation relating y[n] and x[n] from H(z) and investigate the stability of the
overall system.
x [n]
+ Filter y [n]
z1
Figure P17.79 Filter realization for Problem 17.79
636 Chapter 17 The z-Transform
17.80 (Systems in Cascade) Consider the following system:
x[n] H1 (z) H2 (z) H3 (z) y[n]
A(z + )
It is known that h1 [n] = 0.5(0.4)n u[n], H2 (z) = , and h3 [n] = [n] + 0.5[n 1]. Choose A,
z+
, and such that the overall system represents an identity system.
17.81 (Recursive and Non-Recursive Filters) Consider two filters described by
(1) h[n] = {1, 1, 1} (2) y[n] y[n 1] = x[n] x[n 3]
(a) Find the transfer function of each filter.
(b) Find the response of each filter to the input x[n] = cos(n).
(c) Are the two filters related in any way?
COMPUTATION AND DESIGN
dtfgui A GUI for Discrete-Time System Visualization
The graphical user interface dtfgui allows you to visualize the impulse response, the pole-zero
plot, and the frequency response of a discrete-time system.
You can select the transfer function and plot results using various options.
To explore this routine, type dtfgui at the Matlab prompt.
17.82 (System Response in Symbolic Form) The ADSP routine sysresp2 returns the system response
in symbolic form. See Chapter 21 for examples of its usage. Obtain the response of the following
filters and plot the response for 0 n 30.
(a) The step response of y[n] 0.5y[n] = x[n]
(b) The impulse response of y[n] 0.5y[n] = x[n]
(c) The zero-state response of y[n] 0.5y[n] = (0.5)n u[n]
(d) The complete response of y[n] 0.5y[n] = (0.5)n u[n], y[1] = 4
(e) The complete response of y[n] + y[n 1] + 0.5y[n 2] = (0.5)n u[n], y[1] = 4, y[2] = 3
17.83 (Steady-State Response in Symbolic Form) The ADSP routine ssresp yields a symbolic
expression for the steady-state response to sinusoidal inputs (see Chapter 21 for examples of its
usage). Find the steady-state response to the input x[n] = 2 cos(0.2n 3 ) for each of the following
systems and plot the results over 0 n 50.
(a) y[n] 0.5y[n] = x[n]
(b) y[n] + y[n 1] + 0.5y[n 2] = 3x[n]
Chapter 18
APPLICATIONS OF
THE z -TRANSFORM
18.0 Scope and Objectives
This chapter deals with applications of the z-transform. It starts with aspects of digital filter realization.
It provides a graphical interpretation of the frequency response and introduces the concept of filter design
by pole-zero placement. It examines several useful filters, such as minimum-phase filters, allpass filters, and
comb filters, and concludes with some applications in audio signal processing and communications.
18.1 Transfer Function Realization
The realization of digital filters described by transfer functions parallels the realization based on dierence
equations. The nonrecursive and recursive filters described by
HN (z) = B0 + B1 z 1 + + BM z M y[n] = B0 x[n] + B1 x[n 1] + + BM x[n M ] (18.1)
1
HR (z) = y[n] = A1 y[n 1] AN y[n N ] + x[n] (18.2)
1 + A1 z 1 + + AN z N
can be realized using the feed-forward (nonrecursive) structure and feedback (recursive) structure, as
shown in Figure 18.1.
Now, consider the general dierence equation
y[n] = A1 y[n 1] AN y[n N ] + B0 x[n] + B1 x[n 1] + + BN x[n N ] (18.3)
We choose M = N with no loss of generality, since some of the coecients Bk may always be set to zero.
The transfer function (with M = N ) then becomes
B0 + B1 z 1 + + BN z N
H(z) = = HN (z)HR (z) (18.4)
1 + A1 z 1 + A2 z 2 + + AN z N
The transfer function H(z) = HN (z)HR (z) is the product of the transfer functions of a recursive and a
nonrecursive system. Its realization is thus a cascade of the realizations for the recursive and nonrecursive
portions, as shown in Figure 18.2(a). This form describes a direct form I realization. It uses 2N delay
elements to realize an N th-order dierence equation and is therefore not very ecient.
Since LTI systems can be cascaded in any order, we can switch the recursive and nonrecursive parts to get
the structure of Figure 18.2(b). This structure suggests that each pair of feed-forward and feedback signals
can be obtained from a single delay element instead of two. This allows us to use only N delay elements
637
638 Chapter 18 Applications of the z-Transform
x [n]
B0 +
y [n] x [n]
+ y [n]
+ +
z1 z1
A1
+
B1 + + +
z1 z1
A2
B2 +
+
+ +
z1 AN z1
BM
Figure 18.1 Realization of a nonrecursive (left) and recursive (right) digital filter
x [n]
+ + y [n] x [n]
+ + y [n]
+ B0 + + B0 +
z1 z1 z1
A1 A1
+ +
+ +
+ B1 + + B1 +
z1 z1 z1
A2 A2
+ + + +
+ B2 + + B2 +
z1 z1 z1
AN BN AN BN
Figure 18.2 Direct form I (left) and canonical, or direct form II (right), realization of a digital filter
and results in the direct form II, or canonic, realization. The term canonic implies a realization with the
minimum number of delay elements.
If M and N are not equal, some of the coecients (Ak or Bk ) will equal zero and will result in missing
signal paths corresponding to these coecients in the filter realization.
REVIEW PANEL 18.1
Digital Filter Realization
FIR: No feedback paths IIR: Both feed-forward and feedback paths
18.1.1 Transposed Realization
The direct form II also yields a transposed realization if we turn the realization around (and reverse the
input and input), replace summing junctions by nodes (and vice versa), and reverse the direction of signal
flow. Such a realization is developed in Figure 18.3.
18.1 Transfer Function Realization 639
x [n]
+ + y [n] x [n]
+ y [n]
+ B0 + B0 +
z1
A1 z1
+ +
+ B1 + +
z1 + A1
A2 B1 +
+ + z1
+ B2 + Turn around
Nodes to summers +
Summers to nodes + A2
Reverse signal flow B2 +
z1
AN BN
z1
BN AN
+ +
Figure 18.3 Direct form II (left) and transposed (right) realization of a digital filter
EXAMPLE 18.1 (Direct Form II and Transposed Realizations)
Consider a system described by 2y[n] y[n 2] 4y[n 3] = 3x[n 2]. Its transfer function is
3z 2 1.5z
H(z) = = 3
2 4z 3
z 2 z 0.5z 2
This is a third-order system. To sketch its direct form II and transposed realizations, we compare H(z) with
the generic third-order transfer function to get
B0 z 3 + B1 z 2 + B2 z + B3
H(z) =
z 3 + A1 z 2 + A2 z + A3
The nonzero constants are B2 = 1.5, A2 = 0.5, and A3 = 2. Using these, we obtain the direct form II
and transposed realizations shown in Figure E18.1.
y [n ]
x [n]
+
z1
z1
z1
z1
0.5 1.5 y [n]
x [n] 1.5
+
0.5
+
z1 +
2 z1
2
Direct form II Transposed
Figure E18.1 Direct form II (left) and transposed (right) realization of the system for Example 18.1
640 Chapter 18 Applications of the z-Transform
18.2 Interconnected Systems
The z-transform is well suited to the study of interconnected LTI systems. Figure 18.4 shows the intercon-
nection of two relaxed systems in cascade and in parallel.
Two LTI systems in cascade Equivalent LTI system
X(z) H1(z) H2(z) Y(z) X(z) H1(z) H2(z) Y(z)
Two LTI systems in parallel
Equivalent LTI system
X(z) H1(z)
+ Y(z)
+
X(z) H1(z) + H2(z) Y(z)
H2(z)
Figure 18.4 Cascade and parallel systems and their equivalents
The overall transfer function of a cascaded system is the product of the individual transfer functions.
For n systems in cascade, the overall impulse response hC [n] is the convolution of the individual impulse
responses h1 [n], h2 [n], . . . . Since the convolution operation transforms to a product, we have
HC (z) = H1 (z)H2 (z) Hn (z) (for n systems in cascade) (18.5)
We can also factor a given transfer function H(z) into the product of first-order and second-order transfer
functions and realize H(z) in cascaded form.
For systems in parallel, the overall transfer function is the sum of the individual transfer functions. For
n systems in parallel,
HP (z) = H1 (z) + H2 (z) + + Hn (z) (for n systems in parallel) (18.6)
We can also use partial fractions to express a given transfer function H(z) as the sum of first-order and/or
second-order subsystems, and realize H(z) as a parallel combination.
REVIEW PANEL 18.2
Overall Impulse Response and Transfer Function of Systems in Cascade and Parallel
Cascade: Convolve individual impulse responses. Multiply individual transfer functions.
Parallel: Add individual impulse responses. Add individual transfer functions.
EXAMPLE 18.2 (Systems in Cascade and Parallel)
(a) Two digital filters are described by h1 [n] = n u[n] and h2 [n] = ()n u[n]. The transfer function of
their cascade is HC (z) and of their parallel combination is HP (z). How are HC (z) and HP (z) related?
z z
The transfer functions of the two filters are H1 (z) = and H2 (z) = . Thus,
z z+
z 2
2z 2
HC (z) = H1 (z)H2 (z) = 2 HP (z) = H 1 (z) + H2 (z) =
z 2 z 2 2
So, HP (z) = 2HC (z).
18.2 Interconnected Systems 641
z 2 (6z 2)
(b) Find a cascaded realization for H(z) = .
(z 1)(z 2 16 z 16 )
This system may be realized as a cascade H(z) = H1 (z)H2 (z), as shown in Figure E18.2B, where
z2 6z 2
H1 (z) = H2 (z) =
z2 16 z 1
6
z1
x [n]
+ + 6
+ y [n]
+ +
z1 z1
1/6
+
2
+
z1
1/6
Figure E18.2B Cascade realization of the system for Example 18.2(b)
z2
(c) Find a parallel realization for H(z) =
(z 1)(z 0.5)
2z z
Using partial fractions, we find H(z) = = H1 (z) H2 (z).
z 1 z 0.5
The two subsystems H1 (z) and H2 (z) may now be used to obtain the parallel realization, as shown in
Figure E18.2C.
+
x [n]
+ 2 y [n]
+
z1
+
+
z1
0.5
Figure E18.2C Parallel realization of the system for Example 18.2(c)
(d) Is the cascade or parallel combination of two linear-phase filters also linear phase? Explain.
Linear-phase filters are described by symmetric impulse response sequences.
The impulse response of their cascade is also symmetric because it is the convolution of two symmetric
sequences. So, the cascade of two linear-phase filters is always linear phase.
The impulse response of their parallel combination is the sum of their impulse responses. Since the
sum of symmetric sequences is not always symmetric (unless both are odd symmetric or both are even
symmetric), the parallel combination of two linear-phase filters is not always linear phase.
642 Chapter 18 Applications of the z-Transform
18.2.1 Inverse Systems
The inverse system corresponding to a transfer function H(z) is denoted by H 1 (z), and defined as
1
H 1 (z) = HI (z) = (18.7)
H(z)
The cascade of a system and its inverse has a transfer function of unity:
HC (z) = H(z)H 1 (z) = 1 hC [n] = [n] (18.8)
This cascaded system is called an identity system, and its impulse response equals hC [n] = [n]. The
inverse system can be used to undo the eect of the original system. We can also describe hC [n] by the
convolution h[n] hI [n]. It is far easier to find the inverse of a system in the transformed domain.
REVIEW PANEL 18.3
Relating the Impulse Response and Transfer Function of a System and Its Inverse
If the system is described by H(z) and h[n] and its inverse by HI (z) and hI [n], then
H(z)HI (z) = 1 h[n] hI [n] = [n]
EXAMPLE 18.3 (Inverse Systems)
Consider a system with the dierence equation y[n] = y[n 1] + x[n].
To find the inverse system, we evaluate H(z) and take its reciprocal. Thus,
1 1
H(z) = HI (z) = = 1 z 1
1 z 1 H(z)
The dierence equation of the inverse system is y[n] = x[n] x[n 1].
18.3 Minimum-Phase Systems
Consider a system described in factored form by
(z z1 )(z z2 )(z z3 ) (z zm )
H(z) = K (18.9)
(z p1 )(z p2 )(z p3 ) (z pn )
If we replace K by K, or a factor (z ) by ( z1 ) or by 1z z or by (1 z), the magnitude of
|Hp (F )| remains unchanged, and only the phase is aected. If K > 0 and all the poles and zeros of H(z)
lie inside the unit circle, H(z) is stable and defines a minimum-phase system. It shows the smallest
group delay (and the smallest deviation from zero phase) at every frequency among all systems with the
same magnitude response. A stable system is called mixed phase if some of its zeros lie outside the unit
circle and maximum phase if all its zeros lie outside the unit circle. Of all stable systems with the same
magnitude response, there is only one minimum-phase system.
REVIEW PANEL 18.4
All Poles and Zeros of a Minimum-Phase System Lie Inside the Unit Circle
18.3 Minimum-Phase Systems 643
EXAMPLE 18.4 (The Minimum-Phase Concept)
Consider the transfer function of the following systems:
(z 12 )(z 14 ) (1 12 z)(z 14 ) (1 12 z)(1 14 z)
H1 (z) = H2 (z) = H3 (z) =
(z 13 )(z 15 ) (z 13 )(z 15 ) (z 13 )(z 15 )
Each system has poles inside the unit circle and is thus stable. All systems have the same magnitude. Their
phase and delay are dierent, as shown Figure E18.4.
(a) Phase of three filters (b) Their unwrapped phase (c) Their delay
200 50 5
0 H (z)
Phase [degrees]
Phase [degrees]
4 H (z)
100 H3(z) 1
3
100 3
Delay
0 H1(z) H (z) 2
200 2
1 H2(z)
100 H (z) 300 H1(z)
2 H3(z) 0
200 400 1
0 0.25 0.5 0 0.25 0.5 0 0.25 0.5
Digital frequency F Digital frequency F Digital frequency F
Figure E18.4 Response of the systems for Example 18.4
The phase response confirms that H1 (z) is a minimum-phase system with no zeros outside the unit circle,
H2 (z) is a mixed-phase system with one zero outside the unit circle, and H3 (z) is a maximum-phase system
with all its zeros outside the unit circle.
18.3.1 Minimum-Phase Systems from the Magnitude Spectrum
The design of many digital systems is often based on a specified magnitude response |Hp (F )|. The phase
response is then selected to ensure a causal, stable system. The transfer function of such a system is unique
and may be found by writing its magnitude squared function |Hp (F )|2 as
|Hp (F )|2 = Hp (F )Hp (F ) = H(z)H(1/z)|zexp(j2F ) (18.10)
From |Hp (F )| , we can reconstruct HT (z) = H(z)H(1/z), which displays conjugate reciprocal symmetry.
2
For every root rk , there is a root at 1/rk . We thus select only the roots lying inside the unit circle to extract
the minimum-phase transfer function H(z). The following example illustrates the process.
EXAMPLE 18.5 (Finding the Minimum-Phase System)
5 + 4 cos
Find the minimum-phase transfer function H(z) corresponding to |Hp )|2 = .
17 + 8 cos
5 + 2ej + 2ej
We use Eulers relation to give |Hp ()|2 = . Upon substituting ej z, we obtain
17 + 4ej + 4ej
HT (z) as
5 + 2z + 2/z 2z 2 + 5z + 2 (2z + 1)(z + 2)
HT (z) = H(z)H(1/z) =
= 2 =
17 + 4z + 4/z 4z + 17z + 4 (4z + 1)(z + 4)
To extract H(z), we pick the roots of HT (z) that correspond to |z| < 1. This yields
(2z + 1) (z + 0.5)
H(z) = = 0.5
(4z + 1) (z + 0.25)
We find that |H(z)|z=1 = |Hp ()|=0 = 0.6, implying identical dc gains.
644 Chapter 18 Applications of the z-Transform
18.3.2 Linear-Phase Sequences
Linear phase plays an important role in the design of digital filters. Sequences that are symmetric about the
origin (or shifted versions of such sequences) are endowed with linear phase and constant delay. The pole
and zero locations of such sequences cannot be arbitrary. The poles must lie at the origin for a sequence
x[n] to be of finite length. Since signal symmetry (about the origin) requires x[n] = x[n] and thus
X(z) = X(1/z), the zeros must occur in reciprocal pairs (and conjugate pairs if complex) and exhibit
what is called conjugate reciprocal symmetry. This is illustrated in Figure 18.5. Sequences that are
symmetric about their midpoint also display conjugate reciprocal symmetry.
Im Im
Conjugate reciprocal symmetry
1/ r * for a complex zero for a real zero
r r 1/ r
r* Re Re
The zeros of a linear-phase sequence
1/ r display conjugate reciprocal symmetry.
Figure 18.5 Conjugate reciprocal symmetry
Real zeros at z = 1 or z = 1 need not be paired (they form their own reciprocals), but all other real
zeros must be paired with their reciprocals. Complex zeros on the unit circle must be paired with their
conjugates (which also form their reciprocals), whereas complex zeros anywhere else must occur in conjugate
reciprocal quadruples. For a linear-phase sequence to be odd symmetric, there must be an odd number of
zeros at z = 1.
REVIEW PANEL 18.5
Characteristics of a Linear-Phase Sequence
Time domain: A linear-phase signal x[n] is symmetric about its midpoint.
Pole-zero plot: All poles are at z = 0 (for finite length). Zeros at z = 1 can occur singly.
Other zeros occur in (reciprocal) pairs or conjugate reciprocal quadruples.
Symmetry about n = 0: X(z) = X( z1 ) (even x[n]) X(z) = X( z1 ) (odd x[n])
About midpoint: Odd symmetry if an odd number of zeros at z = 1 (even symmetry otherwise)
EXAMPLE 18.6 (Linear-Phase Sequences)
(a) Does X(z) = 1 + 2z 1 + 2z 2 + z 3 describe a linear-phase sequence?
We see that x[n] = {1, 2, 2, 1} is symmetric about its midpoint n = 1.5.
Since X(z) = (z 3 +2z 2 +2z+1)/z 3 , its poles are at z = 0. Its zeros are at z = 1 and z = 0.5j0.866.
The zeros show conjugate reciprocal symmetry because the zeros at z = 0.5 j0.866 (on the unit
circle) are their own reciprocals, as is the zero at z = 1. Thus, X(z) corresponds to a linear-phase
signal x[n].
Finally, since X(z) = X(1/z), the signal x[n] is not symmetric about the origin n = 0.
18.4 The Frequency Response: A Graphical Interpretation 645
(b) Let x[n] = [n + 2] + 4.25[n] + [n 2]. Sketch the pole-zero plot of X(z).
We find X(z) = z 2 + 4.25 + z 2 . Since X(z) = X(1/z), x[n] is even symmetric about n = 0.
z 4 + 4.25z 2 + 1 (z + j0.5)(z j0.5)(z + j2)(z j2)
In factored form, X(z) = = .
z2 z2
Its four zeros are at j0.5, j2, j0.5, and j2. The pole-zero plot is shown in Figure E18.6 (left panel).
Note the conjugate reciprocal symmetry of the zeros.
(b) Im[ z ] (c)
2
K=1 K=1
Im[ z ]
0.5
Re[ z ] Re[ z ]
2 1 2 1
2 1 0.5
0.5
Figure E18.6 Pole-zero plots of the sequences for Example 18.6(b and c)
(c) Sketch the pole-zero plot for X(z) = z 2 + 2.5z 2.5z 1 z 2 . Is x[n] a linear-phase sequence?
Since X(z) = X(1/z), x[n] is odd symmetric. In fact, x[n] = {1, 2.5, 0, 2.5, 1}.
(z 1)(z + 1)(z + 0.5)(z + 2)
In factored form, X(z) = .
z2
We see a pair of reciprocal zeros at 0.5 and 2. The zeros at z = 1 and z = 1 are their own
reciprocals and are not paired. The pole-zero plot is shown in Figure E18.6 (right panel).
18.4 The Frequency Response: A Graphical Interpretation
The factored form or pole-zero plot of H(z) is quite useful if we want a qualitative picture of its frequency
response H(F ) or H(). Consider the stable transfer function H(z) given in factored form by
8(z 1)
H(z) = (18.11)
(z 0.6 j0.6)(z 0.6 + j0.6)
Its frequency response H() and magnitude |H()| at = 0 are given by
8(ej0 1) 8N1
H(0 ) = = (18.12)
(ej0 0.6 j0.6)(ej0 0.6 + j0.6] D1 D2
|N1 | product of distances from zeros
|H(0 )| = 8 = (gain factor) (18.13)
|D1 ||D2 | product of distances from poles
646 Chapter 18 Applications of the z-Transform
Analytically, the magnitude |H(0 )| is the ratio of the magnitudes of each term. Graphically, the complex
terms may be viewed in the z-plane as vectors N1 , D1 , and D2 , directed from each pole or zero location
to the location = 0 on the unit circle corresponding to z = ej0 . The gain factor times the ratio of the
vector magnitudes (the product of distances from the zeros divided by the product of distances from the
poles) yields |H(0 )|, the magnitude at = 0 . The dierence in the angles yields the phase at = 0 .
The vectors and the corresponding magnitude spectrum are sketched for several values of in Figure 18.6.
Im [z] B H(F)
D1 A D1 D1 A
C
N1
Re [z] N1
D2 N1 B
D2 D2
C
1/8 0.5 F
/4
Figure 18.6 Graphical interpretation of the frequency response
A graphical evaluation can yield exact results but is much more suited to obtaining a qualitative estimate
of the magnitude response. We observe how the vector ratio N1 /D1 D2 influences the magnitude as is
increased from = 0 to = . For our example, at = 0, the vector N1 is zero, and the magnitude is zero.
For 0 < < /4 (point A), both |N1 | and |D2 | increase, but |D1 | decreases. Overall, the response is small
but increasing. At = /4 , the vector D1 attains its smallest length, and we obtain a peak in the response.
For 4 < < (points B and C), |N1 | and |D1 | are of nearly equal length, while |D2 | is increasing. The
magnitude is thus decreasing. The form of this response is typical of a bandpass filter.
18.4.1 The Rubber Sheet Analogy
If we imagine the z-plane as a rubber sheet, tacked down at the zeros of H(z) and poked up to an infinite
height at the pole locations, the curved surface of the rubber sheet approximates the magnitude of H(z) for
any value of z, as illustrated in Figure 18.7. The poles tend to poke up the surface and the zeros try to pull
it down. The slice around the unit circle (|z| = 1) approximates the frequency response H().
(a) Magnitude of H(z) (b) Blowup of magnitude inside and around unit circle
20 4
Magnitude
Magnitude
10 2
0 0
2 2 1 1
0 0 Re [z] 0 0
Re [z] Im [z] Im [z]
2 2 1 1
Figure 18.7 A plot of the magnitude of H(z) = 8(z 1)/(z 2 1.2z + 0.72) in the z-plane
18.4 The Frequency Response: A Graphical Interpretation 647
18.4.2 Implications of Pole-Zero Placement for Filter Design
The basic strategy for pole and zero placement is based on mapping the passband and stopband frequencies
on the unit circle and then positioning the poles and zeros based on the following reasoning:
1. Conjugate symmetry: All complex poles and zeros must be paired with their complex conjugates.
2. Causality: To ensure a causal system, the total number of zeros must be less than or equal to the
total number of poles.
3. Origin: Poles or zeros at the origin do not aect the magnitude response.
4. Stability: For a stable system, the poles must be placed inside (not just on) the unit circle. The pole
radius is proportional to the gain and inversely proportional to the bandwidth. Poles closer to the unit
circle produce a large gain over a narrower bandwidth. Clearly, the passband should contain poles near
the unit circle for large passband gains.
A rule of thumb: For narrowband filters with bandwidth 0.2 centered about 0 , we place
conjugate poles at z = R exp(j0 ), where R 1 0.5 is the pole radius.
5. Minimum phase: Zeros can be placed anywhere in the z-plane. To ensure minimum phase, the zeros
must lie within the unit circle. Zeros on the unit circle result in a null in the response. Thus, the
stopband should contain zeros on or near the unit circle. A good starting choice is to place a zero (on
the unit circle) in the middle of the stopband or two zeros at the edges of the stopband.
6. Transition band: To achieve a steep transition from the stopband to the passband, a good choice is
to pair each stopband zero with a pole along (or near) the same radial line and close to the unit circle.
7. Pole-zero interaction: Poles and zeros interact to produce a composite response that may not match
qualitative predictions. Their placement may have to be changed, or other poles and zeros may have
to be added, to tweak the response. Poles closer to the unit circle, or farther away from each other,
produce small interaction. Poles closer to each other, or farther from the unit circle, produce more
interaction. The closer we wish to approximate a given response, the more poles and zeros we require,
and the higher is the filter order.
Bandstop and bandpass filters with real coecients must have an order of at least two. Filter design
using pole-zero placement involves trial and error. Formal design methods are presented in the next chapter.
It is also possible to identify traditional filter types from their pole-zero patterns. The idea is to use the
graphical approach to qualitatively observe how the magnitude changes from the lowest frequency F = 0 (or
= 0) to the highest frequency F = 0.5 (or = ) and use this to establish the filter type.
REVIEW PANEL 18.6
Identifying Traditional Filter Types from Their Transfer Function H(z)
Evaluate the gain |H(z)| at z = 1 (dc) and at z = 1 (corresponding to F = 0.5 or = ).
EXAMPLE 18.7 (Filters and Pole-Zero Plots)
(a) Identify the filter types corresponding to the pole-zero plots of Figure E18.7A.
Im[ z ] Im[ z ] Im[ z ] Im[ z ]
B A B A B A
B
Re[ z ] Re[ z ] Re[ z ] Re[ z ]
Filter 1 Filter 2 Filter 3 Filter 4
Figure E18.7A Pole-zero plots for Example 18.7(a)
648 Chapter 18 Applications of the z-Transform
1. For filter 1, the vector length of the numerator is always unity, but the vector length of the
denominator keeps increasing as we increase frequency (the points A and B, for example). The
magnitude (ratio of the numerator and denominator lengths) thus decreases with frequency and
corresponds to a lowpass filter.
2. For filter 2, the vector length of the numerator is always unity, but the vector length of the
denominator keeps decreasing as we increase the frequency (the points A and B, for example).
The magnitude increases with frequency and corresponds to a highpass filter.
3. For filter 3, the magnitude is zero at = 0. As we increase the frequency (the points A and B,
for example), the ratio of the vector lengths of the numerator and denominator increases, and
this also corresponds to a highpass filter.
4. For filter 4, the magnitude is zero at the zero location = 0 . At any other frequency (the point
B, for example), the ratio of the vector lengths of the numerator and denominator are almost
equal and result in almost constant gain. This describes a bandstop filter.
(b) Design a bandpass filter with center frequency = 100 Hz, passband 10 Hz, stopband edges at 50 Hz
and 150 Hz, and sampling frequency 400 Hz.
We find 0 = 2,
= 20 ,
s = [ 4 , 4 ],
3
and R = 1 0.5 = 0.9215.
Passband: Place poles at p1,2 = Re j0
= 0.9215ej/2 = j0.9215.
Stopband: Place conjugate zeros at z1,2 = ej/4 and z3,4 = ej3/4 .
We then obtain the transfer function as
(z ej/4 )(z ej/4 )(z ej3/4 )(z ej3/4 ) z4 + 1
H(z) = = 2
(z j0.9215)(z + j0.9215) z + 0.8941
Note that this filter is noncausal. To obtain a causal filter H1 (z), we could, for example, use double-
poles at each pole location to get
z4 + 1 z4 + 1
H1 (z) = = 4
(z 2 + 0.8941)2 z + 1.6982z 2 + 0.7210
The pole-zero pattern and gain of the modified filter H1 (z) are shown in Figure E18.7B.
(a) Polezero plot of bandpass filter (b) Magnitude spectrum of bandpass filter
1.5 100
zplane
1 80
0.5
Magnitude
60
Im [z]
0
40
0.5
1 20
double poles
1.5 0
1.5 1 0.5 0 0.5 1 1.5 0 0.1 0.25 0.4 0.5
Re [z] Digital frequency F
Figure E18.7B Frequency response of the bandpass filter for Example 18.7(b)
18.5 Application-Oriented Examples 649
(c) Design a notch filter with notch frequency 60 Hz, stopband 5 Hz, and sampling frequency 300 Hz.
We compute 0 = 5 ,
2
= 30 ,
and R = 1 0.5 = 0.9476.
Stopband: We place zeros at the notch frequency to get z1,2 = ej0 = ej2/5 .
Passband: We place poles along the orientation of the zeros at p1,2 = Rej0 = 0.9476ej2/5 .
We then obtain H(z) as
(z ej2/5 )(z ej2/5 ) z 2 0.618z + 1
H(z) = =
(z 0.9476ej2/5 )(z 0.9476ej2/5 ) z 2 0.5857 + 0.898
The pole-zero pattern and magnitude spectrum of this filter are shown in Figure E18.7C.
(a) Polezero plot of notch filter (b) Magnitude spectrum of notch filter
1.5
zplane
1 1
0.5 0.8
Magnitude
Im [z]
0 0.6
0.5 0.4
1 0.2
1.5 0
1.5 1 0.5 0 0.5 1 1.5 0 0.1 0.2 0.3 0.4 0.5
Re [z] Digital frequency F
Figure E18.7C Frequency response of the bandstop filter for Example 18.7(c)
18.5 Application-Oriented Examples
In this section we describe several applications of the z-transform and the frequency response to both the
analysis of digital filters and to digital filter design.
18.5.1 Equalizers
Audio equalizers are typically used to tailor the sound to suit the taste of the listener. The most common
form of equalization is the tone controls (for bass and treble, for example) found on most low-cost audio
systems. Tone controls employ shelving filters that boost or cut the response over a selected frequency band
while leaving the rest of the spectrum unaected (with unity gain). As a result, the filters for the various
controls are typically connected in cascade. Graphic equalizers oer the next level in sophistication and
employ a bank of (typically, second-order) bandpass filters covering a fixed number of frequency bands, and
with a fixed bandwidth and center frequency for each range. Only the gain of each filter can be adjusted by
the user. Each filter isolates a selected frequency range and provides almost zero gain elsewhere. As a result,
the individual sections are connected in parallel. Parametric equalizers oer the ultimate in versatility
and comprise filters that allow the user to vary not only the gain but also the filter parameters (such as
the cuto frequency, center frequency, and bandwidth). Each filter in a parametric equalizer aects only a
selected portion of the spectrum (providing unity gain elsewhere), and as a result, the individual sections
are connected in cascade.
650 Chapter 18 Applications of the z-Transform
18.5.2 Shelving Filters
To vary the bass and treble content, it is common to use first-order shelving filters with adjustable gain
and cuto frequency. The transfer function of a first-order lowpass filter whose dc gain is unity and whose
response goes to zero at F = 0.5 (or z = 1) is described by
! "
1 z+1
HLP (z) = (18.14)
2 z
The half-power or 3-dB cuto frequency C of this filter is given by
! "
2
C = cos1 (18.15)
1 + 2
The transfer function of a first-order highpass filter with the same cuto frequency C is simply HHP (z) =
1 HLP (z), and gives
! "
1+ z1
HHP (z) = (18.16)
2 z
Its gain equals zero at F = 0 and unity at F = 0.5.
A lowpass shelving filter consists of a first-order lowpass filter with adjustable gain G in parallel with a
highpass filter. With HLP (z) + HHP (z) = 1, its transfer function may be written as
HSL = GHLP (z) + HHP (z) = 1 + (G 1)HLP (z) (18.17)
A highpass shelving filter consists of a first-order highpass filter with adjustable gain G in parallel with a
lowpass filter. With HLP (z) + HHP (z) = 1, its transfer function may be written as
HSH = GHHP (z) + HLP (z) = 1 + (G 1)HHP (z) (18.18)
The realizations of these lowpass and highpass shelving filters are shown in Figure 18.8.
+ +
+ +
H (z) G1 H (z) G1
LP HP
Lowpass shelving filter Highpass shelving filter
Figure 18.8 Realizations of lowpass and highpass shelving filters
The response of a lowpass and highpass shelving filter is shown for various values of gain (and a fixed
) in Figure 18.9. For G > 1, the lowpass shelving filter provides a low-frequency boost, and for 0 < G < 1
it provides a low-frequency cut. For G = 1, we have HSL = 1, and the gain is unity for all frequencies.
Similarly, for G > 1, the highpass shelving filter provides a high-frequency boost, and for 0 < G < 1 it
provides a high-frequency cut. In either case, the parameter allows us to adjust the cuto frequency.
Practical realizations of shelving filters and parametric equalizers typically employ allpass structures.
18.5 Application-Oriented Examples 651
(a) Spectra of lowpass shelving filters =0.85 (b) Spectra of highpass shelving filters =0.85
12 12
K=4 K=4
8 8
Magnitude [dB]
Magnitude [dB]
K=2 K=2
4 4
0 0
4 4
K=0.5 K=0.5
8 8
K=0.25 K=0.25
12 12
3 2 1 3 2 1
10 10 10 10 10 10
Digital frequency F (log scale) Digital frequency F (log scale)
Figure 18.9 Frequency response of lowpass and highpass shelving filters
18.5.3 Digital Oscillators
The impulse response and transfer function of a causal system that generates a pure cosine are
z 2 z cos
h[n] = cos(n)u[n] H(z) = (18.19)
z2 2z cos + 1
Similarly, a system whose impulse response is a pure sine is given by
z sin
h[n] = sin(n)u[n] H(z) = (18.20)
z 2 2z cos + 1
The realizations of these two systems, called digital oscillators, are shown in Figure 18.10.
+ + + +
[n] +
cos (n ) u [n] [n] +
sin (n ) u [n]
+ +
z1 z1
+ +
+ 2 cos cos + 2 cos sin
z1 z1
1 1
Figure 18.10 Realization of cosine and sine digital oscillators
18.5.4 DTMF Receivers
A touch-tone phone or dual-tone multi-frequency (DTMF) transmitter/receiver makes use of digital oscil-
lators to generate audible tones by pressing buttons on a keypad, as shown in Figure 18.11. Pressing a
button produces a two-tone signal containing a high- and a low-frequency tone. Each button is associated
with a unique pair of low-frequency and high-frequency tones. For example, pressing the button marked 5
652 Chapter 18 Applications of the z-Transform
would generate a combination of 770-Hz and 1336-Hz tones. There are four low frequencies and four high
frequencies. The low- and high-frequency groups have been chosen to ensure that the paired combinations
do not interfere with speech. The highest frequency (1633 Hz) is not currently in commercial use. The
tones can be generated by using a parallel combination of two programmable digital oscillators, as shown in
Figure 18.12.
The sampling rate typically used is S = 8 kHz. The digital frequency corresponding to a typical high-
frequency tone fH is H = 2fH /S. The code for each button selects the appropriate filter coecients.
The keys pressed are identified at the receiver by first separating the low- and high-frequency groups using
a lowpass filter (with a cuto frequency of around 1000 Hz) and a highpass filter (with a cuto frequency
of around 1200 Hz) in parallel, and then isolating each tone, using a parallel bank of narrowband bandpass
filters tuned to the (eight) individual frequencies. The (eight) outputs are fed to a level detector and decision
logic that establishes the presence or absence of a tone. The keys may also be identified by computing the
FFT of the tone signal, followed by threshold detection.
1 2 3 A 697
4 5 6 B 770
Low-frequency
group (Hz)
7 8 9 C 852
* 0 # D 941
1209 1336 1477 1633
High-frequency group (Hz)
Figure 18.11 Layout of a DTMF touch-tone keypad
+
[n]
+ + y [n]
+ + +
z1
+
+ 2 cos L cos L
z1
1 Low-frequency
generator
+ +
+ +
z1
+
+ 2 cos H cos H
z1
1 High-frequency
generator
Figure 18.12 Digital oscillators for DTMF tone generation
18.5 Application-Oriented Examples 653
18.5.5 Digital Resonators
A digital resonator is essentially a narrowband bandpass filter. One way to realize a second-order resonator
with a peak at 0 is to place a pair of poles, with angular orientation 0 (at z = Rej0 and z = Rej0 ),
and a pair of zeros at z = 0, as shown in Figure 18.13. To ensure stability, we choose the pole radius R to
be less than (but close to) unity.
Im[ z ] H()
A x [n] + y [n]
+
R 2R cos 0 z1
A
0 Re[ z ] 2 +
0 1 +
R z1
R 2
0 0.5
Figure 18.13 A second-order digital resonator
The transfer function of such a digital resonator is
z2 z2
H(z) = = (18.21)
(z Rej0 )(z Rej0 ) z2 2zR cos 0 + R2
Its magnitude spectrum |H()| and realization are also shown in Figure 18.13. The magnitude squared
function |H()|2 is given by
# #2
# ej2 #
#
|H()| = # j
2 # (18.22)
(e Re )(e Re
j 0 j j0 )#
This simplifies to
1
|H()|2 = (18.23)
[1 2R cos( 0 ) + R2 ][1 2R cos( + 0 ) + R2 ]
Its peak value A occurs at (or very close to) the resonant frequency, and is given by
1
A2 = |H(0 )|2 = (18.24)
(1 R)2 (1 2R cos 20 + R2 )
The half-power bandwidth is found by locating the frequencies at which |H()|2 = 0.5|H(0 )|2 = 0.5A2 ,
to give
1 0.5
= (18.25)
[1 2R cos( 0 ) + R2 ][1 2R cos( + 0 ) + R2 ] (1 R)2 (1 2R cos 20 + R2 )
Since the half-power frequencies are very close to 0 , we have + 0 20 and 0 0.5, and the
above relation simplifies to
1 2R cos(0.5) + R2 = 2(1 R)2 (18.26)
This relation between the pole radius R and bandwidth can be simplified when the poles are very close
to the unit circle (with R > 0.9 or so). The values of R and the peak magnitude A are then reasonably well
approximated by
1
R 1 0.5 A (18.27)
(1 R2 )sin 0
654 Chapter 18 Applications of the z-Transform
The peak gain can be normalized to unity by dividing the transfer function by A. The impulse response of
this filter can be found by partial fraction expansion of H(z)/z, which gives
H(z) z K K
= = + (18.28)
z (z Rej0 )(z Rej0 ) z Rej0 z Rej0
where #
z # Rej0 Rej0 ej(0 /2)
K= # = = = (18.29)
z Re j0 # Rej0 Re j0 2jR sin 0 2 sin 0
z=Rej0
Then, from lookup tables, we obtain
1 1
h[n] = Rn cos(n0 + 0 2 )u[n] = Rn sin[(n + 1)0 ]u[n] (18.30)
sin 0 sin 0
To null the response at low and high frequencies ( = 0 and = ), the two zeros in H(z) may be relocated
from the origin to z = 1 and z = 1, and this leads to the modified transfer function H1 (z):
z2 1
H1 (z) = (18.31)
z2 2zR cos 0 + R2
EXAMPLE 18.8 (Digital Resonator Design)
We design a digital resonator with a peak gain of unity at 50 Hz, and a 3-dB bandwidth of 6 Hz, assuming
a sampling frequency of 300 Hz.
The digital resonant frequency is 0 = 2(50) 2(6)
300 = 3 . The 3-dB bandwidth is = 300 = 0.04. We
compute the pole radius as R = 1 0.5 = 1 0.02 = 0.9372. The transfer function of the digital
resonator is thus
Gz 2 Gz 2 Gz 2
H(z) = = =
(z Rej0 )(z Rej0) z 2R cos 0 + R
2 2 z 0.9372z + 0.8783
2
For a peak gain of unity, we choose G = 1
A = (1 R2 )sin 0 = 0.1054. Thus,
0.1054z 2
H(z) =
z2 0.9372z + 0.8783
The magnitude spectrum and passband detail of this filter are shown in Figure E18.8.
(a) Digital resonator with peak at 50 Hz (b) Passband detail
1 1
0.707 0.707
Magnitude
Magnitude
0.5 0.5
0 0
0 50 100 150 40 46.74 50 52.96 60
Analog frequency f [Hz] Analog frequency f [Hz]
Figure E18.8 Frequency response of the digital resonator for Example 18.8
The passband detail reveals that the half-power frequencies are located at 46.74 Hz and 52.96 Hz, a close
match to the bandwidth requirement (of 6 Hz).
18.5 Application-Oriented Examples 655
18.5.6 Comb Filters
A comb filter has a magnitude response that looks much like the rounded teeth of a comb. One such comb
filter is described by the transfer function
H(z) = 1 z N h[n] = {1, 0, 0, . . . , 0, 0, 1} (18.32)
$ %& '
N 1 zeros
This corresponds to the system dierence equation y[n] = x[n] x[n N ], and represents a linear-phase
FIR filter whose impulse response h[n] (which is odd symmetric about its midpoint) has N + 1 samples with
h[0] = 1, h[N ] = 1, and all other coecients zero. There is a pole of multiplicity N at the origin, and the
zeros lie on a unit circle with locations specified by
2k
z N = ejN = 1 = ej2k k = , k = 0, 1, . . . , N 1 (18.33)
N
The pole-zero pattern and magnitude spectrum of this filter are shown for two values of N in Figure 18.14.
Magnitude spectrum of H(z) = 1z N
N=4
2
4 poles
F
0.5 0.5
Magnitude spectrum of H(z) = 1z N
N=5
2
5 poles
F
0.5 0.5
Figure 18.14 Pole-zero plot and frequency response of the comb filter H(z) = 1 z N
The zeros of H(z) are uniformly spaced 2/N radians apart around the unit circle, starting at = 0.
For even N , there is also a zero at = . Being an FIR filter, it is always stable for any N . Its frequency
response is given by
H(F ) = 1 ej2F N (18.34)
Note that H(0) always equals 0, but H(0.5) = 0 for even N and H(0.5) = 2 for odd N . The frequency
response H(F ) looks like a comb with N rounded teeth over its principal period 0.5 F 0.5.
A more general form of this comb filter is described by
H(z) = 1 z N h[n] = {1, 0, 0, . . . , 0, 0, } (18.35)
$ %& '
N 1 zeros
It has N poles at the origin, and its zeros are uniformly spaced 2/N radians apart around a circle of radius
R = 1/N , starting at = 0. Note that this filter is no longer a linear-phase filter because its impulse
response is not symmetric about its midpoint. Its frequency response H(F ) = 1 ej2F N suggests that
H(0) = 1 for any N , and H(0.5) = 1 for even N and H(0.5) = 1 + for odd N . Thus, its magnitude
varies between 1 and 1 + , as illustrated in Figure 18.15.
656 Chapter 18 Applications of the z-Transform
Magnitude spectrum of H(z) = 1 z N Magnitude spectrum of H(z) = 1 z N
N=4 N=5
1+ 1+
1 F 1 F
0.5 0.5 0.5 0.5
Figure 18.15 Frequency response of the comb filter H(z) = 1 z N
Another FIR comb filter is described by the transfer function
H(z) = 1 + z N h[n] = {1, 0, 0, . . . , 0, 0, 1} (18.36)
$ %& '
N 1 zeros
This corresponds to the system dierence equation y[n] = x[n] + x[n N ], and represents a linear-phase FIR
filter whose impulse response h[n] (which is even symmetric about its midpoint) has N + 1 samples with
h[0] = h[N ] = 1, and all other coecients zero. There is a pole of multiplicity N at the origin, and the zero
locations are specified by
(2k + 1)
z N = ejN = 1 = ej(2k+1) k = , k = 0, 1, . . . , N 1 (18.37)
N
The pole-zero pattern and magnitude spectrum of this filter are shown for two values of N in Figure 18.16.
Magnitude spectrum of H(z) = 1+z N
N=4
2
4 poles
F
0.5 0.5
Magnitude spectrum of H(z) = 1+z N
N=5
2
5 poles
F
0.5 0.5
Figure 18.16 Pole-zero plot and frequency response of the comb filter H(z) = 1 + z N
The zeros of H(z) are uniformly spaced 2/N radians apart around the unit circle, starting at = /N .
For odd N , there is also a zero at = . Its frequency response is given by
H(F ) = 1 + ej2F N (18.38)
Note that H(0) = 2 for any N , but H(0.5) = 2 for even N and H(0.5) = 0 for odd N .
A more general form of this comb filter is described by
H(z) = 1 + z N h[n] = {1, 0, 0, . . . , 0, 0, } (18.39)
$ %& '
N 1 zeros
18.5 Application-Oriented Examples 657
It has N poles at the origin and its zeros are uniformly spaced 2/N radians apart around a circle of radius
R = 1/N , starting at = /N . Note that this filter is no longer a linear-phase filter because its impulse
response is not symmetric about its midpoint. Its frequency response H(F ) = 1 + ej2F N suggests that
H(0) = 1 + for any N , and H(0.5) = 1 + for even N and H(0.5) = 1 for odd N . Thus, its magnitude
varies between 1 and 1 + , as illustrated in Figure 18.17.
Magnitude spectrum of H(z) = 1 + z N Magnitude spectrum of H(z) = 1 + z N
N=4 N=5
1+ 1+
1 F 1 F
0.5 0.5 0.5 0.5
Figure 18.17 Frequency response of the comb filter H(z) = 1 + z N
18.5.7 Periodic Notch Filters
A notch filter with notches at periodic intervals may be constructed by placing zeros on the unit circle at
the notch frequencies, and poles in close proximity along the same angular orientations. One such form is
N (z) 1 z N
H(z) = = (18.40)
N (z/) 1 (z/)N
Its zeros are uniformly spaced 2/N radians apart around a unit circle, starting at = 0, and its poles are
along the same angular orientations but on a circle of radius R = . For stability, we require < 1. Of
course, the closer is to unity, the sharper are the notches and the more constant is the response at the
other frequencies. Periodic notch filters are often used to remove unwanted components at the power line
frequency and its harmonics.
EXAMPLE 18.9 (Periodic Notch Filter Design)
We design a notch filter to filter out 60 Hz and its harmonics from a signal sampled at S = 300 Hz.
The digital frequency corresponding to 60 Hz is F = 60/300 = 0.2 or = 0.4. There are thus
N = 2/0.4 = 5 notches in the principal range (around the unit circle), and the transfer
function of the notch filter is
N (z) 1 z 5 z5 1
H(z) = = =
N (z/) 1 (z/)5 z 5 5
Figure E18.9(a) shows the response of this filter for = 0.9 and = 0.99. The choice of , the pole radius,
is arbitrary (as long as < 1), but should be close to unity for sharp notches.
(a) Periodic notch filter: N = 5 = 0.9, 0.99 (b) Notch filter that also passes dc: = 0.9, 0.99
1.5 1.5
= 0.9 = 0.9
Magnitude
Magnitude
1 1
= 0.99 = 0.99
0.5 0.5
0 0
0 0.1 0.2 0.3 0.4 0.5 0 0.1 0.2 0.3 0.4 0.5
Digital frequency F Digital frequency F
Figure E18.9 Frequency response of the notch filters for Example 18.9
658 Chapter 18 Applications of the z-Transform
Comment: This notch filter also removes the dc component. If we want to preserve the dc component, we
must extract the zero at z = 1 (corresponding to F = 0) from N (z) (by long division), to give
1 z 5
N1 (z) = = 1 + z 1 + z 2 + z 3 + z 4
1 z 1
and use N1 (z) to compute the new transfer function H1 (z) = N1 (z)/D(z) as
N1 (z) 1 + z 1 + z 2 + z 3 + z 4 z4 + z3 + z2 + z + 1
H1 (z) = = = 4
N1 (z/) 1 + (z/) + (z/) + (z/) + (z/)
1 2 3 4 z + z 3 + 2 z 2 + 3 z + 4
Figure E18.9(b) compares the response of this filter for = 0.9 and = 0.99, and reveals that the dc
component is indeed preserved by this filter.
18.6 Allpass Filters
An allpass filter is characterized by a magnitude response that is unity for all frequencies, with |H(F )| = 1.
Its transfer function H(z) also satisfies the relationship
H(z)H(1/z) = 1 (18.41)
This implies that each pole of an allpass filter is paired by a conjugate reciprocal zero. As a result, allpass
filters cannot be minimum-phase. The cascade of allpass filters is also an allpass filter. An allpass filter of
order N has a numerator and denominator of equal order N , with coecients in reversed order:
N (z) CN + CN 1 z 1 + + C1 z N 1 + z N
HAP (z) = = (18.42)
D(z) 1 + C1 z 1 + C2 z 2 + + CN z N
Note that D(z) = z N N (1/z), and as a result, if the roots of N (z) (the zeros) are at rk , the roots of D(z)
(the poles) are at 1/rk , the reciprocal locations.
REVIEW PANEL 18.7
How to Identify an Allpass Filter
From H(z) = N (z)/D(z): The coecients of N (z) and D(z) appear in reversed order.
From pole-zero plot: Each pole is paired with a conjugate reciprocal zero.
Consider a stable, first-order allpass filter whose transfer function H(z) and frequency response H(F )
are described by
1 + z 1 + ej2F
H(z) = HA (F ) = , || < 1 (18.43)
z+ + ej2F
If we factor out ejF from the numerator and denominator of H(F ), we obtain the form
1 + ej2F ejF + ejF
H(F ) = = , || < 1 (18.44)
+ ej2F ejF + ejF
The numerator and denominator are complex conjugates. This implies that their magnitudes are equal (an
allpass characteristic) and that the phase of H(F ) equals twice the numerator phase. Now, the numerator
may be simplified to
ejF + ejF = cos(F ) j sin(F ) + cos(F ) + j sin(F ) = (1 + )cos(F ) j(1 )sin(F )
18.6 Allpass Filters 659
The phase (F ) of the allpass filter H(F ) equals twice the numerator phase. The phase (F ) and phase
delay tp (F ) may then be written as
( ) ( )
1 (F ) 1 1
(F ) = 2 tan1 tan(F ) tp (F ) = = tan1 tan(F ) (18.45)
1+ 2F F 1+
A low-frequency approximation for the phase delay is given by
1
tp (F ) = (low-frequency approximation) (18.46)
1+
The group delay tg (F ) of this allpass filter equals
1 d(F ) 1 2
tg (F ) = = (18.47)
2 dF 1 + 2 cos(2F ) + 2
At F = 0 and F = 0.5, the group delay is given by
1 2 1 1 2 1+
tg (0) = = tg (0.5) = = (18.48)
1 + 2 + 2 1+ 1 2 + 2 1
18.6.1 Stabilization of Unstable Filters
Allpass filters are often used to stabilize unstable digital filters, while preserving their magnitude response.
Consider the unstable filter
z
Hu (z) = , || < 1 (18.49)
1 + z
It has a pole at z = 1/ and is thus unstable. If we cascade Hu (z) with a first-order allpass filter whose
transfer function is H1 (z) = (1 + z)/(z + ), we obtain
z
H(z) = Hu (z)H1 (z) = (18.50)
z +
The filter H(z) has a pole at z = , and since || < 1, it is a stable filter.
This idea can easily be extended to unstable filters of arbitrary order described as a cascade of a stable
portion Hs (z) and P unstable first-order sections:
P
* z
Hu (z) = Hs (z) , |m | < 1 (18.51)
m=1
1 + m z
To stabilize Hu (z), we use an allpass filter HAP (z) that is a cascade of P allpass sections. Its form is
*P
1 + m z
HAP (z) = , |m | < 1 (18.52)
m=1
z + m
The stabilized filter H(z) is then described by the cascade Hu (z)HAP (z) as
P
* z
H(z) = Hu (z)HAP (z) = Hs (z) , |m | < 1 (18.53)
m=1
z +
m
There are two advantages to this method. First, the magnitude response of the original filter is unchanged.
And second, the order of the new filter is the same as the original. The reason for the inequality |m | < 1
(rather than |m | 1) is that if Hu (z) has a pole on the unit circle, its conjugate reciprocal will also lie on
the unit circle and no stabilization is possible.
660 Chapter 18 Applications of the z-Transform
18.6.2 Minimum-Phase Filters Using Allpass Filters
Even though allpass filters cannot be minimum-phase, they can be used to convert stable nonminimum-phase
filters to stable minimum-phase filters. We describe a nonminimum-phase transfer function by a cascade of a
minimum-phase part HM (z) (with all poles and zeros inside the unit circle) and a portion with zeros outside
the unit circle such that
P
*
HNM (z) = HM (z) (z + M ), |m | > 1 (18.54)
m=1
We now seek an unstable allpass filter with
*P
1 + zm
HAP (z) = , |m | > 1 (18.55)
m=1
z + m
The cascade of HNM (z) and HAP (z) yields a minimum-phase filter with
P
*
H(z) = HNM (z)HAP (z) = HM (z) (1 + zm
) (18.56)
m=1
Once again, H(z) has the same order as the original filter.
18.7 Application-Oriented Examples: Digital Audio Eects
Signal processing techniques allow us not only to compensate for the acoustics of a listening environment,
but also to add special musical eects such as delay, echo, and reverb, if desired. The most common example
is the audio equalizer that allows us to enhance the bass or treble content of an audio signal. What a listener
hears in a room depends not only on the acoustic characteristics of that room, but also on the location of the
listener. A piece of music recorded in a concert hall does not sound quite the same elsewhere. The ambience
of a concert hall can, however, be duplicated in the living room environment by first compensating for the
room acoustics, and then adding the reverberation characteristics of the concert hall. The compensation
is achieved by passing the audio signal through an inverse filter corresponding to the impulse response of
the room (which can be measured). The concert hall ambiance is then added by a filter that simulates the
concert hall acoustics. High-end audio systems allow us not only to measure the room acoustics, but also to
simulate the acoustics of a variety of well-known concert hall environments.
In any listening space, what we hear from an audio source consists not only of the direct sound, but also
early echoes reflected directly from the walls and other structures, and a late sound or reverberation that
describes multiple reflections (that get added to other echoes). This is illustrated in Figure 18.18.
Direct sound Source
Direct sound Listener
Early reflections
(echo)
Echo filters
Late reflections
(reverb)
t Reverb filters Delay
Figure 18.18 Illustrating echo and reverb
The direct sound provides clues to the location of the source, the early echoes provide an indication of
the physical size of the listening space, and the reverberation characterizes the warmth and liveliness that
18.7 Application-Oriented Examples: Digital Audio Eects 661
we usually associate with sounds. The amplitude of the echoes and reverberation decays exponentially with
time. Together, these characteristics determine the psycho-acoustic qualities we associate with any perceived
sound. Typical 60-dB reverberation times (for the impulse response to decay to 0.001 of its peak value) for
concert halls are fairly long, up to two seconds. A conceptual model of a listening environment, also shown
in Figure 18.18, consists of echo filters and reverb filters.
A single echo can be modeled by a feed-forward system of the form
y[n] = x[n] + x[n D] H(z) = 1 + z D h[n] = [n] [n D] (18.57)
This is just a comb filter in disguise. The zeros of this filter lie on a circle of radius R = 1/D , with angular
orientations of = (2k + 1)/D. Its comb-like magnitude spectrum H(F ) shows minima of 1 at the
frequencies F = (2k + 1)/D, and peaks of 1 + midway between the dips. To perceive an echo, the index
D must correspond to a delay of at least about 50 ms.
A reverb filter that describes multiple reflections has a feedback structure of the form
1
y[n] = y[n D] + x[n] H(z) = (18.58)
1 z D
This filter has an inverse-comb structure, and its poles lie on a circle of radius R = 1/D , with an angular
separation of = 2/D. The magnitude spectrum shows peaks of 1/(1) at the pole frequencies F = k/D,
and minima of 1/(1 + ) midway between the peaks.
Conceptually, the two systems just described can form the building blocks for simulating the acoustics
of a listening space. Many reverb filters actually use a combination of reverb filters and allpass filters. A
typical structure is shown in Figure 18.19. In practice, however, it is more of an art than a science to create
realistic eects, and many of the commercial designs are propriety information.
+
Reverb filter
+ Allpass filter
+
+ +
Reverb filter
Reverb filter
Direct sound
Figure 18.19 Echo and reverb filters for simulating acoustic eects
The reverb filters in Figure 18.19 typically incorporate irregularly spaced delays to allow the blending of
echoes, and the allpass filter serves to create the eect of early echoes. Some structures for the reverb filter
and allpass filter are shown in Figure 18.20. The first structure is the plain reverb. In the second structure,
the feedback path incorporates a first-order lowpass filter that accounts for the dependence (increase) of
sound absorption with frequency. The allpass filter has the form
1
+ z L 1
H(z) = = + L (18.59)
1 z L 1 z
The second form of this expression (obtained by long division) shows that, except for the constant term, the
allpass filter has the same form as a reverb filter.
662 Chapter 18 Applications of the z-Transform
+ + +
+ + +
z D z D z L
z
z
Reverb filter Reverb with lowpass filter Allpass filter
Figure 18.20 Realization of typical reverb filters
18.7.1 Gated Reverb and Reverse Reverb
Two other types of audio eects can also be generated by reverb filters. A gated reverb results from the
truncation (abrupt or gradual) of the impulse response of a reverb filter, resulting in an FIR filter. A reverse
reverb is essentially a folded version of the impulse response of a gated reverb filter. The impulse response
increases with time, leading to a sound that first gets louder, and then dies out abruptly.
18.7.2 Chorusing, Flanging, and Phasing
The echo filter also serves as the basis for several other audio special eects. Two of these eects, chorusing
and phasing, are illustrated in Figure 18.21.
Direct sound + Direct sound
+ +
+ +
Variable Variable
delay gain
Tunable
notch filter
Variable Variable
delay gain
Chorusing Phasing
Figure 18.21 Illustrating special audio eects
Chorusing mimics a chorus (or group) singing (or playing) in unison. In practice, of course, the voices
(or instruments) are not in perfect synchronization, nor identical in pitch. The chorusing eect can be
implemented by a weighted combination of echo filters, each with a time-varying delay dn of the form
y[n] = x[n] + x[n dn ] (18.60)
Typical delay times used in chorusing are between 20 ms and 30 ms. If the delays are less than 10 ms (but
still variable), the resulting whooshing sound is known as flanging.
Phase shifting or phasing also creates many interesting eects, and may be achieved by passing the
signal through a notch filter whose frequency can be tuned by the user. It is the sudden phase jumps at
the notch frequency that are responsible for the phasing eect. The eects may also be enhanced by the
addition of feedback.
18.7.3 Plucked-String Filters
Comb filters, reverb filters, and allpass filters have also been used to synthesize the sounds of plucked
instruments, such as the guitar. What we require is a filter that has a comb-like response, with resonances
18.7 Application-Oriented Examples: Digital Audio Eects 663
at multiples of the fundamental frequency of the note. The harmonics should decay exponentially in time,
with higher frequencies decaying at a faster rate. A typical structure, first described by Karplus and Strong,
is illustrated in Figure 18.22.
+ +
+ +
A z D A z D
GLP (z) GAP (z) GLP (z)
Figure 18.22 The Karplus-Strong plucked-string filter
In the Karplus-Strong structure, the lowpass filter has the transfer function GLP (z) = 0.5(1 + z 1 ), and
contributes a 0.5-sample phase delay. The delay line contributes an additional D-sample delay, and the loop
delay is thus D + 0.5 samples. The overall transfer function of the first structure is
1
H(z) = GLP (z) = 0.5(1 + z 1 ) (18.61)
1 Az D GLP (z)
The frequency response of this Karplus-Strong filter is shown in Figure 18.23, for D = 8 and D = 16,
and clearly reveals a resonant structure with sharp peaks. The lowpass filter GLP (z) is responsible for the
decrease in the amplitude of the peaks, and for making them broader as the frequency increases.
(a) KarplusStrong filter: D = 8, A = 0.9 (b) KarplusStrong filter: D = 16, A = 0.9
10 10
Magnitude
Magnitude
5 5
0 0
0 0.1 0.2 0.3 0.4 0.5 0 0.1 0.2 0.3 0.4 0.5
Digital frequency F Digital frequency F
Figure 18.23 Frequency response of the Karplus-Strong plucked-string filter
If A is close to unity, the peaks occur at (or very close to) multiples of the fundamental digital frequency
F0 = 1/(D + 0.5). For a sampling rate S, the note frequency thus corresponds to f0 = S/(D + 0.5) Hz.
However, since D is an integer, we cannot achieve precise tuning (control of the frequency). For example,
to generate a 1600-Hz note at a sampling frequency of 14 kHz requires that D + 0.5 = 8.75. The closest we
can come is by picking D = 8 (to give a frequency of f0 = 8.5 14
1647 Hz). To generate the exact frequency
requires an additional 0.25-sample phase delay. The second structure of Figure 18.22 includes an allpass
filter of the form GAP (z) = (1 + z)/(z + ) in the feedback path that allows us to implement such delays by
appropriate choice of the allpass parameter . For example, to implement the 0.25-sample delay, we would
require (using the low-frequency approximation for the phase delay)
1 1 0.25
0.25 = tp = = 0.6 (18.62)
1+ 1 + 0.25
664 Chapter 18 Applications of the z-Transform
CHAPTER 18 PROBLEMS
DRILL AND REINFORCEMENT
18.1 (Realization) Sketch the direct form I, direct form II, and transposed realization for each filter.
z2
(a) y[n] 16 y[n 1] 12 y[n 2] = 3x[n] (b) H(z) = 2
z 0.25
2z 2 + z 2
(c) y[n] 3y[n 1] + 2y[n 2] = 2x[n 2] (d) H(z) =
z2 1
18.2 (Realization) Find the transfer function and dierence equation for each system realization shown
in Figure P18.2.
System 1
x [n]
+ 4
+ y [n]
+
x [n] 4 y [n] z1
+ +
+ +
3
z1
2 3 z1 System 2
2
Figure P18.2 Filter realizations for Problem 18.2
18.3 (Inverse Systems) Find the dierence equation of the inverse systems for each of the following.
Which inverse systems are causal? Which are stable?
z+2
(a) H(z) = (z 2 + 19 )/(z 2 14 ) (b) H(z) = 2
z + 0.25
(c) y[n] 0.5y[n 1] = x[n] + 2x[n 1] (d) h[n] = n(2)n u[n]
18.4 (Minimum-Phase Systems) Classify each system as minimum phase, mixed phase, or maximum
phase. Which of the systems are stable?
z 2 + 19 z2 4
(a) H(z) = (b) H(z) =
z 2 14 z2 + 9
(c) h[n] = n(2)n u[n] (d) y[n] + y[n 1] + 0.25y[n 2] = x[n] 2x[n 1]
18.5 (Minimum-Phase Systems) Find the minimum-phase transfer function corresponding to the
systems described by the following:
1
(a) H(z)H(1/z) = 2
3z 10z + 3
3z 2 + 10z + 3
(b) H(z)H(1/z) = 2
5z + 26z + 5
1.25 + cos(2F )
(c) |H(F )| =
2
8.5 + 4 cos(2F )
18.6 (System Characteristics) Consider the system y[n] y[n 1] = x[n] x[n 1].
(a) For what values of and will the system be stable?
Chapter 18 Problems 665
(b) For what values of and will the system be minimum-phase?
(c) For what values of and will the system be allpass?
(d) For what values of and will the system be linear phase?
18.7 (Filter Design by Pole-Zero Placement) Design the following filters by pole-zero placement.
(a) A bandpass filter with a center frequency of f0 = 200 Hz, a 3-dB bandwidth of f = 20 Hz,
zero gain at f = 0 and f = 400 Hz, and a sampling frequency of 800 Hz.
(b) A notch filter with a notch frequency of 1 kHz, a 3-dB stopband of 10 Hz, and sampling frequency
8 kHz.
z+3
18.8 (Stabilization by Allpass Filters) The transfer function of a filter is H(z) = .
z2
(a) Is this filter stable?
(b) What is the transfer function A1 (z) of a first-order allpass filter that can stabilize this filter?
What is the transfer function HS (z) of the stabilized filter?
(c) If HS (z) is not minimum phase, pick an allpass filter A2 (z) that converts HS (z) to a minimum-
phase filter HM (z).
(d) Verify that |H(F )| = |HS (F )| = |HM (F )|.
REVIEW AND EXPLORATION
18.9 (Realization) Find the transfer function and dierence equation for each digital filter realization
shown in Figure P18.9.
y [n]
x [n]
+ Filter 1 Filter 2
z1 z1
z1 +
x [n] 3
+ 2
4 2 y [n]
+
z1 z1
3 4
Figure P18.9 Filter realizations for Problem 18.9
18.10 (Feedback Compensation) Feedback compensation is often used to stabilize unstable filters. It is
6
required to stabilize the unstable filter G(z) = by putting it in the forward path of a negative
z 1.2
feedback system. The feedback block has the form H(z) = .
z
(a) What values of and are required for the overall system to have two poles at z = 0.4 and
z = 0.6? What is the overall transfer function and impulse response?
(b) What values of and are required for the overall system to have both poles at z = 0.6?
What is the overall transfer function and impulse response? How does the double pole aect
the impulse response?
666 Chapter 18 Applications of the z-Transform
18.11 (Recursive and IIR Filters) The terms recursive and IIR are not always synonymous. A recursive
filter could in fact have a finite impulse response and even linear phase. For each of the following
recursive filters, find the transfer function H(z) and the impulse response h[n]. Which filters (if any)
describe IIR filters? Which filters (if any) are linear phase?
(a) y[n] y[n 1] = x[n] x[n 2]
(b) y[n] y[n 1] = x[n] x[n 1] 2x[n 2] + 2x[n 3]
18.12 (Recursive Forms of FIR Filters) An FIR filter may always be recast in recursive form by the
simple expedient of including poles and zeros at identical locations. This is equivalent to multiplying
the transfer function numerator and denominator by identical factors. For example, the filter H(z) =
1 z 1 is FIR but if we multiply the numerator and denominator by the identical term 1 + z 1 , the
new filter and its dierence equation become
(1 z 1 )(1 + z 1 ) 1 z 2
H1 (z) = = y[n] + y[n 1] = x[n] x[n 2]
1 + z 1 1 + z 1
The dierence equation can be implemented recursively. Find two dierent recursive dierence equa-
tions (with dierent orders) for each of the following filters.
(a) h[n] = {1, 2, 1}
z 2 2z + 1
(b) H(z) =
z2
(c) y[n] = x[n] x[n 2]
18.13 (Systems in Cascade and Parallel) Consider the filter realization of Figure P18.13.
(a) Find its transfer function and impulse response if = . Is the overall system FIR or IIR?
(b) Find its transfer function and impulse response if = . Is the overall system FIR or IIR?
(c) Find its transfer function and impulse response if = = 1. What does the overall system
represent?
x [n]
+ + y [n]
+
z1
z1 +
+
z1
Figure P18.13 Filter realization for Problem 18.13
18.14 (Filter Concepts) Argue for or against the following. Use examples to justify your arguments.
(a) All the finite poles of an FIR filter must lie at z = 0.
(b) An FIR filter is always linear phase.
(c) An FIR filter is always stable.
(d) A causal IIR filter can never display linear phase.
(e) A linear-phase sequence is always symmetric about is midpoint.
(f ) A minimum-phase filter can never display linear phase.
(g) An allpass filter can never display linear phase.
Chapter 18 Problems 667
(h) An allpass filter can never be minimum phase.
(i) The inverse of a minimum-phase filter is also minimum phase.
(j) The inverse of a causal filter is also causal.
(k) For a causal minimum-phase filter to have a a causal inverse, the filter must have as many finite
poles as finite zeros.
0.2(z + 1)
18.15 (Filter Concepts) Let H(z) = . What type of filter does H(z) describe? Sketch its pole-
z 0.6
zero plot. For the following problems, assume that the cuto frequency of this filter is FC = 0.15.
(a) What filter does H1 (z) = 1 H(z) describe? Sketch its pole-zero plot. How is the cuto
frequency of this filter related to that of H(z)?
(b) What filter does H2 (z) = H(z) describe? Sketch its pole-zero plot. How is the cuto frequency
of this filter related to that of H(z)?
(c) What type of filter does H3 (z) = 1 H(z) H(z) describe? Sketch its pole-zero plot.
(d) Use a combination of the above filters to implement a bandstop filter.
18.16 (Inverse Systems) Consider a system described by h[n] = 0.5[n] + 0.5[n 1].
(a) Sketch the frequency response H(F ) of this filter.
(b) In an eort to recover the input x[n], it is proposed to cascade this filter with another filter
whose impulse response is h1 [n] = 0.5[n] 0.5[n 1], as shown:
x[n] h[n] h1 [n] y[n]
What is the output of the cascaded filter to the input x[n]? Sketch the frequency response
H1 (F ) and the frequency response of the cascaded filter.
(c) What must be the impulse response h2 [n] of a filter connected in cascade with the original filter
such that the output of the cascaded filter equals the input x[n], as shown?
x[n] h[n] h2 [n] x[n]
(d) Are H2 (F ) and H1 (F ) related in any way?
18.17 (Linear Phase and Symmetry) Assume a sequence x[n] with real coecients with all its poles
at z = 0. Argue for or against the following statements. You may want to exploit two useful facts.
First, each pair of terms with reciprocal roots such as (z ) and (z 1/) yields an even symmetric
impulse response sequence. Second, the convolution of symmetric sequences is also endowed with
symmetry.
(a) If all the zeros lie on the unit circle, x[n] must be linear phase.
(b) If x[n] is linear phase, its zeros must always lie on the unit circle.
(c) If there are no zeros at z = 1 and x[n] is linear phase, it is also even symmetric.
(d) If there is one zero at z = 1 and x[n] is linear phase, it is also odd symmetric.
(e) If x[n] is even symmetric, there can be no zeros at z = 1.
(f ) If x[n] is odd symmetric, there must be an odd number of zeros at z = 1.
18.18 (Comb Filters) For each comb filter, identify the pole and zero locations and determine whether
it is a notch filter or a peaking filter.
z 4 0.4096 z4 1
(a) H(z) = 4 (b) H(z) = 4
z 0.6561 z 0.6561
668 Chapter 18 Applications of the z-Transform
18.19 (Linear-Phase Filters) Argue for or against the following:
(a) The cascade connection of two linear-phase filters is also a linear-phase filter.
(b) The parallel connection of two linear-phase filters is also a linear-phase filter.
18.20 (Minimum-Phase Filters) Argue for or against the following:
(a) The cascade connection of two minimum-phase filters is also a minimum-phase filter.
(b) The parallel connection of two minimum-phase filters is also a minimum-phase filter.
18.21 (Allpass Filters) Argue for or against the following:
(a) The cascade connection of two allpass filters is also an allpass filter.
(b) The parallel connection of two allpass filters is also an allpass filter.
18.22 (Minimum-Phase Systems) Consider the filter y[n] = x[n] 0.65x[n 1] + 0.1x[n 2].
(a) Find its transfer function H(z) and verify that it is minimum phase.
(b) Find an allpass filter A(z) with the same denominator as H(z).
(c) Is the cascade H(z)A(z) minimum phase? Is it causal? Is it stable?
18.23 (Causality, Stability, and Minimum Phase) Consider two causal, stable, minimum-phase digital
filters described by
z z 0.5
F (z) = G(z) =
z 0.5 z + 0.5
Argue that the following filters are also causal, stable, and minimum phase.
(a) The inverse filter M (z) = 1/F (z)
(b) The inverse filters P (z) = 1/G(z)
(c) The cascade H(z) = F (z)G(z)
(d) The inverse of the cascade R(z) = 1/H(z)
(e) The parallel connection N (z) = F (z) + G(z)
z+2
18.24 (Allpass Filters) Consider the filter H(z) = . The input to this filter is x[n] = cos(2nF0 ).
z + 0.5
(a) Is H(z) an allpass filter? If so, what is its gain?
(b) What is the response y[n] and the phase delay if F0 = 0?
(c) What is the response y[n] and the phase delay if F0 = 0.25?
(d) What is the response y[n] and the phase delay if F0 = 0.5?
18.25 (Allpass Filters) Consider two causal, stable, allpass digital filters described by
0.5z 1 0.5z + 1
F (z) = G(z) =
0.5 z 0.5 + z
(a) Is the filter L(z) = F 1 (z) causal? Stable? Allpass?
(b) Is the filter H(z) = F (z)G(z) causal? Stable? Allpass?
(c) Is the filter M (z) = H 1 (z) causal? Stable? Allpass?
(d) Is the filter N (z) = F (z) + G(z) causal? Stable? Allpass?
Chapter 18 Problems 669
18.26 (Signal Delay) The delay D of a discrete-time energy signal x[n] is defined by
+
kx2 [k]
k=
D=
+
x2 [k]
k=
(a) Verify that the delay of the linear-phase sequence x[n] = {4, 3, 2, 1, 0, 1, 2, 3, 4} is zero.
(b) Compute the delay of the signals g[n] = x[n 1] and h[n] = x[n 2].
(c) What is the delay of the signal y[n] = 1.5(0.5)n u[n] 2[n]?
(d) Consider the first-order allpass filter H(z) = (1 + z)/(z + ). Compute the signal delay for its
impulse response h[n].
18.27 (First-Order Filters) For each filter, sketch the pole-zero plot, sketch the frequency response to
establish the filter type, and evaluate the phase delay at low frequencies. Assume that = 0.5.
z z 1/ z + 1/
(a) H(z) = (b) H(z) = (c) H(z) =
z+ z+ z+
18.28 (Allpass Filters) Consider a lowpass filter with impulse response h[n] = (0.5)n u[n]. If its input is
x[n] = cos(0.5n), the output will have the form y[n] = A cos(0.5n + ).
(a) Find the values of A and .
(b) What should be the transfer function H1 (z) of a first-order allpass filter that can be cas-
caded with the lowpass filter to correct for the phase distortion and produce the signal z[n] =
B cos(0.5n) at its output?
(c) What should be the gain of the allpass filter in order that z[n] = x[n]?
(z + 0.5)(2z + 0.5)
18.29 (Allpass Filters) An unstable digital filter whose transfer function is H(z) =
(z + 5)(2z + 5)
is to be stabilized in a way that does not aect its magnitude spectrum.
(a) What must be the transfer function H1 (z) of a filter such that the cascaded filter described by
HS (z) = H(z)H1 (z) is stable?
(b) What is the transfer function HS (z) of the stabilized filter?
(c) Is HS (z) causal? Minimum phase? Allpass?
COMPUTATION AND DESIGN
pzdesgui A GUI for Filter Design by Pole-Zero Placement
The graphical user interface pzdesgui allows you to visualize the pole-zero plot, impulse response,
and frequency response of a digital filter designed by pole-zero placement.
You can place poles and zeros by editing their multiplicity, radius, and angle.
To explore this routine, type pzdesgui at the Matlab prompt.
18.30 (FIR Filter Design) A 22.5-Hz signal is corrupted by 60-Hz hum. It is required to sample this
signal at 180 Hz and filter out the interference from the the sampled signal.
670 Chapter 18 Applications of the z-Transform
(a) Design a minimum-length, linear-phase filter that passes the desired signal with unit gain and
completely rejects the interference signal.
(b) Test your design by applying a sampled version of the desired signal, adding 60-Hz interference,
filtering the noisy signal, and comparing the desired signal and the filtered signal.
18.31 (Comb Filters) Plot the frequency response of the following filters over 0 F 0.5 and describe
the action of each filter.
(a) y[n] = x[n] + x[n 4], = 0.5
(b) y[n] = x[n] + x[n 4] + 2 x[n 8], = 0.5
(c) y[n] = x[n] + x[n 4] + 2 x[n 8] + 3 x[n 12], = 0.5
(d) y[n] = y[n 4] + x[n], = 0.5
18.32 (Filter Design) An ECG signal sampled at 300 Hz is contaminated by interference due to 60-Hz
hum. It is required to design a digital filter to remove the interference and provide a dc gain of unity.
(a) Design a 3-point FIR filter (using zero placement) that completely blocks the interfering signal.
Plot its frequency response. Does the filter provide adequate gain at other frequencies in the
passband? Is this a good design?
(b) Design an IIR filter (using pole-zero placement) that completely blocks the interfering signal.
Plot its frequency response. Does the filter provide adequate gain at other frequencies in the
passband? Is this a good design?
(c) Generate one period (300 samples) of the ECG signal using the command yecg=ecgsim(3,9);.
Generate a noisy ECG signal by adding 300 samples of a 60-Hz sinusoid to yecg. Obtain filtered
signals, using each filter, and compare plots of the filtered signal with the original signal yecg.
Do the results support your conclusions of parts (a) and (b)? Explain.
18.33 (Nonrecursive Forms of IIR Filters) If we truncate the impulse response of an IIR filter to
N terms, we obtain an FIR filter. The larger the truncation index N , the better the FIR filter
approximates the underlying IIR filter. Consider the IIR filter described by y[n] 0.8y[n 1] = x[n].
(a) Find its impulse response h[n] and truncate it to N terms to obtain hN [n], the impulse response
of the approximate FIR equivalent. Would you expect the greatest mismatch in the response of
the two filters to identical inputs to occur for lower or higher values of n?
(b) Plot the frequency response H(F ) and HN (F ) for N = 3. Plot the poles and zeros of the two
filters. What dierences do you observe?
(c) Plot the frequency response H(F ) and HN (F ) for N = 10. Plot the poles and zeros of the two
filters. Does the response of HN (F ) show a better match to H(F )? How do the pole-zero plots
compare? What would you expect to see in the pole-zero plot if you increase N to 50? What
would you expect to see in the pole-zero plot as N ?
18.34 (LORAN) A LORAN (long-range radio and navigation) system for establishing positions of marine
craft uses three transmitters that send out short bursts (10 cycles) of 100-kHz signals in a precise phase
relationship. Using phase comparison, a receiver (on the craft) can establish the position (latitude and
longitude) of the craft to within a few hundred meters. Suppose the LORAN signal is to be digitally
processed by first sampling it at 500 kHz and filtering the sampled signal using a second-order peaking
filter with a half-power bandwidth of 1 kHz. Design the peaking filter and use Matlab to plot its
frequency response.
Chapter 18 Problems 671
18.35 (Decoding a Mystery Message) During transmission, a message signal gets contaminated by a
low-frequency signal and high-frequency noise. The message can be decoded only by displaying it in
the time domain. The contaminated signal is provided on disk as mystery1.mat. Load this signal into
Matlab (using the command load mystery1). In an eort to decode the message, try the following
steps and determine what the decoded message says.
(a) Display the contaminated signal. Can you read the message?
(b) Display the DFT of the signal to identify the range of the message spectrum.
(c) Design a peaking filter (with unit gain) centered about the message spectrum.
(d) Filter the contaminated signal and display the filtered signal to decode the message.
18.36 (Plucked-String Filters) Figure P18.36 shows three variants of the Karplus-Strong filter for syn-
thesizing plucked-string instruments. Assume that GLP (z) = 0.5(1 + z 1 ).
+ + GLP (z)
+ z D
+ + +
A z D A z D A
GLP (z) GLP (z)
Figure P18.36 Plucked-string filters for Problem 18.36
(a) Find the transfer function of each circuit.
(b) Plot the frequency response of each filter for D = 12 (choose an appropriate value for A).
(c) Describe the dierences in the frequency response and impulse response of each filter.
18.37 (More Plucked-String Filters) We wish to use the Karplus-Strong filter to synthesize a guitar
note played at exactly 880 Hz, using a sampling frequency of 10 kHz, by including a first-order allpass
filter GAP (z) = (1 + z)/(z + ) in the feedback loop. Choose the second variant from Figure P18.36
and assume that GLP (z) = 0.5(1 + z 1 ).
(a) What is the value of D and the value of the allpass parameter ?
(b) Plot the frequency response of the designed filter, using an appropriate value for A.
(c) How far o is the fundamental frequency of the designed filter from 880 Hz?
(d) Show that the exact relation for finding the parameter from the phase delay tp at any frequency
is given by
sin[(1 tp )F ]
=
sin[(1 + tp )F ]
(e) Use the result of part (d) to compute the exact value of at the digital frequency corresponding
to 880 Hz and plot the frequency response of the designed filter. Is the fundamental frequency
of the designed filter any closer to 880 Hz? Will the exact value of be more useful for lower
or higher sampling rates?
18.38 (Generating DTMF Tones) In dual-tone multi-frequency (DTMF) or touch-tone telephone di-
aling, each number is represented by a dual-frequency tone (as described in the text). It is required
to generate the signal at each frequency as a pure cosine, using a digital oscillator operating at a
sampling rate of S = 8192 Hz. By varying the parameters of the digital filter, it should be possible to
generate a signal at any of the required frequencies. A DTMF tone can then be generated by adding
the appropriate low-frequency and high-frequency signals.
672 Chapter 18 Applications of the z-Transform
(a) Design the digital oscillator and use it to generate tones corresponding to all the digits. Each
tone should last for 0.1 s.
(b) Use the FFT to obtain the spectrum of each tone and confirm that its frequencies correspond
to the appropriate digit.
18.39 (Decoding DTMF Tones) To decode a DTMF signal, we must be able to isolate the tones and
then identify the digits corresponding to each tone. This may be accomplished in two ways: using
the FFT or by direct filtering.
(a) Generate DTMF tones (by any method) at a sampling rate of 8192 Hz.
(b) For each tone, use the FFT to obtain the spectrum and devise a test that would allow you to
identify the digit from the frequencies present in its FFT. How would you automate the decoding
process for an arbitrary DTMF signal?
(c) Apply each tone to a parallel bank of bandpass (peaking) filters, compute the output signal
energy, compare with an appropriate threshold to establish the presence or absence of a fre-
quency, and relate this information to the corresponding digit. You will need to design eight
peaking filters (centered at the appropriate frequencies) to identify the frequencies present and
the corresponding digit. How would you automate the decoding process for an arbitrary DTMF
signal?
z + 1/
18.40 (Phase Delay and Group Delay of Allpass Filters) Consider the filter H(z) = .
z+
(a) Verify that this is an allpass filter.
(b) Pick values of that correspond to a phase delay of tp = 0.1, 0.5, 0.9. For each value of , plot
the unwrapped phase, phase delay, and group delay of the filter.
(c) Over what range of digital frequencies is the phase delay a good match to the value of tp
computed in part (b)?
(d) How does the group delay vary with frequency as is changed?
(e) For each value of , compute the minimum and maximum values of the phase delay and the
group delay and the frequencies at which they occur.
Chapter 19
IIR DIGITAL FILTERS
19.0 Scope and Objectives
Digital filters are widely used in almost all areas of digital signal processing. If linear phase is not critical,
infinite impulse response (IIR) filters yield a much smaller filter order for a given application. This chapter
begins with an introduction to IIR filters, and the various mappings that are used to convert analog filters
to digital filters. It then describes the design of IIR digital filters based on an analog lowpass prototype
that meets the given specifications, followed by an appropriate mapping and spectral transformation. The
bilinear transformation and its applications are discussed in detail.
19.1 Introduction
Digital filters process discrete-time signals. They are essentially mathematical implementations of a filter
equation in software or hardware. They suer from few limitations. Among their many advantages are
high noise immunity, high accuracy (limited only by the roundo error in the computer arithmetic), easy
modification of filter characteristics, freedom from component variations, and, of course, low and constantly
decreasing cost. Digital filters are therefore rapidly replacing analog filters in many applications where they
can be used eectively. The term digital filtering is to be understood in its broadest sense, not only as a
smoothing or averaging operation, but also as any processing of the input signal.
19.1.1 The Design Process
Typical magnitude and phase specifications for digital filters are identical to those for analog filters. Addi-
tionally, we must also specify a sampling frequency. This frequency is often used to normalize all the other
design frequencies. The design process is essentially a three-step process that requires specification of the
design parameters, design of the transfer function to meet the design specifications, and realization of the
transfer function in software or hardware. The design based on any set of performance specifications is, at
best, a compromise at all three levels. At the first level, the actual filter may never meet performance spec-
ifications if they are too stringent; at the second, the same set of specifications may lead to several possible
realizations; and at the third, quantization and roundo errors may render the design useless if based on too
critical a set of design values. The fewer or less stringent the specifications, the better is the possibility of
achieving both design objectives and implementation.
19.1.2 Techniques of Digital Filter Design
Digital filter design revolves around two distinctly dierent approaches. If linear phase is not critical, IIR
filters yield a much smaller filter order for a given application. The design starts with an analog lowpass
prototype based on the given specifications. It is then converted to the required digital filter, using an
673
674 Chapter 19 IIR Digital Filters
appropriate mapping and an appropriate spectral transformation. A causal, stable IIR filter can never
display linear phase for several reasons. The transfer function of a linear-phase filter must correspond to
a symmetric sequence and ensure that H(z) = H(1/z). For every pole inside the unit circle, there is a
reciprocal pole outside the unit circle. This makes the system unstable (if causal) or noncausal (if stable).
To make the infinitely long symmetric impulse response sequence of an IIR filter causal, we need an infinite
delay, which is not practical, and symmetric truncation (to preserve linear phase) simply transforms the IIR
filter into an FIR filter.
Only FIR filters can be designed with linear phase (no phase distortion). Their design is typically based
on selecting a symmetric impulse response sequence whose length is chosen to meet design specifications.
This choice is often based on iterative techniques or trial and error. For given specifications, FIR filters
require many more elements in their realization than do IIR filters.
19.2 IIR Filter Design
There are two related approaches for the design of IIR digital filters. A popular method is based on using
methods of well-established analog filter design, followed by a mapping that converts the analog filter to the
digital filter. An alternative method is based on designing the digital filter directly, using digital equivalents
of analog (or other) approximations. Any transformation of an analog filter to a digital filter should ideally
preserve both the response and stability of the analog filter. In practice, this is seldom possible because of
the eects of sampling.
19.2.1 Equivalence of Analog and Digital Systems
The impulse response h(t) of an analog system may be approximated by
!
!
a (t) = ts
h(t) h h(t)(t nts ) = ts h(nts )(t nts ) (19.1)
n= n=
Here, ts is the sampling interval corresponding to the sampling rate S = 1/ts . The discrete-time impulse
response hs [n] describes the samples h(nts ) of h(t) and may be written as
!
hs [n] = h(nts ) = hs [k][n k] (19.2)
k=
a (t) and the z-transform Hd (z) of hs [n] are
The Laplace transform Ha (s) of h
!
!
H(s) Ha (s) = ts h(kts )eskts Hd (z) = hs [k]z k (19.3)
k= k=
Comparison suggests the equivalence Ha (s) = ts Hd (z) provided z k = eskts , or
z ests s ln(z)/ts (19.4)
These relations describe a mapping between the variables z and s. Since s = + j, where is the
continuous frequency, we can express the complex variable z as
z = e(+j)ts = ets ejts = ets ej (19.5)
Here, = ts = 2f /S = 2F is the digital frequency in radians/sample.
19.2 IIR Filter Design 675
The sampled signal hs [n] has a periodic spectrum given by its DTFT:
!
Hp (f ) = S H(f kS) (19.6)
k=
If the analog signal h(t) is band-limited to B and sampled above the Nyquist rate (S > 2B), the principal
period (0.5 F 0.5) of Hp (f ) equals SH(f ), a scaled version of the true spectrum H(f ). We may thus
relate the analog and digital systems by
H(f ) = ts Hp (f ) or Ha (s)|s=j2f ts Hd (z)|z=ej2f /S , |f | < 0.5S (19.7)
If S < 2B, we have aliasing, and this relationship no longer holds.
19.2.2 The Eects of Aliasing
The relations z ests and s ln(z)/ts do not describe a one-to-one mapping between the s-plane and the
z-plane. Since ej is periodic with period 2, all frequencies 0 2k (corresponding to 0 ks , where
s = 2S) are mapped to the same point in the z-plane. A one-to-one mapping is thus possible only if
lies in the principal range (or 0 2), corresponding to the analog frequency range
0.5s 0.5s (or 0 s ). Figure 19.1 illustrates how the mapping z ests translates points in
the s-domain to corresponding points in the z-domain.
j Im[ z ]
s-plane The s-plane origin is mapped to z = 1. z-plane
s /2
Segments of the j -axis of length s
are mapped to the unit circle. Re[ z ]
Strips of width s in the LHP are mapped
s /2 to the interior of the unit circle.
Unit circle
Figure 19.1 Characteristics of the mapping z exp(sts )
The origin: The origin s = 0 is mapped to z = 1, as are all other points corresponding to s = 0 jks for
which z = ejks ts = ejk2 = 1.
The j-axis: For points on the j-axis, = 0, z = ej , and |z| = 1. As increases from 0 to 0 + s ,
the frequency increases from 0 to 0 + 2, and segments of the j-axis of length s = 2S thus map to
the unit circle, over and over.
The left half-plane: In the left half-plane, < 0. Thus, z = ets ej or |z| = ets < 1. This describes the
interior of the unit circle in the z-plane. In other words, strips of width s in the left half of the s-plane are
mapped to the interior of the unit circle, over and over.
The right half-plane: In the right half-plane, > 0, and we see that |z| = ets > 1. Thus, strips of width
s in the right half of the s-plane are repeatedly mapped to the exterior of the unit circle.
REVIEW PANEL 19.1
The Mapping z e Is Not a Unique One-to-One Mapping
sts
Strips of width s = 2S (along the j-axis) in the left half of the s-plane map to the interior of the unit
circle, over and over.
676 Chapter 19 IIR Digital Filters
19.2.3 Practical Mappings
The transcendental nature of the transformation s ln(z)/ts does not permit direct conversion of a rational
transfer function H(s) to a rational transfer function H(z). Nor does it permit a one-to-one correspondence
for frequencies higher than 0.5S Hz. A unique representation in the z-plane is possible only for band-limited
signals sampled above the Nyquist rate. Practical mappings are based on one of the following methods:
1. Matching the time response (the response-invariant transformation)
2. Matching terms in a factored H(s) (the matched z-transform)
3. Conversion of system dierential equations to dierence equations
4. Rational approximations for z ests or s ln(z)/ts
In general, each method results in dierent mapping rules, and leads to dierent forms for the digital
filter H(z) from a given analog filter H(s), and not all methods preserve stability. When comparing the
frequency response, it is helpful to remember that the analog frequency range 0 f 0.5S for the frequency
response of H(s) corresponds to the digital frequency range 0 F 0.5 for the frequency response of H(z).
The time-domain response can be compared only at the sampling instants t = nts .
19.3 Response Matching
The idea behind response matching is to match the time-domain analog and digital response for a given
input, typically the impulse response or step response. Given the analog filter H(s), and the input x(t)
whose invariance we seek, we first find the analog response y(t) as the inverse transform of H(s)X(s). We
then sample x(t) and y(t) at intervals ts to obtain their sampled versions x[n] and y[n]. Finally, we compute
H(z) = Y (z)/X(z) to obtain the digital filter. The process is illustrated in Figure 19.2.
Sample
Input x(t) x [n] X(z)
t = nts
Y(z)
H(z)=
X(z)
Sample
X(s) Y(s) = X(s) H(s) y(t) y [n] Y(z)
t = nts
Figure 19.2 The concept of response invariance
Response-invariant matching yields a transfer function that is a good match only for the time-domain
response to the input for which it was designed. It may not provide a good match for the response to other
inputs. The quality of the approximation depends on the choice of the sampling interval ts , and a unique
correspondence is possible only if the sampling rate S = 1/ts is above the Nyquist rate (to avoid aliasing).
This mapping is thus useful only for analog systems such as lowpass and bandpass filters, whose frequency
response is essentially band-limited. This also implies that the analog transfer function H(s) must be strictly
proper (with numerator degree less than the denominator degree).
REVIEW PANEL 19.2
Response-Invariant Mappings Match the Time Response of the Analog and Digital Filter
The response y(t) of H(s) matches the response y[n] of H(z) at the sampling instants t = nts .
19.3 Response Matching 677
EXAMPLE 19.1 (Response-Invariant Mappings)
1
(a) Convert H(s) = to a digital filter H(z), using impulse invariance, with ts = 1 s.
s+1
For impulse invariance, we select the input as x(t) = (t). We then find
1
X(s) = 1 Y (s) = H(s)X(s) = y(t) = et u(t)
s+1
The sampled versions of the input and output are
x[n] = [n] y[n] = ents u[n]
Taking the ratio of their z-transforms and using ts = 1, we obtain
Y (z) z z z
H(z) = = Y (z) = = =
X(z) z ets z e1 z 0.3679
The frequency response of H(s) and H(z) is compared in Figure E19.1(a).
(a) Magnitude of H(s)=1/(s+1) and H(z) ts=1 s (b) Magnitude after gain matching at dc
1.582 1
H(z)
0.75
Magnitude
Magnitude
1 H(s)
0.5
H(s) H(z)
0.4 0.25
0 0
0 0.1 0.2 0.3 0.4 0.5 0 0.1 0.2 0.3 0.4 0.5
Analog frequency f [Hz] Analog frequency f [Hz]
Figure E19.1 Frequency response of H(s) and H(z) for Example 19.1(a)
The dc gain of H(s) (at s = 0) is unity, but that of H(z) (at z = 1) is 1.582. Even if we normalize the
dc gain of H(z) to unity, as in Figure E19.1(b), we see that the frequency response of the analog and
digital filters is dierent. However, the analog impulse response h(t) = et matches h[n] = en u[n] at
the sampling instants t = nts = n. A perfect match for the time-domain response, for which the filter
was designed, lies at the heart of response invariant mappings. The time-domain response to any other
inputs will be dierent. For example, the step response of the analog filter is
1 1 1
S(s) = = s(t) = (1 et )u(t)
s(s + 1) s s+1
To find the step response S(z) of the digital filter whose input is u[n] z/(z 1), we use partial
fractions on S(z)/z to obtain
z2 ze/(e 1) z/(1 e) e 1 n
S(z) = = + s[n] = u[n] + e u[n]
(z 1)(z e1 ) z1 z e1 e1 1e
The sampled version of s(t) is quite dierent from s[n]. Figure E19.1A reveals that, at the sampling
instants t = nts , the impulse response of the two filters shows a perfect match, but the step response
does not, and neither will the time-domain response to any other input.
678 Chapter 19 IIR Digital Filters
(a) Impulse response of analog and digital filter (b) Step response of analog and digital filter
1 2
1.5
Amplitude
Amplitude
0.5 1
0.5
0 0
0 2 4 6 0 2 4 6
DT index n and time t=nts DT index n and time t=nts
Figure E19.1A Impulse response and step response of H(s) and H(z) for Example 19.1(a)
4
(b) Convert H(s) = to H(z), using various response-invariant transformations.
(s + 1)(s + 2)
1. Impulse invariance: We choose x(t) = (t). Then, X(s) = 1, and
4 4 4
Y (s) = H(s)X(s) = = y(t) = 4et u(t) 4e2t u(t)
(s + 1)(s + 2) s+1 s+2
The sampled input and output are then
x[n] = [n] y[n] = 4ents u[n] 4e2nts u[n]
The ratio of their z-transforms yields the transfer function of the digital filter as
Y (z) 4z 4z
HI (z) = = Y (z) =
X(z) z ets z e2ts
2. Step invariance: We choose x(t) = u(t). Then, X(s) = 1/s, and
4 2 4 2
Y (s) = H(s)X(s) = = + y(t) = (2 4et + 2e2t )u(t)
s(s + 1)(s + 2) s s+1 s+2
The sampled input and output are then
x[n] = u[n] y[n] = (2 4ents + 2e2nts )u[n]
Their z-transforms give
z 2z 4z 2z
X(z) = Y (z) = +
z1 z 1 z ets z e2ts
The ratio of their z-transforms yields the transfer function of the digital filter as
Y (z) 4(z 1) 2(z 1)
HS (z) = =2 +
X(z) z ets z e2ts
3. Ramp invariance: We choose x(t) = r(t) = tu(t). Then, X(s) = 1/s2 , and
4 3 2 4 1
Y (s) = = + 2+ y(t) = (3 + 2t + 4et e2t )u(t)
s2 (s + 1)(s + 2) s s s+1 s+2
19.3 Response Matching 679
The sampled input and output are then
x[n] = nts u[n] y[n] = (3 + 2nts + 4ents e2nts )u[n]
Their z-transforms give
zts 3z 2zts 4z z
X(z) = Y (z) = + +
(z 1)2 z 1 (z 1)2 ze ts z e2ts
The ratio of their z-transforms yields the transfer function of the digital filter as
3(z 1) 4(z 1)2 (z 1)2
HR (z) = +2+
ts ts (z e ) ts (z e2ts )
ts
19.3.1 The Impulse-Invariant Transformation
The impulse-invariant mapping yields some useful design relations. We start with a first-order analog filter
described by H(s) = 1/(s + p). The impulse response h(t), and its sampled version h[n], are
" #n
h(t) = ept u(t) h[n] = epnts u[n] = epts u[n] (19.8)
The z-transform of h[n] (which has the form n u[n], where = epts ), yields the transfer function H(z) of
the digital filter as
z
H(z) = , |z| > epts (19.9)
z epts
This relation suggests that we can go directly from H(s) to H(z), using the mapping
1 z
= (19.10)
s+p z epts
We can now extend this result to filters of higher order. If H(s) is in partial fraction form, we can obtain
simple expressions for impulse-invariant mapping. If H(s) has no repeated roots, it can be described as a sum
of first-order terms, using partial fraction expansion, and each term can be converted by the impulse-invariant
mapping to give
N
! N
!
Ak zAk
H(s) = H(z) = , ROC: |z| > e|p|max ts (19.11)
s + pk z epk ts
k=1 k=1
Here, the region of convergence of H(z) is in terms of the largest pole magnitude |p|max of H(s).
REVIEW PANEL 19.3
Impulse-Invariant Design Requires H(s) in Partial Fraction Form
1 z
= (for each term in the partial fraction expansion)
s + pk z epk ts
If the denominator of H(s) also contains repeated roots, we start with a typical kth term Hk (s) with a
root of multiplicity M , and find
Ak Ak
Hk (s) = hk (t) = tM 1 epk t u(t) (19.12)
(s + pk )M (M 1)!
680 Chapter 19 IIR Digital Filters
The sampled version hk [n], and its z-transform, can then be found by the times-n property of the z-transform.
Similarly, quadratic terms corresponding to complex conjugate poles in H(s) may also be simplified to obtain
a real form. These results are listed in Table 19.1. Note that impulse-invariant design requires H(s) in partial
fraction form and yields a digital filter H(z) in the same form. It must be reassembled if we need a composite
rational function form. The left half-plane poles of H(s) (corresponding to pk > 0) map into poles of H(z)
that lie inside the unit circle (corresponding to z = epk ts < 1). Thus, a stable analog filter H(s) is
transformed into a stable digital filter H(z).
REVIEW PANEL 19.4
Impulse-Invariant Mappings Are Prone to Aliasing but Preserve Stability
The analog impulse response h(t) matches h[n] at the sampling instants.
Impulse-invariant mappings are not suitable for highpass or bandstop filter design.
Table 19.1 Impulse-Invariant Transformations
Term Form of H(s) H(z) (with = epts )
Distinct A Az
(s + p) (z )
Complex conjugate Aej Aej 2z 2 A cos() 2Az cos( + qts )
+
s + p + jq s + p jq z 2 2z cos(qts ) + 2
Repeated twice A z
Ats
(s + p)2 (z )2
Repeated thrice A z(z + )
0.5At2s
(s + p)3 (z )3
EXAMPLE 19.2 (Impulse-Invariant Mappings)
2s 1
(a) Convert H(s) = 2 to H(z), using impulse invariance at S = 2 Hz.
s + 5s + 4
First, by partial fractions, we obtain
2s 1 2s 1 3 1
H(s) = = =
s2 + 5s + 4 (s + 1)(s + 4) s+4 s+1
The impulse-invariant transformation, with ts = 1/S = 0.5 s, gives
3z z 3z z 2z 2 1.6843z
H(z) = = = 2
ze4ts ze ts ze 2 ze 0.5 z 0.7419z + 0.0831
4
(b) Convert H(s) = to H(z), using impulse invariance, with ts = 0.5 s.
(s + 1)(s2 + 4s + 5)
The partial fraction form for H(s) is
2 1 j 1 + j
H(s) = + +
s+1 s+2+j s+2j
19.3 Response Matching 681
For the second term, we write K = (1 j) = 2ej3/4 = Aej . Thus, A = 2 and = 3/4.
We also have p = 2, q = 1, and = epts = 1/e. With these values, Table 19.1 gives
2z 2 2z 2 cos( 3
4 ) 2 2(z/e)cos(0.5 4 )
3
H(z) = +
z 1/ e z 2(z/e)cos(0.5) + e
2 2
This result simplifies to
0.2146z 2 + 0.0930z
H(z) =
z 3 1.2522z 2 + 0.5270z 0.0821
Comment: The first step involved partial fractions. Note that we cannot compute H(z) as the cascade
4 1
of the impulse-invariant digital filters for H1 (s) = and H2 (s) = 2 .
s+1 s + 4s + 5
19.3.2 Modifications to Impulse-Invariant Design
Gain Matching
The mapping H(s) = 1/(s + pk ) H(z) = z/(z epk ts ) reveals that the dc gain of the analog term H(s)
(with s = 0) equals 1/pk but the dc gain of the digital term H(z) (with z = 1) is 1/(1 epk ts ). If the
sampling interval ts is small enough such that pk ts 1, we can use the approximation epk ts 1 pk ts to
give the dc gain of H(z) as 1/pk ts . This suggests that in order to match the dc gain of the two filters, H(z)
must be scaled (multiplied) by ts . This scaling is automatically accounted for if we normalize the frequency
specifications by the sampling frequency S before designing the filter, because it is equivalent to choosing
ts = 1 during the mapping. In any case, it is customary to compare H(s) with ts H(z), or an appropriately
scaled version KH(z), where the constant K is chosen to match the gain of H(s) and KH(z) at a convenient
frequency. Keep in mind, however, that any scale factor K also scales the impulse response h[n] by K, and
the design is then no longer strictly impulse invariant.
REVIEW PANEL 19.5
How to Account for Gain Matching in Impulse-Invariant Design
For high sampling rates S, the gain of H(z) is S times larger than the gain of H(s).
Accounting for Sampling Errors
The impulse-invariant method suers from errors in sampling h(t) if it shows a jump at t = 0. If h(0) is
not zero, the sampled value at the origin should be chosen as 0.5h(0). As a result, the impulse response
of the digital filter must be modified to hM [n] = h[n] 0.5h(0)[n]. This leads to the modified transfer
function HM (z) = H(z) 0.5h(0). The simplest way to find h(0) is to use the initial value theorem
h(0) = lims sH(s). Since h(0) is nonzero only if the degree N of the denominator of H(s) exceeds the
degree M of its numerator by 1, we need this modification only if N M = 1.
EXAMPLE 19.3 (Modified Impulse-Invariant Design)
(a) (Impulse-Invariant Design)
1
Convert the analog filter H(s) = , with a cuto frequency of 1 rad/s, to a digital filter with a
s+1
cuto frequency of fc = 10 Hz and S = 60 Hz, using impulse invariance and gain matching.
There are actually two ways to do this:
682 Chapter 19 IIR Digital Filters
1. We normalize by the sampling frequency S, which allows us to use ts = 1 in all subsequent
computations. Normalization gives C = 2fC /S = 3 . We denormalize H(s) to C to get
$ s %
H1 (s) = H = 3
C s+
3
Finally, with ts = 1, impulse invariance gives
3z 1.0472z
H1 (z) = =
z e/3 z 0.3509
2. We first denormalize H(s) to fC to get
$ s % 20
H2 (s) = H =
2fC s + 20
We use impulse invariance and multiply the resulting digital filter transfer function by ts to get
20z z 3 1.0472z
H2 (z) = ts = ==
ze 20ts z e/3 z 0.3509
Comment: Both approaches yield identical results. The first method automatically accounts for the
gain matching. For a perfect gain match at dc, we should multiply H(z) by the gain factor
1 1 0.3509
K= = = 0.6198
H(1) 1.0472
(b) (Modified Impulse-Invariant Design)
1
Convert H(s) = to a digital filter, with ts = 1 s, using modified impulse invariance to account
s+1
for sampling errors and gain matching at dc.
Using impulse invariance, the transfer function of the digital filter is
z z
H(z) = =
z e1 z 0.3679
Since h(t) = et u(t), h(t) has a jump of 1 unit at t = 0, and thus h(0) = 1. The modified impulse-
invariant mapping thus gives
z 0.5(z + e1 ) 0.5(z + 0.3679)
HM (z) = H(z) 0.5h(0) = 0.5 = =
ze 1 z e1 z 0.3679
The dc gain of H(s) is unity. We compute the dc gain of H(z) and HM (z) (with z = 1) as
1 1 + e1
H(z)|z=1 = = 1.582 HM (z)|z=1 = 0.5 = 1.082
1 e1 1 e1
For unit dc gain, the transfer functions of the original and modified digital filter become
z 0.6321z 0.5(z + e1 ) 0.4621(z + 0.3679)
H1 (z) = = HM 1 (z) = =
1.582(z e1 ) z 0.3679 1.082(z e1 ) z 0.3679
19.3 Response Matching 683
Figure E19.3B compares the response of H(s), H(z), H1 (z), HM (z), and HM 1 (z). It clearly reveals
the improvement due to each modification.
Impulseinvariant design for H(s) = 1/(s+1) (dashed)
1.582
HM(z)
1.082
1
Magnitude
H(z)
H (z)
1
0.5 H (z)
M1
0
0 0.1 0.2 0.3 0.4 0.5
Digital frequency F
Figure E19.3B Response of the various filters for Example 19.3(b)
(c) (Modified Impulse-Invariant Design)
2s 1
Convert the analog filter H(s) = 2 to a digital filter, with ts = 0.5 s, using modified impulse
s + 5s + 4
invariance to account for sampling errors.
Since the numerator degree is M = 1 and the denominator degree is N = 2, we have N M = 1, and
a modification is needed. The initial value theorem gives
2s2 s 2 1/s
h(0) = lim sH(s) = lim = =2
s s s2 + 5s + 4 1 + 5/s + 4/s2
The transfer function of the digital filter using impulse-invariant mapping was found in part (a) as
3z z 2z 2 1.6843z
H(z) = =
z e2 z e1 z 2 0.7419z + 0.0831
The modified transfer function is thus
3z z z 2 0.9424z 0.0831
HM (z) = H(z) 0.5h(0) = 1= 2
ze 2 ze 1 z 0.7419z + 0.0831
(d) (Modified Impulse-Invariant Design)
4
Convert H(s) = to a digital filter, with ts = 0.5 s, using modified impulse invari-
(s + 1)(s2 + 4s + 5)
ance (if required) to account for sampling errors.
Since the numerator degree is M = 0 and the denominator degree is N = 3, we have N M = 3. Since
this does not equal 1, the initial value is zero, and no modification is required. The transfer function of
the digital filter using impulse-invariant mapping is thus identical to the one found in Example 19.2(b):
0.2146z 2 + 0.0930z
H(z) =
z 3 1.2522z 2 + 0.5270z 0.0821
684 Chapter 19 IIR Digital Filters
19.4 The Matched z-Transform for Factored Forms
The impulse-invariant mapping may be expressed as
1 z z ets
= s + = (19.13)
s+ z ets z
The matched z-transform uses this mapping to convert each numerator and denominator term of a
factored H(s) to yield the digital filter H(z), also in factored form, as
M
& M
&
(s zi ) (z ezi ts )
i=1
H(s) = K0 N
H(z) = (AK0 z P ) i=1
N
(19.14)
& &
(s pk ) (z e pk ts
)
k=1 k=1
The power P of z P in H(z) is P = N M , the dierence in the degree of the denominator and numerator
polynomials of H(s). The constant A is chosen to match the gains of H(s) and H(z) at some convenient
frequency (typically, dc).
For complex roots, we can replace each conjugate pair using the mapping
z 2 2zepts cos(qts ) + e2pts
(s + p jq)(s + p + jq) = (19.15)
z2
Since poles in the left half of the s-plane are mapped inside the unit circle in the z-plane, the matched z-
transform preserves stability. It converts an all-pole analog system to an all-pole digital system but may not
preserve the frequency response of the analog system. As with the impulse-invariant mapping, the matched
z-transform also suers from aliasing errors.
REVIEW PANEL 19.6
The Matched z-Transform Requires H(s) in Factored Form
z epk ts
(s + pk ) = (for each factor of H(s) in factored form)
z
The matched z-transform is not suitable for highpass or bandpass filter design.
19.4.1 Modifications to Matched z-Transform Design
The matched z-transform maps the zeros of H(s) at s = (corresponding to the highest analog frequency
f = ) to z = 0. This yields the term z P in the design relation. In the modified matched z-transform, some
or all of these zeros are mapped to z = 1 (corresponding to the highest digital frequency F = 0.5 or the
analog frequency f = 0.5S). Two modifications to H(z) are in common use:
1. Move all zeros from z = 0 to z = 1 (or replace z P by (z + 1)P ) in H(z).
2. Move all but one of the zeros at z = 0 to z = 1 (or replace z P by z(z + 1)P 1 in H(z)).
These modifications allow us to use the matched z-transform even for highpass and bandstop filters.
REVIEW PANEL 19.7
Two Modifications to Matched z-Transform Design
1. Move all zeros from z = 0 to z = 1. 2. Move all but one of the zeros at z = 0 to z = 1.
19.5 Mappings from Discrete Algorithms 685
EXAMPLE 19.4 (The Matched z-Transform)
4
Convert H(s) = to H(z) by the matched z-transform and its modifications, with ts = 0.5 s.
(s + 1)(s + 2)
(a) No modification: The matched z-transform yields
Az 2 Az 2 Az 2
H(z) = = =
(z ets )(z e2ts ) (z e0.5 )(z e1 ) z 2 0.9744z + 0.2231
(b) First modification: Replace both zeros in H(z) (the term z 2 ) by (z + 1)2 :
A1 (z + 1)2 A1 (z + 1)2 A1 (z + 1)2
H1 (z) = = =
(z ets )(z e2ts ) (z e0.5 )(z e1 ) z 2 0.9744z + 0.2231
(c) Second modification: Replace only one zero in H(z) (the term z 2 ) by z + 1:
A2 z(z + 1) A2 z(z + 1) A2 z(z + 1)
H2 (z) = = = 2
(z e )(z e
ts 2ts ) (z e0.5 )(z e )
1 z 0.9744z + 0.2231
Comment: In each case, the constants (A, A1 , and A2 ) may be chosen for a desired gain.
19.5 Mappings from Discrete Algorithms
Discrete-time algorithms are often used to develop mappings to convert analog filters to digital filters. In
the discrete domain, the operations of integration and dierentiation are replaced by numerical integration
and numerical dierences, respectively. The mappings are derived by equating the transfer function H(s) of
the ideal analog operation with the transfer function H(z) of the corresponding discrete operation.
19.5.1 Mappings from Dierence Algorithms
Numerical dierences are often used to convert dierential equations to dierence equations. Three such
dierence algorithms are listed in Table 19.2.
Table 19.2 Numerical Dierence Algorithms
Dierence Numerical Algorithm Mapping for s
Backward x[n] x[n 1] z1
y[n] = s=
ts zts
Forward x[n + 1] x[n] z1
y[n] = s=
ts ts
Central x[n + 1] x[n 1] z2 1
y[n] = s=
2ts 2zts
Numerical dierences approximate the slope (derivative) at a point, as illustrated for the backward-
dierence and forward-dierence algorithms in Figure 19.3.
686 Chapter 19 IIR Digital Filters
x [n] x [n 1] x [n +1] x [n]
y [n] = y [n] =
ts ts
x [n] x [n +1]
x [n 1] x [n]
ts ts
n 1 n n n +1
Backward Euler algorithm Forward Euler algorithm
Figure 19.3 Backward-dierence and forward-dierence algorithms
The mappings that result from the operations (also listed in Table 19.2) are based on comparing the ideal
derivative operator H(s) = s with the transfer function H(z) of each dierence algorithm, as follows:
x[n] x[n 1]
Backward dierence: y[n] =
ts
X(z) z 1 X(z) Y (z) z1 z1
Y (z) = H(z) = = s= (19.16)
ts X(z) zts zts
x[n + 1] x[n]
Forward dierence: y[n] =
ts
zX(z) X(z) Y (z) z1 z1
Y (z) = H(z) = = s= (19.17)
ts X(z) ts ts
x[n + 1] x[n 1]
Central dierence: y[n] =
2ts
zX(z) z 1 X(z) Y (z) z2 1 z2 1
Y (z) = H(z) = = s= (19.18)
2ts X(z) 2zts 2zts
19.5.2 Stability Properties of the Backward-Dierence Algorithm
The backward-dierence mapping s (z 1)/zts results in
1 + sts 1 + sts
z = 0.5 + 0.5 z 0.5 = 0.5 (19.19)
1 sts 1 sts
To find where the j-axis maps, we set = 0 to obtain
1 + jts
z 0.5 = 0.5 |z 0.5| = 0.5 (19.20)
1 jts
Thus, the j-axis is mapped into a circle of radius 0.5, centered at z = 0.5, as shown in Figure 19.4.
Since this region is within the unit circle, the mapping preserves stability. It does, however, restrict the
pole locations of the digital filter. Since the frequencies are mapped into a smaller circle, this mapping is a
good approximation only in the vicinity of z = 1 or 0 (where it approximates the unit circle), which
implies high sampling rates.
19.5 Mappings from Discrete Algorithms 687
s-plane j Im[ z ]
The backward-difference mapping z-plane
The left half of the s-plane Re[ z ]
is mapped to the interior of a circle 1/2
of radius 0.5 and centered at z = 0.5
Unit circle
Figure 19.4 Mapping region for the mapping based on the backward dierence
19.5.3 The Forward-Dierence Algorithm
The mapping for the forward-dierence is s (z 1)/ts . With z = u + jv, we obtain
z = u + jv = 1 + ts ( + j) (19.21)
If = 0, then u = 1, and the j-axis maps to z = 1. If > 0, then u > 1, and the right half of the s-plane
maps to the right of z = 1. If < 0, then u < 1, and the left half of the s-plane maps to the left of z = 1,
as shown in Figure 19.5. This region (in the z-plane) includes not only the unit circle but also a vast region
outside it. Thus, a stable analog filter with poles in the left half of the s-plane may result in an unstable
digital filter H(z) with poles anywhere to the left of z = 1 (but not inside the unit circle) in the z-plane !
s-plane j Im[ z ]
The forward-difference mapping z-plane
Unit circle
Re[ z ]
The left half of the s-plane
is mapped to a region to the left of z = 1 1
Figure 19.5 Mapping region for the mapping based on the forward dierence
REVIEW PANEL 19.8
Mappings Based on the Backward Dierence and Forward Dierence
z1 z1
Backward dierence: s = (stable) Forward dierence: s = (not always stable)
zts ts
EXAMPLE 19.5 (Mappings from Dierence Algorithms)
1
(a) We convert the stable analog filter H(s) = , > 0, to a digital filter, using the backward-
s+
dierence mapping s = (z 1)/zts to obtain
1 zts
H(z) = =
+ (z 1)/zts (1 + ts )z 1
The digital filter has a pole at z = 1/(1 + ts ). Since this is always less than unity if > 0 (for a
stable H(s)) and ts > 0, we have a stable H(z).
688 Chapter 19 IIR Digital Filters
1
(b) We convert the stable analog filter H(s) = , > 0, to a digital filter, using the forward-dierence
s+
mapping s = (z 1)/ts to obtain
1 ts
H(z) = =
+ (z 1)/ts z (1 ts )
The digital filter has a pole at z = 1 ts and is thus stable only if 0 < ts < 2 (to ensure |z| < 1).
Since > 0 and ts > 0, we are assured a stable system only if < 2/ts . This implies that the sampling
rate S must be chosen to ensure that S > 0.5.
1
(c) We convert the stable analog filter H(s) = , > 0, to a digital filter, using the central-dierence
s+
mapping s = (z 2 1)/2zts to obtain
1 2zts
H(z) = = 2
+ (z 2 1)/2zts z + 2ts z 1
'
The digital filter has a pair of poles at z = ts (ts )2 + 1. The magnitude of one of the poles is
always greater than unity, and the digital filter is thus unstable for any > 0.
Comment: Clearly, from a stability viewpoint, only the mapping based on the backward dierence is useful
for the filter H(s) = 1/(s + ). In fact, this mapping preserves stability for any stable analog filter.
19.5.4 Mappings from Integration Algorithms
Two commonly used algorithms for numerical integration are based on the rectangular rule and trapezoidal
rule. These integration algorithms, listed in Table 19.3, estimate the area y[n] from y[n 1] by using step
interpolation (for the rectangular rule) or linear interpolation (for the trapezoidal rule) between the samples
of x[n], as illustrated in Figure 19.6.
Table 19.3 Numerical Integration Algorithms
Rule Numerical Algorithm Mapping for s
$z 1%
Rectangular y[n] = y[n 1] + ts x[n] s = t1s
z
$z 1%
Trapezoidal y[n] = y[n 1] + 2
ts (x[n] + x[n 1]) s = t2s
z+1
The mappings resulting from these operators are also listed in Table 19.3 and are based on comparing
the transfer function H(s) = 1/s of the ideal integrator with the transfer function H(z) of each integration
algorithm, as follows:
Rectangular rule: y[n] = y[n 1] + ts x[n]
Y (z) zts z1
Y (z) = z 1 Y (z) + ts X(z) H(z) = = s= (19.22)
X(z) z1 zts
We remark that the rectangular algorithm for integration and the backward dierence for the derivative
generate identical mappings.
19.5 Mappings from Discrete Algorithms 689
y [n] = y [n 1] + t s x [n] y [n] = y [n 1] + 0.5t s{x [n] + x [n 1]}
ts ts
x [n] x [n]
x [n 1]
n 1 n n 1 n
Rectangular rule Trapezoidal rule
Figure 19.6 Illustrating numerical integration algorithms
Trapezoidal rule: y[n] = y[n 1] + 0.5ts (x[n] + x[n 1])
( )
Y (z) 0.5ts (z + 1) 2 z1
Y (z) = z 1
Y (z) + 0.5ts [X(z) + z 1
X(z) H(z) = = s= (19.23)
X(z) z1 ts z + 1
The mapping based on the trapezoidal rule is also called Tustins rule.
19.5.5 Stability Properties of Integration-Algorithm Mappings
Mappings based on the rectangular and trapezoidal algorithms always yield a stable H(z) for any stable
H(s), and any choice of ts . The rectangular rule is equivalent to the backward-dierence algorithm. It thus
maps the left half of the s-plane to the interior of a circle of radius 0.5 in the z-plane, centered at z = 0.5,
and is always stable. For the trapezoidal rule, we express z in terms of s = + j to get
2 + sts 2 + ts + jts
z= = (19.24)
2 sts 2 ts jts
If = 0, we get |z| = 1, and for < 0, |z| < 1. Thus, the j-axis is mapped to the unit circle, and the left
half of the s-plane is mapped into the interior of the unit circle, as shown in Figure 19.7. This means that a
stable analog system will always yield a stable digital system using this transformation. If = 0, we have
z = 1, and the dc gain of both the analog and digital filters is identical.
Im[ z ]
s-plane j
z-plane
The bilinear transform
Re[ z ]
The left half of the s plane
is mapped to the interior of the unit circle
Unit circle
Figure 19.7 Mapping region for the trapezoidal integration algorithm
Discrete dierence and integration algorithms are good approximations only for small digital frequencies
(F < 0.1, say) or high sampling rates S (small ts ) that may be well in excess of the Nyquist rate. This is
why the sampling rate is a critical factor in the frequency-domain performance of these algorithms. Another
factor is stability. For example, the mapping based on the central-dierence algorithm is not very useful
because it always produces an unstable digital filter. Algorithms based on trapezoidal integration and the
backward dierence are popular because they always produce stable digital filters.
690 Chapter 19 IIR Digital Filters
REVIEW PANEL 19.9
Mappings Based on Numerical Integration Algorithms
z1
Rectangular rule: s = (always stable)
zts
( )
2 z1
Trapezoidal rule: s = (always stable)
ts z + 1
EXAMPLE 19.6 (Mappings from Integration Algorithms)
1
(a) Convert H(s) = , > 0, to a digital filter H(z), using the trapezoidal numerical integration
s+
algorithm, and comment on the stability of H(z).
Using the the mapping based on the trapezoidal rule, we obtain
*
* ts (z + 1)
H(z) = H(s)** =
s=
2(z1) (2 + ts )z (2 ts )
ts (z+1)
The pole location of H(z) is z = (2 ts )/(2 + ts ). Since this is always less than unity (if > 0 and
ts > 0), we have a stable H(z).
(b) Simpsons algorithm for numerical integration finds y[n] over two time steps from y[n 2] and is given
by
y[n] = y[n 2] + t3s (x[n] + 4x[n 1] + x[n 2])
1
Derive a mapping based on Simpsons rule, use it to convert H(s) = , > 0, to a digital filter
s+
H(z), and comment on the stability of H(z).
The transfer function HS (z) of this algorithm is found as follows:
z 2 + 4z + 1
Y (z) = z 2 Y (z) + 3 (1
ts
+ 4z 1 + z 2 )X(z) HS (z) = ts
3(z 2 1)
Comparison with the transfer function of the ideal integrator H(s) = 1/s gives
( )
3 z2 1
s=
ts z 2 + 4z + 1
If we convert H(s) = 1/(s + ), using this mapping, we obtain
ts (z 2 + 4z + 1)
H(z) =
(3 + ts )z 2 + 4ts z (3 ts )
The poles of H(z) are the roots of (3 + ts )z 2 + 4ts z (3 ts ) = 0. The magnitude of one of these
roots is always greater than unity (if > 0 and ts > 0), and H(z) is thus an unstable filter.
19.6 The Bilinear Transformation 691
19.5.6 Mappings from Rational Approximations
Some of the mappings that we have derived from numerical algorithms may also be viewed as rational
approximations of the transformations z ests and s ln(z)/ts . The forward-dierence mapping is based
on a first-order approximation for z = ests and yields
z1
z = ests 1 + sts , sts 1 s (19.25)
ts
The backward-dierence mapping is based on a first-order approximation for z 1 = ests and yields
1 z1
= ests 1 sts , sts 1 s (19.26)
z zts
The trapezoidal mapping is based on a first-order rational function approximation of s = ln(z)/ts , with ln(z)
described by a power series, and yields
( ) ( )2 ( )2 ( )
ln(z) 2 z1 2 z1 2 z1 2 z1
s= = + + + (19.27)
ts ts z + 1 3ts z + 1 5ts z + 1 ts z + 1
19.6 The Bilinear Transformation
If we generalize the mapping based on the trapezoidal rule by letting C = 2/ts , we obtain the bilinear
transformation, defined by
z1 C +s
s=C z= (19.28)
z+1 C s
If we let = 0, we obtain the complex variable z in the form
C + j 1
z= = ej2 tan (/C) (19.29)
C j
Since z = ej , where = 2F is the digital frequency, we find
= 2 tan1 (/C) = C tan(0.5) (19.30)
This is a nonlinear relation between the analog frequency and the digital frequency . When = 0, = 0,
and as , . It is thus a one-to-one mapping that nonlinearly compresses the analog frequency
range < f < to the digital frequency range < < . It avoids the eects of aliasing at the
expense of distorting, compressing, or warping the analog frequencies, as shown in Figure 19.8.
The higher the frequency, the more severe is the warping. We can compensate for this warping (but
not eliminate it) if we prewarp the frequency specifications before designing the analog system H(s) or
applying the bilinear transformation. Prewarping of the frequencies prior to analog design is just a scaling
(stretching) operation based on the inverse of the warping relation, and is given by
= C tan(0.5) (19.31)
Figure 19.9 shows a plot of versus for various values of C, compared with the linear relation = .
The analog and digital frequencies always show a match at the origin ( = = 0), and at one other value
dictated by the choice of C.
We point out that the nonlinear stretching eect of the prewarping often results in a filter of lower order,
especially if the sampling frequency is not high enough. For high sampling rates, it turns out that the
prewarping has little eect and may even be redundant.
692 Chapter 19 IIR Digital Filters
(analog)
= C tan (/2)
Equal-width intervals
(digital)
Nonlinear compression (warping)
Figure 19.8 The warping eect of the bilinear transformation
= C tan (/2)
(analog)
=
C=2
C =1
C = 0.5 (digital)
For all values of C, we see a match at the origin.
For some values of C, we see a match at one more point.
Figure 19.9 The warping relation = C tan(0.5) for various choices of C
The popularity of the bilinear transformation stems from its simple, stable, one-to-one mapping. It avoids
problems caused by aliasing and can thus be used even for highpass and bandstop filters. Though it does
suer from warping eects, it can also compensate for these eects, using a simple relation.
REVIEW PANEL 19.10
The Bilinear Transformation Avoids Aliasing at the Expense of Nonlinear Warping
z1
Bilinear transformation: s = C Warping relation: = C tan(0.5)
z+1
19.6.1 Using the Bilinear Transformation
Given an analog transfer function H(s) whose response at the analog frequency A is to be matched to H(z)
at the digital frequency D , we may design H(z) in one of two ways:
1. We pick C by matching A and the prewarped frequency D , and obtain H(z) from H(s), using the
z1
transformation s = C . This process may be summarized as follows:
z+1
A *
A = C tan(0.5D ) C= H(z) = H(s)*s=C(z1)/(z+1) (19.32)
tan(0.5D )
19.6 The Bilinear Transformation 693
2. We pick a convenient value for C (say, C = 1). This actually matches the response at an arbitrary
prewarped frequency x given by
x = tan(0.5D ) (19.33)
Next, we frequency scale H(s) to H1 (s) = H(sA /x ), and obtain H(z) from H1 (s), using the trans-
z1
formation s = (with C = 1). This process may be summarized as follows (for C = 1):
z+1
* *
x = tan(0.5D ) H1 (s) = H(s)*s=sA /x H(z) = H1 (s)*s=(z1)/(z+1) (19.34)
The two methods yield an identical digital filter H(z). The first method does away with the scaling of H(s),
and the second method allows a convenient choice for C.
REVIEW PANEL 19.11
The Bilinear Transformation Allows Gain Matching by Appropriate Choice of C
A
Choose C = to match the gain of H(s) at A to the gain of H(z) at D .
tan(0.5D )
EXAMPLE 19.7 (Using the Bilinear Transformation)
3
(a) Consider a Bessel filter described by H(s) = 2 . Design a digital filter whose magnitude at
s + 3s + 3
f0 = 3 kHz equals the magnitude of H(s) at A = 4 rad/s if the sampling rate S = 12 kHz.
The digital frequency is = 2f0 /S = 0.5. We can now proceed in one of two ways:
1. Method 1: We select C by choosing the prewarped frequency to equal A = 4:
4
A = 4 = C tan(0.5) or C = =4
tan(0.5)
z1 4(z 1)
We transform H(s) to H(z), using s = C = , to obtain
z+1 z+1
* 3(z + 1)2
H(z) = H(s)*s=4(z1)/(z+1) =
31z 2 26z + 7
2. Method 2: We choose C = 1, say, and evaluate x = tan(0.5) = tan(0.25) = 1.
Next, we frequency scale H(s) to
3
H1 (s) = H(sA /x ) = H(4s) =
16s2 + 12s + 3
z1
Finally, we transform H1 (s) to H(z), using s = , to obtain
z+1
* 3(z + 1)2
H(z) = H(s)*s=(z1)/(z+1) =
31z 2 26z + 7
The magnitude |H(s)| at s = j = j4 matches the magnitude of |H(z)| at z = ej = ej/2 = j.
We find that
* * * *
* 3 * * 3(j + 1)2 *
|H(s)|s=j4 = ** * = 0.1696 |H(z)| = j = * *
* 24 j26 * = 0.1696
13 + j12 *
z
694 Chapter 19 IIR Digital Filters
Figure E19.7(a) compares the magnitude of H(s) and H(z). The linear phase of the Bessel filter is not
preserved during the transformation (unless the sampling frequency is very high).
(a) Bessel filter H(s) and digital filter H(z) (b) Notch filter H(s) and digital filter H(z)
1 1
H(z)
Magnitude
Magnitude
H(z)
0.5 0.5
H(s)
H(s)
0 0
0 1 2 3 4 5 6 0 20 40 60 80 100 120
Analog frequency f [kHz] Analog frequency f [Hz]
Figure E19.7 Magnitude of the analog and digital filters for Example 19.7(a and b)
s2 + 1
(b) The twin-T notch filter H(s) = has a notch frequency 0 = 1 rad/s. Design a digital notch
+ 4s + 1 s2
filter with S = 240 Hz and a notch frequency f = 60 Hz.
The digital notch frequency is = 2f /S = 0.5. We pick C by matching the analog notch frequency
0 and the prewarped digital notch frequency to get
0 = C tan(0.5) 1 = C tan(0.25) C=1
z1 z1
Finally, we convert H(s) to H(z), using s = C = , to get
z+1 z+1
* (z 1)2 + (z + 1)2 z2 + 1
H(z) = H(s)*s=(z1)/(z+1) = =
(z 1)2 + 4(z 2 1) + (z + 1)2 3z 2 1
We confirm that H(s) = 0 at s = j0 = j and H(z) = 0 at z = ej = ej/2 = j. Figure E19.7(b)
shows the magnitude of the two filters and the perfect match at f = 60 Hz (or F = 0.25).
19.7 Spectral Transformations for IIR Filters
As with analog filters, the design of IIR filters usually starts with an analog lowpass prototype, which is
converted to a digital lowpass prototype by an appropriate mapping and transformed to the required filter
type by an appropriate spectral transformation. For the bilinear mapping, we may even perform the mapping
and the spectral transformation (in a single step) on the analog prototype itself.
19.7.1 Digital-to-Digital Transformations
If a digital lowpass prototype has been designed, the digital-to-digital (D2D) transformations of Table 19.4
can be used to convert it to the required filter type. These transformations preserve stability by mapping
the unit circle (and all points within it) into itself.
As with analog transformations, the lowpass-to-bandpass (LP2BP) and lowpass-to-bandstop (LP2BS)
transformations yield a digital filter with twice the order of the lowpass prototype. The lowpass-to-lowpass
(LP2LP) transformation is actually a special case of the more general allpass transformation:
z
z , || < 1 (and real) (19.35)
1 z
19.7 Spectral Transformations for IIR Filters 695
Table 19.4 Digital-to-Digital (D2D) Frequency Transformations
Note: The digital lowpass prototype cuto frequency is D .
All digital frequencies are normalized to = 2f /S.
Form Band Edge(s) Mapping z Mapping Parameters
LP2LP C z = sin[0.5(D C )]/sin[0.5(D + C )]
1 z
LP2HP C (z + ) = cos[0.5(D + C )]/cos[0.5(D C )]
1 + z
K = tan(0.5D )/tan[0.5(2 1 )]
(z 2 + A1 z + A2 )
LP2BP [1 , 2 ] = cos[0.5(2 + 1 )]/cos[0.5(2 1 )]
A2 z 2 + A1 z + 1
A1 = 2K/(K + 1) A2 = (K 1)/(K + 1)
K = tan(0.5D )tan[0.5(2 1 )]
(z 2 + A1 z + A2 )
LP2BS [1 , 2 ] = cos[0.5(2 + 1 )]/cos[0.5(2 1 )]
A2 z 2 + A1 z + 1
A1 = 2/(K + 1) A2 = (K 1)/(K + 1)
EXAMPLE 19.8 (Using D2D Transformations)
3(z + 1)2
A lowpass filter H(z) = operates at S = 8 kHz, and its cuto frequency is fC = 2 kHz.
31z 2 26z + 7
(a) Use H(z) to design a highpass filter with a cuto frequency of 1 kHz.
We find D = 2fC /S = 0.5 and C = 0.25. The LP2HP transformation (Table 19.4) requires
cos[0.5(D + C )] cos(3/8)
= = = 0.4142
cos[0.5(D C )] cos(/8)
(z + ) (z 0.4142)
The LP2HP spectral transformation is thus z = and yields
1 + z 1 0.4142z
0.28(z 1)2
HHP (z) = 2
z 0.0476z + 0.0723
(b) Use H(z) to design a bandpass filter with band edges of 1 kHz and 3 kHz.
The various digital frequencies are 1 = 0.25, 2 = 0.75, 2 1 = 0.5, and 2 + 1 = .
From Table 19.4, the parameters needed for the LP2BP transformation are
tan(/4) cos(/2)
K= =1 = =0 A1 = 0 A2 = 0
tan(/4) cos(/4)
The LP2BP transformation is thus z z 2 and yields
3(z 2 1)2
HBP (z) =
31z 4 + 26z 2 + 7
696 Chapter 19 IIR Digital Filters
(c) Use H(z) to design a bandstop filter with band edges of 1.5 kHz and 2.5 kHz.
Once again, we need 1 = 3/8, 2 = 5/8, 2 1 = /4, and 2 + 1 = .
From Table 19.4, the LP2BS transformation requires the parameters
tan(/8) cos(/2)
K= = 0.4142 = =0 A1 = 0 A2 = 0.4142
tan(/4) cos(/8)
z 2 + 0.4142
The LP2BS transformation is thus z and yields
0.4142z 2 + 1
0.28(z 2 + 1)2
HBS (z) =
z4 + 0.0476z 2 + 0.0723
Figure E19.8 compares the magnitudes of each filter designed in this example.
Digitaltodigital transformations of a lowpass digital filter
1
0.8
BS
BP
Magnitude
0.6
HP
0.4
LP
0.2
0
0 0.5 1 1.5 2 2.5 3 3.5 4
Analog frequency f [kHz]
Figure E19.8 The digital filters for Example 19.8
19.7.2 Direct (A2D) Transformations for Bilinear Design
All stable transformations that are also free of aliasing introduce warping eects. Only the bilinear mapping
oers a simple relation to compensate for the warping. Combining the bilinear mapping with the D2D
transformations yields the analog-to-digital (A2D) transformations of Table 19.5 for bilinear design. These
can be used to convert a prewarped analog lowpass prototype (with a cuto frequency of 1 rad/s) directly
to the required digital filter.
19.7.3 Bilinear Transformation for Peaking and Notch Filters
If we wish to use the bilinear transformation to design a second-order digital peaking (bandpass) filter
with a 3-dB bandwidth of and a center frequency of 0 , we start with the lowpass analog prototype
H(s) = 1/(s + 1) (whose cuto frequency is 1 rad/s), and apply the A2D LP2BP transformation, to obtain
+ ,
C z2 1
HBP (z) = = cos 0 C = tan(0.5) (19.36)
1 + C z 2 1+C
2
z + 1C
1+C
Similarly, if we wish to use the bilinear transformation to design a second-order digital notch (bandstop)
filter with a 3-dB notch bandwidth of and a notch frequency of 0 , we once again start with the lowpass
19.7 Spectral Transformations for IIR Filters 697
Table 19.5 Direct Analog-to-Digital (A2D) Transformations for Bilinear Design
Note: The analog lowpass prototype prewarped cuto frequency is 1 rad/s.
The digital frequencies are normalized ( = 2f /S) but are not prewarped.
Form Band Edge(s) Mapping s Mapping Parameters
LP2LP C z1
C = tan(0.5C )
C(z + 1)
LP2HP C C(z + 1)
C = tan(0.5C )
z1
z 2 2z + 1 C = tan[0.5(2 1 )], = cos 0 or
LP2BP 1 < 0 < 2
C(z 2 1) = cos[0.5(2 + 1 )]/cos[0.5(2 1 )]
C(z 2 1) C = tan[0.5(2 1 )], = cos 0 or
LP2BS 1 < 0 < 2
z2 2z + 1 = cos[0.5(2 + 1 )]/cos[0.5(2 1 )]
analog prototype H(s) = 1/(s + 1), and apply the A2D LP2BS transformation, to obtain
+ ,
1 z 2 2z + 1
HBS (z) = = cos 0 C = tan(0.5) (19.37)
1 + C z 2 1+C 2
z + 1C
1+C
If either design calls for an A-dB bandwidth of , the constant C is replaced by KC, where
- .1/2
1
K= (A in dB) (19.38)
100.1A 1
This is equivalent to denormailzing the lowpass prototype such that its gain corresponds to an attenuation
of A decibels at unit radian frequency. For a 3-dB bandwidth, we obtain K = 1 as expected. These design
relations prove quite helpful in the quick design of notch and peaking filters.
The center frequency 0 is used to determine the parameter = cos 0 . If only the band edges 1 and
2 are specified, but the center frequency 0 is not, may also be found from the alternative relation of
Table 19.5 in terms of 1 and 2 . The center frequency of the designed filter will then be based on the
geometric symmetry of the prewarped frequencies and can be computed from
'
tan(0.50 ) = tan(0.51 )tan(0.52 ) (19.39)
In fact, the digital band edges 1 and 2 do not show geometric symmetry with respect to the center
frequency 0 . We can find 1 and 2 in terms of and 0 by equating the two expressions for finding
(in Table 19.5) to obtain
cos[0.5(2 + 1 )]
= cos 0 = (19.40)
cos[0.5(2 1 )]
With = 2 1 , we get
2 = 0.5 + cos1 [cos 0 cos(0.5)] 1 = 2 (19.41)
698 Chapter 19 IIR Digital Filters
EXAMPLE 19.9 (Bilinear Design of Second-Order Filters)
(a) Let us design a peaking filter with a 3-dB bandwidth of 5 kHz and a center frequency of 6 kHz. The
sampling frequency is 25 kHz.
The digital frequencies are = 2(5/25) = 0.4 and 0 = 2(6/25) = 0.48.
We compute C = tan(0.5) = 0.7265 and = cos 0 = 0.0628. Substituting these into the form for
the required filter, we obtain
0.4208(z 2 1)
H(z) = 2
z 0.0727z + 0.1584
Figure E19.9(a) shows the magnitude spectrum. The center frequency is 6 kHz, as expected. The band
edges 1 and 2 may be computed from
2 = 0.5 + cos1 [cos 0 cos(0.5)] = 2.1483 1 = 2 = 0.8917
These correspond to the frequencies f1 = S1
2 = 3.55 kHz and f2 = S2
2 = 8.55 kHz.
(a) Bandpass filter f0=6 kHz f=5 kHz (b) Bandpass filter f1=4 kHz f2=9 kHz
1 1
0.707 0.707
Magnitude
Magnitude
0.5 0.5
0 0
0 3.55 6 8.55 12.5 0 4 6.56 9 12.5
Analog frequency f [kHz] Analog frequency f [kHz]
Figure E19.9 Response of bandpass filters for Example 19.9
(a and b)
(b) Let us design a peaking (bandpass) filter with a 3-dB band edges of 4 kHz and 9 kHz. The sampling
frequency is 25 kHz.
The digital frequencies are 1 = 2(4/25) = 0.32, 2 = 2(6/25) = 0.72, and = 0.4.
We find C = tan(0.5) = 0.7265 and = cos[0.5(2 +1 )]/cos[0.5(2 1 )] = 0.0776. Substituting
these into the form for the required filter, we obtain
0.4208(z 2 1)
H(z) =
z 2 + 0.0899z + 0.1584
Figure E19.9(b) shows the magnitude spectrum. The band edges are at 4 kHz and 9 kHz as expected.
The center frequency, however, is at 6.56 kHz. This is because the digital center frequency 0 must be
computed from = cos 0 = 0.0776. This gives 0 = cos1 (0.0776) = 1.6485. This corresponds
to f0 = S0 /(2) = 6.5591 kHz.
Comment: We could also have computed 0 from
'
tan(0.50 ) = tan(0.51 ) tan(0.52 ) = 1.0809
Then, 0 = 2 tan1 (1.0809) = 1.6485, as before.
19.7 Spectral Transformations for IIR Filters 699
(c) We design a peaking filter with a center frequency of 40 Hz and a 6-dB bandwidth of 2 Hz, operating
at a sampling rate of 200 Hz.
We compute = 2(2/200) = 0.02 and 0 = 2(40/200) = 0.4 and = cos 0 = 0.3090.
Since we are given the 6-dB bandwidth, we compute K and C as follows:
- .1/2 - .1/2
1 1
K= = = 0.577 C = K tan(0.5) = 0.0182
100.1A 1 100.6 1
Substituting these into the form for the required filter, we obtain
0.0179(z 2 1)
H(z) =
z2 0.6070z + 0.9642
Figure E19.9C shows the magnitude spectrum. The blowup reveals that the 6-dB bandwidth (where
the gain is 0.5) equals 2 Hz, as required.
(a) Peaking filter f =40 Hz f =2 Hz (b) Blowup of response (35 Hz to 45 Hz)
0 6dB
1 1
0.5 0.5
0 0
0 20 40 60 80 100 35 39 40 41 45
Analog frequency f [Hz] Analog frequency f [Hz]
Figure E19.9C Response of peaking filter for Example 19.9(c)
EXAMPLE 19.10 (Interference Rejection)
We wish to design a filter to remove 60-Hz interference in an ECG signal sampled at 300 Hz. A 2-s recording
of the noisy signal is shown in Figure E19.10A.
Two beats (600 samples) of ECG signal with 60Hz noise
2
Amplitude
1
0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2
Time t [seconds]
Figure E19.10A Simulated ECG signal with 60-Hz interference for Example 19.10
If we design a high-Q notch filter with Q = 50 and a notch at f0 = 60 Hz, we have a notch bandwidth of
f = f0 /Q = 1.2 Hz. The digital notch frequency is 0 = 2f0 /S = 2(60/300) = 0.4, and the digital
bandwidth is = 2f /S = 2(1.2/300) = 0.008.
We find C = tan(0.5) = 0.0126 and = cos 0 = 0.3090. Substituting these into the form for the
notch filter, we obtain
0.9876(z 2 0.6180z + 1)
H1 (z) =
z 2 0.6104z + 0.9752
700 Chapter 19 IIR Digital Filters
A low-Q design with Q = 5 gives f = f0 /Q = 12 Hz, and = 2(12/300) = 0.08.
We find C = tan(0.5) = 0.1263 and, with = cos 0 = 0.3090 as before, we obtain
0.8878(z 2 0.6180z + 1)
H2 (z) =
z 2 0.5487z + 0.7757
Figure E19.10B shows the magnitude spectrum of the two filters. Naturally, the filter H1 (z) (with the
higher Q) exhibits the sharper notch.
(a) 60Hz notch filter with Q=50 (b) 60Hz notch filter with Q=5
1 1
0.707 0.707
Magnitude
Magnitude
0.5 0.5
0 0
0 30 60 90 120 150 0 30 60 90 120 150
Analog frequency f [Hz] Analog frequency f [Hz]
Figure E19.10B Response of the notch filters for Example 19.10
The filtered ECG signal corresponding to these two notch filters is shown in Figure E19.10C. Although
both filters are eective in removing the 60-Hz noise, the filter H2 (z) (with the lower Q) shows a much
shorter start-up transient (because the highly oscillatory transient response of the high-Q filter H1 (z) takes
much longer to reach steady state).
(a) Filtered ECG signal using 60Hz notch filter with Q = 50
2
Amplitude
1
0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2
(b) Filtered ECG signal using 60Hz notch filter with Q = 5
2
Amplitude
1
0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2
Time t [seconds]
Figure E19.10C Output of the notch filters for Example 19.10
19.7.4 Application-Oriented Example: Audio Equalizers
Graphic equalizers permit adjustment of the tonal quality of the sound (in each channel of a stereo system)
to suit the personal preference of a listener and represent the next step in sophistication, after tone controls.
19.7 Spectral Transformations for IIR Filters 701
They employ a bank of (typically, second-order) bandpass filters covering the audio frequency spectrum, and
with a fixed bandwidth and center frequency for each range. Only the gain of each filter can be adjusted
by the user. Each filter isolates a selected frequency range and provides almost zero gain elsewhere. As a
result, the individual sections are connected in parallel, as shown in Figure 19.10.
+ 250 500 1k 2k 4k 8k 16k
Bandpass filter
+ 12
+ 8
Bandpass filter 4
dB 0
-4
Bandpass filter -8
-12
Gain control Center frequency (Hz)
Figure 19.10 A graphic equalizer (left) and the display panel (right)
The input signal is split into as many channels as there are frequency bands, and the weighted sum of
the outputs of each filter yields the equalized signal. A control panel, usually calibrated in decibels, allows
for gain adjustment by sliders, as illustrated in Figure 19.10. The slider settings provide a rough visual
indication of the equalized response, hence the name graphic equalizer. The design of each second-order
bandpass section is based on its center frequency and its bandwidth or quality factor Q. A typical set of
center frequencies for a ten-band equalizer is [31.5, 63, 125, 250, 500, 1000, 2000, 4000, 8000, 16000] Hz. A
typical range for the gain of each filter is 12 dB (or 0.25 times to 4 times the nominal gain).
EXAMPLE 19.11 (A Digital Graphic Equalizer)
We design a five-band audio equalizer operating at a sampling frequency of 8192 Hz, with center frequencies
of [120, 240, 480, 960, 1920] Hz. We select the 3-dB bandwidth of each section as 0.75 times its center
frequency to cover the whole frequency range without overlap. This is equivalent to choosing each section with
Q = 4/3. Each section is designed as a second-order bandpass IIR filter, using the bilinear transformation.
Figure E19.11 shows the spectrum of each section and the overall response. The constant Q design becomes
much more apparent when the gain is plotted in dB against log(f ), as shown in Figure E19.11(b). A change
in the gain of any section results in a change in the equalized response.
(a) Gain of fiveband equalizer (b) dB gain of fiveband equalizer
5
1.5
0
3
Magnitude [linear]
Equalized
Magnitude [dB]
1
10
0.5 20
0 30
120 480 960 1920 60 120 240 480 960 1920
Frequency f [Hz] Frequency f [Hz] (log scale)
Figure E19.11 Frequency response of the audio equalizer for Example 19.11
702 Chapter 19 IIR Digital Filters
19.7.5 Parametric Equalizers
Parametric equalizers oer the ultimate in versatility and allow the user to vary not only the gain but
also the filter parameters (such as the cuto frequency, center frequency, and bandwidth). Each filter in a
parametric equalizer aects only a selected portion of the spectrum (while providing unity gain elsewhere),
and as a result, the individual sections are connected in cascade. Most parametric equalizers are based on
second-order IIR peaking or notch filters whose transfer functions we reproduce from Section 19.7.3:
+ , + ,
C z2 1 1 z 2 2z + 1
HBP (z) = HBS (z) = (19.42)
1 + C z 2 1+C
2
z + 1C
1+C
1 + C z 2 1+C2
z + 1C
1+C
The center frequency and bandwidth for the filters are given by
- .
2 1C
0 = cos1 = cos1 , where = (19.43)
1+ 2 1+C
It is interesting to note that HBS (z) = 1 HBP (z). A tunable second-order equalizer stage HPAR (z) consists
of the bandpass filter HBP (z), with a peak gain of G, in parallel with the bandstop filter HBS (z):
HPAR (z) = GHBP (z) + HBS (z) = 1 + (G 1)HBP (z) (19.44)
A realization of this filter is shown in Figure 19.11.
+
+
H (z) G1
BP
Figure 19.11 A second-order parametric equalizer
For G = 1, we have HPAR = 1, and the gain is unity for all frequencies. The parameters and allow
us to adjust the bandwidth and the center frequency, respectively. The response of this filter is shown for
various values of these parameters in Figure 19.12.
(a) Peaking filter: =0.87, =0.5 (b) Peaking filter: G=4, =0.8 (c) Peaking filter: G=4, =0.5
12 12 12
G=4 =
[dB]
[dB]
[dB]
8 0.7 0 0.7
=0.4
8 8
4
Magnitude
Magnitude
Magnitude
2
0
4 4
4 0.6
0.5 0.8
8 0 0
0 0.25 0.5 0 0.25 0.5 0 0.25 0.5
Digital frequency F Digital frequency F Digital frequency F
Figure 19.12 Typical response of a parametric equalizer
19.8 Design Recipe for IIR Filters 703
19.8 Design Recipe for IIR Filters
There are several approaches to the design of IIR filters, using the mappings and spectral transformations
described in this chapter. The first approach, illustrated in Figure 19.13, is based on developing the analog
filter H(s) followed by the required mapping to convert H(s) to H(z).
Lowpass Analog s z
analog prototype transformation Analog filter mapping Digital filter
HP (s) H(s) H(z)
C = 1 rad/s
Figure 19.13 Converting an analog filter to a digital filter
A major disadvantage of this approach is that it cannot be used for mappings that suer from aliasing
problems (such as the impulse-invariant mapping) to design highpass or bandpass filters.
The second, indirect approach, illustrated in Figure 19.14, tries to overcome this problem by designing
only the lowpass prototype HP (s) in the analog domain. This is followed by the required mapping to obtain
a digital lowpass prototype HP (z). The final step is the spectral (D2D) transformation of HP (z) to the
required digital filter H(z).
Lowpass s z Lowpass D2D
analog prototype mapping digital prototype transformation Digital filter
HP (s) HP (z)
H(z)
C = 1 rad/s C = 1 rad/s
Figure 19.14 Indirect conversion of an analog filter to a digital filter
This approach allows us to use any mappings, including those (such as response invariance) that may
otherwise lead to excessive aliasing for highpass and bandstop filters. Designing HP (z) also allows us to
match its dc magnitude with HP (s) for subsequent comparison.
A third approach that applies only to the bilinear transformation is illustrated in Figure 19.15. We
prewarp the frequencies, design an analog lowpass prototype (from prewarped specifications), and apply
A2D transformations to obtain the required digital filter H(z).
Lowpass A2D
analog prototype transformation Digital filter
HP (s)
H(z)
C = 1 rad/s
Figure 19.15 Conversion of analog lowpass prototype directly to a digital filter
A Step-by-Step Approach
Given the passband and stopband edges, the passband and stopband attenuation, and the sampling frequency
S, a standard recipe for the design of IIR filters is as follows:
704 Chapter 19 IIR Digital Filters
1. Normalize (divide) the design band edges by S. This allows us to use a sampling interval ts = 1 in
subsequent design. For bilinear design, we also prewarp the normalized band edges.
2. Use the normalized band edges and attenuation specifications to design an analog lowpass prototype
HP (s) whose cuto frequency is C = 1 rad/s.
3. Apply the chosen mapping (with ts = 1) to convert HP (s) to a digital lowpass prototype filter HP (z)
with D = 1.
4. Use D2D transformations (with D = 1) to convert HP (z) to H(z).
5. For bilinear design, we can also convert HP (s) to H(z) directly (using A2D transformations).
REVIEW PANEL 19.12
Design Recipe for IIR Digital Filters
Normalize (divide) band edges by S (and prewarp if using bilinear design).
Use the normalized band edges to design analog lowpass prototype HP (s) with C = 1 rad/s.
Apply the chosen mapping (with ts = 1) to convert HP (s) to HP (z) with D = 1.
Use D2D transformations to convert HP (z) to H(z).
For bilinear design, convert HP (s) to H(z) (using A2D transformations).
EXAMPLE 19.12 (IIR Filter Design)
Design a Chebyshev IIR filter to meet the following specifications:
Passband edges at [1.8, 3.2] kHz, stopband edges at [1.6, 4.8] kHz, Ap = 2 dB, As = 20 dB, and sampling
frequency S = 12 kHz.
(a) (Indirect Bilinear Design)
The normalized band edges [1 , 2 , 3 , 4 ], in increasing order, are
[1 , 2 , 3 , 4 ] = 2[1.6, 1.8, 3.2, 4.8]/12 = [0.84, 0.94, 1.68, 2.51]
The passband edges are [1 , 2 ] = [0.94, 1.68]. We choose C = 2 and prewarp each band-edge frequency
using = 2 tan(0.5) to give the prewarped values [0.89, 1.019, 2.221, 6.155].
The prewarped passband edges are [p1 , p2 ] = [1.019, 2.221].
We design an analog filter meeting the prewarped specifications. Such a filter was actually designed in
Example 13.5(c), yielding the lowpass prototype and actual transfer function as
0.1634
HP (s) =
s4 + 0.7162s3 + 1.2565s2 + 0.5168s + 0.2058
0.34s4
HBP (s) =
s + 0.86s + 10.87s + 6.75s + 39.39s4 + 15.27s3 + 55.69s2 + 9.99s + 26.25
8 7 6 5
Finally, we transform the bandpass filter HBP (s) to H(z), using s 2(z 1)/(z + 1), to obtain
0.0026z 8 0.0095z 6 + 0.0142z 4 0.0095z 2 + 0.0026
H(z) =
z 8 1.94z 7 + 4.44z 6 5.08z 5 + 6.24z 4 4.47z 3 + 3.44z 2 1.305z + 0.59
Figure E19.12A compares the response of the digital filter H(z) with the analog filter HBP (s), and
with a digital filter designed from the unwarped frequencies.
19.8 Design Recipe for IIR Filters 705
Bandpass filter designed by the bilinear transformation
1
0.794
No prewarping
Magnitude
Prewarped
0.5
Analog
0.1
0
0 1 1.6 1.8 3.2 4.8 6
Analog frequency f [kHz]
Figure E19.12A Bandpass filter for Example 19.12 designed by the bilinear transformation
(b) (Direct A2D Design)
For bilinear design, we can also convert HP (s) directly.
We use the A2D LP2BP transformation with the unwarped passband edges [1 , 2 ] = [0.94, 1.68].
The constants C and (from Table 19.5) are found as
cos[0.5(2 + 1 )]
C = tan[0.5(2 1 )] = 0.3839 = = 0.277
cos[0.5(2 1 )]
We transform the prototype analog filter HP (s) to obtain
0.0026z 8 0.0095z 6 + 0.0142z 4 0.0095z 2 + 0.0026
H(z) =
z 8 1.94z 7 + 4.44z 6 5.08z 5 + 6.24z 4 4.47z 3 + 3.44z 2 1.305z + 0.59
This expression is identical to the transfer function H(z) of part (a).
(c) (Design Using Other Mappings)
We can also design the digital filter based on other mappings by using the following steps:
1. Use the normalized (but unwarped) band edges [0.89, 0.94, 1.68, 2.51] to design an analog lowpass
prototype HP (s) with C = 1 rad/s (fortunately, the unwarped and prewarped specifications yield
the same HP (s) for the specifications of this problem).
2. Convert HP (s) to HP (z) with D = 1, using the chosen mapping, with ts = 1. For the backward-
dierence, for example, we would use s = (z 1)/zts = (z 1)/z. To use the impulse-invariant
mapping, we would have to first convert HP (s) to partial fraction form.
3. Convert HP (z) to H(z), using the D2D LP2BP transformation with D = 1, and the unwarped
passband edges [1 , 2 ] = [0.94, 1.68].
Figure E19.12C compares the response of two such designs, using the impulse-invariant mapping and
the backward-dierence mapping (both with gain matching at dc). The design based on the backward-
dierence mapping shows a poor match to the analog filter.
706 Chapter 19 IIR Digital Filters
Bandpass filter design using impulse invariance and backward difference
1
0.794
Impulse invariance (solid)
Magnitude
Backward difference
0.5
Analog (dashed)
0.1
0
0 1 1.6 1.8 3.2 4.8 6
Analog frequency f [kHz]
Figure E19.12C Bandpass filter for Example 19.12 designed by impulse invariance and backward dierence
19.8.1 Eects of Coecient Quantization
For IIR filters, the eects of rounding or truncating the filter coecients can range from minor changes in
the frequency response to serious problems, including instability. Consider the stable analog filter:
(s + 0.5)(s + 1.5)
H(s) = (19.45)
(s + 1)(s + 2)(s + 4.5)(s + 8)(s + 12)
Bilinear transformation of H(s) with ts = 0.01 s yields the digital transfer function H(z) = B(z)/A(z) whose
denominator coecients to double precision (Ak ) and truncated to seven significant digits (Atk ) are given by
Filter Coecients Ak Truncated Atk
1.144168420199997e+0 1.144168e+0
5.418904483999996e+0 5.418904e+0
1.026166736200000e+1 1.026166e+1
9.712186808000000e+0 9.712186e+0
4.594164261000004e+0 4.594164e+0
8.689086648000011e1 8.689086e1
The poles of H(z) all lie within the unit circle, and the designed filter is thus stable. However, if we use the
truncated coecients Atk to compute the roots, the filter becomes unstable because one pole moves out of
the unit circle! The bottom line is that stability is an important issue in the design of IIR digital filters.
19.8.2 Concluding Remarks
IIR filters are well suited to applications requiring frequency-selective filters with sharp cutos or where linear
phase is relatively unimportant. Examples include graphic equalizers for digital audio, tone generators for
digital touch-tone receivers, and filters for digital telephones. The main advantages are standardized easy
design, and low filter order. On the other hand, IIR filters cannot exhibit linear phase and are quite
susceptible to the eects of coecient quantization. If linear phase is important as in biomedical signal
processing, or stability is paramount as in many adaptive filtering schemes, it is best to use FIR filters.
Chapter 19 Problems 707
CHAPTER 19 PROBLEMS
DRILL AND REINFORCEMENT
1
19.1 (Response Invariance) Consider the analog filter H(s) = .
s+2
(a) Convert H(s) to a digital filter H(z), using impulse invariance. Assume that the sampling
frequency is S = 2 Hz.
(b) Will the impulse response h[n] match the impulse response h(t) of the analog filter at the
sampling instants? Should it? Explain.
(c) Will the step response s[n] match the step response s(t) of the analog filter at the sampling
instants? Should it? Explain.
1
19.2 (Response Invariance) Consider the analog filter H(s) = .
s+2
(a) Convert H(s) to a digital filter H(z), using step invariance at a sampling frequency of S = 2 Hz.
(b) Will the impulse response h[n] match the impulse response h(t) of the analog filter at the
sampling instants? Should it? Explain.
(c) Will the step response s[n] match the step response s(t) of the analog filter at the sampling
instants? Should it? Explain.
1
19.3 (Response Invariance) Consider the analog filter H(s) = .
s+2
(a) Convert H(s) to a digital filter H(z), using ramp invariance at a sampling frequency of S = 2 Hz.
(b) Will the impulse response h[n] match the impulse response h(t) of the analog filter at the
sampling instants? Should it? Explain.
(c) Will the step response s[n] match the step response s(t) of the analog filter at the sampling
instants? Should it? Explain.
(d) Will the response v[n] to a unit ramp match the unit-ramp response v(t) of the analog filter at
the sampling instants? Should it? Explain.
s+1
19.4 (Response Invariance) Consider the analog filter H(s) = .
(s + 1)2 + 2
(a) Convert H(s) to a digital filter H(z), using impulse invariance. Assume that the sampling
frequency is S = 2 Hz.
(b) Convert H(s) to a digital filter H(z), using invariance to the input x(t) = et u(t) at a sampling
frequency of S = 2 Hz.
19.5 (Impulse Invariance) Use the impulse-invariant transformation with ts = 1 s to transform the
following analog filters to digital filters.
1 2 2 1
(a) H(s) = (b) H(s) = + (c) H(s) =
s+2 s+1 s+2 (s + 1)(s + 2)
1
19.6 (Impulse-Invariant Design) We are given the analog lowpass filter H(s) = whose cuto
s+1
frequency is known to be 1 rad/s. It is required to use this filter as the basis for designing a digital
filter by the impulse-invariant transformation. The digital filter is to have a cuto frequency of 50 Hz
and operate at a sampling frequency of 200 Hz.
708 Chapter 19 IIR Digital Filters
(a) What is the transfer function H(z) of the digital filter if no gain matching is used?
(b) What is the transfer function H(z) of the digital filter if the gain of the analog filter and digital
filter are matched at dc? Does the gain of the two filters match at their respective cuto
frequencies?
(c) What is the transfer function H(z) of the digital filter if the gain of the analog filter at its cuto
frequency (1 rad/s) is matched to the gain of the digital filter at its cuto frequency (50 Hz)?
Does the gain of the two filters match at dc?
z ets
19.7 (Matched z-Transform) Use the matched z-transform s + = , with ts = 0.5 s and
z
gain matching at dc, to transform each analog filter H(z) to a digital filter H(z).
1 1
(a) H(s) = (b) H(s) =
s+2 (s + 1)(s + 2)
1 1 s+1
(c) H(s) = + (d) H(s) =
s+1 s+2 (s + 1)2 + 2
19.8 (Backward Euler Algorithm) The backward Euler algorithm for numerical integration is given
by y[n] = y[n 1] + ts x[n].
(a) Derive a mapping rule for converting an analog filter to a digital filter, based on this algorithm.
4
(b) Apply the mapping to convert the analog filter H(s) = to a digital filter H(z), using a
s+4
sampling interval of ts = 0.5 s.
1
19.9 (Mapping from Dierence Algorithms) Consider the analog filter H(s) = .
s+
(a) For what values of is this filter stable?
(b) Convert H(s) to a digital filter H(z), using the mapping based on the forward dierence at a
sampling rate S. Is H(z) always stable if H(s) is stable?
(c) Convert H(s) to a digital filter H(z), using the mapping based on the backward dierence at a
sampling rate S. Is H(z) always stable if H(s) is stable?
3
19.10 (Bilinear Transformation) Consider the lowpass analog Bessel filter H(s) = .
s2 + 3s + 3
(a) Use the bilinear transformation to convert this analog filter H(s) to a digital filter H(z) at a
sampling rate of S = 2 Hz.
(b) Use H(s) and the bilinear transformation to design a digital lowpass filter H(z) whose gain at
f = 20 kHz matches the gain of H(s) at = 3 rad/s. The sampling frequency is S = 80 kHz.
s
19.11 (Bilinear Transformation) Consider the analog filter H(s) = .
s2 +s+1
(a) What type of filter does H(s) describe?
(b) Use H(s) and the bilinear transformation to design a digital filter H(z) operating at S = 1 kHz
such that its gain at 250 Hz matches the gain of H(s) at = 1 rad/s. What type of filter does
H(z) describe?
(c) Use H(s) and the bilinear transformation to design a digital filter H(z) operating at S = 10 Hz
such that gains of H(z) and H(s) match at 1 Hz. What type of filter does H(z) describe?
z+1
19.12 (Spectral Transformation of Digital Filters) The digital lowpass filter H(z) =
z 2 z + 0.2
has a cuto frequency f = 0.5 kHz and operates at a sampling frequency S = 10 kHz. Use this filter
to design the following:
Chapter 19 Problems 709
(a) A lowpass digital filter with a cuto frequency of 2 kHz
(b) A highpass digital filter with a cuto frequency of 1 kHz
(c) A bandpass digital filter with band edges of 1 kHz and 3 kHz
(d) A bandstop digital filter with band edges of 1.5 kHz and 3.5 kHz
2
19.13 (Spectral Transformation of Analog Prototypes) The analog lowpass filter H(s) =
s2 + 2s + 2
has a cuto frequency of 1 rad/s. Use this prototype to design the following digital filters.
(a) A lowpass filter with a passband edge of 100 Hz and S = 1 kHz
(b) A highpass filter with a cuto frequency of 500 Hz and S = 2 kHz
(c) A bandpass filter with band edges at 400 Hz and 800 Hz, and S = 3 kHz
(d) A bandstop filter with band edges at 1 kHz and 1200 Hz, and S = 4 kHz
19.14 (IIR Filter Design) Design IIR filters that meet each of the following sets of specifications. Assume
a passband attenuation of Ap = 2 dB and a stopband attenuation of As = 30 dB.
(a) A Butterworth lowpass filter with passband edge at 1 kHz, stopband edge at 3 kHz, and S =
10 kHz, using the backward Euler transformation.
(b) A Butterworth highpass filter with passband edge at 400 Hz, stopband edge at 100 Hz, and
S = 2 kHz, using the impulse-invariant transformation.
(c) A Chebyshev bandpass filter with passband edges at 800 Hz and 1600 Hz, stopband edges at
400 Hz and 2 kHz, and S = 5 kHz, using the bilinear transformation.
(d) An inverse Chebyshev bandstop filter with passband edges at 200 Hz and 1.2 kHz, stopband
edges at 500 Hz and 700 Hz, and S = 4 kHz, using the bilinear transformation.
19.15 (Group Delay) A digital filter H(z) is designed from an analog filter H(s), using the bilinear
transformation a = C tan(d /2).
(a) Show that the group delays Ta and Td of H(s) and H(z) are related by
Td = 0.5C(1 + a2 )Ta
5
(b) Design a digital filter H(z) from the analog filter H(s) = at a sampling frequency of
s+5
S = 4 Hz such that the gain of H(s) at = 2 rad/s matches the gain of H(z) at 1 Hz.
(c) What is the group delay Ta of the analog filter H(s)?
(d) Use the above results to find the group delay Td of the digital filter H(z) designed in part (b).
19.16 (Digital-to-Analog Mappings) The bilinear transformation allows us to use a linear mapping to
transform a digital filter H(z) to an analog equivalent H(s).
(a) Develop such a mapping based on the bilinear transformation.
z
(b) Use this mapping to convert a digital filter H(z) = operating at S = 2 Hz to its analog
z 0.5
equivalent H(s).
REVIEW AND EXPLORATION
19.17 (Impulse Invariance) The impulse-invariant method allows us to take a digital filter described by
z z
H1 (z) = at a sampling interval of t1 and convert this to a new digital filter H2 (z) =
z t1 z t2
at a dierent sampling interval t2 .
710 Chapter 19 IIR Digital Filters
ln(t1 ) ln(t2 )
(a) Using the fact that s = = , show that t2 = (t1 )M , where M = t2 /t1 .
t1 t2
z z
(b) Use the result of part (a) to convert the digital filter H1 (z) = + , with ts = 1 s,
z 0.5 z 0.25
to a digital filter H2 (z), with ts = 0.5 s.
4s(s + 1)
19.18 (Matched z-Transform) The analog filter H(s) = is to be converted to a digital
(s + 2)(s + 3)
filter H(z) at a sampling rate of S = 4 Hz.
z ets
(a) Convert H(s) to a digital filter, using the matched z-transform s + = .
z
(b) Convert H(s) to a digital filter, using the modified matched z-transform by moving all zeros at
the origin (z = 0) to z = 1.
(c) Convert H(s) to a digital filter, using the modified matched z-transform, by moving all but one
zero at the origin (z = 0) to z = 1.
19.19 (Simpsons Algorithm) Simpsons numerical integration algorithm is described by
y[n] = y[n 2] + 3 (x[n]
ts
+ 4x[n 1] + x[n 2])
(a) Derive a mapping rule to convert an analog filter H(s) to a digital filter H(z), based on this
algorithm.
1
(b) Let H(s) = . Convert H(s) to H(z), using the mapping derived in part (a).
s+1
(c) Is the filter H(z) designed in part (b) stable for any choice of ts > 0?
19.20 (Bilinear Transformation) A second-order Butterworth lowpass analog filter with a half-power
frequency of 1 rad/s is converted to a digital filter H(z), using the bilinear transformation at a
sampling rate of S = 1 Hz.
(a) What is the transfer function H(s) of the analog filter?
(b) What is the transfer function H(z) of the digital filter?
(c) Are the dc gains of H(z) and H(s) identical? Should they be? Explain.
(d) Are the dc gains H(z) and H(s) at their respective half-power frequencies identical? Explain.
19.21 (Digital-to-Analog Mappings) In addition to the bilinear transformation, the backward Euler
method also allows a linear mapping to transform a digital filter H(z) to an analog equivalent H(s).
(a) Develop such a mapping based on the backward Euler algorithm.
z
(b) Use this mapping to convert a digital filter H(z) = operating at S = 2 Hz to its analog
z 0.5
equivalent H(s).
19.22 (Digital-to-Analog Mappings) The forward Euler method also allows a linear mapping to trans-
form a digital filter H(z) to an analog equivalent H(s).
(a) Develop such a mapping based on the forward Euler algorithm.
z
(b) Use this mapping to convert a digital filter H(z) = operating at S = 2 Hz to its analog
z 0.5
equivalent H(s).
Chapter 19 Problems 711
19.23 (Digital-to-Analog Mappings) Two other methods that allow us to convert a digital filter H(z) to
z ets
an analog equivalent H(z) are impulse invariance and the matched z-transform s + = .
z
z(z + 1)
Let H(z) = . Find the analog filter H(s) from which H(z) was developed, assuming
(z 0.25)(z 0.5)
a sampling frequency of S = 2 Hz and
(a) Impulse invariance. (b) Matched z-transform. (c) Bilinear transformation.
19.24 (Filter Specifications) A hi-fi audio signal band-limited to 20 kHz is contaminated by high-
frequency noise between 70 kHz and 110 kHz. We wish to design a digital filter to reduce the noise
by a factor of 100, with no appreciable signal loss. Pick the minimum sampling frequency that avoids
aliasing of the noise spectrum into the signal spectrum and develop the specifications for the digital
filter.
19.25 (IIR Filter Design) A digital filter is required to have a monotonic response in the passband and
stopband. The half-power frequency is to be 4 kHz, and the attenuation past 5 kHz is to exceed 20
dB. Design the digital filter, using impulse invariance and a sampling frequency of 15 kHz.
19.26 (Notch Filters) A notch filter is required to remove 50-Hz interference. Design such a filter,
using the bilinear transformation and assuming a bandwidth of 4 Hz and a sampling rate of 300 Hz.
Compute the gain of this filter at 40 Hz, 50 Hz, and 60 Hz.
19.27 (Peaking Filters) A peaking filter is required to isolate a 100-Hz signal with unit gain. Design
this filter, using the bilinear transformation and assuming a bandwidth of 5 Hz and a sampling rate
of 500 Hz. Compute the gain of this filter at 90 Hz, 100 Hz, and 110 Hz.
19.28 (IIR Filter Design) A fourth-order digital filter is required to have a passband between 8 kHz and
12 kHz and a maximum passband ripple that equals 5% of the peak magnitude. Design the digital
filter, using the bilinear transformation if the sampling frequency is assumed to be 40 kHz.
19.29 (IIR Filter Design) Lead-lag systems are often used in control systems and have the generic form
1 + s1
H(s) = . Use a sampling frequency of S = 10 Hz and the bilinear transformation to design
1 + s2
IIR filters from this lead-lag compensator if
(a) 1 = 1 s, 2 = 10 s. (b) 1 = 10 s, 2 = 1 s.
(sts )2
19.30 (Pade Approximations) A delay of ts may be approximated by ests 1 sts + . An
2!
nth-order Pade approximation is based on a rational function of order n that minimizes the truncation
error of this approximation. The first-order and second-order Pade approximations are
1 12 sts 1 12 sts + 12 (sts )
1 2
P1 (s) = P2 (s) =
1 + 12 sts 1 + 12 sts + 12 (sts )
1 2
Since ests describes a delay of one sample (or z 1 ), Pade approximations can be used to generate
inverse mappings for converting a digital filter H(z) to an analog filter H(s).
(a) Generate mappings for converting a digital filter H(z) to an analog filter H(s) based on the
first-order and second-order Pade approximations.
z
(b) Use each mapping to convert H(z) = to H(s), assuming ts = 0.5 s.
z 0.5
(c) Show that the first-order mapping is bilinear. Is this mapping related in any way to the bilinear
transformation?
712 Chapter 19 IIR Digital Filters
COMPUTATION AND DESIGN
diirgui A GUI for IIR Filter Design and Visualization
The graphical user interface diirgui allows you to design and visualize IIR filters.
You can select from various forms (highpass, lowpass, etc.), types (Butterworth, elliptic, etc.) and
mapping methods (impulse invariant, bilinear transformation, etc.).
The plots are displayed along with the filter order and design attenuation at the band edges.
To explore this routine, type diirgui at the Matlab prompt.
19.31 (IIR Filter Design) It is required to design a lowpass digital filter H(z) from the analog filter
H(s) = s+1
1
. The sampling rate is S = 1 kHz. The half-power frequency of H(z) is to be C = /4.
(a) Use impulse invariance to design H(z) such that gain of the two filters matches at dc. Compare
the frequency response of both filters (after appropriate frequency scaling). Which filter would
you expect to yield better performance? To confirm your expectations, define the (in-band)
signal to (out-of-band) noise ratio (SNR) in dB as
- .
signal level
SNR = 20 log dB
noise level
(b) What is the SNR at the input and output of each filter if the input is
x(t) = cos(0.2C t) + cos(1.2C t) for H(s) and x[n] = cos(0.2nC ) + cos(1.2nC ) for H(z)?
(c) What is the SNR at the input and output of each filter if the input is
x(t) = cos(0.2C t) + cos(3C t) for H(s) and x[n] = cos(0.2nC ) + cos(3nC ) for H(z)?
(d) Use the bilinear transformation to design another filter H1 (z) such that gain of the two filters
matches at dc. Repeat the computations of parts (a) and (b) for this filter. Of the two digital
filters H(z) and H1 (z), which one would you recommend using, and why?
19.32 (The Eect of Group Delay) The nonlinear phase of IIR filters is responsible for signal distortion.
Consider a lowpass filter with a 1-dB passband edge at f = 1 kHz, a 50-dB stopband edge at f = 2 kHz,
and a sampling frequency of S = 10 kHz.
(a) Design a Butterworth filter HB (z) and an elliptic filter HE (z) to meet these specifications.
Using the Matlab routine grpdelay (or otherwise), compute and plot the group delay of each
filter. Which filter has the lower order? Which filter has a more nearly constant group delay in
the passband? Which filter would cause the least phase distortion in the passband? What are
the group delays NB and NE (expressed as the number of samples) of the two filters?
(b) Generate the signal x[n] = 3 sin(0.03n) + sin(0.09n) + 0.6 sin(0.15n) over 0 n 100. Use
the ADSP routine filter to compute the response yB [n] and yE [n] of each filter. Plot the filter
outputs yB [n] and yE [n] (delayed by NB and NE , respectively) and the input x[n] on the same
plot to compare results. Does the filter with the more nearly constant group delay also result
in smaller signal distortion?
(c) Are all the frequency components of the input signal in the filter passband? If so, how can
you justify that the distortion is caused by the nonconstant group delay and not by the filter
attenuation in the passband?
19.33 (LORAN) A LORAN (long-range radio and navigation) system for establishing positions of marine
craft uses three transmitters that send out short bursts (10 cycles) of 100-kHz signals in a precise phase
Chapter 19 Problems 713
relationship. Using phase comparison, a receiver (on the craft) can establish the position (latitude
and longitude) of the craft to within a few hundred meters. Suppose the LORAN signal is to be
digitally processed by first sampling it at 500 kHz and filtering the sampled signal using a second
order peaking filter with a half-power bandwidth of 100 Hz. Use the bilinear transformation to design
the filter from an analog filter with unit half-power frequency. Compare your design with the digital
filter designed in Problem 18.34 (to meet the same specifications).
19.34 (Decoding a Mystery Message) During transmission, a message signal gets contaminated by a
low-frequency signal and high-frequency noise. The message can be decoded only by displaying it
in the time domain. The contaminated signal x[n] is provided on disk as mystery1.mat. Load this
signal into Matlab (use the command load mystery1). In an eort to decode the message, try the
following methods and determine what the decoded message says.
(a) Display the contaminated signal. Can you read the message? Display the DFT of the signal
to identify the range of the message spectrum.
(b) Use the bilinear transformation to design a second-order IIR bandpass filter capable of extracting
the message spectrum. Filter the contaminated signal and display the filtered signal to decode
the message. Use both the filter (filtering) and filifilt (zero-phase filtering) commands.
(c) As an alternative method, first zero out the DFT component corresponding to the low-frequency
contamination and obtain the IDFT y[n]. Next, design a lowpass IIR filter (using impulse
invariance) to reject the high-frequency noise. Filter the signal y[n] and display the filtered
signal to decode the message. Use both the filter and filtfilt commands.
(d) Which of the two methods allows better visual detection of the message? Which of the two
filtering routines (in each method) allows better visual detection of the message?
19.35 (Interpolation) The signal x[n] = cos(2F0 n) is to be interpolated by 5 using up-sampling followed
by lowpass filtering. Let F0 = 0.4.
(a) Generate and plot 20 samples of x[n] and up-sample by 5.
(b) What must be the cuto frequency FC and gain A of a lowpass filter that follows the up-sampler
to produce the interpolated output?
(c) Design a fifth-order digital Butterworth filter (using the bilinear transformation) whose half-
power frequency equals FC and whose peak gain equals A.
(d) Filter the up-sampled signal through this filter and plot the result. Is the result an interpolated
version of the input signal? Do the peak amplitudes of the interpolated signal and original
signal match? Should they? Explain.
19.36 (Coecient Quantization) Consider the analog filter described by
(s + 0.5)(s + 1.5)
H(s) =
(s + 1)(s + 2)(s + 4.5)(s + 8)(s + 12)
(a) Is this filter stable? Why?
(b) Use the bilinear transformation with S = 100 Hz to convert this to a digital filter H(z).
(c) Truncate the filter coecients to seven significant digits to generate the filter H2 (z).
(d) Compare the frequency response of H(z) and H2 (z). Are there any significant dierences?
(e) Is the filter H2 (z) stable? Should it be? Explain.
(f ) Suppose the coecients are to be quantized to B bits by rounding. What is the smallest number
of bits B required in order to preserve the stability of the quantized filter?
714 Chapter 19 IIR Digital Filters
19.37 (Numerical Integration Algorithms) It is claimed that mapping rules to convert an analog filter
to a digital filter, based on numerical integration algorithms that approximate the area y[n] from
y[n 2] or y[n 3] (two or more time steps away), do not usually preserve stability. Consider the
following integration algorithms.
(1) y[n] = y[n 1] + 12 (5x[n] + 8x[n 1] x[n 2]) (Adams-Moulton rule)
ts
(2) y[n] = y[n 2] + 3 (x[n] + 4x[n 1] + x[n 2]) (Simpsons rule)
ts
(3) y[n] = y[n 3] + 8 (x[n] + 3x[n 1] + 3x[n 2] + x[n 3]) (Simpsons three-eighths
3ts
rule)
1
Derive mapping rules for each algorithm, convert the analog filter H(s) = to a digital filter
s+1
using each mapping with S = 5 Hz, and use Matlab to compare their frequency response. Which
of these mappings (if any) allow us to convert a stable analog filter to a stable digital filter? Is the
claim justified?
19.38 (RIAA Equalization) Audio signals usually undergo a high-frequency boost (and low-frequency
cut) before being used to make the master for commercial production of phonograph records. During
playback, the signal from the phono cartridge is fed to a preamplifier (equalizer) that restores the
original signal. The frequency response of the preamplifier is based on the RIAA (Recording Industry
Association of America) equalization curve whose Bode plot is shown in Figure P19.38, with break
frequencies at 50, 500, and 2122 Hz.
HdB RIAA equalization curve
20
-20 dB/dec
50 500 2122 f Hz(log)
Figure P19.38 Figure for Problem 19.38
(a) What is the transfer function H(s) of the RIAA equalizer?
(b) It is required to implement RIAA equalization using a digital filter. Assume that the signal from
the cartridge is band-limited to 15 kHz. Design an IIR filter HI (z), using impulse invariance,
that implements the equalization characteristic.
(c) Use the bilinear transformation to design an IIR filter HB (z) that implements the equalization
characteristic. Assume that the gain of H(s) and HB (z) are to match at 1 kHz.
(d) Compare the performance of H(s) with HB (z) and HI (z) and comment on the results. Which
IIR design method results in better implementation?
19.39 (An Audio Equalizer) Many hi-fi systems are equipped with graphic equalizers to tailor the
frequency response. Consider the design of a four-band graphic equalizer. The first section is to be
a lowpass filter with a passband edge of 300 Hz. The next two sections are bandpass filters with
passband edges of [300, 1000] Hz and [1000, 3000] Hz, respectively. The fourth section is a highpass
filter with a stopband edge of 3 kHz. Use a sampling rate of 20 kHz and the bilinear transformation
to design second-order IIR Butterworth filters to implement these filters. Superimpose plots of the
frequency response of each section and their parallel combination. Explain how you might adjust the
gain of each section to vary over 12 dB.
Chapter 20
FIR DIGITAL FILTERS
20.0 Scope and Objectives
FIR filters are always stable and can be designed with linear phase, and hence no phase distortion. Their
design is typically based on selecting a symmetric impulse response sequence whose length is chosen to meet
design specifications. For given specifications, FIR filters require many more elements in their realization
than do IIR filters. This chapter starts with an introduction to symmetric sequences and their application
to FIR filters. It then describes various methods of FIR filter design, including the window method and
frequency sampling. It introduces special-purpose FIR filters such as dierentiators and Hilbert transformers,
and concludes with applications to multistage interpolation/decimation and adaptive signal processing.
20.1 Symmetric Sequences and Linear Phase
Symmetric sequences possess linear phase and result in a constant delay with no amplitude distortion. This
is an important consideration in filter design. The DTFT of a real, even symmetric sequence x[n] is of
the form H(F ) = A(F ) and always real, and the DTFT of a real, odd symmetric sequence is of the form
H(F ) = jA(F ) and purely imaginary. Symmetric sequences also imply noncausal filters. However, such
filters can be made causal if the impulse response is suitably delayed. A time shift of x[n] to x[n M ]
introduces only a linear phase of (F ) = ej2M F . The DTFT of sequences that are symmetric about their
midpoint is said to possess generalized linear phase. Generalized linear phase is illustrated in Figure 20.1.
Phase (radians) Phase (radians) Phase (radians) Phase (radians)
/2
F F F F
/2
Linear phase Phase jumps of 2 Phase jumps of Phase jump of at F=0
to keep in principal range if A(F) changes sign if H(F) is imaginary
Figure 20.1 Examples of linear phase and generalized linear phase
The term generalized means that (F ) may include a jump (of at F = 0, if H(F ) is imaginary). There
may also be phase jumps of 2 (if the phase is restricted to the principal range (F ) ). If we plot
the magnitude |H(F )|, there will also be phase jumps of (where the amplitude A(F ) changes sign).
REVIEW PANEL 20.1
Linear-Phase Filters Provide a Constant Group Delay
715
716 Chapter 20 FIR Digital Filters
20.1.1 Classification of Linear-Phase Sequences
The length N of finite symmetric sequences can be odd or even, since the center of symmetry may fall on
a sample point (for odd N ) or midway between samples (for even N ). This results in four possible types of
symmetric sequences.
Type 1 Sequences
A type 1 sequence h1 [n] and its amplitude spectrum A1 (F ) are illustrated in Figure 20.2.
Type 1 Odd length Type 1 A(F)
Even symmetry
n F
1 0.5 0.5 1
Center of symmetry Even symmetry about F = 0 and F = 0.5
Figure 20.2 Features of a type 1 symmetric sequence
This sequence is even symmetric with odd length N , and a center of symmetry at the integer value
M = (N 1)/2. Using Eulers relation, its frequency response H1 (F ) may be expressed as
! M 1
#
"
H1 (F ) = h[M ] + 2 h[k]cos[(M k)2F ] ej2MF = A1 (F )ej2MF (20.1)
k=0
Thus, H1 (F ) shows a linear phase of 2MF , and a constant group delay of M . The amplitude spectrum
A1 (F ) is even symmetric about both F = 0 and F = 0.5, and both |H1 (0)| and |H1 (0.5)| can be nonzero.
Type 2 Sequences
A type 2 sequence h2 [n] and its amplitude spectrum A2 (F ) are illustrated in Figure 20.3.
Type 2 Even length
Even symmetry Type 2 A(F) A(0.5) = 0
1 0.5 1 F
0.5
n
Odd symmetry about F = 0.5
Center of symmetry
Figure 20.3 Features of a type 2 symmetric sequence
This sequence is also even symmetric but of even length N , and a center of symmetry at the half-integer
value M = (N 1)/2. Using Eulers relation, its frequency response H2 (F ) may be expressed as
M 1/2
"
H2 (F ) = 2 h[k]cos[(M k)2F ]ej2MF = A2 (F )ej2MF (20.2)
k=0
20.1 Symmetric Sequences and Linear Phase 717
Thus, H2 (F ) also shows a linear phase of 2M F , and a constant group delay of M . The amplitude
spectrum A2 (F ) is even symmetric about F = 0, and odd symmetric about F = 0.5, and as a result, |H2 (0.5)|
is always zero.
Type 3 Sequences
A type 3 sequence h3 [n] and its amplitude spectrum A3 (F ) are illustrated in Figure 20.4.
Type 3 Odd length
Odd symmetry Type 3 A(F) A(0) = A(0.5) = 0
1 0.5 F
n 0.5 1
Odd symmetry about F = 0 and F = 0.5
Center of
symmetry
Figure 20.4 Features of a type 3 symmetric sequence
This sequence is odd symmetric with odd length N , and a center of symmetry at the integer value
M = (N 1)/2. Using Eulers relation, its frequency response H3 (F ) may be expressed as
! M 1
#
"
H3 (F ) = j 2 h[k]sin[(M k)2F ] ej2MF = A3 (F )ej(0.52MF ) (20.3)
k=0
Thus, H3 (F ) shows a generalized linear phase of 2 2MF , and a constant group delay of M . The amplitude
spectrum A3 (F ) is odd symmetric about both F = 0 and F = 0.5, and as a result, |H3 (0)| and |H3 (0.5)| are
always zero.
Type 4 Sequences
A type 4 sequence h4 [n] and its amplitude spectrum A4 (F ) are illustrated in Figure 20.5.
Type 4 Even length
Odd symmetry Type 4 A(F) A(0) = 0
1 0.5 F
n 0.5 1
Center of Odd symmetry about F=0
symmetry
Figure 20.5 Features of a type 4 symmetric sequence
This sequence is odd symmetric with even length N , and a center of symmetry at the half-integer value
M = (N 1)/2. Using Eulers relation, its frequency response H4 (F ) may be expressed as
M 1/2
"
H4 (F ) = j 2 h[k]sin[2(M k)F ]ej2MF = A4 (F )ej(0.52MF ) (20.4)
k=0
718 Chapter 20 FIR Digital Filters
Thus, H4 (F ) also shows a generalized linear phase of 2 2MF , and a constant group delay of M . The
amplitude spectrum A4 (F ) is odd symmetric about F = 0, and even symmetric about F = 0.5, and as a
result, |H4 (0)| is always zero.
20.1.2 Poles and Zeros of Linear-Phase Sequences
The poles of any finite-length sequence must lie at z = 0. The zeros of linear-phase sequences must occur
in conjugate reciprocal pairs. Real zeros at z = 1 or z = 1 need not be paired (they form their own
reciprocals), but all other real zeros must be paired with their reciprocals. Complex zeros on the unit circle
must be paired with their conjugates (that also form their reciprocals), and complex zeros anywhere else
must occur in conjugate reciprocal quadruples. To identify the type of sequence from its pole-zero plot, all
we need to do is check for the presence of zeros at z = 1 and count their number. A type 2 sequence must
have an odd number of zeros at z = 1, a type 3 sequence must have an odd number of zeros at z = 1
and z = 1, and a type 4 sequence must have an odd number of zeros at z = 1. The number of other zeros,
if present (at z = 1 for type 1 and type 2, or z = 1 for type 1 or type 4), must be even. The reason is
simple. If we exclude z = 1, the remaining zeros occur in pairs or quadruples and always yield a sequence
with odd length and even symmetry. Including a zero at z = 1 or z = 1 increases the length by 1. An odd
number of zeros at z = 1 describes an odd symmetric sequence, and its inclusion (think convolution) also
yields an odd symmetric sequence. These ideas are illustrated in Figure 20.6.
Type 1 Type 2 Type 3 Type 4
z =1 z =1 z =1 z =1
z =1 z =1 z =1 z =1
Must be an odd number (if present) Must be an even number (if present)
All other zeros must show conjugate reciprocal symmetry
Figure 20.6 Identifying the sequence type from its zeros at z = 1
REVIEW PANEL 20.2
How to Identify a Linear-Phase Sequence
From the sequence x[n]: The signal x[n] must show symmetry about is midpoint.
From the pole-zero plot: All poles are at z = 0. Zeros show conjugate reciprocal symmetry.
Type 1: An even number of zeros (or no zeros) at z = 1 and/or z = 1
Type 2: Odd number of zeros at z = 1 (and even number at z = 1, if present)
Type 3: Odd number of zeros at z = 1 and odd number of zeros at z = 1
Type 4: Odd number of zeros at z = 1 (and even number at z = 1, if present)
EXAMPLE 20.1 (Identifying Linear-Phase Sequences)
(a) Find all the zero locations of a type 1 sequence, assuming the smallest length, if it is known that there
is a zero at z = 0.5ej/3 and a zero at z = 1.
Due to conjugate reciprocal symmetry, the zero at z = 0.5ej/3 implies the quadruple zeros
z = 0.5ej/3 z = 0.5ej/3 z = 2ej/3 z = 2ej/3
20.1 Symmetric Sequences and Linear Phase 719
For a type 1 sequence, the number of zeros at z = 1 must be even. So, there must be another zero at
z = 1. Thus, we have a total of six zeros.
(b) Find the transfer function and impulse response of a causal type 3 linear-phase filter, assuming the
smallest length and smallest delay, if it is known that there is a zero at z = j and two zeros at z = 1.
The zero at z = j must be paired with its conjugate (and reciprocal) z = j.
A type 3 sequence requires an odd number of zeros at z = 1 and z = 1. So, the minimum number of
zeros required is one zero at z = 1 and three zeros at z = 1 (with two already present).
The transfer function has the form
H(z) = (z + j)(z j)(z + 1)(z 1)3 = z 6 2z 5 + z 4 z 2 + 2z 1
The transfer function of the causal filter with the minimum delay is
HC (z) = 1 2z 1 + z 2 z 4 + 2z 5 z 6 hC [n] = {1, 2, 1, 0, 1, 2, 1}
20.1.3 Applications of Linear-Phase Sequences
Table 20.1 summarizes the amplitude response characteristics of the four types of linear-phase sequences and
their use in FIR digital filter design. Type 1 sequences are by far the most widely used because they allow
us to design any filter type by appropriate choice of filter coecients. Type 2 sequences can be used for
lowpass and bandpass filters, but not for bandstop or highpass filters (whose response is not zero at F = 0.5).
Type 3 sequences are useful primarily for bandpass filters, dierentiators, and Hilbert transformers. Type 4
sequences are suitable for highpass or bandpass filters, and for dierentiators and Hilbert transformers.
Bandstop filters (whose response is nonzero at F = 0 and F = 0.5) can be designed only with type 1
sequences. Only antisymmetric sequences (whose transfer function is imaginary) or their causal versions
(which correspond to type 3 and type 4 sequences) can be used to design digital dierentiators and Hilbert
transformers.
Table 20.1 Applications of Symmetric Sequences
Type H(F ) = 0 (or H() = 0) at Application
1 All filter types. Only sequence for BSF
2 F = 0.5 ( = ) Only LPF and BPF
3 F = 0 ( = 0), F = 0.5 ( = ) BPF, dierentiators, Hilbert transformers
4 F = 0 ( = 0) HPF, BPF, dierentiators, Hilbert transformers
20.1.4 FIR Filter Design
The design of FIR filters involves the selection of a finite sequence that best represents the impulse response
of an ideal filter. FIR filters are always stable. Even more important, FIR filters are capable of perfectly
linear phase (a pure time delay), meaning total freedom from phase distortion. For given specifications,
however, FIR filters typically require a much higher filter order or length than do IIR filters. And sometimes
we must go to great lengths to ensure linear phase! The three most commonly used methods for FIR filter
design are window-based design using the impulse response of ideal filters, frequency sampling, and iterative
design based on optimal constraints.
720 Chapter 20 FIR Digital Filters
20.2 Window-Based Design
The window method starts by selecting the impulse response hN [n] as a symmetrically truncated version of
the impulse response h[n] of an ideal filter with frequency response H(F ). The impulse response of an ideal
lowpass filter with a cuto frequency FC is h[n] = 2FC sinc(2nFC ). Its symmetric truncation yields
hN [n] = 2FC sinc(2nFC ), |n| 0.5(N 1) (20.5)
Note that for an even length N , the index n is not an integer. Even though the designed filter is an
approximation to the ideal filter, it is the best approximation (in the mean square sense) compared to any
other filter of the same length. The problem is that it shows certain undesirable characteristics. Truncation
of the ideal impulse response h[n] is equivalent to multiplication of h[n] by a rectangular window w[n] of
length N . The spectrum of the windowed impulse response hW [n] = h[n]w[n] is the (periodic) convolution
of H(F ) and W (F ). Since W (F ) has the form of a Dirichlet kernel, this spectrum shows overshoot and
ripples (the Gibbs eect). It is the abrupt truncation of the rectangular window that leads to overshoot and
ripples in the magnitude spectrum. To reduce or eliminate the Gibbs eect, we use tapered windows.
REVIEW PANEL 20.3
The Spectrum of the Truncated Ideal Impulse Response Shows the Gibbs Eect
hN [n] = 2FC sinc(2nFC ), |n| 0.5(N 1)
The Gibbs eect (spectral overshoot and oscillation) is due to abrupt truncation of h[n].
Tapered windows reduce (or eliminate) the spectral overshoot and oscillation.
20.2.1 Characteristics of Window Functions
The amplitude response of symmetric, finite-duration windows invariably shows a mainlobe and decaying
sidelobes that may be entirely positive or that may alternate in sign. The spectral measures for a typical
window are illustrated in Figure 20.7.
DTFT magnitude spectrum of a typical window
P
0.707P
0.5P
PSL
High-frequency decay
F
0.5
W3 W6 WS WM
Figure 20.7 Spectrum of a typical window
Amplitude-based measures for a window include the peak sidelobe level (PSL), usually in decibels, and
the decay rate DS in dB/dec. Frequency-based measures include the mainlobe width WM , the 3-dB and
6-dB widths (W3 and W6 ), and the width WS to reach the peak sidelobe level. The windows commonly used
in FIR filter design and their spectral features are listed in Table 20.2 and illustrated in Figure 20.8. As the
window length N increases, the width parameters decrease, but the peak sidelobe level remains more or less
constant. Ideally, the spectrum of a window should approximate an impulse and be confined to as narrow a
mainlobe as possible, with as little energy in the sidelobes as possible.
20.2 Window-Based Design 721
Table 20.2 Some Windows for FIR Filter Design
Note: I0 (x) is the modified Bessel function of order zero.
Window Expression w[n], 0.5(N 1) n 0.5(N 1)
Boxcar 1
( n )
Cosine cos
N 1
( 2n )
Riemann sincL , L>0
N 1
Bartlett 2|n|
1
N 1
( 2n )
von Hann (Hanning) 0.5 + 0.5 cos
N 1
( 2n )
Hamming 0.54 + 0.46 cos
N 1
( 2n ) ( 4n )
Blackman 0.42 + 0.5 cos + 0.08 cos
N 1 N 1
*
Kaiser I0 ( 1 4[n/(N 1)]2 )
I0 ()
Spectral Characteristics of Window Functions
Window GP GS /GP ASL (dB) WM WS W6 W3 DS
Boxcar 1 0.2172 13.3 1 0.81 0.6 0.44 20
Cosine 0.6366 0.0708 23 1.5 1.35 0.81 0.59 40
Riemann 0.5895 0.0478 26.4 1.64 1.5 0.86 0.62 40
Bartlett 0.5 0.0472 26.5 2 1.62 0.88 0.63 40
von Hann (Hanning) 0.5 0.0267 31.5 2 1.87 1.0 0.72 60
Hamming 0.54 0.0073 42.7 2 1.91 0.9 0.65 20
Blackman 0.42 0.0012 58.1 3 2.82 1.14 0.82 60
Kaiser ( = 2.6) 0.4314 0.0010 60 2.98 2.72 1.11 0.80 20
NOTATION:
GP : Peak gain of mainlobe GS : Peak sidelobe gain DS : High-frequency attenuation (dB/decade)
ASL : Sidelobe attenuation ( GP
GS
) in dB W6 : 6-dB half-width WS : Half-width of mainlobe to reach PS
W3 3-dB half-width WM : Half-width of mainlobe
Notes:
1. All widths (WM , WS , W6 , W3 ) must be normalized (divided) by the window length N .
2. Values for the Kaiser window depend on the parameter . Empirically determined relations are
|sinc(j)| GS 0.22
GP = , = , WM = (1 + 2 )1/2 , WS = (0.661 + 2 )1/2
I0 () GP sinh()
722 Chapter 20 FIR Digital Filters
Rectangular window: N = 21 Magnitude spectrum in dB
0
1 13.3
dB magnitude
Amplitude
40
0.5
60
0 80
10 0 10 0 0.1 0.2 0.3 0.4 0.5
Index n Digital frequency F
von Hann window: N = 21 Magnitude spectrum in dB
0
1
dB magnitude
20
Amplitude
31.5
40
0.5
60
0 80
10 0 10 0 0.1 0.2 0.3 0.4 0.5
Index n Digital frequency F
Hamming window: N = 21 Magnitude spectrum in dB
0
1
dB magnitude
20
Amplitude
0.5 42.7
60
0 80
10 0 10 0 0.1 0.2 0.3 0.4 0.5
Index n Digital frequency F
Blackman window: N = 21 Magnitude spectrum in dB
0
1
dB magnitude
20
Amplitude
40
0.5
58.1
0 80
10 0 10 0 0.1 0.2 0.3 0.4 0.5
Index n Digital frequency F
Kaiser window N = 21 = 2.6 Magnitude spectrum in dB
0
1
dB magnitude
20
Amplitude
40
0.5
60
0 80
10 0 10 0 0.1 0.2 0.3 0.4 0.5
Index n Digital frequency F
Figure 20.8 Commonly used DTFT windows and their spectra
20.2 Window-Based Design 723
Most windows have been developed with some optimality criterion in mind. Ultimately, the trade-o
is a compromise between the conflicting requirements of a narrow mainlobe (or a small transition width),
and small sidelobe levels. Some windows are based on combinations of simpler windows. For example,
the von Hann (or Hanning) window is the sum of a rectangular and a cosine window, the Bartlett window
is the convolution of two rectangular windows, and the cosa window is the product of a von Hann and
a cosine window. Other windows are designed to emphasize certain desirable features. The von Hann
window improves the high-frequency decay (at the expense of a larger peak sidelobe level). The Hamming
window minimizes the sidelobe level (at the expense of a slower high-frequency decay). The Kaiser window
has a variable parameter that controls the peak sidelobe level. Still other windows are based on simple
mathematical forms or easy application. For example, the cosa windows have easily recognizable transforms,
and the von Hann window is easy to apply as a convolution in the frequency domain. An optimal time-limited
window should maximize the energy in its spectrum over a given frequency band. In the continuous-time
domain, this constraint leads to a window based on prolate spheroidal wave functions of the first order. The
Kaiser window best approximates such an optimal window in the discrete domain.
20.2.2 Some Other Windows
The Dolph (also called Chebyshev) window corresponds to the inverse DTFT of a spectrum whose sidelobes
remain constant (without decay) at a specified level and whose mainlobe width is the smallest for a given
length. The time-domain expression for this window is cumbersome. This window can be computed from
+ , - ./0 , /
n cosh1(10A/20 )
w[n] = IDFT TN 1 cos = cosh (odd n only) (20.6)
N 1 N 1
Here, Tn (x) is the Chebyshev polynomial of order n, and A is the sidelobe attenuation in decibels.
Table 20.3 Characteristics of Harris Windows
Notes: ASL is the normalized peak sidelobe attenuation in dB (decibels).
WS is the half-width of the main lobe to reach PS .
DS is the high frequency decay rate in dB/octave (6 dB/oct = 20 dB/dec).
Type b0 b1 b2 b3 ASL (dB) WS = K/N DS
0 0.375 0.5 0.125 0.0 46.74 K = 2.89 30
1 10/32 15/32 6/32 1/32 60.95 K = 3.90 42
2 0.40897 0.5 0.09103 0.0 64.19 K = 2.94 18
3 0.42323 0.49755 0.07922 0.0 70.82 K = 2.95 6
4 0.4243801 0.4973406 0.0782793 0.0 71.48 K = 2.95 6
5 0.338946 0.481973 0.161054 0.018027 82.6 K = 3.95 30
6 0.355768 0.487396 0.144232 0.012604 92.32 K = 3.96 18
7 0.3635819 0.4891775 0.1365995 0.0106411 98.17 K = 3.96 6
Harris windows oer a variety of peak sidelobe levels and high-frequency decay rates. Their characteristics
are listed in Table 20.3. Harris windows have the general form
2n N 1
w[n] = b0 b1 cos(m) + b2 cos(2m) b3 cos(3m), where m = , |n| (20.7)
N 1 2
724 Chapter 20 FIR Digital Filters
20.2.3 What Windowing Means
Symmetric windowing of the impulse response of an ideal filter is accomplished by windows that are them-
selves symmetric, as illustrated in Figure 20.9.
1 Bartlett window
N = 13 N = 10
12 intervals 9 intervals
Figure 20.9 The mechanics of windowing
An N -point FIR window uses N 1 intervals to generate N samples (including both end samples). Once
selected, the window sequence must be symmetrically positioned with respect to the symmetric impulse
response sequence. Windowing is then simply a pointwise multiplication of the two sequences.
The symmetrically windowed impulse response of an ideal lowpass filter may be written as
hW [n] = 2FC sinc(2nFC )w[n], 0.5(N 1) n 0.5(N 1) (20.8)
For even N , the index n is not an integer, even though it is incremented every unit, and we require a non-
integer delay to produce a causal sequence. If the end samples of w[n] equal zero, so will those of hW [n],
and the true filter length will be less by 2.
EXAMPLE 20.2 (Truncation and Windowing)
Consider a lowpass filter with a cuto frequency of 5 kHz and a sampling frequency of 20 kHz.
Then, FC = 0.25 and h[n] = 2FC sinc(2nFC ) = 0.5 sinc(0.5n).
2|n|
(a) With N = 9 and a Bartlett window w = 1 N 1 , 4 n 4, we find
h[n] = {0, 0.1061, 0, 0.3183, 0.5, 0.3183, 0, 0.1061, 0}
w[n] = {0, 0.25, 0.5, 0.75, 1, 0.75, 0.5, 0.25, 0}
Pointwise multiplication of hN and wN gives
hW [n] = {0, 0.0265, 0, 0.2387, 0.5, 0.2387, 0, 0.0265, 0}
If we include the end samples, the causal filter requires a delay of four samples to give
HC (z) = 0 0.0265z 1 + 0.2387z 3 + 0.5z 4 + 0.2387z 5 0.0265z 7
Since S = 20 kHz, we have ts = 1/S = 0.05 ms, and a four-sample delay corresponds to an actual
delay of 4(0.05) = 0.2 ms. If we ignore the end samples, the causal filter requires a delay of only three
(not four) samples to give
HC (z) = 0.0265 + 0.2387z 2 + 0.5z 3 + 0.2387z 4 0.0265z 6
This corresponds to a delay of 0.15 ms.
20.2 Window-Based Design 725
(b) With N = 6, we have FC = 0.25 and hN [n] = 2FC sinc(2nFC ) = 0.5 sinc(0.5n), 2.5 n 2.5.
For a von Hann (Hanning) window, w[n] = 0.5 + 0.5 cos( N2n
1 ) = 0.5 + 0.5 cos(0.4n), 2.5 n 2.5.
We then compute values of h[n], w[n], and hW [n] = h[n]w[n] as
h[n] = 0.09 0.1501 0.4502 0.4502 0.1501 0.09
w[n] = 0.0 0.3455 0.9045 0.9045 0.3455 0.0
hW [n] = 0.0 0.0518 0.4072 0.4072 0.0518 0.0
Since the first sample of hW [n] is zero, the minimum delay required for a causal filter is only 1.5 (and
not 2.5) samples, and the transfer function of the causal sequence is
HC (z) = 0.0518 + 0.4072z 1 + 0.4072z 2 + 0.0518z 3
20.2.4 Some Design Issues
As with analog and IIR filters, we start with the design of lowpass FIR filters. The design of other types
of filters is then based on appropriate spectral transformations. The spectrum of a typical filter using
window-based design is illustrated in Figure 20.10.
Magnitude H(F) dB Magnitude 20 log H(F)
1+p 0
1p Ap
Passband Transition band
Stopband As
s
F F
Fp Fs 0.5 Fp Fs 0.5
Figure 20.10 The features of a typical filter
The gain specifications of an FIR filter are often based on the passband ripple p (the maximum deviation
from unit gain) and the stopband ripple s (the maximum deviation from zero gain). Since the decibel gain
is usually normalized with respect to the peak gain, the passband and stopband attenuation Ap and As (in
decibels) are related to these ripple parameters by
- . - .
1 p s
Ap (dB) = 20 log As (dB) = 20 log 20 log s , p 1 (20.9)
1 + p 1 + p
To convert attenuation specifications (in decibels) to values for the ripple parameters, we use
10Ap /20 1
p = s = (1 + p )10As /20 10As /20 , p 1 (20.10)
10Ap /20 + 1
Window-based design calls for normalization of the design frequencies by the sampling frequency, devel-
oping the lowpass filter by windowing the impulse response of an ideal filter, and conversion to the required
filter type, using spectral transformations. The method may appear deceptively simple (and it is), but some
issues can only be addressed qualitatively. For example, the choice of cuto frequency is aected by the
window length N . The smallest length N that meets specifications depends on the choice of window, and
the choice of the window, in turn, depends on the (stopband) attenuation specifications.
726 Chapter 20 FIR Digital Filters
20.2.5 Characteristics of the Windowed Spectrum
When we multiply the ideal impulse response h[n] = 2FC sinc(2nFC ) by a window w[n] of length N in the
time domain, the spectrum of the windowed impulse response hW [n] = h[n]w[n] is the (periodic) convolution
of H(F ) and W (F ), as illustrated in Figure 20.11.
Ideal filter
Transition width FT window mainlobe width
Peak stopband ripple peak sidelobe level of window
Windowed magnitude spectrum
F
Transition width FT
Periodic
Window
* convolution Peak stopband ripple
F
F Fp Fs 0.5
0.5 0.5 (Not to scale)
Figure 20.11 The spectrum of a windowed ideal filter
The ideal spectrum has a jump discontinuity at F = FC . The windowed spectrum shows overshoot and
ripples, and a finite transition width but no abrupt jump. Its magnitude at F = FC equals 0.5 (corresponding
to an attenuation of 6 dB).
Table 20.4 lists the characteristics of the windowed spectrum for various windows. It excludes windows
(such as the Bartlett window) whose amplitude spectrum is entirely positive (because they result in a
complete elimination of overshoot and the Gibbs eect). Since both the window function and the impulse
response are symmetric sequences, the spectrum of the windowed filter is also endowed with symmetry. Here
are some general observations about the windowed spectrum:
1. Even though the peak passband ripple equals the peak stopband ripple (p = s ), the passband (or
stopband) ripples are not of equal magnitude.
2. The peak stopband level of the windowed spectrum is typically slightly less than the peak sidelobe
level of the window itself. In other words, the filter stopband attenuation (listed as AWS in Table 20.4)
is typically greater (by a few decibels) than the peak sidelobe attenuation of the window (listed as
ASL in Tables 20.2 and 20.3). The peak sidelobe level, the peak passband ripple, and the passband
attenuation (listed as AWP in Table 20.4) remain more or less constant with N .
3. The peak-to-peak width across the transition band is roughly equal to the mainlobe width of the window
(listed as WM in Tables 20.2 and 20.3). The actual transition width (listed as FW in Table 20.4) of
the windowed spectrum (when the response first reaches 1 p and s ) is less than this width. The
transition width FWS is inversely related to the window length N (with FWS C/N , where C is more
or less a constant for each window).
The numbers vary in the literature, and the values in Table 20.4 were found here by using an ideal impulse
response h[n] = 0.5 sinc(0.5n), with FC = 0.25, windowed by a 51-point window. The magnitude specifi-
cations are normalized with respect to the peak magnitude. The passband and stopband attenuation are
computed from the passband and stopband ripple (with p = s ), using the relations already given.
20.2 Window-Based Design 727
Table 20.4 Characteristics of the Windowed Spectrum
Peak Passband Peak Sidelobe Transition
Window Ripple Attenuation Attenuation Width
p = s AWP (dB) AWS (dB) FWS C/N
Boxcar 0.0897 1.5618 21.7 C = 0.92
Cosine 0.0207 0.36 33.8 C = 2.1
Riemann 0.0120 0.2087 38.5 C = 2.5
von Hann (Hanning) 0.0063 0.1103 44 C = 3.21
Hamming 0.0022 0.0384 53 C = 3.47
Blackman (1.71)10 4
(2.97)10 3
75.3 C = 5.71
Dolph (R = 40 dB) 0.0036 0.0620 49 C = 3.16
Dolph (R = 50 dB) (9.54)10 4
0.0166 60.4 C = 3.88
Dolph (R = 60 dB) (2.50)10 4
0.0043 72 C = 4.6
Harris (0) (8.55)10 4
0.0148 61.4 C = 5.36
Harris (1) (1.41)10 4
(2.44)10 3
77 C = 7.45
Harris (2) (1.18)10 4
(2.06)10 3
78.5 C = 5.6
Harris (3) (8.97)10 5
(1.56)10 3
81 C = 5.6
Harris (4) (9.24)10 5
(1.61)10 3
81 C = 5.6
Harris (5) (9.96)10 6
(1.73)10 4
100 C = 7.75
Harris (6) (1.94)10 6
(3.38)10 5
114 C = 7.96
Harris (7) (5.26)10 6
(9.15)10 5
106 C = 7.85
20.2.6 Selection of Window and Design Parameters
The choice of a window is based primarily on the design stopband specification As . The peak sidelobe
attenuation AWS of the windowed spectrum (listed in Table 20.4) should match (or exceed) the specified
stopband attenuation As . Similarly, the peak passband attenuation AWP of the windowed spectrum should
not exceed the specified passband attenuation Ap , a condition that is often ignored because it is usually
satisfied for most practical specifications.
The windowed spectrum is the convolution of the spectra of the impulse response and the window function,
and this spectrum changes as we change the filter length. An optimal (in the mean square sense) impulse
response and an optimal (in any sense) window may not together yield a windowed response with optimal
features. Window selection is at best an art, and at worst a matter of trial and error. Just so you know, the
three most commonly used windows are the von Hann (Hanning), Hamming, and Kaiser windows.
Choosing the Filter Length
The transition width of the windowed spectrum decreases with the length N . There is no accurate way to
establish the minimum filter length N that meets design specifications. However, empirical estimates are
728 Chapter 20 FIR Digital Filters
based on matching the given transition width specification FT to the transition width FWS = C/N of the
windowed spectrum (as listed in Table 20.4)
C C
FT = Fs Fp = FWS N= (20.11)
N Fs Fp
Here, Fp and Fs are the digital passband and stopband frequencies. The window length depends on the
choice of window (which dictates the choice of C). The closer the match between the stopband attenuation
As and the stopband attenuation AWS of the windowed spectrum, the smaller is the window length N . In
any case, for a given window, this relation typically overestimates the smallest filter length, and we can often
decrease this length and still meet design specifications.
The Kaiser Window
Empirical relations have been developed to estimate the filter length N of FIR filters based on the Kaiser
window. We first compute the peak passband ripple p , and the peak stopband ripple s , and choose the
smallest of these as the ripple parameter :
10Ap /20 1
p = s = 10As /20 = min(p , s ) (20.12)
10Ap /20 + 1
The ripple parameter is used to recompute the actual stopband attenuation As0 in decibels:
As0 = 20 log dB (20.13)
Finally, the length N is well approximated by
As0 7.95
+ 1, As0 21 dB
14.36(Fs Fp )
N (20.14)
0.9222
+ 1, As0 < 21 dB
Fs Fp
The Kaiser window parameter is estimated from the actual stopband attenuation As0 , as follows:
0.0351(As0 8.7), As0 > 50 dB
= 0.186(As0 21) + 0.0251(As0 21),
0.4
21 dB As0 50 dB (20.15)
0, As0 < 21 dB
Choosing the Cuto Frequency
A common choice for the cuto frequency (used in the expression for h[n]) is FC = 0.5(Fp + Fs ). The actual
frequency that meets specifications for the smallest length is often less than this value. The cuto frequency
is aected by the filter length N . A design that ensures the minimum length N is based on starting with the
above value of FC , and then changing (typically reducing) the length and/or tweaking (typically decreasing)
FC until we just meet specifications (typically at the passband edge).
20.2.7 Spectral Transformations
The design of FIR filters other than lowpass starts with a lowpass prototype, followed by appropriate spectral
transformations to convert it to the required filter type. These spectral transformations are developed from
the shifting and modulation properties of the DTFT. Unlike analog and IIR filters, these transformations
20.2 Window-Based Design 729
do not change the filter order (or length). The starting point is an ideal lowpass filter, with unit passband
gain and a cuto frequency of FC , whose windowed impulse response hLP [n] is given by
hLP [n] = 2FC sinc(2nFC )w[n], 0.5(N 1) n 0.5(N 1) (20.16)
Here, w[n] is a window function of length N . If N is even, the index n takes on non-integer values. The
lowpass-to-highpass (LP2HP) transformation may be achieved in two ways, as illustrated in Figure 20.12.
H(F) Highpass Lowpass prototype
FC = 0.5( Fp + Fs )
1 1
h HP [n] = [n] 2FC sinc(2nFC )w [n]
F F
Fs Fp 0.5 FC 0.5
H(F) Highpass Lowpass prototype FC = 0.5 0.5(Fp + Fs )
1 1 n
h HP [n] = (1) 2FC sinc(2nFC )w [n]
F F
Fs Fp 0.5 FC 0.5
Figure 20.12 The lowpass-to-highpass transformation
The first transformation of Figure 20.12 is valid only if the filter length N is odd, and reads
N 1 N 1
hHP [n] = [n] hLP [n] = [n] 2FC sinc(2nFC )w[n], n (20.17)
2 2
Its cuto frequency FH = 0.5(Fp + Fs ) equals the cuto frequency FC of the lowpass filter. The second
transformation (assuming a causal lowpass prototype hLP [n]) is valid for any length N , and reads
hHP [n] = (1)n hLP [n] = 2(1)n FC sinc(2nFC )w[n], 0nN 1 (20.18)
However, its cuto frequency is 0.5 0.5(Fp + Fs ). In order to design a highpass filter with a cuto frequency
of FH = 0.5(Fp + Fs ), we must start with a lowpass filter whose cuto frequency is FC = 0.5 0.5(Fp + Fs ).
The LP2BP and LP2BS transformations preserve arithmetic (not geometric) symmetry about the center
frequency F0 . If the band edges are [F1 , F2 , F3 , F4 ] in increasing order, arithmetic symmetry means that
F1 + F4 = F2 + F3 = 2F0 and implies equal transition widths. If the transition widths are not equal, we must
relocate a band edge to make both transition widths equal to the smaller width, as shown in Figure 20.13.
H(F) Bandpass H(F) Bandpass
1 1
F Relocate F4 F
F1 F2 F3 F4 F1 F2 F3 F4
No arithmetic symmetry Arithmetic symmetry
Figure 20.13 How to ensure arithmetic symmetry of the band edges
The LP2BP and LP2BS transformations are illustrated in Figure 20.14. In each transformation, the
center frequency F0 , and the cuto frequency FC of the lowpass filter, are given by
F0 = 0.5(F2 + F3 ) FC = 0.5(F3 + F4 ) F0 (20.19)
730 Chapter 20 FIR Digital Filters
The lowpass-to-bandpass (LP2BP) transformation is given by
N 1 N 1
hBP [n] = 2 cos(2nF0 )hLP [n] = 4FC sinc(2nFC ) cos(2nF0 )w[n], n (20.20)
2 2
The lowpass-to-bandstop (LP2BS) transformation is given by
N 1 N 1
hBS [n] = [n] hBS [n] = [n] 4FC sinc(2nFC ) cos(2nF0 )w[n], n (20.21)
2 2
Note that the LP2BS transformation requires a type 4 sequence (with even symmetry and odd length N ).
H(F) Bandpass Lowpass prototype
1 F0 = 0.5(F2 + F3 ) FC = 0.5(F3 + F4 ) F0
1
h BP[n] = 4FC sinc(2nFC ) cos(2n F0 ) w [n]
F F
F1 F2 F0 F3 F4 0.5 FC 0.5
H(F) Bandstop Lowpass prototype
1 F0 = 0.5(F2 + F3 ) FC = 0.5(F3 + F4 ) F0
1
h BS[n] = [n] 4FC sinc(2nFC ) cos(2n F0 ) w [n]
F F
F1 F2 F0 F3 F4 0.5 FC 0.5
Figure 20.14 The lowpass-to-bandpass and lowpass-to-bandstop transformations
REVIEW PANEL 20.4
Impulse Response of Windowed Filters Over |n| 0.5(N 1)
hP [n] = 2FC sinc(2nFC ) hHP [n] = [n] hP [n] FC = cuto frequency of lowpass prototype
hBP [n] = 2hP [n]cos(2nF0 ) hBS [n] = [n] hBP [n] F0 = center frequency (for BPF and BSF)
REVIEW PANEL 20.5
Recipe for Window-Based FIR Filter Design
Normalize the analog design frequencies by the sampling frequency S.
Obtain the band edges Fp and Fs of the lowpass prototype.
Choose the lowpass prototype cuto as FC = 0.5(Fp + Fs ).
Choose a window (from Table 20.4) that satisfies AWS As and AWP As .
Compute the window length N from FT = Fs Fp = FWS = N C
(with C as in Table 20.4).
Compute the prototype impulse response h[n] = 2FC sinc[2nFC ], |n| 0.5(N 1).
Window h[n] and apply spectral transformations (if needed) to convert to required filter type.
Minimum-length design: Adjust N and/or FC until the design specifications are just met.
EXAMPLE 20.3 (FIR Filter Design Using Windows)
(a) Design an FIR filter to meet the following specifications:
fp = 2 kHz, fs = 4 kHz, Ap = 2 dB, As = 40 dB, and sampling frequency S = 20 kHz.
20.2 Window-Based Design 731
This describes a lowpass filter. The digital frequencies are Fp = fp /S = 0.1 and Fs = fs /S = 0.2.
With As = 40 dB, possible choices for a window are (from Table 20.4) von Hann (with AWS = 44 dB)
and Blackman (with AWS = 75.3 dB). Using FWS (Fs Fp ) = C/N , the approximate filter lengths
for these windows (using the values of C from Table 20.4) are:
von Hann:N 3.21
0.1 33 Blackman:N 5.71
0.1 58
We choose the cuto frequency as FC = 0.5(Fp + Fs ) = 0.15. The impulse then response equals
hN [n] = 2FC sinc(2nFC ) = 0.3 sinc(0.3n)
Windowing gives the impulse response of the required lowpass filter
hLP [n] = w[n]hN [n] = 0.3w[n]sinc(0.3n)
As Figure E20.3A(a) shows, the design specifications are indeed met by each filter (but the lengths are
actually overestimated). The Blackman window requires a larger length because of the larger dierence
between As and AWS . It also has the larger transition width.
(a) Lowpass filter using von Hann and Blackman windows (b) von Hann: FC=0.1313 Minimum N=23
FC=0.15 von Hann N=33 Blackman N=58 Blackman: F =0.1278
C
Minimum N=29
2
6 2
6
von Hann von Hann
Blackman Blackman
[dB]
[dB]
40 40
Magnitude
Magnitude
80 80
120 120
0 0.1 0.15 0.2 0.3 0.4 0.5 0 0.1 0.15 0.2 0.3 0.4 0.5
Digital frequency F Digital frequency F
Figure E20.3A Lowpass FIR filters for Example 20.3(a and b)
(b) (Minimum-Length Design) By trial and error, the cuto frequency and the smallest length that
just meet specifications turn out to be FC = 0.1313, N = 23, for the von Hann window, and FC =
0.1278, N = 29, for the Blackman window. Figure E20.3A(b) shows the response of these minimum-
length filters. The passband and stopband attenuation are [1.9, 40.5] dB for the von Hann window,
and [1.98, 40.1] dB for the Blackman window. Even though the filter lengths are much smaller, each
filter does meet the design specifications.
(c) Design an FIR filter to meet the following specifications:
fp = 4 kHz, fs = 2 kHz, Ap = 2 dB, As = 40 dB, and sampling frequency S = 20 kHz.
The specifications describe a highpass filter. The digital frequencies are Fp = fp /S = 0.2 and Fs =
fs /S = 0.1. The transition width is FT = 0.2 0.1 = 0.1.
With As = 40 dB, possible choices for a window (see Table 20.4) are Hamming and Blackman. Using
FT FWS = C/N , the approximate filter lengths for these windows are
Hamming:N 3.47
0.1 35 Blackman:N 5.71
0.1 58
732 Chapter 20 FIR Digital Filters
We can now design the highpass filter in one of two ways:
1. Choose the cuto frequency of the lowpass filter as FC = 0.5(Fp + Fs ) = 0.15. The impulse
response hN [n] then equals
hN [n] = 2FC sinc(2nFC ) = 0.3 sinc(0.3n)
The windowed response is thus hW [n] = 0.3w[n]sinc(0.3n).
The impulse of the required highpass filter is then
hHP [n] = [n] hW [n] = [n] 0.3w[n]sinc(0.3n)
2. Choose the cuto frequency of the lowpass filter as FC = 0.5 0.5(Fp + Fs ) = 0.35.
Then, the impulse response equals hN [n] = 2FC sinc(2nFC ) = 0.7 sinc(0.7n).
The windowed response is thus hW [n] = 0.7w[n]sinc(0.7n).
The impulse of the required highpass filter is then
hHP [n] = (1)n hW [n] = 0.7(1)n w[n]sinc(0.7n)
The two methods yield identical results. As Figure E20.3B(a) shows, the design specifications are
indeed met by each window, but the lengths are actually overestimated.
(a) Highpass filter using Hamming and Blackman windows (b) Hamming: LPP FC=0.3293 Minimum N=22
LPP FC=0.35 Hamming N=35 Blackman N=58 Blackman: LPP F =0.3277
C
Minimum N=29
2
6 2
6
Hamming Hamming
Blackman Blackman
[dB]
[dB]
40 40
Magnitude
Magnitude
80 80
120 120
0 0.1 0.15 0.2 0.3 0.4 0.5 0 0.1 0.15 0.2 0.3 0.4 0.5
Digital frequency F Digital frequency F
Figure E20.3B Highpass FIR filters for Example 20.3(c and d)
(d) (Minimum-Length Design) By trial and error, the cuto frequency, and the smallest length that
just meet specifications, turn out to be FC = 0.3293, N = 22, for the Hamming window, and FC =
0.3277, N = 29, for the Blackman window. Figure E20.3B(b) shows the response of the minimum-
length filters. The passband and stopband attenuation are [1.94, 40.01] dB for the Hamming window,
and [1.99, 40.18] dB for the Blackman window. Each filter meets the design specifications, even though
the filter lengths are much smaller than the values computed from the design relations.
(e) Design an FIR filter to meet the following specifications:
Ap = 3 dB, As = 45 dB, passband: [4, 8] kHz, stopband: [2, 12] kHz, and S = 25 kHz.
The specifications describe a bandpass filter. If we assume a fixed passband, the center frequency lies
at the center of the passband and is given by f0 = 0.5(4 + 8) = 6 kHz.
20.3 Half-Band FIR Filters 733
The specifications do not show arithmetic symmetry. The smaller transition width is 2 kHz. For
arithmetic symmetry, we therefore choose the band edges as [2, 4, 8, 10] kHz.
The digital frequencies are: passband [0.16, 0.32], stopband [0.08, 0.4], and F0 = 0.24.
The lowpass band edges become Fp = 0.5(Fp2 Fp1 ) = 0.08 and Fs = 0.5(Fs2 Fs1 ) = 0.16.
With As = 45 dB, one of the windows we can use (from Table 20.4) is the Hamming window.
For this window, we estimate FWS (Fs Fp ) = C/N to obtain N = 3.47/0.08 = 44.
We choose the cuto frequency as FC = 0.5(Fp + Fs ) = 0.12.
The lowpass impulse response is hN [n] = 2FC sinc(2nFC ) = 0.24 sinc(0.24n), 21.5 n 21.5.
Windowing this gives hW [n] = hN [n]w[n], and the LP2BP transformation gives
hBP [n] = 2 cos(2nF0 )hW [n] = 2 cos(0.48n)hW [n]
Its frequency response is shown in Figure E20.3C(a) and confirms that the specifications are met.
(a) Hamming BPF (N=44, F0=0.24): LPP FC=0.12 (b) Hamming BPF (N=27, F0=0.24): LPP FC=0.0956
3 3
20 20
[dB]
[dB]
Magnitude
Magnitude
45 45
90 90
0 0.08 0.16 0.24 0.32 0.4 0.48 0 0.08 0.16 0.24 0.32 0.4 0.48
Digital frequency F Digital frequency F
Figure E20.3C Bandpass FIR filters for Example 20.3(e)
The cuto frequency and smallest filter length that meets specifications turn out to be smaller. By
decreasing N and FC , we find that the specifications are just met with N = 27 and FC = 0.0956. For
these values, the lowpass filter is hN [n] = 2FC sinc(2nFC ) = 0.1912 sinc(0.1912n), 13 n 13.
Windowing and bandpass transformation yields the filter whose spectrum is shown in Figure E20.3C(b).
The attenuation is 3.01 dB at 4 kHz and 8 kHz, 45.01 dB at 2 kHz, and 73.47 dB at 12 kHz.
20.3 Half-Band FIR Filters
A half-band FIR filter has an odd-length impulse response h[n] whose alternate samples are zero. The main
advantage of half-band filters is that their realization requires only about half the number of multipliers.
The impulse response of an ideal lowpass filter is h[n] = 2FC sinc(2nFC ). If we choose FC = 0.25, we obtain
h[n] = 2FC sinc(2nFC ) = 0.5 sinc(0.5n), |n| 0.5(N 1) (20.22)
Thus, h[n] = 0 for even n, and the filter length N is always odd. Being a type 1 sequence, its transfer
function H(F ) displays even symmetry about F = 0. It is also antisymmetric about F = 0.25, with
H(F ) = 1 H(0.5 F ) (20.23)
734 Chapter 20 FIR Digital Filters
A highpass half-band filter also requires FC = 0.25. If we choose FC = 0.5(Fp + Fs ), the sampling frequency
S must equal 2(fp + fs ) to ensure FC = 0.25, and cannot be selected arbitrarily. Examples of lowpass
and highpass half-band filters are shown in Figure 20.15. Note that the peak passband ripple and the peak
stopband ripple are of equal magnitude, with p = s = (as they are for any symmetric window).
(a) Amplitude of a halfband lowpass filter (b) Amplitude of a halfband highpass filter
1+ 1+
1 1
1 1
Amplitude
Amplitude
0.5 0.5
0 0
0 0.25 0.5 0 0.25 0.5
Digital frequency F Digital frequency F
Figure 20.15 Characteristics of lowpass and highpass half-band filters
Since the impulse response of bandstop and bandpass filters contains the term 2 cos(2nF0 )hLP [n], a
choice of F0 = 0.25 (for the center frequency) ensures that the odd-indexed terms vanish. Once again, the
sampling frequency S cannot be arbitrarily chosen, and must equal 4f0 to ensure F0 = 0.25. Even though
the choice of sampling rate may cause aliasing, the aliasing will be restricted primarily to the transition band
between fp and fs , where its eects are not critical.
Except for the restrictions in the choice of sampling rate S (which dictates the choice of FC for lowpass
and highpass filters, or F0 for bandpass and bandstop filters) and an odd length sequence, the design of
half-band filters follows the same steps as window-based design.
REVIEW PANEL 20.6
Recipe for Design of Half-Band FIR Filters
Fix S = 2(fp + fs ) (for LPF and HPF) or S = 4f0 (for BPF and BSF).
Find Fp and Fs for the lowpass prototype and pick FC = 0.5(Fp + Fs ).
Choose an odd filter length N .
Compute the prototype impulse response h[n] = 2FC sinc[2nFC ], |n| 0.5(N 1).
Window the impulse response and apply spectral transformations to convert to required filter.
If the specifications are exceeded, decrease N (in steps of 2) until specifications are just met.
EXAMPLE 20.4 (Half-Band FIR Filter Design)
(a) Design a lowpass half-band filter to meet the following specifications:
Passband edge: 8 kHz, stopband edge: 16 kHz, Ap = 1 dB, and As = 50 dB.
We choose S = 2(fp + fs ) = 48 kHz. The digital band edges are Fp = 16 , Fs = 13 , and FC = 0.25.
The impulse response of the filter is h[n] = 2FC sinc(2nFC ) = 0.5 sinc(0.5n).
20.3 Half-Band FIR Filters 735
1. If we use the Kaiser window, we compute the filter length N and the Kaiser parameter as
follows:
10Ap /20 1
p = = 0.0575 s = 10As /20 = 0.00316 = 0.00316 As0 = 20 log = 50
10Ap /20 + 1
As0 7.95
N= + 1 = 18.57 19 = 0.0351(As0 8.7) = 1.4431
14.36(Fs Fp )
The impulse response is therefore hN [n] = 0.5 sinc(0.5n), 9 n 9.
Windowing hN [n] gives the required impulse response hW [n].
Figure E20.4A(a) shows that this filter does meet specifications with an attenuation of 0.045 dB
at 8 kHz and 52.06 dB at 16 kHz.
(a) Kaiser halfband LPF: =1.44, N=19, FC=0.25 (b) Hamming halfband LPF: N=21 FC=0.25
1 1
6 6
[dB]
[dB]
Magnitude
Magnitude
50 50
100 100
0 0.166 0.25 0.333 0.5 0 0.166 0.25 0.333 0.5
Digital frequency F Digital frequency F
Figure E20.4A Lowpass half-band filters for Example 20.4(a)
2. If we choose a Hamming window, we use Table 20.4 to approximate the odd filter length as
C C 3.47
FWS = Fs Fp = N= = 21
N Fs Fp 1/6
This value of N meets specifications and also turns out to be the smallest length that does. Its
response is plotted in Figure E20.4A(b). This filter shows an attenuation of 0.033 dB at 8 kHz
and an attenuation of 53.9 dB at 16 kHz.
(b) Design a bandstop half-band filter to meet the following specifications:
stopband edges: [2, 3] kHz, passband edges: [1, 4] kHz, Ap = 1 dB, and As = 50 dB.
Since both the passband and the stopband are symmetric, we have f0 = 0.5(2 + 3) = 2.5 kHz.
We then choose the sampling frequency as S = 4f0 = 10 kHz. The digital frequencies are
stopband edges = [0.2, 0.3], passband edges = [0.1, 0.4], F0 = 0.25.
The specifications for the lowpass prototype are
Fp = 0.5(Fs2 Fs1 ) = 0.05, Fs = 0.5(Fp2 Fp1 ) = 0.15, FC = 0.5(Fp + Fs ) = 0.1
The impulse response of the prototype is h[n] = 2FC sinc(2nFC ) = 0.2 sinc(0.2n).
736 Chapter 20 FIR Digital Filters
1. If we use the Kaiser window, we must compute the filter length N and the Kaiser parameter
as follows:
10Ap /20 1
p = = 0.0575 s = 10As /20 = 0.00316 = 0.00316 As0 = 20 log = 50
10Ap /20 + 1
As0 7.95
N= + 1 = 30.28 31 = 0.0351(As0 8.7) = 1.4431
14.36(Fs Fp )
The prototype impulse response is hN [n] = 0.2 sinc(0.2n), 15 n 15. Windowing hN [n]
gives hW [n]. We transform hW [n] to the bandstop form hBP [n], using F0 = 0.25, to give
hBP [n] = [n] 2 cos(2nF0 )hW [n] = [n] 2 cos(0.5n)hW [n]
Figure E20.4B(a) shows that this filter does meet specifications, with an attenuation of 0.046 dB
at 2 kHz and 3 kHz, and 53.02 dB at 1 kHz and 4 kHz.
(a) Kaiser halfband BSF (N=31, F0=0.25, =1.44) (b) Hamming halfband BSF (N=35, F0=0.25)
1 1
[dB]
Magnitude
50
50
70 80
0 0.1 0.2 0.25 0.3 0.4 0.5 0 0.1 0.2 0.25 0.3 0.4 0.5
Digital frequency F Digital frequency F
Figure E20.4B Bandstop half-band filters for Example 20.4(b)
2. For a Hamming window, we use Table 20.4 to approximate the odd filter length as
C C 3.47
FWS = Fs Fp = N= = 35
N Fs Fp 0.1
This is also the smallest filter length that meets specifications. The magnitude response is shown
in Figure E20.4B(b). We see an attenuation of 0.033 dB at [2, 3] kHz and 69.22 dB at [1, 4] kHz.
20.4 FIR Filter Design by Frequency Sampling
In window-based design, we start with the impulse response h[n] of an ideal filter, and use truncation and
windowing to obtain an acceptable frequency response H(F ). The design of FIR filters by frequency sampling
starts with the required form for H(F ), and uses interpolation and the DFT to obtain h[n]. In this sense, it
is more versatile, since arbitrary frequency response forms can be handled with ease.
Recall that a continuous (but band-limited) signal h(t) can be perfectly reconstructed from its samples
(taken above the Nyquist rate), using a sinc interpolating function (that equals zero at the sampling instants).
If h(t) is not band-limited, we get a perfect match only at the sampling instants.
20.4 FIR Filter Design by Frequency Sampling 737
By analogy, the continuous (but periodic) spectrum H(F ) can also be recovered from its frequency
samples, using a periodic extension of the sinc interpolating function (that equals zero at the sampling
points). The reconstructed spectrum HN (F ) will show an exact match to a desired H(F ) at the sampling
instants, even though HN (F ) could vary wildly at other frequencies. This is the basis for FIR filter design
by frequency sampling. Given the desired form for H(F ), we sample it at N frequencies, and find the IDFT
of the N -point sequence H[k], k = 0, 1, . . . , N 1. The following design guidelines stem both from design
aspects as well as computational aspects of the IDFT itself.
1. The N samples of H(F ) must correspond to the digital frequency range 0 F < 1, with
5
H[k] = H(F )5F =k/N , k = 0, 1, 2, . . . , N 1 (20.24)
The reason is that most DFT and IDFT algorithms require samples in the range 0 k N 1.
2. Since h[n] must be real, its DFT H[k] must possess conjugate symmetry about k = 0.5N (this is a
DFT requirement). Note that conjugate symmetry will always leave H[0] unpaired. It can be set to
any real value, in keeping with the required filter type (this is a design requirement). For example, we
must choose H[0] = 0 for bandpass or highpass filters.
3. For even length N , the computed end-samples of h[n] may not turn out to be symmetric. To ensure
symmetry, we must force h[0] to equal h[N ] (setting both to 0.5h[0], for example).
4. For h[n] to be causal, we must delay it (this is a design requirement). This translates to a linear
phase shift to produce the sequence |H[k]|ej[k] . In keeping with conjugate symmetry about the index
k = 0.5N , the phase for the first N/2 samples of H[k] will be given by
k(N 1)
[k] = , k = 0, 1, 2, . . . , 0.5(N 1) (20.25)
N
Note that for type 3 and type 4 (antisymmetric) sequences, we must also add a constant phase of 0.5
to [k] (up to k = 0.5N ). The remaining samples of H[k] are found by conjugate symmetry.
5. To minimize the Gibbs eect near discontinuities in H(F ), we may allow the sample values to vary
gradually between jumps (this is a design guideline). This is equivalent to introducing a finite transition
width. The choice of the sample values in the transition band can aect the response dramatically.
EXAMPLE 20.5 (FIR Filter Design by Frequency Sampling)
(a) Consider the design of a lowpass filter shown in Figure E20.5(a). Let us sample the ideal H(F ) (shown
dark) over 0 F < 1, with N = 10 samples. The magnitude of the sampled sequence H[k] is
|H[k]| = {1, 1, 1, 0, 0, 0, 0, 0, 1, 1}
6789
k=5
The actual (phase-shifted) sequence is H[k] = |H[k]|ej[k] , where
k(N 1)
[k] = = 0.9k, k5
N
Note that H[k] must be conjugate symmetric about k = 0.5N = 5, with H[k] = H [N k].
Now, H[k] = 0, k = 4, 5, 6, 7, and the remaining samples are H[0] = 1ej0 = 1 and
H[1] = 1ej[1] = ej0.9 H[9] = H [1] = ej0.9 H[2] = 1ej[3] = ej1.8 H[8] = H [2] = ej1.8
738 Chapter 20 FIR Digital Filters
The inverse DFT of H[k] yields the symmetric real impulse response sequence h1 [n], with
h1 [n] = {0.0716, 0.0794, 0.1, 0.1558, 0.452, 0.452, 0.1558, 0.1, 0.0794, 0.0716}
Its DTFT magnitude H1 (F ), shown light in Figure E20.5(a), reveals a perfect match at the sampling
points but has a large overshoot near the cuto frequency. To reduce the overshoot, let us pick
H[2] = 0.5ej[2] = 0.5e1.8 H[8] = H [2] = 0.5e1.8
The inverse DFT of this new set of samples yields the new impulse response sequence h2 [n]:
h2 [n] = {0.0093, 0.0485, 0, 0.1867, 0.3711, 0.3711, 0.1867, 0, 0.0485, 0.0093}
Its frequency response H2 (F ), in Figure E20.5(a), not only shows a perfect match at the sampling
points but also a reduced overshoot, which we obtain at the expense of a broader transition width.
(a) Lowpass filter using frequency sampling (b) Highpass filter using frequency sampling
1.2 1.2
1 1
Magnitude
Magnitude
0.5 0.5
0 0
0 0.2 0.4 0.6 0.8 1 0 0.2 0.4 0.6 0.8 1
Digital frequency F Digital frequency F
Figure E20.5 Lowpass and highpass filters for Example 20.5
(a and b)
(b) Consider the design of a highpass filter shown in Figure E20.5(b). Let us sample the ideal H(F ) (shown
dark) over 0 F < 1, with N = 10 samples. The magnitude of the sampled sequence H[k] is
|H[k]| = {0, 0, 0, 1, 1, 1, 1, 1, 0, 0}
6789
k=5
The actual (phase-shifted) sequence is H[k] = |H[k]|ej[k] . Since the impulse response h[n] must be
antisymmetric (for a highpass filter), [k] includes an additional phase of 0.5 and is given by
k(N 1)
[k] = + 0.5 = 0.5 0.9k, k5
N
Note that H[k] is conjugate symmetric about k = 0.5N = 5, with H[k] = H [N k].
Now, H[k] = 0, k = 0, 1, 2, 8, 9, and H[5] = 1ej[5] = 1. The remaining samples are
H[3] = 1ej[3] = ej2.2 H[7] = H [3] = ej2.2 H[4] = 1ej[4] = ej3.1 H[6] = H [4] = ej3.1
The inverse DFT of H[k] yields the antisymmetric real impulse response sequence h1 [n], with
h1 [n] = {0.0716, 0.0794, 0.1, 0.1558, 0.452, 0.452, 0.1558, 0.1, 0.0794, 0.0716}
20.4 FIR Filter Design by Frequency Sampling 739
Its DTFT magnitude H1 (F ), shown light in Figure E20.5(b), reveals a perfect match at the sampling
points but a large overshoot near the cuto frequency. To reduce the overshoot, let us choose
H[2] = 0.5ej[2] = 0.5e1.3 H[8] = 0.5e1.3
The inverse DFT of this new set of samples yields the new impulse response sequence h2 [n]:
h2 [n] = {0.0128, 0.0157, 0.1, 0.0606, 0.5108, 0.5108, 0.0606, 0.1, 0.0157, 0.0128}
Its frequency response H2 (F ), in Figure E20.5(b), not only shows a perfect match at the sampling
points but also a reduced overshoot, which we obtain at the expense of a broader transition width.
20.4.1 Frequency Sampling and Windowing
The frequency-sampling method can be used to design filters with arbitrary frequency-response shapes.
We can even combine this versatility with the advantages of window-based design. Given the response
specification H(F ), we sample it at a large number of points M and find the IDFT to obtain the M -point
impulse response h[n]. The choice M = 512 is not unusual. Since h[n] is unacceptably long, we truncate it
to a smaller length N by windowing h[n]. The choice of window is based on the same considerations that
apply to window-based design. If the design does not meet specifications, we can change N and/or adjust
the sample values in the transition band and repeat the process. Naturally, this design is best carried out
on a computer. The sample values around the transitions are adjusted to minimize the approximation error.
This idea forms a special case of the more general optimization method called linear programming. But
when it comes right down to choosing between the various computer-aided optimization methods, by far the
most widely used is the equiripple optimal approximation method, which we describe in the next section.
20.4.2 Implementing Frequency-Sampling FIR Filters
We can readily implement frequency-sampling FIR filters by a nonrecursive structure, once we know the
impulse response h[n]. We can even implement a recursive realization without the need for finding h[n], as
follows. Suppose the frequency samples HN [k] of H(F ) are approximated by an N -point DFT of the filter
impulse response hN [n]. We may then write
N
" 1
HN [k] = hN [n]ej2nk/N (20.26)
k=0
Its impulse response hN [n] may be found using the inverse DFT as
N 1
1 "
hN [n] = HN [k]ej2nk/N (20.27)
N
k=0
The filter transfer function H(z) is the z-transform of hN [n]:
N 1 N 1
! N 1 #
" " 1 "
H(z) = hN [n]z n = z n HN [k]ej2nk/N (20.28)
n=0 n=0
N
k=0
Interchanging summations, setting z n ej2nk/N = [z 1 ej2k/N ]n , and using the closed form for the finite
geometric sum, we obtain
N 1 , /
1 " 1 z N
H(z) = HN [k] (20.29)
N
k=0
1 z 1 ej2k/N
740 Chapter 20 FIR Digital Filters
The frequency response corresponding to H(z) is
N 1
1 " 1 ej2F N
H(F ) = HN [k] (20.30)
N
k=0
1 ej2(F k/N )
If we factor out exp(jFN ) from the numerator, exp[j(F k/N )] from the denominator, and use Eulers
relation, we can simplify this result to
N
" 1 N
" 1
sinc[N (F Nk
)] j(N 1)(F k/N )
H(F ) = HN [k] e = HN [k]W [F N]
k
(20.31)
k=0
sinc[(F N
k
)] k=0
Here, W [F N]
k
describes a sinc interpolating function, defined by
sinc[N (F Nk
)] j(N 1)(F k/N )
W [F N]
k
= e (20.32)
sinc[(F N )]
k
and reconstructs H(F ) from its samples HN [k] taken at intervals 1/N . It equals 1 when F = k/N , and zero
otherwise. As a result, HN (F ) equals the desired H(F ) at the sampling instants, even though HN (F ) could
vary wildly at other frequencies. This is the concept behind frequency sampling.
The transfer function H(z) may also be written as the product of two transfer functions:
, 1 ,
/ N" /
1 z N HN [k]
H(z) = H1 (z)H2 (z) = (20.33)
N
k=0
1 z 1 ej2k/N
This form of H(z) suggests a method of recursive implementation of FIR filters. We cascade a comb filter,
described by H1 (z), with a parallel combination of N first-order resonators, described by H2 (z). Note that
each resonator has a complex pole on the unit circle and the resonator poles actually lie at the same locations
as the zeros of the comb filter. Each pair of terms corresponding to complex conjugate poles may be combined
to form a second-order system with real coecients for easier implementation.
Why implement FIR filters recursively? There are several reasons. In some cases, this may reduce the
number of arithmetic operations. In other cases, it may reduce the number of delay elements required. Since
the pole and zero locations depend only on N , such filters can be used for all FIR filters of length L by
changing only the multiplicative coecients.
Even with these advantages, things can go wrong. In theory, the poles and zeros balance each other.
In practice, quantization errors may move some poles outside the unit circle and lead to system instability.
One remedy is to multiply the poles and zeros by a real number slightly smaller than unity to relocate the
poles and zeros. The transfer function then becomes
N 1 , /
1 (z)N " HN [k]
H(z) = (20.34)
N
k=0
1 (z)1 ej2k/N
With = 1 , typically used values for range from 212 to 227 (roughly 104 to 109 ) and have been
shown to improve stability with little change in the frequency response.
20.5 Design of Optimal Linear-Phase FIR Filters
Quite like analog filters, the design of optimal linear-phase FIR filters requires that we minimize the maximum
error in the approximation. Optimal design of FIR filters is also based on a Chebyshev approximation. We
20.5 Design of Optimal Linear-Phase FIR Filters 741
Magnitude H(F) dB Magnitude 20log H(F)
1+p 0
1p Ap
Passband Transition band
Stopband As
s
F F
Fp Fs 0.5 Fp Fs 0.5
Figure 20.16 An optimal filter has ripples of equal magnitude in the passband and stopband
should therefore expect such a design to yield the smallest filter length, and a response that is equiripple in
both the passband and the stopband. A typical spectrum is shown in Figure 20.16.
There are three important concepts relevant to optimal design:
1. The error between the approximation H(F ) and the desired response D(F ) must be equiripple. The
error curve must show equal maxima and minima with alternating zero crossings. The more the number
of points where the error goes to zero (the zero crossings), the higher is the order of the approximating
polynomial and the longer is the filter length.
2. The frequency response H(F ) of a filter whose impulse response h[n] is a symmetric sequence can
always be put in the form
M
"
H(F ) = Q(F ) n cos(2nF ) = Q(F )P (F ) (20.35)
n=0
Here, Q(F ) equals 1 (type 1), cos(F ) (type 2), sin(2F ) (type 3), or sin(F ) (type 4); M is related
to the filter length N with M = int( N21 ) (types 1, 2, 4) or M = int( N23 ) (type 3); and the n are
related to the impulse response coecients h[n]. The quantity P (F ) may also be expressed as as a
power series in cos(2F ) (or as a sum of Chebyshev polynomials). If we can select the n to best meet
optimal constraints, we can design H(F ) as an optimal approximation to D(F ).
3. The alternation theorem oers the clue to selecting the n .
20.5.1 The Alternation Theorem
We start by approximating D(F ) by the Chebyshev polynomial form for H(F ) and define the weighted
approximation error (F ) as
(F ) = W (F )[D(F ) H(F )] (20.36)
Here, W (F ) represents a set of weight factors that can be used to select dierent error bounds in the passband
and stopband. The nature of D(F ) and W (F ) depends on the type of the filter required. The idea is to select
the k (in the expression for H(F )) so as to minimize the maximum absolute error ||max . The alternation
theorem points the way (though it does not tells us how). In essence, it says that we must be able to find at
least M + 2 frequencies Fk , k = 1, 2, . . . , M + 2, called the extremal frequencies or alternations where
1. The error alternates between two equal maxima and minima (extrema):
(Fk ) = (Fk+1 ), k = 1, 2, . . . , M + 1 (20.37)
742 Chapter 20 FIR Digital Filters
2. The error at the frequencies Fk equals the maximum absolute error:
|(Fk )| = |(F )|max , k = 1, 2, . . . , M + 2 (20.38)
In other words, we require M + 2 extrema (including the band edges) where the error attains its maximum
absolute value. These frequencies yield the smallest filter length (number of coecients k ) for optimal
design. In some instances, we may get M + 3 extremal frequencies leading to so called extra ripple filters.
The design strategy to find the extremal frequencies invariably requires iterative methods. The most
popular is the algorithm of Parks and McClellan, which in turn relies on the so-called Remez exchange
algorithm.
The Parks-McClellan algorithm requires the band edge frequencies Fp and Fs , the ratio K = p /s of the
passband and stopband ripple, and the filter length N . It returns the coecients k and the actual design
values of p and s for the given filter length N . If these values of p and s are not acceptable (or do not
meet requirements), we can increase N (or change the ratio K), and repeat the design.
A good starting estimate for the filter length N is given by a relation similar to the Kaiser relation for
half-band filters, and reads
10 log(p s ) 13 10Ap /20 1
N =1+ p = s = 10As /20 (20.39)
14.6FT 10Ap /20 + 1
Here, FT is the digital transition width. More accurate (but more involved) design relations are also available.
To explain the algorithm, consider a lowpass filter design. To approximate an ideal lowpass filter, we
choose D(F ) and W (F ) as
: +
1, 0 F Fp 1, 0 F Fp
D(F ) = W (F ) = (20.40)
0, Fs F 0.5 K = p /s , Fs F 0.5
To find the k in H(F ), we use the Remez exchange algorithm. Here is how it works. We start with
a trial set of M + 2 frequencies Fk , k = 1, 2, . . . , M + 2. To force the alternation condition, we must satisfy
(Fk ) = (Fk+1 ), k = 1, 2, . . . , M + 1. Since the maximum error is yet unknown, we let = (Fk ) =
(Fk+1 ). We now have M + 1 unknown coecients k and the unknown , a total of M + 2. We solve for
these by using the M + 2 frequencies, to generate the M + 2 equations:
(1)k = W (Fk )[D(Fk ) H(Fk )], k = 1, 2, . . . , M + 2 (20.41)
Here, the quantity (1)k brings out the alternating nature of the error.
Once the k are found, the right-hand side of this equation is known in its entirety and is used to
compute the extremal frequencies. The problem is that these frequencies may no longer satisfy the alternation
condition. So we must go back and evaluate a new set of k and , using the computed frequencies. We
continue this process until the computed frequencies also turn out to be the actual extremal frequencies (to
within a given tolerance, of course).
Do you see why it is called the exchange algorithm? First, we exchange an old set of frequencies Fk for
a new one. Then we exchange an old set of k for a new one. Since the k and Fk actually describe the
impulse response and frequency response of the filter, we are in essence going back and forth between the
two domains until the coecients k yield a spectrum with the desired optimal characteristics.
Many time-saving steps have been suggested to speed the computation of the extremal frequencies, and
the k , at each iteration. The Parks-McClellan algorithm is arguably one of the most popular methods
of filter design in the industry, and many of the better commercial software packages on signal processing
include it in their stock list of programs. Having said that, we must also point out two disadvantages of
this method. First, the filter length must still be estimated by empirical means. And second, we have no
control over the actual ripple that the design yields. The only remedy, if this ripple is unacceptable, is to
start afresh with a dierent set of weight functions or with a dierent filter length.
20.5 Design of Optimal Linear-Phase FIR Filters 743
20.5.2 Optimal Half-Band Filters
Since about half the coecients of a half-band filter are zero, the computational burden can be reduced by
developing a filter that contains only the nonzero coecients followed by zero interpolation. To design a
half-band lowpass filter hHB [n] with band edges Fp and Fs , and ripple , an estimate of the filter length
N = 4k 1 is first found from the given design specifications. Next, we design a lowpass prototype hP [n] of
even length 0.5(N + 1), with band edges of 2Fp and 0.5 (in eect, with no stopband). This filter describes
a type 2 sequence whose response is zero at F = 0.5 and whose ripple is twice the design ripple. Finally,
we insert zeros between adjacent samples of 0.5hP [n] and set the (zero-valued) center coecient to 0.5 to
obtain the required half-band filter hHB [n] with the required ripple.
EXAMPLE 20.6 (Optimal FIR Filter Design)
(a) We design an optimal bandstop filter with stopband edges of [2, 3] kHz, passband edges of [1, 4] kHz,
Ap = 1 dB, As = 50 dB, and a sampling frequency of S = 10 kHz
We find the digital passband edges as [0.2, 0.3] and the stopband edges as [0.1, 0.4].
The transition width is FT = 0.1. We find the approximate filter length N , as follows:
10Ap /20 1 10 log(p s ) 13
p = = 0.0575 s = 10As /20 = 0.00316 N =1+ 17.7
10Ap /20 + 1 14.6FT
Choosing the next odd length gives N = 19. The bandstop specifications are actually met by a filter
with N = 21. The response of the designed filter is shown in Figure E20.6(a).
(a) Optimal BSF: N = 21, Ap = 0.2225 dB, As = 56.79 dB (b) Optimal halfband LPF: N=17
1 1
6
[dB]
[dB]
Magnitude
Magnitude
50 50
100 100
0 0.1 0.2 0.3 0.4 0.5 0 0.166 0.25 0.333 0.5
Digital frequency F Digital frequency F
Figure E20.6 Optimal filters for Example 20.6
(a and b)
(b) (Optimal Half-Band Filter Design) We design an optimal half-band filter to meet the following
specifications:
Passband edge: 8 kHz, stopband edge: 16 kHz, Ap = 1 dB, and As = 50 dB.
We choose S = 2(fp + fs ) = 48 kHz. The digital band edges are Fp = 16 , Fs = 13 , and FC = 0.25.
Next, we find the minimum ripple and the approximate filter length N as
10Ap /20 1
p = = 0.0575 s = 10As /20 = 0.00316 = 0.00316
10Ap /20 + 1
744 Chapter 20 FIR Digital Filters
10 log 2 13 20 log(0.00316) 13
N =1+ =1+ 16.2 N = 19
14.6(Fs Fp ) 14.6(1/6)
The choice N = 19 is based on the form N = 4k 1. Next, we design the lowpass prototype hP [n] of
even length M = 0.5(N + 1) = 10 and band edges at 2Fp = 2(1/6) = 1/3 and Fs = 0.5. The result is
hP [n] = {0.0074, 0.0267, 0.0708, 0.173, 0.6226, 0.6226, 0.173, 0.0708, 0.0267, 0.0074}
Finally, we zero-interpolate 0.5hP [n] and choose the center coecient as 0.5 to obtain HHB [n]:
{0.0037, 0, 0.0133, 0, 0.0354, 0, 0.0865, 0, 0.3113, 0, 0.5, 0.3113, 0, 0.0865, 0, 0.0354, 0, 0.0133, 0, 0.0037}
Its length is N = 19, as required. Figure E20.6(b) shows that this filter does meet specifications, with
an attenuation of 0.02 dB at 8 kHz and 59.5 dB at 16 kHz.
20.6 Application: Multistage Interpolation and Decimation
Recall that a sampling rate increase, or interpolation, by N involves up-sampling (inserting N 1 zeros
between samples), followed by lowpass filtering with a gain of N . If the interpolation factor N is large,
it is much more economical to carry out the interpolation in stages because it results in a smaller overall
filter length or order. For example, if N can be factored as N = I1 I2 I3 , then interpolation by N can be
accomplished in three stages with individual interpolation factors of I1 , I2 , and I3 . At a typical Ith stage,
the output sampling rate is given by Sout = ISin , as shown in Figure 20.17.
Up-sample Digital lowpass filter
f s = Sin f p S = Sout
I
Sin Sout = ISin Gain = I Sout
Figure 20.17 One stage of a typical multistage interpolating filter
The filter serves to remove the spectral replications due to the zero interpolation by the up-sampler. These
replicas occur at multiples of the input sampling rate. As a result, the filter stopband edge is computed
from the input sampling rate Sin as fs = Sin fp , while the filter passband edge remains fixed (by the
given specifications). The filter sampling rate corresponds to the output sampling rate Sout and the filter
gain equals the interpolation factor Ik . At each successive stage (except the first), the spectral images occur
at higher and higher frequencies, and their removal requires filters whose transition bands get wider with
each stage, leading to less complex filters with smaller filter lengths. Although it is not easy to establish the
optimum values for the interpolating factors and their order for the smallest overall filter length, it turns
out that interpolating factors in increasing order generally yield smaller overall lengths, and any multistage
design results in a substantial reduction in the filter length as compared to a single-stage design.
EXAMPLE 20.7 (The Concept of Multistage Interpolation)
(a) Consider a signal band-limited to 1.8 kHz and sampled at 4 kHz. It is required to raise the sampling
rate to 48 kHz. This requires interpolation by 12. The value of the passband edge is fp = 1.8 kHz for
either a single-stage design or multistage design.
20.6 Application: Multistage Interpolation and Decimation 745
For a single-stage interpolator, the output sampling rate is Sout = 48 kHz, and we thus require a filter
with a stopband edge of fs = Sin fp = 4 1.8 = 2.2 kHz, a sampling rate of S = Sout = 48 kHz, and
a gain of 12. If we use a crude approximation for the filter length as L 4/FT , where FT = (fs fp )/S
is the digital transition width, we obtain L = 4(48/0.4) = 480.
(b) If we choose two-stage interpolation with I1 = 3 and I2 = 4, at each stage we compute the important
parameters as follows:
Sin Interpolation Sout = S fp fs = Sin fp Filter Length
Stage (kHz) Factor (kHz) (kHz) (kHz) L 4S/(fs fp )
1 4 I1 = 3 12 1.8 2.2 48/0.4 = 120
2 12 I2 = 4 48 1.8 10.2 192/8.4 = 23
The total filter length is thus 143.
(c) If we choose three-stage interpolation with I1 = 2, I2 = 3, and I3 = 2, at each stage we compute the
important parameters, as follows:
Sin Interpolation Sout = S fp fs = Sin fp Filter Length
Stage (kHz) Factor (kHz) (kHz) (kHz) L 4S/(fs fp )
1 4 I1 = 2 8 1.8 2.2 32/0.4 = 80
2 8 I2 = 3 24 1.8 6.2 96/4.4 = 22
3 24 I2 = 2 48 1.8 22.2 192/20.4 = 10
The total filter length is thus 112.
(d) If we choose three-stage interpolation but with the dierent order I1 = 3, I2 = 2, and I3 = 2, at each
stage we compute the important parameters, as follows:
Sin Interpolation Sout = S fp fs = Sin fp Filter Length
Stage (kHz) Factor (kHz) (kHz) (kHz) L 4S/(fs fp )
1 4 I1 = 3 12 1.8 2.2 48/0.4 = 120
2 12 I2 = 2 24 1.8 10.2 96/8.4 = 12
3 24 I2 = 2 48 1.8 22.2 192/20.4 = 10
The total filter length is thus 142.
Any multistage design results in a substantial reduction in the filter length as compared to a single-stage
design, and a smaller interpolation factor in the first stage of a multistage design does seem to yield smaller
overall lengths. Also remember that the filter lengths are only a crude approximation to illustrate the relative
merits of each design and the actual filter lengths will depend on the attenuation specifications.
746 Chapter 20 FIR Digital Filters
For multistage operations, the actual filter lengths depend not only on the order of the interpolating
factors, but also on the given attenuation specifications Ap and As . Since attenuations in decibels add in
a cascaded system, the passband attenuation Ap is usually distributed among the various stages to ensure
an overall attenuation that matches specifications. The stopband specification needs no such adjustment.
Since the signal is attenuated even further at each stage, the overall stopband attenuation always exceeds
specifications. For interpolation, we require a filter whose gain is scaled (multiplied) by the interpolation
factor of the stage.
EXAMPLE 20.8 (Design of Interpolating Filters)
(a) Consider a signal band-limited to 1.8 kHz and sampled at 4 kHz. It is required to raise the sampling
rate to 48 kHz. The passband attenuation should not exceed 0.6 dB, and the minimum stopband
attenuation should be 50 dB. Design an interpolation filter using a single-stage interpolator.
The single stage requires interpolation by 12. The value of the passband edge is fp = 1.8 kHz.
The output sampling rate is Sout = 48 kHz, and we thus require a filter with a stopband edge of
fs = Sin fp = 4 1.8 = 2.2 kHz and a sampling rate of S = Sout = 48 kHz. We ignore the filter gain
of 12 in the following computations. To compute the filter length, we first find the ripple parameters
10Ap /20 1 100.6/20 1
p = = 0.6/20 = 0.0345 s = 10As /20 = 1050/20 = 0.00316
10Ap /20 +1 10 +1
and then approximate the length N by
10 log(p s ) 13 S[10 log(p s ) 13]
N +1= + 1 = 230
14.6(Fs Fp ) 14.6(fs fp )
The actual filter length of the optimal filter turns out to be N = 233, and the filter shows a passband
attenuation of 0.597 dB and a stopband attenuation of 50.05 dB.
(b) Repeat the design using a three-stage interpolator with I1 = 2, I2 = 3, and I3 = 2. How do the results
compare with those of the single-stage design?
We distribute the passband attenuation (in decibels) equally among the three stages. Thus, Ap = 0.2 dB
for each stage, and the ripple parameters for each stage are
100.2/20 1
p = = 0.0115 s = 1050/20 = 0.00316
100.2/20 + 1
For each stage, the important parameters and the filter length are listed in the following table:
Sin Interpolation Sout = S fp fs = Sin fp Filter Length
Stage (kHz) Factor (kHz) (kHz) (kHz) L
1 4 I1 = 2 8 1.8 2.2 44
2 8 I2 = 3 24 1.8 6.2 13
3 24 I2 = 2 48 1.8 22.2 7
In this table, for example, we compute the filter length for the first stage as
10 log(p s ) 13 S[10 log(p s ) 13]
L +1= + 1 = 44
14.6(Fs Fp ) 14.6(fs fp )
20.6 Application: Multistage Interpolation and Decimation 747
The actual filter lengths of the optimal filters turn out to be 47 (with design attenuations of 0.19 dB
and 50.31 dB), 13 (with design attenuations of 0.18 dB and 51.09 dB), and 4 (with design attenuations
of 0.18 dB and 50.91 dB). The overall filter length is only 64. This is about four times less than the
filter length for single-stage design.
20.6.1 Multistage Decimation
Decimation by M involves lowpass filtering (with a gain of unity), followed by down-sampling (discarding
M 1 samples and retaining every M th sample). The process is essentially the inverse of interpolation.
If the decimation factor M is large, decimation in stages results in a smaller overall filter length or order.
If M can be factored as M = D1 D2 D3 , then decimation by M can be accomplished in three stages with
individual decimation factors of D1 , D2 , and D3 . At a typical stage, the output sampling rate is given by
Sout = Sin /D, where D is the decimation factor for that stage. This is illustrated in Figure 20.18.
Digital lowpass filter Down-sample
f s = Sout f p S = Sin
D Sin
Sin Gain = 1 Sin Sout =
D
Figure 20.18 One stage of a typical multistage decimating filter
The decimation filter has a gain of unity and operates at the input sampling rate Sin , and its stopband
edge is computed from the output sampling rate as fs = Sout fp . At each successive stage (except the
first), the transition bands get narrower with each stage.
The overall filter length does depend on the order in which the decimating factors are used. Although it
is not easy to establish the optimum values for the decimation factors and their order for the smallest overall
filter length, it turns out that decimation factors in decreasing order generally yield smaller overall lengths,
and any multistage design results in a substantial reduction in the filter length as compared to a single-stage
design.
The actual filter lengths also depend on the given attenuation specifications. Since attenuations in
decibels add in a cascaded system, the passband attenuation Ap is usually distributed among the various
stages to ensure an overall value that matches specifications.
EXAMPLE 20.9 (The Concept of Multistage Decimation)
(a) Consider a signal band-limited to 1.8 kHz and sampled at 48 kHz. It is required to reduce the sampling
rate to 4 kHz. This requires decimation by 12. The passband edge is fp = 1.8 kHz and remains
unchanged for a single stage-design or multistage design.
For a single-stage decimator, the output sampling rate is Sout = 4 kHz, and we thus require a filter with
a stopband edge of fs = Sout fp = 4 1.8 = 2.2 kHz, a sampling rate of S = Sin = 48 kHz, and a gain
of unity. If we use a crude approximation for the filter length as L 4/FT , where FT = (fs fp )/S
is the digital transition width, we obtain L = 48/0.4 = 120.
748 Chapter 20 FIR Digital Filters
(b) If we choose two-stage decimation with D1 = 4 and D2 = 3, at each stage we compute the important
parameters, as follows:
Sin = S Decimation Sout fp fs = Sout fp Filter Length
Stage (kHz) Factor (kHz) (kHz) (kHz) L 4S/(fs fp )
1 48 D1 = 4 12 1.8 10.2 192/8.4 = 23
2 12 D2 = 3 4 1.8 2.2 48/0.4 = 120
The total filter length is thus 143.
(c) If we choose three-stage decimation with D1 = 2, D2 = 3, and D3 = 2, at each stage we compute the
important parameters, as follows:
Sin = S Decimation Sout fp fs = Sout fp Filter Length
Stage (kHz) Factor (kHz) (kHz) (kHz) L 4S/(fs fp )
1 48 D1 = 2 24 1.8 22.2 192/20.4 = 10
2 24 D2 = 3 8 1.8 6.2 96/4.4 = 22
3 8 D3 = 2 4 1.8 2.2 32/0.4 = 80
The total filter length is thus 112.
(d) If we choose three-stage decimation but with the dierent order D1 = 2, D2 = 2, and D3 = 3, at each
stage we compute the important parameters, as follows:
Sin = S Decimation Sout fp fs = Sout fp Filter Length
Stage (kHz) Factor (kHz) (kHz) (kHz) L 4S/(fs fp )
1 48 D1 = 2 24 1.8 22.2 192/20.4 = 10
2 24 D2 = 2 12 1.8 10.2 96/8.4 = 12
3 12 D3 = 3 4 1.8 2.2 48/0.4 = 120
The total filter length is thus 142.
Note how decimation uses the same filter frequency specifications as does interpolation for a given split,
except in reversed order. Any multistage design results in a substantial reduction in the filter length as
compared to a single-stage design. Also remember that the filter lengths chosen here are only a crude
approximation (in order to illustrate the relative merits of each design), and the actual filter lengths will
depend on the attenuation specifications.
20.7 Maximally Flat FIR Filters
Linear-phase FIR filters can also be designed with maximally flat frequency response. Such filters are
usually used in situations where accurate filtering is needed at low frequencies (near dc). The design of
lowpass maximally flat filters uses a closed form for the transfer function H(F ) given by
L1
" (K + n 1)!
H(F ) = cos2K(F ) dn sin2n(F ) dn = = CnK+n1 (20.42)
n=0
(K 1)! n!
20.8 FIR Dierentiators and Hilbert Transformers 749
Here, the dn have the form of binomial coecients as indicated. Note that 2L 1 derivatives of |H(F )|2
are zero at F = 0 and 2K 1 derivatives are zero at F = 0.5. This is the basis for the maximally flat
response of the filter. The filter length equals N = 2(K + L) 1, and is thus odd. The integers K and L
are determined from the passband and stopband frequencies Fp and Fs that correspond to gains of 0.95 and
0.05 (or attenuations of about 0.5 dB and 26 dB), respectively. Here is an empirical design method:
1. Define the cuto frequency as FC = 0.5(Fp + Fs ) and let FT = Fs Fp .
2. Obtain a first estimate of the odd filter length as N0 = 1 + 0.5/FT2 .
3. Define the parameter as = cos2 (FC ).
4. Find the best rational approximation K/Mmin , with 0.5(N0 1) Mmin (N0 1).
5. Evaluate L and the true filter length N from L = Mmin K and N = 2Mmin 1.
6. Find h[n] as the N -point inverse DFT of H(F ), F = 0, 1/N, . . . , (N 1)/N .
EXAMPLE 20.10 (Maximally Flat FIR Filter Design)
Consider the design of a maximally flat lowpass FIR filter with normalized frequencies Fp = 0.2 and Fs = 0.4.
We have FC = 0.3 and FT = 0.2. We compute N0 = 1 + 0.5/FT2 = 13.5 15, and = cos2 (FC ) = 0.3455.
The best rational approximation to works out to be 5/14 = K/Mmin .
With K = 5 and Mmin = 14, we get L = Mmin K = 9, and the filter length N = 2Mmin 1 = 27.
Figure E20.10 shows the impulse response and |H(F )| of the designed filter. The response is maximally flat,
with no ripples in the passband.
(a) Impulse response h[n] (b) Magnitude spectrum in dB (c) Passband detail in dB
0 0
0.6
0.5 50 0.01
Magnitude [dB]
Magnitude [dB]
0.4 100
Amplitude
0.02
0.3
150
0.2 0.03
200
0.1
250 0.04
0
0.1 300 0.05
0 13 26 0 0.1 0.2 0.3 0.4 0.5 0 0.05 0.1 0.15 0.2
DT index n Digital frequency F Digital frequency F
Figure E20.10 Features of the maximally flat lowpass filter for Example 20.10
20.8 FIR Dierentiators and Hilbert Transformers
An ideal digital dierentiator is described by H(F ) = j2F, |F | 0.5. In practical situations, we seldom
require filters that dierentiate for the full frequency range up to |F | = 0.5. If we require dierentiation only
up to a cuto frequency of FC , then
H(F ) = j2F, |F | FC (20.43)
750 Chapter 20 FIR Digital Filters
Magnitude
Phase (radians)
2F /2
0.5 0.5 F
F FC
FC FC FC /2
0.5 0.5
Figure 20.19 Magnitude and phase spectrum of an ideal dierentiator
The magnitude and phase spectrum of such a dierentiator are shown in Figure 20.19. Since H(F ) is
odd, h[0] = 0. To find h[n], n = 0 we use the inverse DTFT to obtain
; FC
h[n] = j 2F ej2nF dF (20.44)
FC
Invoking Eulers relation and symmetry, this simplifies to
; FC
2nFC cos(2nFC ) sin(2nFC )
h[n] = 4 F sin(2nF ) dF = (20.45)
0 n2
cos(n)
For FC = 0.5 , this yields h[0] = 0 and h[n] = , n = 0.
n
20.8.1 Hilbert Transformers
A Hilbert transformer is used to shift the phase of a signal by 2 (or 90 ) over the frequency range
|F | 0.5. In practice, we seldom require filters that shift the phase for the full frequency range up to
|F | = 0.5. If we require phase shifting only up to a cuto frequency of FC , the Hilbert transformer may be
described by
H(F ) = j sgn(F ), |F | FC (20.46)
Its magnitude and phase spectrum are shown in Figure 20.20.
Magnitude Phase (radians)
1 /2
0.5
FC F
F FC
FC FC 0.5
/2
0.5 0.5
Figure 20.20 Magnitude and phase spectrum of an ideal Hilbert transformer
With h[0] = 0, we use the inverse DTFT to find its impulse response h[n], n = 0, as
; ;
FC FC
1 cos(2nFC )
h[n] = j sgn(F )e j2nF
dF = 2 sin(2nF ) dF = (20.47)
FC 0 n
1 cos(n)
For FC = 0.5, this reduces to h[n] = , n = 0.
n
20.9 Least Squares and Adaptive Signal Processing 751
20.8.2 Design of FIR Dierentiators and Hilbert Transformers
To design an FIR dierentiator, we must truncate h[n] to hN [n] and choose a type 3 or type 4 sequence, since
H(F ) is purely imaginary. To ensure odd symmetry, the filter coecients may be computed only for n > 0,
and the same values (in reversed order) are used for n < 0. If N is odd, we must also include the sample
h[0]. We may window hN [n] to minimize the overshoot and ripple in the spectrum HN (F ). And, finally,
to ensure causality, we must introduce a delay of (N 1)/2 samples. Figure 20.21(a) shows the magnitude
response of Hamming-windowed FIR dierentiators for both even and odd lengths N . Note that H(0) is
always zero, but H(0.5) = 0 only for type 3 (odd-length) sequences.
(a) FIR differentiators (Hamming window) FC=0.5 (b) Hilbert transformers (Hamming window) FC=0.5
3
10 1
2.5
25 25 15 10
2 0.8
Magnitude
Magnitude
N=15 N=15 25
1.5 0.6
1 0.4
0.5 0.2
0 0
0 0.1 0.2 0.3 0.4 0.5 0 0.1 0.2 0.3 0.4 0.5
Digital frequency F Digital frequency F
Figure 20.21 Magnitude spectra of ideal dierentiators and Hilbert transformers
The design of Hilbert transformers closely parallels the design of FIR dierentiators. The sequence h[n]
is truncated to hN [n]. The chosen filter must correspond to a type 3 or type 4 sequence, since H(F ) is
imaginary. To ensure odd symmetry, the filter coecients may be computed only for n > 0, with the same
values (in reversed order) used for n < 0. If N is odd, we must also include the sample h[0]. We may window
hN [n] to minimize the ripples (due to the Gibbs eect) in the spectrum HN (F ). The Hamming window is a
common choice, but others may also be used. To make the filter causal, we introduce a delay of (N 1)/2
samples. The magnitude spectrum of a Hilbert transformer becomes flatter with increasing filter length N .
Figure 20.21(b) shows the magnitude response of Hilbert transformers for both even and odd lengths N .
Note that H(0) is always zero, but H(0.5) = 0 only for type 3 (odd-length) sequences.
20.9 Least Squares and Adaptive Signal Processing
The concept of least squares can be formulated as the solution to a set of algebraic equations expressed in
matrix form as
Xb = Y (20.48)
If the number of unknowns equals the number of equations, and the matrix X is non-singular such that its
inverse X1 exists (the unique case), the solution is simply b = X1 Y. However, if the number of equations
exceeds the number of unknowns (the over-determined case), no solution is possible, and only an approximate
result may be obtained using, for example, least squares minimization. If the number of unknowns exceeds
the number of equations (the under-determined case), many possible solutions exist, including the one where
the mean square error is minimized.
752 Chapter 20 FIR Digital Filters
In many practical situations, the set of equations is over-determined and thus amenable to a least-squares
solution. To solve for b, we simply premultiply both sides by XT to obtain
XT Xb = XT Y (20.49)
If the inverse of XT X exists, the solution is given by
b = (XT X)1 XT Y (20.50)
The matrix XT X is called the covariance matrix.
20.9.1 Adaptive Filtering
The idea of least squares finds widespread application in adaptive signal processing, a field that includes
adaptive filtering, deconvolution, and system identification, and encompasses many disciplines. Typically,
the goal is to devise a digital filter whose coecients b[k] can be adjusted to optimize its performance (in the
face of changing signal characteristics or to combat the eects of noise, for example). A representative system
for adaptive filtering is shown in Figure 20.22. The measured signal x[n] (which may be contaminated by
noise) is fed to an FIR filter whose output y[n] is compared with the desired signal y[n] to generate the error
signal e[n]. The error signal is used to update the filter coecients b[k] through an adaptation algorithm in
a way that minimizes the error e[n], and thus provides an optimal estimate of the desired signal y[n].
+
y [n] e [n]
Adaptive
x [n]
FIR filter
Adaptation
algorithm
Figure 20.22 The structure of a typical adaptive filtering system
of the (M + 1)-point adaptive FIR filter is described by the model
In convolution form, the output Y
M
"
y[n] = b[k]x[n k], n = 0, 1, . . . , M + N + 1 (20.51)
k=0
This set of M + N + 1 equations may be cast in matrix form as
x[0] 0
x[1] x[0] 0
x[2] x[1] x[0] 0
y[0] b[0]
. .. .. .. ..
.. .. . . .
. ..
. = . (20.52)
x[N ] x[N 1] x[N 2] x[N M ]
y[N ] b[M ]
0
0 0
0 0 0
20.9 Least Squares and Adaptive Signal Processing 753
= Xb, where b is an (M + 1) 1 column matrix of the filter coecients
In vector notation, it has the form Y
b[0] through b[M ], Y is an (M + N + 1) 1 matrix of the output samples, and X is an (M + N + 1) (M + 1)
Toeplitz (constant diagonal) matrix whose columns are successively shifted replicas of the input sequence.
The (M + 1) filter coecients in b are chosen to ensure that the output Y of the model provides an optimal
estimate of the desired output Y. Clearly, this problem is amenable to a least squares solution.
Since the data is being acquired continuously in many practical situations, the least squares solution
is implemented on-line or in real time using iterative or recursive numerical algorithms. Two common ap-
proaches are the recursive least squares (RLS) algorithm and the least mean squares (LMS) algorithm.
Both start with an assumed set of filter coecients and update this set as each new input sample arrives.
The RLS algorithm: In the RLS algorithm, the filter coecients are updated by weighting the input
samples (typically in an exponential manner) so as to emphasize more recent inputs.
The LMS algorithm: The LMS algorithm, though not directly related to least squares, uses the so-called
method of steepest descent to generate updates that converge about the least squares solution. Although it
may not converge as rapidly as the RLS algorithm, it is far more popular due to its ease of implementation.
In fact, the updating equation (for the nth update) has the simple form
bn [k] = bn1 [k] + 2(y[n] y[n])x[n k] = bn1 [k] + 2e[n]x[n k], 0kM (20.53)
The parameter governs both the rate of convergence and the stability of the algorithm. Larger values
result in faster convergence, but the filter coecients tend to oscillate about the optimum values. Typically,
is restricted to the range 0 < < 1x , where x , the variance of x[n], provides a measure of the power in
the input signal x[n].
20.9.2 Applications of Adaptive Filtering
Adaptive filtering forms the basis for many signal-processing applications including system identification,
noise cancellation, and channel equalization. We conclude with a brief introduction.
System Identification
In system identification, the goal is to identify the transfer function (or impulse response) of an unknown
system. Both the adaptive filter and the unknown system are excited by the same input, and the signal y[n]
represents the output of the unknown system. Minimizing e[n] implies that the output of the unknown system
and the adaptive filter are very close, and the adaptive filter coecients describe an FIR approximation to
the unknown system.
Noise Cancellation
In adaptive noise-cancellation systems, the goal is to improve the quality of a desired signal y[n] that may
be contaminated by noise. The signal x[n] is a noise signal, and the adaptive filter minimizes the power in
e[n]. Since the noise power and signal power add (if they are uncorrelated), the signal e[n] (with its power
minimized) also represents a cleaner estimate of the desired signal y[n].
Channel Equalization
In adaptive channel equalization, the goal is to allow a modem to adapt to dierent telephone lines (so as
to prevent distortion and intersymbol interference). A known training signal y[n] is transmitted at the start
of each call, and x[n] is the output of the telephone channel. The error signal e[n] is used to generate an
FIR filter (an inverse system) that cancels out the eects of the telephone channel. Once found, the filter
coecients are fixed, and the modem operates with the fixed filter.
754 Chapter 20 FIR Digital Filters
CHAPTER 20 PROBLEMS
DRILL AND REINFORCEMENT
20.1 (Symmetric Sequences) Find H(z) and H(F ) for each sequence and establish the type of FIR
filter it describes by checking values of H(F ) at F = 0 and F = 0.5.
(a) h[n] = {1, 0, 1} (b) h[n] = {1, 2, 2, 1}
(c) h[n] = {1, 0, 1} (d) h[n] = {1, 2, 2, 1}
20.2 (Symmetric Sequences) What types of sequences can we use to design the following filters?
(a) Lowpass (b) Highpass (c) Bandpass (d) Bandstop
20.3 (Truncation and Windowing) Consider a windowed lowpass FIR filter with cuto frequency 5 kHz
and sampling frequency S = 20 kHz. Find the truncated, windowed sequence, the minimum delay (in
samples and in seconds) to make the filter causal, and the transfer function H(z) of the causal filter
if
(a) N = 7, and we use a Bartlett window.
(b) N = 8, and we use a von Hann (Hanning) window.
(c) N = 9, and we use a Hamming window.
20.4 (Spectral Transformations) Assuming a sampling frequency of 40 kHz and a fixed passband, find
the specifications for a digital lowpass FIR prototype and the subsequent spectral transformation to
convert to the required filter type for the following filters.
(a) Highpass: passband edge at 10 kHz, stopband edge at 4 kHz
(b) Bandpass: passband edges at 6 kHz and 10 kHz, stopband edges at 2 kHz and 12 kHz
(c) Bandstop: passband edges 8 kHz and 16 kHz, stopband edges 12 kHz and 14 kHz
20.5 (Window-Based FIR Filter Design) We wish to design a window-based linear-phase FIR filter.
What is the approximate filter length N required if the filter to be designed is
(a) Lowpass: fp = 1 kHz, fs = 2 kHz, S = 10 kHz, using a von Hann (Hanning) window?
(b) Highpass: fp = 2 kHz, fs = 1 kHz, S = 8 kHz, using a Blackman window?
(c) Bandpass: fp = [4, 8] kHz, fs = [2, 12] kHz, S = 25 kHz, using a Hamming window?
(d) Bandstop: fp = [2, 12] kHz, fs = [4, 8] kHz, S = 25 kHz, using a Hamming window?
20.6 (Half-Band FIR Filter Design) A lowpass half-band FIR filter is to be designed using a von Hann
window. Assume a filter length N = 11 and find its windowed, causal impulse response sequence and
the transfer function H(z) of the causal filter.
20.7 (Half-Band FIR Filter Design) Design the following half-band FIR filters, using a Kaiser window.
(a) Lowpass filter: 3-dB frequency 4 kHz, stopband edge 8 kHz, and As = 40 dB
(b) Highpass filter: 3-dB frequency 6 kHz, stopband edge 3 kHz, and As = 50 dB
(c) Bandpass filter: passband edges at [2, 3] kHz, stopband edges at [1, 4] kHz, Ap = 1 dB, and
As = 35 dB
(d) Bandstop filter: stopband edges at [2, 3] kHz, passband edges at [1, 4] kHz, Ap = 1 dB, and
As = 35 dB
Chapter 20 Problems 755
20.8 (Frequency-Sampling FIR Filter Design) Consider the frequency-sampling design of a lowpass
FIR filter with FC = 0.25.
(a) Choose eight samples over the range 0 F < 1 and set up the frequency response H[k] of the
filter.
(b) Compute the impulse response h[n] for the filter.
(c) To reduce the overshoot, modify H[3] and recompute h[n].
20.9 (Maximally Flat FIR Filter Design) Design a maximally flat lowpass FIR filter with normalized
frequencies Fp = 0.1 and Fs = 0.4, and find its frequency response H(F ).
20.10 (FIR Dierentiators) Find the impulse response of a digital FIR dierentiator with
(a) N = 6, cuto frequency FC = 0.4, and no window.
(b) N = 6, cuto frequency FC = 0.4, and a Hamming window.
(c) N = 5, cuto frequency FC = 0.5, and a Hamming window.
20.11 (FIR Hilbert Transformers) Find the impulse response of an FIR Hilbert transformer with
(a) N = 6, cuto frequency FC = 0.4, and no window.
(b) N = 6, cuto frequency FC = 0.4, and a von Hann window.
(c) N = 7, cuto frequency FC = 0.5, and a von Hann window.
20.12 (Multistage Interpolation) It is required to design a three-stage interpolator. The interpolating
filters are to be designed with identical passband and stopband attenuation and are required to provide
an overall attenuation of no more than 3 dB in the passband and at least 50 dB in the stopband.
Specify the passband and stopband attenuation of each filter.
REVIEW AND EXPLORATION
20.13 (Linear-Phase Sequences) The first few values of the impulse response sequence of a linear-phase
filter are h[n] = {2, 3, 4, 1, . . .}. Determine the complete sequence, assuming the smallest length
for h[n], and assuming that the sequence is the following:
(a) Type 1 (b) Type 2 (c) Type 3 (d) Type 4
20.14 (Linear Phase and Symmetry) Assume a sequence h[n] with real coecients with all its poles
at z = 0. Argue for or against the following statements. You may want to exploit two useful facts.
First, each pair of terms with reciprocal roots such as (z ) and (z 1/) yields an even symmetric
impulse response sequence. Second, the convolution of symmetric sequences is also endowed with
symmetry.
(a) If all the zeros lie on the unit circle, h[n] must be linear phase.
(b) If h[n] is linear phase its zeros must always lie on the unit circle.
(c) If h[n] is odd symmetric, there must be an odd number of zeros at z = 1.
20.15 (Linear Phase and Symmetry) Assume a linear-phase sequence h[n] and refute the following
statements by providing simple examples using zero locations only at z = 1.
(a) If h[n] has zeros at z = 1 it must be a type 2 sequence.
(b) If h[n] has zeros at z = 1 and z = 1, it must be a type 3 sequence.
(c) If h[n] has zeros at z = 1 it must be a type 4 sequence.
756 Chapter 20 FIR Digital Filters
20.16 (Linear Phase and Symmetry) The locations of the zeros at z = 1 and their number provides
useful clues about the type of a linear-phase sequence. What is the sequence type for the following
zero locations at z = 1? Other zero locations are arbitrary but in keeping with linear phase and
conjugate reciprocal symmetry.
(a) No zeros at z = 1
(b) One zero at z = 1, none at z = 1
(c) Two zeros at z = 1, one zero at z = 1
(d) One zero at z = 1, none at z = 1
(e) Two zeros at z = 1, none at z = 1
(f ) One zero at z = 1, one zero at z = 1
(g) Two zeros at z = 1, one zero at z = 1
20.17 (Linear-Phase Sequences) What is the smallest length linear-phase sequence that meets the
requirements listed? Identify all the zero locations and the type of linear-phase sequence.
(a) Zero location: z = ej0.25 ; even symmetry; odd length
(b) Zero location: z = 0.5ej0.25 ; even symmetry; even length
(c) Zero location: z = ej0.25 ; odd symmetry; even length
(d) Zero location: z = 0.5ej0.25 ; odd symmetry; odd length
20.18 (Linear-Phase Sequences) The zeros of various finite-length linear-phase filters are given. As-
suming the smallest length, identify the sequence type, find the transfer function of each filter, and
identify the filter type.
(a) Zero location: z = 0.5ej0.25
(b) Zero location: z = ej0.25
(c) Zero locations: z = 0.5, z = ej0.25
(d) Zero locations: z = 0.5, z = 1; odd symmetry
(e) Zero locations: z = 0.5, z = 1; oven symmetry
20.19 (IIR Filters and Linear Phase) Even though IIR filters cannot be designed with linear phase,
they can actually be used to provide no phase distortion. Consider a sequence x[n]. We fold x[n],
feed it to a filter H(F ), and fold the filter output to obtain y1 [n]. We also feed x[n] directly to the
filter H(F ) to obtain y2 [n]. The signals y1 [n] and y2 [n] are summed to give y[n].
(a) Sketch a block diagram of this system.
(b) How is Y (F ) related to X(F )?
(c) Show that the signal y[n] suers no phase distortion.
20.20 (FIR Filter Specifications) Figure P20.20 shows the magnitude and phase characteristics of a
causal FIR filter designed at a sampling frequency of 10 kHz.
Magnitude in dB Linear magnitude Phase in radians
0 1 0
20 0.75 5
40 0.5
10
60 0.25
15
80 0 17
0 0.15 0.3 0.5 0 0.1 0.3 0.5 0 0.15 0.3 0.5
Digital frequency F Digital frequency F Digital frequency F
Figure P20.20 Filter characteristics for Problem 20.20
Chapter 20 Problems 757
(a) What are the values of the passband ripple p and stopband ripple s ?
(b) What are the values of the attenuation As and Ap in decibels?
(c) What are the frequencies of the passband edge and stopband edge?
(d) What is the group delay of the filter?
(e) What is the filter length N ?
(f ) Could this filter have been designed using the window method? Explain.
(g) Could this filter have been designed using the optimal method? Explain.
COMPUTATION AND DESIGN
lpsiggui A GUI for Visualization of Linear-Phase Sequences
The graphical user interface lpsiggui allows you to visualize a linear-phase signal and its pole-
zero plot, amplitude spectrum, and phase spectrum.
The sequence type is indicated on the plots.
To explore this routine, type lpsiggui at the Matlab prompt.
dfirgui A GUI for FIR Filter Design and Visualization
The graphical user interface dfirgui allows you to design FIR filters and visualize their magnitude
and phase spectrum.
You can select from various forms (highpass, lowpass, etc.) and methods (window-based, half-
band, and optimal).
The plots are displayed along with the filter order and design attenuation at the band edges.
You can change the filter length and other relevant design parameters.
To explore this routine, type dfirgui at the Matlab prompt.
20.21 (FIR Filter Design) It is desired to reduce the frequency content of a hi-fi audio signal band-
limited to 20 kHz and sampled at 44.1 kHz for purposes of AM transmission. Only frequencies up
to 10 kHz are of interest. Frequencies past 15 kHz are to be attenuated by at least 55 dB, and the
passband loss is to be less than 10%. Design a digital filter using the Kaiser window that meets these
specifications.
20.22 (FIR Filter Design) It is desired to eliminate 60-Hz interference from an ECG signal whose
significant frequencies extend to 35 Hz.
(a) What is the minimum sampling frequency we can use to avoid in-band aliasing?
(b) If the 60-Hz interference is to be suppressed by a factor of at least 100, with no appreciable
signal loss, what should be the filter specifications?
(c) Design the filter using a Hamming window and plot its frequency response.
(d) Test your filter on the signal x(t) = cos(40t) + cos(70t) + cos(120t). Plot and compare the
frequency response of the sampled test signal and the filtered signal to confirm that your design
objectives are met.
20.23 (Digital Filter Design) We wish to design a lowpass filter for processing speech signals. The
specifications call for a passband of 4 kHz and a stopband of 5 kHz. The passband attenuation is to
be less than 1 dB, and the stopband gain is to be less than 0.01. The sampling frequency is 40 kHz.
(a) Design FIR filters, using the window method (with Hamming and Kaiser windows) and using
optimal design. Which of these filters has the minimum length?
758 Chapter 20 FIR Digital Filters
(b) Design IIR Butterworth and elliptic filters, using the bilinear transformation, to meet the same
set of specifications. Which of these filters has the minimum order? Which has the best delay
characteristics?
(c) How does the complexity of the IIR filters compare with that of the FIR filters designed with
the same specifications? What are the trade-os in using an IIR filter over an FIR filter?
20.24 (The Eect of Group Delay) The nonlinear phase of IIR filters is responsible for signal distortion.
Consider a lowpass filter with a 1-dB passband edge at fp = 1 kHz, a 50-dB stopband edge at
fp = 2 kHz, and a sampling frequency of S = 10 kHz.
(a) Design a Butterworth filter HB (z), an elliptic filter HE (z), and an optimal FIR filter HO (z) to
meet these specifications. Using the Matlab routine grpdelay (or otherwise), compute and
plot the group delay of each filter. Which filter has the best (most nearly constant) group delay
in the passband? Which filter would cause the least phase distortion in the passband? What
are the group delays NB , NE , and NO (expressed as the number of samples) of the three filters?
(b) Generate the signal x[n] = 3 sin(0.03n) + sin(0.09n) + 0.6 sin(0.15n) over 0 n 100.
Use the ADSP routine filter to compute the response yB [n], yE [n], and yO [n] of each filter.
Plot the filter outputs yB [n], yE [n], and yO [n] (delayed by NB , NE , and NO , respectively) and
the input x[n] on the same plot to compare results. Which filter results in the smallest signal
distortion?
(c) Are all the frequency components of the input signal in the filter passband? If so, how can you
justify that what you observe as distortion is actually the result of the nonconstant group delay
and not the filter attenuation in the passband?
20.25 (Raised Cosine Filters) The impulse response of a raised cosine filter has the form
cos(2nRFC )
hR [n] = h[n]
1 (4nRFC )2
where the roll-o factor R satisfies 0 < R < 1 and h[n] = 2FC sinc(2nFC ) is the impulse response of
an ideal lowpass filter.
(a) Let FC = 0.2. Generate the impulse response of an ideal lowpass filter with length 21 and
the impulse response of the corresponding raised cosine filter with R = 0.2, 0.5, 0.9. Plot the
magnitude spectra of each filter over 0 F 1 on the same plot, using linear and decibel
scales. How does the response in the passband and stopband of the raised cosine filter dier
from that of the ideal filter? How does the transition width and peak sidelobe attenuation of
the raised cosine filter compare with that of the ideal filter for dierent values of R? What is
the eect of increasing R on the frequency response?
(b) Compare the frequency response of hR [n] with that of an ideal lowpass filter with FC = 0.25.
Is the raised cosine filter related to this ideal filter?
20.26 (Interpolation) The signal x[n] = cos(2F0 n) is to be interpolated by 5, using up-sampling followed
by lowpass filtering. Let F0 = 0.4.
(a) Generate and plot 20 samples of x[n] and up-sample by 5.
(b) What must be the cuto frequency FC and gain A of a lowpass filter that follows the up-sampler
to produce the interpolated output?
(c) Design an FIR filter (using the window method or optimal design) to meet these specifications.
(d) Filter the up-sampled signal through this filter and plot the result.
(e) Is the filter output an interpolated version of the input signal? Do the peak amplitude of the
interpolated signal and original signal match? Should they? Explain.
Chapter 20 Problems 759
20.27 (Multistage Interpolation) To relax the design requirements for the analog reconstruction filter,
many compact disc systems employ oversampling during the DSP stages. Assume that audio signals
are band-limited to 20 kHz and sampled at 44.1 kHz. Assume a maximum passband attenuation of
1 dB and a minimum stopband attenuation of 50 dB.
(a) Design a single-stage optimal interpolating filter that increases the sampling rate to 176.4 kHz.
(b) Design multistage optimal interpolating filters that increase the sampling rate to 176.4 kHz.
(c) Which of the two designs would you recommend?
(d) For each design, explain how you might incorporate compensating filters during the DSP stage
to oset the eects of the sinc distortion caused by the zero-order-hold reconstruction device.
20.28 (Multistage Interpolation) The sampling rate of a speech signal band-limited to 3.4 kHz and
sampled at 8 kHz is to be increased to 48 kHz. Design three dierent schemes that will achieve
this rate increase and compare their performance. Use optimal FIR filter design where required and
assume a maximum passband attenuation of 1 dB and a minimum stopband attenuation of 45 dB.
20.29 (Multistage Decimation) The sampling rate of a speech signal band-limited to 3.4 kHz and
sampled at 48 kHz is to be decreased to 8 kHz. Design three dierent schemes that will achieve
this rate decrease and compare their performance. Use optimal FIR filter design where required and
assume a maximum passband attenuation of 1 dB and a minimum stopband attenuation of 45 dB.
How do these filters compare with the filters designed for multistage interpolation in Problem 20.28.
20.30 (Filtering Concepts) This problem deals with time-frequency plots of a combination of sinusoids
and their filtered versions.
(a) Generate 600 samples of the signal x[n] = cos(0.1n) + cos(0.4n) + cos(0.7n) comprising the
sum of three pure cosines at F = 0.05, 0.2, 0.35. Use the Matlab command fft to plot its
DFT magnitude. Use the ADSP routine timefreq to display its time-frequency plot. What do
the plots reveal? Now design an optimal lowpass filter with a 1-dB passband edge at F = 0.1
and a 50-dB stopband edge at F = 0.15 and filter x[n] through this filter to obtain the filtered
signal xf [n]. Plot its DFT magnitude and display its time-frequency plot. What do the plots
reveal? Does the filter perform its function? Plot xf [n] over a length that enables you to identify
its period. Does the period of xf [n] match your expectations?
(b) Generate 200 samples each of the three signals y1 [n] = cos(0.1n), y2 [n] = cos(0.4n), and
y3 [n] = cos(0.7n). Concatenate them to form the 600-sample signal y[n] = {y1 [n], y2 [n], y3 [n]}.
Plot its DFT magnitude and display its time-frequency plot. What do the plots reveal? In what
way does the DFT magnitude plot dier from part (a)? In what way does the time-frequency
plot dier from part (a)? Use the optimal lowpass filter designed in part (a) to filter y[n], obtain
the filtered signal yf [n], plot its DFT magnitude, and display its time-frequency plot. What do
the plots reveal? In what way does the DFT magnitude plot dier from part (a)? In what way
does the time-frequency plot dier from part (a)? Does the filter perform its function? Plot
yf [n] over a length that enables you to identify its period. Does the period of yf [n] match your
expectations?
20.31 (Decoding a Mystery Message) During transmission, a message signal gets contaminated by a
low-frequency signal and high-frequency noise. The message can be decoded only by displaying it
in the time domain. The contaminated signal x[n] is provided on disk as mystery1.mat. Load this
signal into Matlab (use the command load mystery1). In an eort to decode the message, try the
following methods and determine what the decoded message says.
760 Chapter 20 FIR Digital Filters
(a) Display the contaminated signal. Can you read the message? Display the DFT of the signal
to identify the range of the message spectrum.
(b) Design an optimal FIR bandpass filter capable of extracting the message spectrum. Filter the
contaminated signal and display the filtered signal to decode the message. Use both the filter
(linear-phase filtering) and filtfilt (zero-phase filtering) commands.
(c) As an alternative method, first zero out the DFT component corresponding to the low-frequency
contamination and obtain its IDFT y[n]. Next, design an optimal lowpass FIR filter to reject
the high-frequency noise. Filter the signal y[n] and display the filtered signal to decode the
message. Use both the filter and filtfilt commands.
(d) Which of the two methods allows better visual detection of the message? Which of the two
filtering routines (in each method) allows better visual detection of the message?
20.32 (Filtering of a Chirp Signal) This problem deals with time-frequency plots of a chirp signal and
its filtered versions.
(a) Use the ADSP routine chirp to generate 500 samples of a chirp signal x[n] whose frequency
varies from F = 0 to F = 0.12. Use the Matlab command fft to plot its DFT magnitude.
Use the ADSP routine timefreq to display its time-frequency plot. What do the plots reveal?
Plot x[n] and confirm that its frequency is increasing with time.
(b) Design an optimal lowpass filter with a 1-dB passband edge at F = 0.04 and a 40-dB stopband
edge at F = 0.1 and use the Matlab command filtfilt to obtain the zero-phase filtered
signal y1 [n]. Plot its DFT magnitude and display its time-frequency plot. What do the plots
reveal? Plot y1 [n] and x[n] on the same plot and compare. Does the filter perform its function?
(c) Design an optimal highpass filter with a 1-dB passband edge at F = 0.06 and a 40-dB stopband
edge at F = 0.01 and use the Matlab command filtfilt to obtain the zero-phase filtered
signal y2 [n]. Plot its DFT magnitude and display its time-frequency plot. What do the plots
reveal? Plot y2 [n] and x[n] on the same plot and compare. Does the filter perform its function?
20.33 (Filtering of a Chirp Signal) This problem deals with time-frequency plots of a chirp signal and
a sinusoid and its filtered versions.
(a) Use the ADSP routine chirp to generate 500 samples of a signal x[n] that consists of the sum
of cos(0.6n) and a chirp whose frequency varies from F = 0 to F = 0.05. Use the Matlab
command fft to plot its DFT magnitude. Use the ADSP routine psdwelch to display its power
spectral density plot. Use the ADSP routine timefreq to display its time-frequency plot. What
do the plots reveal?
(b) Design an optimal lowpass filter with a 1 dB passband edge at F = 0.08 and a 40-dB stopband
edge at F = 0.25 and use the Matlab command filtfilt to obtain the zero-phase filtered
signal y1 [n]. Plot its DFT magnitude and display its PSD and time-frequency plot. What do
the plots reveal? Plot y1 [n]. Does it look like a signal whose frequency is increasing with time?
Do the results confirm that the filter performs its function?
(c) Design an optimal highpass filter with a 1-dB passband edge at F = 0.25 and a 40-dB stopband
edge at F = 0.08 and use the Matlab command filtfilt to obtain the zero-phase filtered
signal y2 [n]. Plot its DFT magnitude and display its PSD and time-frequency plot. What do
the plots reveal? Plot y1 [n]. Does it look like a sinusoid? Can you identify its period from the
plot? Do the results confirm that the filter performs its function?
Chapter 20 Problems 761
20.34 (A Multi-Band Filter) A requirement exists for a multi-band digital FIR filter operating at 140
Hz with the following specifications:
Passband 1: from dc to 5 Hz
Maximum passband attenuation = 2 dB (from peak)
Minimum attenuation at 10 Hz = 40 dB (from peak)
Passband 2: from 30 Hz to 40 Hz
Maximum passband attenuation = 2 dB (from peak)
Minimum attenuation at 20 Hz and 50 Hz = 40 dB (from peak)
(a) Design the first stage as an odd-length optimal filter, using the ADSP routine firpm.
(b) Design the second stage as an odd-length half-band filter, using the ADSP routine firhb with
a Kaiser window.
(c) Combine the two stages to obtain the impulse response of the overall filter.
(d) Plot the overall response of the filter. Verify that the attenuation specifications are met at each
design frequency.
20.35 (Audio Equalizers) Many hi-fi systems are equipped with graphic equalizers to tailor the frequency
response. Consider the design of a four-band graphic equalizer. The first section is to be a lowpass
filter with a passband edge of 300 Hz. The next two sections are bandpass filters with passband edges
of [300, 1000] Hz and [1000, 3000] Hz, respectively. The fourth section is a highpass filter with a
stopband edge at 3 kHz. The sampling rate is to be 20 kHz. Implement this equalizer, using FIR
filters based on window design. Repeat the design, using an optimal FIR filter. Repeat the design,
using an IIR filter based on the bilinear transformation. For each design, superimpose plots of the
frequency response of each section and their parallel combination. What are the dierences between
IIR and FIR design? Which design would you recommend?
Chapter 21
MATLAB EXAMPLES
21.0 Introduction
In this last chapter, we conclude with examples that illustrate many of the principles of analog and digital
signal processing, using native Matlab commands and the ADSP toolbox routines supplied with this book.
The code can be readily customized for use with other similar examples. You may wish to consult the
extensive help facility within Matlab to learn more about the Matlab commands.
21.1 The ADSP Toolbox and Its Installation
The ADSP toolbox is a suite of Matlab m-files (with extension .m) that resides in two directories called
adsp and gui on the supplied disk. A listing of the m-files appears at the end of this chapter. The toolbox
is supplied for PC compatibles but may also be used on Unix platforms (if you convert the m-files using
the dos2unix facility), or Macintosh platforms (if you convert the m-files using the Apple file exchange
facility). The ADSP toolbox requires Matlab for its operation. It is designed to work with all (student or
professional) versions of Matlab v4 or later. Most of the nongraphics m-files will also work with the older
Matlab v3.5, but a few will not (since newer versions of Matlab are not fully backward compatible).
Installation
The following installation procedure is generic to all platforms. To install the ADSP toolbox,
1. Create two subdirectories (preferably with the names adsp and gui).
2. Copy the adsp files from the disk to your adsp subdirectory.
3. Copy the gui files from the disk to your gui subdirectory.
4. Add the names of the two subdirectories to the Matlab path.
Testing
To check the proper operation of the m-files in the ADSP toolbox, start Matlab and, at the Matlab
prompt (>>), type
tour
The ADSP routine tour executes many of the m-files and prompts you to press a key to continue.
For a tour of all the GUI (graphical user interface) programs, type
tourgui
762
21.2 Matlab Tips and Pointers 763
The Help Facility
Most ADSP m-files are self-demonstrating if you type the filename (with no arguments) at the Matlab
prompt. For example, to seek help on the m-file sysresp1.m, type
sysresp1
This will bring up a help screen and demonstrate a simple example of usage.
You may also use the help facility of Matlab by typing
help sysresp1
In this case, you will only see the help screen but no example of usage.
Bugs or Problems
If you encounter problems while installing or operating the toolbox, or wish to report any bugs or improve-
ments, we would like to hear from you. You may contact us at the following e-mail addresses, or visit our
Internet site for updates and other information:
Ashok Ambardar Michigan Technological University
Internet: http://www.ee.mtu.edu/faculty/akambard.html
e-mail: [email protected]
Brooks/Cole Publishing 511 Forest Lodge Road, Pacific Grove, CA 93950-5098,USA
Internet: http://www.brookscole.com
e-mail: [email protected]
21.2 MATLAB Tips and Pointers
We assume you have a passing familiarity with Matlab. However, the following tips and pointers may prove
useful if you are new to Matlab and want to get started.
21.2.1 Getting Started
When in Matlab, you may try the following commands
tutor1 % Tutorial on MATLAB, part 1 (ADSP routine).
tutor2 % Tutorial on MATLAB, part 2 (ADSP routine).
doc % Online documentation by the Mathworks Inc. (v4 and v5).
To exit Matlab, type quit at the Matlab prompt.
21.2.2 Some General Guidelines
1. Matlab works in double precision. It is case sensitive. All built-in commands are in lower case.
2. Use format long to see results in double precision, and format to get back to the default display.
3. In Matlab, the indexing starts at 1 (not 0).
4. A semicolon (;) after a statement or command suppresses on-screen display of results.
5. Comments (which follow the % sign) are not executed.
6. To abort an executing Matlab command, or on-screen data display, use Ctrl-C.
7. Use the up/down arrow keys to scroll through commands and re-edit/execute them.
764 Chapter 21 Matlab Examples
21.2.3 Array Operations
Most operations you will perform will be elementwise operations on arrays. Be aware of the following:
x=0:0.01:2; % Generate an array x at intervals of 0.01
y=x .^ 2; % Generate array of squared values; uses " . "
z=x.; % Transpose x from a row to column or vice versa; uses " . "
x.*y; % Pointwise product of equal size arrays x and y; uses " .* "
x./y; % Pointwise division of equal size arrays x and y; uses " ./ "
l=length(x) % Returns the length of an array or vector x
p=x(3) % Third element of x (MATLAB indexing starts with 1)
21.2.4 A List of Useful Commands
Some of the Matlab commands for mathematical operations are exp, sin, cos, tan, acos, asin,
atan, pi (for ), eps (for default tolerance = (2.22)1016 ), i or j (for 1), real, imag, sqrt (for
square root), abs (for absolute value or magnitude), angle (for the angle or phase in radians), log2 and
log10 (for logarithms to the base 2 or 10), length (of a vector or array), and size (of a matrix). Other use-
ful commands are min, max, int, fix, find, conj, sum, cumsum, diff, prod, eval, fliplr, and
sign. Use the Matlab help facility to learn more about them.
String Functions and Logical Operations
A string function (symbolic expression) is entered in single quotes, for example x = 4*t.*exp(-2*t).
Matlab displays it on screen without quotes. To use its results, or plot the expression, it must first be
evaluated using eval. For example:
x = 4*t.*exp(-2*t) % String or symbolic expression
t=0:0.05:4; % Pick a time range t
xe = eval(x); % Evaluate the expression x
plot(t,xe) % Plot
Logical operations are useful in many situations. Here are some examples:
i=find(xe>=0.7); % Index of values in xe that equal or exceed 0.7
iz=i(1); % Index of first such value in i
tz=t(iz); % Approximate time of first zero
k=find(xe==max(xe)); % Index of maximum in xe. Note the ==
tm=t(k); % Time(s) of maximum
Saving a Matlab session
The diary command is a useful way of saving Matlab statements. Type
diary mywork.m % Example: Open a file which will be called mywork.m
This opens a file called mywork.m. All subsequent Matlab on-screen statements and displays will be included
in this file. To close the file, type diary off. More statements may be appended to this file by issuing the
commands diary on and diary off.
Frequently Asked Questions
Q. How many data points do I need to obtain a smooth curve when plotting analog signals?
A. A good rule of thumb is at least 200 points.
21.3 Graphical User Interface Programs 765
Q. Why do I get an error while using plot(t,x), with x and t previously defined?
A. Both t and x must have the same dimensions (size). To check, use size(t) and size(x).
Q. Why do I get an error while generating x(t) = 2t sin(2t), with the array t previously defined?
A. You probably did not use array operations (such as .* or . ). Try >> x=(2 . (-t)).*sin(2*t)
Q. How can I plot several graphs on the same plot?
A. Example: use >>plot(t,x),hold on,plot(t1,x1),hold off OR >>plot(t,x,t1,x1)
Q. How do I use subplot to generate 6 plots in the same window (2 rows of 3 subplots)?
A. Example: use >>subplot(2,3,n);plot(t,x) for the nth (count by rows) plot (n cycles from 1 to 6).
A subplot command precedes each plot command and has its own xlabel, ylabel, axis, title, etc.
21.3 Graphical User Interface Programs
This book includes graphical user interface routines requiring little or no prior Matlab skills, and designed
for easy visualization of basic signal-processing concepts (some of the guis have been adapted from the
book Mastering DSP Concepts Using MATLAB, by A. Ambardar and C. Borghesani, Prentice Hall, 1998).
Their common features include a point-and-click interface, simple data entry, a help menu, plot and axis
control, and cursor control. The following guis (with their function and relevant chapter listed alongside)
are provided with this book and reside in the gui subdirectory on the supplied disk. To explore a gui, just
type its filename (e.g., ctcongui) while in Matlab.
tourgui A Tour of All the GUIs
ctsiggui Visualization of Analog Signals and Signal Operations (Chapter 2)
mathgui Visualization of Special Mathematical Functions (Chapter 2)
dtsiggui Visualization of Discrete-Time Signals and Signal Operations (Chapter 3)
randgui Visualization of Random Signals and Histograms (Chapter 3)
ctsimgui Simulation of the Response of Analog Systems (Chapter 4)
dtsimgui Time-Domain Response of Discrete-Time Systems (Chapter 5)
ctcongui Movie of Continuous-Time Convolution (Chapter 6)
dtcongui Movie of Discrete-Time Convolution (Chapter 7)
fsgui Fourier Series Reconstruction and Smoothing (Chapter 8)
fsrgui System Response to Periodic Signals (Chapter 8)
fssyngui Fourier Series Synthesis from Its Coefficients (Chapter 8)
ftprpgui Visualization of Fourier Transform Properties (Chapter 9)
freqgui Frequency Response Visualization for Analog Systems (Chapter 9)
modgui Visualization of Concepts in Modulation (Chapter 10)
ctfgui Pole-Zero Plots, Impulse Response, and Frequency Response (Chapter 11)
bodegui Bode Plot Visualization (Chapter 12)
afdgui Analog Filter Design (Chapter 13)
dfreqgui Frequency Response Visualization for Discrete-Time Systems (Chapter 15)
dfftgui The FFT of Sinusoids and Windowing (Chapter 16)
tfestgui Transfer Function Estimation (Chapter 16)
chirpgui Chirp Signals and Their Spectra (Chapter 16)
dtfgui Pole-Zero Plots, Impulse Response, and Frequency Response (Chapter 17)
pzdesgui Filter Design by Pole-Zero Placement (Chapter 18)
diirgui IIR Filter Design (Chapter 19)
lpsiggui Linear-Phase Sequences and Spectra (Chapter 20)
dfirgui FIR Filter Design (Chapter 20)
printgui Facility for Printing guis in MATLAB v4
766 Chapter 21 Matlab Examples
21.4 The ADSP Toolbox
The ADSP toolbox consists of a suite of m-files for various signal processing tasks and resides in the adsp
directory on the supplied disk. A short description of the most useful routines is given below (support files
are not listed). Examples of usage are described in the following section.
Tutorials and Demonstrations
TOUR A tour of the ADSP toolbox
TUTOR1 Tutorial on MATLAB basics
TUTOR2 Tutorial on m-files and string functions
DEMOCONV Concepts in convolution
DEMOFS Concepts in Fourier series
DEMOSAMP Concepts in sampling
Routines for Mathematical Analysis and Special Functions
GCD1 Greatest common divisor of integers or fractions
LCM1 Least common multiple of integers or fractions
NUMDIG Truncates or rounds to N significant digits
SI Sine integral sin (ax)/ax
SIMPSON Area of a function over specified limits
POLYMAP Converts a transfer function using polynomial transformations
BESIN Bessel function I(x) of order n
BESINU Spherical Bessel function i(x) of order nu
BESJN Bessel function J(x) of order n
BESJNU Spherical Bessel function of order nu
CHEBYFUN Chebyshev polynomial T(x) or U(x) of order n
CX Fresnel cosine integral C(x)
SX Fresnel sine integral S(x)
GM The (complete) gamma function
INVSI Inverse of sine integral
ALOG Antilog or dB to gain conversion
Signal Generation and Plotting (Chapters 2, 3)
DTPLOT Plots discrete signals
AXESN Draws axes on an existing plot
UDELTA Discrete impulse (sample) function
URAMP Analog or discrete ramp function
URECT Analog or discrete rect function
USTEP Analog or discrete step function
TRI Analog or discrete tri function
SINC Sinc function
CHIRP Chirp signal
RANDIST Random numbers with specified distributions
EVENODD Even and odd parts of an analog or discrete signal
PEREXT Periodic extension of a signal
ENERPWR Energy or power in a signal
OPERATE Time-scaling and time-shifting operations
21.4 The ADSP Toolbox 767
Time-Domain Analysis ( for Chapters 4, 5)
SYSRESP1 Response in symbolic form (from differential/difference equation)
CTSIM Simulation of analog systems using numerical integration
DTSIM Simulation of discrete-time systems
Convolution and Correlation (for Chapters 6, 7)
CONVNUM Numerical convolution
PAIRSUM Establishes end points of convolution ranges
CONVPLOT Movie of continuous-time convolution
CONVP Periodic convolution
CONVMAT Generates the circulant matrix
CORRNUM Numerical correlation
CORRP Periodic correlation
CLT Demo of the central limit theorem of convolution
Frequency-Domain Analysis (for Chapters 8, 9, 10, 16)
FSERIES Computes and plots Fourier coefficients and reconstructions
FSKERNEL Dirichlet and Fejer kernel for Fourier series
TFPLOT Plots magnitude/phase of a CT or DT transfer function
BODELIN Plots asymptotic (and actual) Bode plots
TRBW Time and bandwidth measures for lowpass filters
WBFM Spectrum/bandwidth of wideband FM
MODSIG Generates AM, FM, and PM signals
DEMODSIG Demodulation of AM and FM signals
ANALYTIC Generates the analytic signal
FFTPLOT Computes FFT and plots its magnitude and phase
ALIAS Computes aliased frequencies
WINFFT Generates window functions for FFT
PSDWELCH PSD using the Welch method
PSDTUKEY PSD using the Tukey method
TIMEFREQ Generates time-frequency (waterfall) spectra
Transform Analysis (for Chapters 11, 12, 17, 18)
LTR Laplace transform
ZTR z-transform
TF2PF Transfer function to partial fractions
PF2TF Partial fractions to transfer function
ILT Inverse Laplace transform in symbolic form
IZT Inverse z-transform in symbolic form
IZTLONG Inverse z-transform by long division
PLOTPZ Pole/zero plots of CT and DT systems
SYSRESP2 CT and DT response in symbolic form (from transfer function)
SSRESP CT and DT steady-state response in symbolic form
STABLIZE Stabilizes an unstable H(s) or H(z)
TFMIN Finds the minimum-phase TF from magnitude squared function
MINPHASE Converts a nonminimum-phase TF to a minimum-phase TF
768 Chapter 21 Matlab Examples
Analog Filter Design (for Chapter 13)
AFD Classical analog filter design
LPP Design of lowpass prototypes
ATTN dB attenuation of classical analog filters
BUTTPOLE Plots and returns pole locations of Butterworth filters
CHEBPOLE Pole locations of Chebyshev filter with geometric construction
CHCOEFF Coefficients of nth order Chebyshev polynomial T(x) or U(x)
LP2AF Analog filter transformations (LP2LP, LP2HP, LP2BP, LP2BS)
AFDBESS Bessel lowpass filter design
BESSTF Bessel filter transfer function of order n
DELAY Delay of lowpass filters
Sampling and Quantization (for Chapter 14)
INTERPOL Signal interpolation using various methods
QUANTIZ Rounds/truncates signal values to required levels
IIR Filter Design (for Chapter 19)
DFDIIR Design of IIR digital filters
S2ZNI Mapping based on numerical integration/differences
S2ZMATCH Mapping based on the matched z-transform
S2ZINVAR Mapping based on response invariance
LP2IIR Analog or digital prototype transformation to IIR filter
DFDPZP Interactive filter design by pole-zero placement
BLT2ORD Design of second-order peaking or notch filters
FIR Filter Design (for Chapter 20)
LPSIG Amplitude spectrum of linear-phase signals
FIRWIND Window-based FIR digital filter design
WINDOW Generates window functions for FIR filter design
WINSPEC Plots spectra of windows and returns figures of merit
FIRHB Design of half-band FIR digital filters
FIRPM Optimal (Parks-McClellan) filter design
FIRMF Maximally flat FIR filter design
FIRDIFF FIR differentiators
FIRHILB FIR Hilbert transformers
TFWELCH Transfer function estimate using Welch PSD
Miscellaneous (See the Disk Contents for a Full Listing)
ANALYTIC Analytic signal for a real signal
ECGSIM Generate a synthetic ECG (electrocardiogram) signal
SINC2 Sinc squared function
INVSI2 Inverse of sine-squared integral
Z2SMAP Convert H(z) to H(s) using various mappings
21.5 Examples of Matlab Code 769
21.5 Examples of MATLAB Code
This extended section provides examples of Matlab script files, using both the ADSP routines and native
Matlab commands. We remark that
1. Chapters of primary relevance are listed in parentheses in the title of each example.
2. Matlab statements are shown in typewriter font and are case sensitive.
3. Statements following the % sign are comments (and are not executed).
To save space in the code that follows, we have often shown several Matlab statements on the same line
(separated by commas to display results, or semicolons to suppress the display). Matlab statements for
plotting embellishments (such as titles, axis labels, etc.) have, for the most part, been omitted. The plots
have not been reproduced. The accompanying disk contains script m-files for each example (as exampxx.m,
where xx is the two-digit example number). The files reside in the examples subdirectory. You may run
these m-files, and add plotting commands or other embellishments to suit your own needs.
EXAMPLE 21.1 (Plotting Analog Signals (Ch. 2))
Plot x1 (t) = u(t 1), x2 (t) = r(t 1), x3 (t) = rect(0.5t 1), x4 (t) = tri(2t 2), x5 (t) = sinc(t/2), and
x6 (t) = 4e2t cos(t)u(t) over the range 2 t 4.
Run examp01.m (in the examples subdirectory on disk). A partial listing of the Matlab code follows:
t=-2:0.01:4; % CT index (2 to 4)
x1=ustep(t-1);plot(t,x1) % (ustep is an ADSP routine)
x2=uramp(t-1);plot(t,x2) % (uramp is an ADSP routine)
x3=urect(0.5*t-1);plot(t,x3) % (urect is an ADSP routine)
x4=tri(2*t-2);plot(t,x4) % (tri is an ADSP routine)
x5=sinc(t/2);plot(t,x5)
x6=4*exp(-2*t).*cos(pi*t).*ustep(t);plot(t,x6)
EXAMPLE 21.2 (Integration (Ch. 2))
! t
A crude way to find the running integral y(t) = x(t) dt is to approximate x(t) by a staircase function,
0
and find y(t) as the cumulative sum of the areas under the rectangular strips. The Matlab routine cumsum
yields the cumulative sum of the function values (heights). To find the cumulative area, we multiply by the
time interval ts (the strip width).
Plot the approximate and exact running integral of x(t) = 10et sin(2t)u(t).
Analytically, the exact running integral is y(t) = 4 2et [sin(2t) + 2 cos(2t)].
Run examp02.m (in the examples subdirectory on disk). A partial listing of the Matlab code follows:
ts=0.05;t=0:ts:6; % Choose time axis with ts=0.05
x=10*exp(-t).*sin(2*t); % Function x(t)
xs=cumsum(x); % running sum
y=ts*xs; % Approximate running integral
ye=4-2*exp(-t).*(sin(2*t)+2*cos(2*t)); % Exact running integral
plot(t,x,t,y,t,ye),grid % Overplot
770 Chapter 21 Matlab Examples
EXAMPLE 21.3 (Derivatives (Ch. 2))
The derivative x (t) can be numerically approximated by the slope (x[n] x[n 1])/ts where ts is a small
time step. The Matlab routine diff yields the dierences x[n] x[n 1]. Plot the approximate and exact
derivative of x(t) = 10et sin(2t)u(t).
Note: The number of points returned by diff is one less than in x(t). If the length of t and x(t) is n, the
length of d=diff(x) is n 1. To plot d, we can use n=length(x);plot(t(2:n),d) but not plot(t,d).
The exact derivative works out to x (t) = 10et [2 cos(2t) sin(2t)].
ts=0.05;t=0:ts:6;l=length(t) % Choose time axis with ts=0.05
x=10*exp(-t).*sin(2*t); % Function x(t)
z=diff(x)/ts; % Numerical derivative. Note: ts=0.05
ze=10*exp(-t).*(2*cos(2*t)-sin(2*t)); % Exact derivative
plot(t,x,t(2:l),z,t,ze),grid % Plot numerical and exact result
EXAMPLE 21.4 (Signal Operations (Ch. 2))
The ADSP routine operate can be used to plot scaled/folded/shifted versions of a signal x(t).
Let x(t) = 2u(t + 1) r(t + 1) + r(t 1).
To plot y(t) = x(2t + 5), use the following commands:
t=-2:0.05:4; % Create time axis.
x=2*ustep(t+1)-uramp(t+1)+uramp(t-1); % Create signal x.
[t1,y]=operate(t,x,-2,5); % Generate y=x(-2t+5).
plot(t,x,t1,y) % Overplot
EXAMPLE 21.5 (Periodic Signals (Ch. 2))
A combination of sinusoids is periodic only if the ratios of the frequencies (or periods) are rational fractions.
The common period equals the LCM of the individual periods. The fundamental frequency equals the GCD
of the individual frequencies. The ADSP routines lcm1 and gcd1 allow us to find the LCM or GCD of an
array of rational fractions.
What is the common period and fundamental frequency of the signal x(t) = 2 cos(2.4t) 3 sin(5.4t) +
cos(14.4t 0.2)?
The frequencies of the individual sinusoids are 1.2 Hz, 2.7 Hz, and 7.2 Hz. We express these as fractions
(12/10, 27/10, and 72/10), and find the common period as their LCM.
[tnum, tden]=lcm1([10 10 10],[12 27 72]) % Find LCM of periods
T=tnum/tden % Common period T
[fnum, fden]=gcd1([12 27 72],[10 10 10]) % Find GCD of frequencies
f0=fnum/fden % Fundamental frequency f0
EXAMPLE 21.6 (Energy and Power (Ch. 2))
A crude way to find the energy in x(t) is to approximate the area of x2 (t), assuming a small time step. If
x(t) is periodic, we can find its power by computing the energy of one period and dividing by the period.
The ADSP routine enerpwr computes the energy (or power) if x(t) is described as a string expression, and
does not require choice of the time step.
Let x(t) = 6 sinc(2t)rect(t), the central lobe of 6 sinc(2t) over (0.5 t 0.5). Find the energy in this
signal and the signal power if x(t) forms one period of a periodic signal with T = 1.4
21.5 Examples of Matlab Code 771
ts=0.01; % Select small time interval
t=-0.5:ts:0.5; % Create a time axis
x=6*sinc(2*t); % Generate x(t)
x2=x.*x; % Square the signal x(t)
e=sum(x2)*ts % Find energy e
T=1.4;p=e/T % And power p
ee=enerpwr(6*sinc(2*t),[-0.5, 0.5]) % Find energy using enerpwr
p=enerpwr(6*sinc(2*t),[-0.5, 0.5],T) % And power using enerpwr
EXAMPLE 21.7 (The Impulse Function (Ch. 2))
The analog impulse function may be regarded as a tall, narrow spike that arises as a limiting form of many
ordinary functions such as the rect, sinc, and Gaussian. As we decrease their width, these signals increase
in height in such a way that the area remains constant.
1 2
Consider the Gaussian signal x(t) = e(t/t0 ) . Plot x(t) over (2, 2) for t0 = 1, 0.5, 0.1, 0.05, 0.01, using
t0
a time step of 0.1t0 . Do all have the same area? What can you say about the nature of x(t) as t0 0?
t0=1;t1=-2:0.1*t0:2;x1=(1/t0)*exp(-pi*t1.*t1/t0/t0);
t0=0.5;t2=-2:0.1*t0:2;x2=(1/t0)*exp(-pi*t2.*t2/t0/t0);
t0=0.1;t3=-2:0.1*t0:2;x3=(1/t0)*exp(-pi*t3.*t3/t0/t0);
t0=0.05;t4=-2:0.1*t0:2;x4=(1/t0)*exp(-pi*t4.*t4/t0/t0);
t0=0.01;t5=-2:0.1*t0:2;x5=(1/t0)*exp(-pi*t5.*t5/t0/t0);
plot(t1,x1,t2,x2,t3,x3,t4,x4,t5,x5)
a1=sum(x1)*0.1;a2=sum(x2)*0.05;
a3=sum(x3)*0.01;a4=sum(x4)*0.005;
a5=sum(x5)*0.001; % First generate each area
a=[a1;a2;a3;a4;a5] % Display (all should be 1)
Comment: As t0 0, the Gaussian tends to the unit impulse (t).
EXAMPLE 21.8 (Plotting Discrete Signals (Ch. 3))
Plot xa [n] = (n3), xb [n] = u[n3], xc [n] = r(n3), xd [n] = sinc(n/4), and xe [n] = 4(0.8)n cos(0.2n)u[n]
over the range 10 n 10.
The Matlab code uses the ADSP routines udelta, ustep, uramp, sinc, and dtplot.
n=-10:10; % DT integer index (-10 to 10)
xa=(n==3);stem(n,xa) % d[n-3] or
xa=udelta(n-3);dtplot(n,xa,o)
xb=(n>=3);stem(n,xb) % Step u[n-3] or
xb=ustep(n-3);dtplot(n,xb,*)
xc=(n-3).*(n>=3); stem(n,xc) % Ramp r[n-3] or
xc=uramp(n-3);dtplot(n,xc)
xd=sinc(n/4); % The sinc
xe=4*(0.8 .^ n).*cos(0.2*n*pi).*(n>=0); % Damped cosine
772 Chapter 21 Matlab Examples
EXAMPLE 21.9 (Discrete-Time Complex Exponentials (Ch. 3))
Complex-valued signals must be plotted using magnitude and phase information separately or real part and
imaginary part separately. Let w[n] = 7.071ej ( 9 n 4 ) , 20 n 20. Plot the real and imaginary parts,
magnitude and phase, and the sum and dierence of the real and imaginary parts. For the last case, derive
analytic expressions for the sequences plotted and compare with your plots. Which plots allow you determine
the period of w[n]? What is the period?
n=-20:20;
j=sqrt(-1);
w=7.071*exp(j*(n*pi/9-pi/4));
dtplot(n,real(w),o),dtplot(n,imag(w),o)
dtplot(n,abs(w),o),dtplot(n,180*angle(w)/pi,o)
dtplot(n,real(w)+imag(w),o),dtplot(n,real(w)-imag(w),o)
EXAMPLE 21.10 (Discrete Signal Operations (Ch. 3))
Let x[n] = r[n + 6] r[n + 3] r[n 3] + r[n 6]. Plot y1 [n] = x[n 4], y2 [n] = x[n + 4], y3 [n] = x[n 4],
and y4 [n] = x[n + 4].
n=-10:10;
x=uramp(n+6)-uramp(n+3)-uramp(n-3)+uramp(n-6);
[n1,y1]=operate(n,x,1,-4);
[n2,y2]=operate(n,x,1,4);
[n3,y3]=operate(n,x,-1,-4);
[n4,y4]=operate(n,x,-1,4);
dtplot(n,x),dtplot(n1,y1,o) % Similar plot commands for y2 etc.
EXAMPLE 21.11 (Discrete Signal Measures (Ch. 3))
Let x[n] = r[n] r[n 5] 5u[n 10]. Find the signal energy in x[n] and sketch x[n], xd [n] = x[n 2], its
even part xe [n], and its odd part xo [n].
Sketch y[n], the periodic extension of x[n] with period N = 7, for three periods. What is the signal power
in y[n]?
The Matlab code uses the ADSP routines uramp, evenodd, perext, and dtplot.
n=0:15; % DT index
x=uramp(n)-uramp(n-5)-5*uramp(n-10); % Generate x[n]
e=sum(x.*x) % Energy in x[n]
dtplot(n,x) % Plot x[n] using dtplot
xd=uramp(n-2)-uramp(n-7)-5*uramp(n-12); % Generate x[n-2]
stem(n,xd) % Plot x[n-2] using stem
[xe,xo,nn]=evenodd(x,n); % Even, odd parts, and index nn
dtplot(nn,xe) % Plot even part of x[n]
dtplot(nn,xo) % Plot odd part of x[n]
y=perext(x,7); % Periodic extension xpe[n]
np=0:20;dtplot(np,[y y y]) % Plot 3 periods over n=0:20
pwr=sum(y.*y)/7 % Power in xpe[n]
21.5 Examples of Matlab Code 773
EXAMPLE 21.12 (Decimation and Interpolation (Ch. 3))
Let h[n] = sin(n/3), 0 n 10. Plot h[n], the decimated signal h[3n], and the zero-interpolated,
step-interpolated, and linearly interpolated signals, using interpolation by 3.
n=0:10; % Create DT index
h=sin(n*pi/3); % Create signal h
yz=interpol(h,z,3) % Zero interpolation
yc=interpol(h,c,3) % Step (constant) interpolation
yl=interpol(h,l,3) % Linear interpolation
EXAMPLE 21.13 (Random Distributions (Ch. 3))
Generate 500 points each of a uniform and Gaussian (normal) random signal, plot their first 100 values, plot
their histograms using 20 bins, and compute their mean and standard deviation.
The Matlab code uses the ADSP routine randist.
xu=randist(500,uni); % Uniform (mean=0.5, var=0)
xr=randist(500,nor); % Gaussian (mean=0, var=1)
plot(xu(1:100)), % Plot 100 samples of uniform
plot(xr(1:100)), % Plot 100 samples of Gaussian
hist(xu,20); % Plot histogram of uniform
hist(xr,20); % Plot histogram of Gaussian
mu=mean(xu),mr=mean(xr) % Display means
su=std(xu),sr=std(xr) % Display standard deviations
EXAMPLE 21.14 (The Central Limit Theorem (Ch. 3))
The probability distribution of combinations of statistically independent, random phenomena often tends
to a Gaussian distribution. This is the central limit theorem. Demonstrate the central limit theorem by
generating five realizations of a uniformly distributed random signal, and plotting the histogram of the
individual signals and the histogram of their sum.
x1=randist(500,uni); x2=randist(500,uni); % Uniform signals x1 and x2
x3=randist(500,uni);x4=randist(500,uni); % And x3 and x4
x5=randist(500,uni);x=x1+x2+x3+x4+x5; % And x5 and their sum
hist(x1,20); % Histogram of one realization x1
hist(x,20); % Histogram of sum x
m1=mean(x1), m=mean(x) % Mean of x (should equal sum of means)
EXAMPLE 21.15 (Signal-to-Noise Ratio (Ch. 3))
For a noisy signal x(t) = s(t) + An(t) with a signal component s(t) and a noise component An(t), the
signal-to-noise ratio (SNR) is the ratio of the signal power s2 and noise power A2 n2 and defined in decibels
2
(dB) as SNR = 10 log A2 s 2 dB. We can adjust the SNR by varying the noise amplitude A. Use this result
n
to generate a noisy sinusoid with a signal-to-noise ratio of 18 dB. Assume uniformly distributed noise.
s /n
We find A = .
10SNR/20
774 Chapter 21 Matlab Examples
t=0:0.01:2; % Time array
xs=sin(2*pi*t); % Signal
xn=randist(xs,uni,0); % Uniform noise (mean=0)
snr=18; % Desired SNR
A=std(xs)/std(xn)/(10^(snr/20)); % Compute A
x=xs+A*xn; % Generate noisy signal
Comment: You can compare the value of A obtained above with its theoretical value At by noting that
the signal variance is 0.5, and the noise variance is A2t /12. Thus, SNR = 18 = 20 log(6/A2t )
EXAMPLE 21.16 (Signal Averaging (Ch. 3))
Extraction of signals from noise is an important signal-processing application. Averaging the results of many
runs tends to average out the noise to zero and improve the signal-to-noise ratio.
Generate 16 runs (realizations) of a noisy signal by adding uniformly distributed random noise (with zero
mean) to the signal x(t) = sin(40t) and average the results. Repeat for 64 runs and compare results.
ts=0.001;t=0:ts:0.2; % Time array
x=sin(40*pi*t); % Pure sinusoid
xn=x+randist(x,uni,0); % Signal+uniform noise (mean=0)
z=0; for n=1:64; % Initialize z and start loop
z=z+x+randist(x,uni,0); % Keep summing each run
if n==16, a16=z/16; end % Save average of 16 runs
end % End of summing 64-runs
a64=z/64; % Average of 64 runs
plot(t,xn) % Plot noisy signal
plot(t,a16) % And 16-run average
plot(t,a64) % And 64-run (better)
Comment:
On systems with sound capability, one could create a longer signal (2 s or so) at the natural sampling rate
and listen to the pure, noisy and averaged signal for audible dierences, using the Matlab command sound.
EXAMPLE 21.17 (Response of Analog Systems in Symbolic Form (Ch. 4))
The ADSP routine sysresp1 finds the response of analog systems in symbolic form. Its syntax is
[yt,yzs,yzi] = sysresp1(s, RHS(or num), LHS(or den), X, IC)
The first argument is s in single quotes (for an analog system). The arguments RHS and LHS are coecient
arrays of the two sides of the dierential equation or the numerator and denominator of the transfer function
H(s). The argument X=[K a p w r] is a five-element array corresponding to the input
x(t) = Keat tp cos[wt + r (radians)]u(t)
For M inputs, X is a matrix with M rows.
The last (optional) argument IC is the initial condition array IC=[y(0), y(0),..].
The output arguments [yt, yzs, yzi] are the total, zero-state, and zero-input response.
The impulse response is found by omitting the last three arguments (NX, DX, and IC).
Note: Since the output of sysresp1 is a symbolic (or string) expression, it must first be evaluated (using
the eval command) for a selected range of t before it can be plotted.
21.5 Examples of Matlab Code 775
2
Consider an analog system whose transfer function is H(s) = .
s+2
Find and plot its impulse response h(t) and step response w(t).
Find its response ya (t) to x(t) = 2e3t u(t) if y(0) = 4.
Find its response yb (t) to x(t) = cos(3t)u(t).
h=ilt(tf,2,[1 2]) % Symbolic impulse response
h1=sysresp1(s,2,[1 2]) % Same, using sysresp1
w=sysresp1(s,2,[1 2],[1 0 0 0 0]) % Symbolic step response
ya =sysresp1(s,2,[1 2],[2 3 0 0 0],4) % Response to exponential input
yb =sysresp1(s,2,[1 2],[1 0 0 3 0]) % Response to sinusoid
t=0:0.01:5; % Create time index
plot(t,eval(h1)) % Evaluate impulse response and plot
plot(t,eval(w)) % Evaluate step response and plot
EXAMPLE 21.18 (Numerical Simulation of Dierential Equations (Ch. 4))
The ADSP routine ctsim returns the numerical response of dierential equations. Its syntax is
Y = ctsim(RHS,LHS,X,t,IC,TY)
Here, RHS and LHS are the coecients of the right-hand side and left-hand side of the dierential equation
(or the numerator and denominator array of its transfer function), X is the input as a string function (in
single quotes), t is a regularly spaced time vector, IC is the initial condition vector, and the string TY is the
numerical integration method ( rk1,rk2,rk4 for Runge-Kutta methods of order 1, 2, 4, and sim
for Simpsons rule). The solution is returned in Y at the time values in t.
Let y (t) + 4y (t) + 3y(t) = x (t) + 2x(t), where x(t) = sin(10t), 0 t , and the initial conditions are
y(0) = 1, y (0) = 2. Obtain and plot its response up to 6 s using the second-order Runge-Kutta method
with a time step of 0.05 s.
tr = 0:0.05:6;t=tr; % Time array
IC = [1; 2]; % Initial condition array
RHS=[1 2]; LHS=[1 4 3]; % Coefficient arrays of LHS and RHS
X=sin(10*t).*(t>=0 & t<=pi); % Input as string variable
y=ctsim(RHS,LHS,X,tr,IC,rk2); % Response using second-order RK
plot(t,eval(X),tr,y) % Plot input and output
EXAMPLE 21.19 (Response of Discrete Systems in Symbolic Form (Ch. 5))
The ADSP routine sysresp1 finds the response of discrete systems in symbolic form. Its syntax is
[yt,yzs,yzi] = sysresp1(z, RHS(or Num), LHS(or Den), X, IC)
The first argument is z in single quotes (for a DT system). The arguments RHS and LHS are coecient
arrays of equal length of the dierence equation up to the highest dierence present on either side (with
missing coecients set to zero) or the numerator and denominator of the transfer function H(z).
The argument X=[K a p omega theta n0] is a six-element array corresponding to the general input
x[n] = K(a)nn0 (n n0 )p cos[(n n0 ) + (radians)]
For M inputs, X is matrix with M rows.
The last argument IC is the initial condition array IC=[y[-1], y[-2],..., y[-N]].
776 Chapter 21 Matlab Examples
The output arguments [yt, yzs, yzi] are the total, zero-state, and zero-input response.
The impulse response is found by omitting the last two arguments (X and IC).
Note: Since the output of sysresp1 is a symbolic (or string) expression, it must first be evaluated (using
the eval command) for the selected range of n before it can be plotted.
Response by Recursion
The ADSP routine dtsim allows the recursive solution of dierence equations. Its syntax is
yd=dtsim(RHS, LHS, XN, IC)
Here XN is the input array x[n] over an index range n.
The response yd has the same length as XN. The argument IC can be omitted for zero initial conditions.
For zero initial conditions, the MATLAB command filter(RHS,LHS,XN) yields identical results.
Consider the second-order system y[n]0.64y[n2] = x[n] with x[n] = 20(0.8)n u[n], and the initial conditions
y[1] = 5, y[2] = 25. Find and plot the total, zero-state, and impulse response over 0 n 30, using both
dtsim and sysresp1.
RHS=[1 0 0];LHS=[1 0 -0.64]; % RHS and LHS of difference eq
X=[20 0.8 0 0 0 0]; IC=[5;25]; % Input and initial conditions
[yt,yzs]=sysresp1(z,RHS,LHS,X,IC) % Symbolic response
h=sysresp1(z,RHS,LHS) % Symbolic impulse response
n=0:30; % DT index to evaluate sysresp1 output
dtplot(n,eval(yt),o) % Evaluate response and plot
dtplot(n,eval(h),o) % Evaluate and plot impulse response
%
xin=20*(0.8 .^ n); % Input array for DTSIM
ytd=dtsim(RHS,LHS,xin,IC); % Numerical response
yzsd=dtsim(RHS,LHS,xin); % Numerical zero-state response
hd=dtsim(RHS,LHS,udelta(n)); % Numerical impulse response
dtplot(n,ytd,o) % Plot numerical response
dtplot(n,hd,o) % Plot numerical impulse response
EXAMPLE 21.20 (Echo and Reverb (Ch. 5))
An echo system has a simple dierence equation of the form y[n] = x[n] + x[n N ]. Reverberations are
due to multiple echoes (from the walls and other structures in a concert hall, for example). An IIR filter of
the form y[n] = x[n] + y[n M ] simulates such an eect.
Load the audio signal chirp.mat into Matlab, truncate it to 1600 samples to create signal z, and play
back. Filter z through the echo system y[n] = x[n] + x[n N ], where = 0.9 and the integer index N
corresponds to a delay of about 0.1 s. Assume a sampling frequency of 8192 Hz. Filter z through the reverb
system y[n] = x[n] + y[n M ], where = 0.4 and M = 800. Listen to the filtered signal zf2 and comment
on the sound. Experiment with other values of , , and M and comment on your observations.
load chirp; % Load chirp signal
z=y(1:1600);sound(z) % Truncate and play back
d=0.1;N=fix(8192*d); % Index N corresponding to delay d
z1=filter([1 zeros(1,N) 0.9],1,z); % Pass chirp through echo filter
sound(z1) % Listen to filtered signal
z2=filter([1],[1 zeros(1,800) -0.4],z); % Pass chirp through reverb filter
sound(z2) % Listen to filtered signal
21.5 Examples of Matlab Code 777
EXAMPLE 21.21 (Smoothing Eects of a Moving Average Filter (Ch. 5))
Consider the 20-point moving average FIR filter y[n] = 20 1
{x[n] + x[n 1] + . . . + x[n 19]}. It is also called
a smoothing filter because it tends to smooth out the rapid variations in a signal. To confirm its smoothing
property, try the following:
1. Generate 200 samples of a 1-Hz sine wave sampled at 40 Hz.
2. Add some noise to generate a noisy signal.
3. Filter the noisy signal through the 20-point filter.
4. Plot each signal to display the eects of noise and smoothing.
n=0:199; % Create a DT index
x=sin(2*pi*n*0.025); x=x(:); % 1-Hz sine sampled at 40 Hz
xn=x+0.5*randist(x,uni); % Add (uniform) random noise
a=[1 zeros(1,19)]; b=0.05*ones(1,20); % Coefficient arrays of MA filter
y=filter(b, a, xn); % Response using filter
plot(n,x); % Plot input
plot(n,xn,n,y); % Noisy input and smoothed output
EXAMPLE 21.22 (Continuous Convolution (Ch. 6))
The ADSP routine convnum approximates the convolution of analog signals. To approximate the convolution
of x(t) = 3 cos(0.5t) and h(t) = 2 tri(t 1), use convnum as follows:
ts=0.01; % Choose sampling interval (time step)
tx=-1:ts:1; % Choose a time axis for signal x
th=0:ts:2; % Time axis for signal h
x=3*cos(pi*tx/2); % Generate the signal x
h=2*tri(th-1); % Generate the signal h
y=convnum(x,h,ts); % Compute the convolution y
ty=-1:ts:3; % Create a time axis for y
plot(tx, x, th, h, ty, y); % Overplot x, h, and y
Comment: You will get the same results from the Matlab routine conv if you use y=ts*conv(x,h);. The
routines convnum or conv do not tell us the start or duration of convolution. To plot results, we must know
that the convolution y extends over 1 t 3.
EXAMPLE 21.23 (Discrete Convolution and Convolution Indices (Ch. 7))
An input x[n] = {2, 1, 3} is applied to an FIR filter with impulse response h[n] = {1, 2, 2, 3}. Find the
response y[n] and plot all signals.
The starting indices are n = 1 for x[n], n = 2 for h[n], and thus n = 3 for y[n].
x=[2 -1 3];h=[1 2 2 3]; % Signals x[n] and h[n]
y=conv(x,h) % Display convolution y[n]
nx=-1:1;nh=-2:1; % Indices of x[n] and y[n]
ns=nx(1)+nh(1); % Starting index of y[n]
ne=nx(length(nx))+nh(length(nh)); % Ending index of y[n]
ny=ns:ne; % Indices of y[n]
dtplot(nx,x) % Plot signal x
dtplot(nh,h) % Plot signal h
dtplot(ny,y) % Plot signal y
778 Chapter 21 Matlab Examples
EXAMPLE 21.24 (Discrete Convolution (Ch. 7))
The impulse response of a digital filter is described by h[n] = (0.4)n u[n]. Evaluate and plot the response
y[n] of this filter to the input x[n] = (0.8)n u[n] over the range 0 n 20.
If x[n] and h[n] are defined over 0 n 20, their convolution will extend over 0 n 40 but match the
analytical results only over 0 n 20.
nn=0:20; % DT index
x=(0.8 .^ nn);h=(0.4 .^ nn); % Signals x[n] and h[n]
y=conv(x,h); % Convolution y[n]
n=0:40; % DT index for convolution
dtplot(n,y) % Plot convolution y
ya=(0.4 .^ n).*((2 .^(n+1))-1); % Exact result
plot(n,ya-y) % Plot error
EXAMPLE 21.25 (System Response to Discrete-Time Sinusoids (Ch. 7))
We claim that the response of LTI systems to a sinusoidal input is also a sinusoid at the input frequency.
Justify this statement using an input x[n] = cos(0.2n) to a digital filter whose impulse response is given by
h[n] = {1, 2, 3, 4, 5, 6, 7, 8}.
The period of x[n] = cos(0.2n) is N = 10. To find and plot the convolution result, we generate x[n] for,
say, 0 n 50, and use the following Matlab commands:
n=0:50; % Create a DT index
x=cos(0.2*pi*n);h=1:8; % Signals x and h
y=conv(x,h); % Response using convolution
y=y(1:length(n)); % Truncate to length of x
dtplot(n,x) % Plot input
dtplot(n,y) % Plot response
Comment: From the plots, you should observe the periodic nature of the response except for start-up
transients. You should also be able to discern the period of both the input and output as N = 10.
EXAMPLE 21.26 (Convolution and Filtering (Ch. 7))
The convolution response is equivalent to the zero-state response obtained from the dierence equation that
describes the impulse response h[n] and may be found using the Matlab routine filter. Note that filter
returns a result that equals the input length while the results of conv are longer. Over the input length,
however, the results of conv and filter are identical.
The dierence equation describing the digital filter of Example 21.25 may be written as
y[n] = x[n] + 2x[n 1] + . . . + 8x[n 7]
Use this to find the response to x[n] = cos(0.2n) and compare results with Example 21.25.
n=0:50;x=cos(0.2*pi*n);h=1:8; % Signals x and h
a=[1 zeros(1,7)]; % Filter coefficients
yf=filter(h,a,x); % Response using filter
yc=conv(x,h); % yc is longer than x and h
yt=yc(1:length(n)); % So, truncate and find error
dtplot(n,yt) % Plot convolution response
dtplot(n,yf) % Plot filter response
err=yf-yt;plot(n,err) % Find and plot error
21.5 Examples of Matlab Code 779
EXAMPLE 21.27 (Periodic Convolution (Ch. 7))
The ADSP routine convp can be used to implement periodic convolution using wraparound, or the circulant
matrix, or the FFT (or DFT).
Let xp [n] = {1, 2, 1, 0, 2, 3} and hp [n] = {2, 1, 0, 1, 2, 3} describe one-period segments of two periodic
signals. We generate one period of the periodic convolution yp [n] = xp [n]h p [n], using each method.
x=[1 2 -1 0 2 3]; % Signal x
h=2:-1:-3; % Signal h
ypw=convp(x,h,w) % Periodic convolution using wraparound
ypc=convp(x,h,c) % Periodic convolution using circulant matrix
ypf=convp(x,h,f) % Periodic convolution using FFT
The FFT results may show an imaginary part which is zero (to within machine roundo).
EXAMPLE 21.28 (Normalization and Periodic Convolution (Ch. 7))
Let x[n] = {1, 2, 1, 0, 2, 3} and h[n] = {2, 1, 0, 1, 2, 3} describe one-period segments of two
periodic signals.
1. Find their periodic convolution y1 [n], using one period of x[n] and h[n].
2. Find their periodic convolution y5 [n], using five periods of x[n] and h[n].
3. How is the period of y5 [n] related to that of y1 [n]?
4. How are the convolution values of y5 [n] and y1 [n] related?
x=[1 2 -1 0 2 3];h=2:-1:-3; % One period of x and h
y1=convp(x,h); % Periodic convolution (one period)
dtplot(0:length(y1)-1,y1) % Plot y1
x5=[x x x x x];h5=[h h h h h]; % Five periods of x and h
y5=convp(x5,h5); % Periodic convolution (five periods)
dtplot(0:length(y5)-1,y5) % Plot y5
scale=y5(1:length(y1))./y1 % Find ratio over one period
Comment: Note that y5 [n] is periodic with the same period as y1 [n] but five times longer and five times
larger. Normalizing (dividing) y1 [n] by its length N = 6, or y5 [n] by its length 5N = 30, we obtain identical
results over one period.
EXAMPLE 21.29 (Regular Convolution from Periodic Convolution (Ch. 7))
Let x[n] = {1, 2, 1, 0, 2} and h[n] = {2, 1, 0, 1, 2, 3}. Find their regular convolution, using
zero-padding and periodic convolution.
x=[1 2 -1 0 2]; h=2:-1:-3; % Signals x and h
Nx=length(x);Nh=length(h); % Signal lengths
Ny=Nx+Nh-1; % Convolution length
xz=zeros(1,Ny);hz=xz; % Initialize zero-padded signals
xz(1:Nx)=x;hz(1:Nh)=h; % Zero-padded x and h
N=length(xz); % Length of xz and hz
y=convp(xz,hz) % Convolution using periodic conv
yr=conv(x,h) % Regular convolution
err=y-yr % Display error (should be zero)
780 Chapter 21 Matlab Examples
EXAMPLE 21.30 (Deconvolution (Ch. 7))
If y[n] = x[n] h[n] and the response y[n] and input x[n] are known, we can identify the system impulse
response h[n] using deconvolution. Just as convolution is equivalent to polynomial multiplication, deconvo-
lution is equivalent to polynomial division.
Given y[n] = {3, 9, 17, 21, 19, 13, 6, 2} and x[n] = {3, 3, 2, 2}, identify h[n].
x=[3 3 2 2]; % Input x
y=[3 9 17 21 19 13 6 2]; % Output y
[h,r]=deconv(y,x) % Impulse response h and remainder r
Comment: For perfect identification, the remainder (after division) should be zero.
EXAMPLE 21.31 (Autocorrelation and Cross-Correlation (Ch. 7))
Consider the sequences x[n] = n, 0 n 8, and h[n] = n, 0 n 3.
1. Evaluate and plot rxx [n] and rhh [n] and find where they attain their maximum.
2. Evaluate and plot rxh [n] and rhx [n].
3. Evaluate and plot the correlation of h[n] and h[n 4] and find where it attains a maximum.
x=0:8;h=0:3; % Signals x and h
nx=0:8;nh=0:3; % DT index for x and h
rxx=conv(x,fliplr(x)); % Autocorrelation rxx
rhh=conv(h,fliplr(h)); % Autocorrelation rhh
nhh=-3:3;nxx=-8:8; % DT index for rhh and rxx
[mx, i1] = find(rxx==max(rxx)) % Maximum rxx and its MATLAB index
[mh, i2] = find(rhh==max(rhh)) % Maximum rhh and its MATLAB index
nxxm=nxx(i1),nhhm=nhh(i2) % DT index of max rxx and rhh
rxh=conv(x,fliplr(h)); % Cross-correlation rxh
rhx=conv(h,fliplr(x)); % Cross-correlation rhx
nxh=-3:8;nhx=-8:3; % DT index for rxh and rhx
dtplot(nxx,rxx) % Plot rxx (similar statements for others)
h1=[0 0 0 0 h];n=0:7; % Shifted h and its DT index
rhd=conv(h,fliplr(h1)); % Correlation of h and h1
nhd=-7:3; % DT index for rhh1
rhd2=conv(h1,fliplr(h)); % Correlation of h1 and h
nhd2=-3:7; % DT index for rhh2
dtplot(nhd,rhd) % Plot rhd
dtplot(nhd2,rhd2) % Plot rhd2
Comment: Note that rhd [n] = h[n] h[n 4] = rhh [n 4]. The delay is indicated by the location of the
peak in rhd [n]. This result is the basis for target ranging by radar (or ultrasound). We send a sampled signal
x[n] that is reflected by the target (an airplane, say). Ideally, the received signal is just a delayed version
x[n n0 ]. The delay n0 ts = 2Rc, where R is the target distance and c is the propagation velocity. We
correlate x[n] and x[n n0 ] and locate the peak. This location gives n0 . From n0 , we estimate the target
range R.
EXAMPLE 21.32 (Detecting Signals Buried in Noise (Ch. 7))
Correlation is an eective method of detecting signals buried in noise. Noise is essentially uncorrelated. This
means that if we correlate a noisy signal with itself, the correlation will be due only to the signal (if present)
and exhibit a sharp peak at n = 0.
21.5 Examples of Matlab Code 781
The spectrum of the correlated noisy signal can be used to estimate the frequency of the signal.
Generate two noisy signals by adding noise to a 20-Hz sinusoid sampled at ts = 0.01 s for 2 s.
1. Verify the presence of the signal by correlating the two noisy signals.
2. Estimate the frequency of the signal from the FFT spectrum of the correlation.
ts=0.01;t=0:ts:2;N1=length(t); % Set up time array
x=sin(2*20*pi*t); % Signal x
z1=2*randist(x);x1=x+z1; % Noisy signal z1
z2=2*randist(x);x2=x+z2; % Noisy signal z2
cc=conv(x1,fliplr(x2)); % Correlation of x1 and x2
N=length(cc); % Length of correlation
tc=-(N1-1):N1-1; % Correlation index
plot(tc,cc); % Plot correlation
f=(0:N-1)/N/ts; % FFT frequency axis f
ccspec=abs(fft(cc))/N; % FFT (magnitude) of correlation
plot(f,ccspec); % Plot spectrum of correlation
EXAMPLE 21.33 (Filtering a Chirp Signal (Ch. 7))
Digital filters can be designed and used to extract a selected range of frequencies in a signal. Frequency-
domain filtering constitutes a very versatile application of signal processing.
An N -sample chirp signal x[n] whose digital frequency varies linearly from F0 to F1 is described by
" # $%
F1 F0 2
x[n] = cos 2 F0 n + n , n = 0, 1, . . . N 1
2N
1. Generate 800 samples of a chirp signal x whose digital frequency varies from F = 0.05 to F = 0.4.
Observe how the frequency of x varies linearly with time, using the ADSP command timefreq(x).
2. Consider two filters described by
h1 [m] = [m] 0.4 cos(0.4m)sinc(0.2m), 80 m 80 h2 [m] = 0.3sinc(0.3m), 80 m 80
Generate the response of the two filters to xc and use timefreq and psdwelch to plot their spectra.
Identify each filter type and determine the range of digital frequencies it passes or blocks.
F0=0.05;F1=0.4; % Digital frequencies
N=800;n=0:N-1; % Number of points and DT index
xc=cos(2*pi*(n*F0+(F1-F0)*n.*n/2/N)); % Chirp signal
plot(n,xc) % Plot chirp
timefreq(xc); % Look at its spectrum
psdwelch(xc); % Look at its spectrum
n1=-80:80; % Index for filter coefficients
ha=0.4*cos(0.4*n1*pi).*sinc(0.2*n1);
h=udelta(n1)-ha; % Generate filter coefficients
yf=filter(h,1,xc);plot(n,yf) % Filter the chirp and plot
timefreq(yf); % Spectrum of filtered chirp
psdwelch(yf); % Spectrum of filtered chirp
782 Chapter 21 Matlab Examples
h1=0.3*sinc(0.3*n1); % Generate filter coefficients
yf1=filter(h1,1,xc);plot(n,yf1) % Filter the chirp and plot
timefreq(yf1); % Spectrum of filtered chirp
psdwelch(yf1); % Spectrum of filtered chirp
Comment: On machines with sound capability, one could use the natural sampling rate to generate and
listen to the chirp signal and the filter response for audible dierences, using sound.
EXAMPLE 21.34 (Fourier Series (Ch. 8))
Consider a periodic signal xp (t), with period T = 20 ms, whose Fourier series coecients are X[0] = 1 and
X[k] = j/k, k = 0. Sketch its two-sided magnitude and phase spectrum and its one-period reconstruction
to 5 harmonics and 30 harmonics.
n=1:5; % Index to compute X[k]
j=sqrt(-1);xk=j./(n*pi); % FS coefficients
k=[-fliplr(n) 0 n]; % Harmonic index
Xk=[conj(fliplr(xk)) 1 xk]; % FS coefficients for two-sided spectrum
dtplot(k,abs(Xk)) % Plot magnitude spectrum
dtplot(k,angle(Xk)) % Plot phase in radians
T=0.2;t=0:0.001:T; % Time period and time array for one period
xp=0; % Initialize reconstruction
for m=1:length(k); % Loop for reconstruction; prompt disappears
xp=xp+Xk(m)*exp(j*2*pi*k(m)*t/T); % Add harmonics
end % End of loop; prompt reappears
xp=real(xp); % Force real result
plot(t,xp) % Plot reconstruction
EXAMPLE 21.35 (Fourier Series (Ch. 8))
A Fourier series describes a periodic signal in terms of a combination of harmonic signals (sines and cosines
or complex exponentials) at multiples of its fundamental frequency f0 . The Fourier series coecients and
spectra may be generated using the ADSP routine fseries. In its simplest form, its syntax is
v=fseries(x, T, k)
Here, T is the width of one period, x is an odd-length array of n values over one period (0, T ) or a string
function of t defined over (0, T ) (for example, x=tri(t-1)), and k is an array of harmonics for intermediate
reconstructions. The built-in default is k=[1 3 5 32]. This plots and stores results to 32 harmonics.
The matrix v is a 32 7 matrix whose seven columns are
[Harmonic k, ak , bk , ck , k , harmonic power, cumulative power]
Consider a periodic signal xp (t) with T = 2 and one period over 0 t 2, described by x(t) = 3e2t .
Find its Fourier series coecients and compare one period of xp (t) with its reconstruction to 7 harmonics
and 30 harmonics.
x=3*exp(-2*t); % Expression for signal x(t)
v=fseries(x, 2); % Fourier series results to k=32 are in v
t=0:0.02:2; % Time array for one period
ak=v(:,2);bk=v(:,3); % Trig coefficients from matrix v
sm=ak(1); % Start reconstruction with dc value
21.5 Examples of Matlab Code 783
for k=1:30; % Loop for reconstruction; prompt disappears
sm=sm+ak(k+1)*cos(k*pi*t)+bk(k+1)*sin(k*pi*t);
if k==7,sm7=sm;end % Save intermediate result if k=7
end % End of loop; prompt reappears
plot(t,eval(x),t,sm7,t,sm) % Overplot results
EXAMPLE 21.36 (System Response to Periodic Inputs (Ch. 8))
A periodic square wave vin (t) with a time period T = 1, a peak value of 4, and a duty ratio of 0.5 is applied
to an RC lowpass filter with a time constant of . Find the Fourier series coecients of the filter output and
plot to 30 harmonics for = 0.1 and = 1. What output would you expect to see for very large ?
vin=4*(t>=0 & t<0.5)+2*(t==0.5); % Create vin (as a string function)
fs=fseries(vin,1,30); % Find FS coeffs to k=30 harmonics
akin=fs(:,2);bkin=fs(:,3); % Extract a(k) and b(k)
hfilt=1./(1+j*k*2*pi*tau); % Filter transfer function
k=(0:30); % Make k a column vector for later use
tau=0.1;hf1=eval(hfilt); % Magnitude and phase of H(f) for tau=0.1
tau=1;hf2=eval(hfilt); % Same for tau=1
j=sqrt(-1);
cout1=hf1.*(akin-j*bkin); % Filter output coefficients c(k)
cout2=hf2.*(akin-j*bkin);
t=0:0.01:2;
sm1=cout1(1);sm2=cout2(1); % Start reconstruction with dc value
for k=1:30
sm1=sm1+abs(cout1(k+1))*cos(k*2*pi*t+angle(cout1(k+1))); % Reconstructions
sm2=sm2+abs(cout2(k+1))*cos(k*2*pi*t+angle(cout2(k+1)));
end
plot(t,sm1,t,sm2) % Overplot
Comment: For large , the response should be a triangular wave because the RC circuit would behave
(very nearly) as an integrator.
EXAMPLE 21.37 (Analog Steady-State Response in Symbolic Form (Ch. 8))
The response to sinusoidal inputs may be found in symbolic form using the ADSP routine ssresp. In this
routine, the sinusoidal input K cos(t + ) is described by the three-element array X = [K, , ], where
is in radians and is in rad/s. For a dc input, = 0 and = 0. For M inputs, X is a matrix with M rows.
Find the steady-state response of a system whose transfer function is H(s) = 2/(s + 2), if the input is given
by vin (t) = 5 + 2 sin(t) + 4 cos(3t 60 ).
num=2; % Numerator of H(s)
den=[1 2]; % Denominator of TF
vin=[5 0 0; 2 1 -0.5*pi; 4 3 -pi/3]; % Input matrix
yss = ssresp(s, num, den, vin) % Symbolic steady-state response
t=0:0.05:10;plot(t,eval(yss)) % Evaluate and plot response
784 Chapter 21 Matlab Examples
EXAMPLE 21.38 (The Laplace Transform (Ch. 11))
The ADSP routine ltr generates the Laplace transform of a causal signal described by
x(t) = Keat tp cos(wt + r)u(t)
Its syntax is
[n,d]=ztr(x);
Here, x is the five-element array x=[K a p w r], where w is in radians/sample and r is in radians.
For a combination of N DT signals, x is a matrix with N rows.
The ADSP routine ilt returns the inverse Laplace transform in symbolic form. Its syntax is
x=ilt(tf, n, d, ty)
If ty=0 (the default), n and d are the numerator and denominator of X(s) in descending powers of s.
If ty=1, the vector d contains the denominator roots (if the denominator is given in factored form).
Find the Laplace transform of x(t) = (4et + 3te2t )u(t). Then, find the inverse transform of the result to
recover x(t). Also find the inverse Laplace transform of
2s + 4 2s + 4 2s + 4
H1 (s) = H2 (s) = H3 (s) =
s2 + 2s + 2 (s + 1)(s2 + 2s + 2) (s + 1)(s + 3)
X=[4, 1, 0, 0, 0; 3, 2, 1, 0, 0]; % Input matrix
[n,d]=ltr(X) % Find Laplace transform
x=ilt(tf, n, d,0) % Inverse transform (symbolic form)
h1=ilt(tf,[2 4],[1 2 2],0) % Inverse transform of H1(s)
h2=ilt(tf,[2 4],conv([1 1],[1 2 2]),0) % Inverse transform of H2(s)
h3=ilt(tf,[2 4],[-1;-3],1) % Inverse transform of H3(s)
Comment: Note that for H2 (s), we used convolution to find the denominator coecients, and for H3 (s),
we used the denominator roots directly.
EXAMPLE 21.39 (Symbolic System Response by Laplace Transforms (Ch. 11))
The ADSP routine sysresp2 finds the response of analog systems in symbolic form. Its syntax is
[yt,yzs,yzi] = sysresp2(s, Num, Den, NX, DX, IC)
The first argument is s in single quotes (for an analog system). The arguments RHS and LHS are coecient
arrays of the numerator and denominator of the transfer function H(s) and NX and DX are the coecient
arrays of the numerator and denominator of the Laplace transform of the input. For M inputs, NX and DX
are matrices with M rows.
The last argument IC is the initial condition array IC=[y(0), y(0),..].
The output arguments [yt, yzs, yzi] are the total, zero-state, and zero-input response.
The impulse response is found by omitting the last three arguments (NX, DX, and IC).
Note: Since the output of sysresp1 is a symbolic (or string) expression, it must first be evaluated (using
the eval command) for a selected range of t before it can be plotted.
2
Consider an analog system whose transfer function is H(s) = .
s+2
1. Find and plot its impulse response h(t) and step response w(t).
2. Find its response y(t) to x(t) = 2e3t u(t) if y(0) = 4.
3. Find its response to x(t) = cos(3t)u(t) and to x(t) = cos(3t).
4. Plot its frequency response H(f ) and Bode plot.
5. Find its rise time, 5% settling time, and half-power frequency.
21.5 Examples of Matlab Code 785
h=ilt(tf,2,[1 2]) % Symbolic impulse response
h1=sysresp2(s,2,[1 2]) % Same, using sysresp2
w=sysresp2(s,2,[1 2],1,[1 0]) % Symbolic step response
y1 =sysresp2(s,2,[1 2],2,[1 3],4) % Response for (b)
y2 =sysresp2(s,2,[1 2],[1 0],[1 0 9]) % Response for (c)
y3 =ssresp(s,2,[1 2],[1 3 0]) % Response for (c)
t=0:0.01:5; % Create time index
plot(t,eval(h1)) % Evaluate expression and plot
bodelin(2,[1 2]); % Bode plot
trbw(1,[1 2],5) % Rise time, 5% settling time, bandwidth
EXAMPLE 21.40 (Frequency Response of Analog Systems (Ch. 12))
The Matlab routine freqs allows us to evaluate the frequency response of analog systems described by
dierential equations or transfer functions. Plot the magnitude and phase of the following filters over the
range 0 f 2 Hz and identify the filter type from the magnitude spectrum.
2 2s s
HA (f ) = HB (s) = HC (s) = 2
2 + j2f s+2 s +s+1
f=0:0.01:2; w=2*pi*f; % Frequency array
ha=2 ./ (2+j*w); % Evaluate H(f) for (a)
hb=freqs([2 0],[1 2],w); % Evaluate H(f) for (b)
hc=freqs([1 0],[1 1 1],w); % Evaluate H(f) for (c)
plot(f,abs(ha)); % Plot magnitude for (a)
plot(f,180*angle(ha)/pi); % And phase (degrees)
% Repeat for others
EXAMPLE 21.41 (Analog Filter Design (Ch. 13))
The ADSP routine afd allows the design of classical filters from attenuation specifications (in dB) and
frequency specifications (in Hz). The transfer function is designed with unit peak gain. It exactly meets
attenuation specifications at the passband edge(s) and meets/exceeds specifications elsewhere. Its syntax is
[na,da,np, dp]=afd(name, type, A, fp, fs, plot);
The string argument name may be bw, c1, c2 or el.
The string argument type may be lp, hp, bp or bs.
The argument A = [Ap As] is a two-element array of the passband and stopband attenuation.
The argument fp = [fp1 fp2] specifies the passband edge(s) in Hz (each has one element for lp or hp).
The argument fs = [fs1 fs2] similarly specifies the stopband edge(s) in Hz.
If plot=p, the results are plotted, but plot=o (the default) omits plots.
The arguments na, da return the transfer function numerator and denominator.
The arguments np, dp return the lowpass prototype transfer function numerator and denominator.
Design the following:
1. A Chebyshev LPF with a 2-dB passband of 20 Hz and a 40-dB stopband edge at 40 Hz
2. A Butterworth HPF with a 2-dB passband edge at 200 Hz and a 40-dB stopband edge at 150 Hz
3. An elliptic BPF with a 3-dB passband of [5, 7] kHz and 50-dB band edges at [3, 10] kHz.
[n1, d1]=afd(c1, lp, [2 40], 20, 40) % No plots displayed
[n2, d2]=afd(bw, hp, [2 40], 200, 150, p); % Plots displayed
[n3, d3]=afd(el, bp, [3 50], [5000 7000], [3000 10000])
786 Chapter 21 Matlab Examples
EXAMPLE 21.42 (Analog Filter Design (Ch. 13))
We require a bandpass filter with Ap = 1 dB, As = 34 dB, a passband from 200 Hz to 300 Hz, and stopband
edges at 100 Hz and 400 Hz. Design a Butterworth, Chebyshev I, Chebyshev II, and an elliptic filter to meet
these specifications. Which filter requires the smallest order? Largest order?
Ap=1;As=34;fp=[200 300];fs=[100 400]; % Design specifications
[nbw, dbw]=afd(bw,bp,[Ap As],fp,fs); % Butterworth filter
[nc1, dc1]=afd(c1,bp,[Ap As],fp,fs); % Chebyshev I filter
[nc2, dc2]=afd(c2,bp,[Ap As],fp,fs); % Chebyshev II filter
[nel, del]=afd(el,bp,[Ap As],fp,fs); % Elliptic Filter
f=1:600;w=2*pi*f;hbw=abs(freqs(nbw,dbw,w));hc1=abs(freqs(nc1,dc1,w));
hc2=abs(freqs(nc2,dc2,w));hel=abs(freqs(nel,del,w));
plot(f,[hbw;hc1;hc2;hel]), % Plot linear magnitude
plot(f,20*log10([hbw;hc1;hc2;hel])) % And dB magnitude
lbw=length(dbw)-1; % Butterworth order
lc1=length(dc1)-1; % Chebyshev I order
lc2=length(dc2)-1; % Chebyshev II order
lel=length(del)-1; % Elliptic order
disp([ BW C1 C2 EL])
disp([lbw lc1 lc2 lel]) % Display orders
Comment: You should observe that the elliptic filter requires the smallest order
EXAMPLE 21.43 (Analog Filter Design from a Specified Order (Ch. 13))
The ADSP command [n,d]=lpp(name, n, [Ap As]) returns the transfer function of an nth-order lowpass
prototype. To transform this to the required form, we use the command [nn, dd]=lp2af(ty, n, d, fc,
f0). It requires one band edge (fc) if ty=lp or ty=hp, and the bandwidth (fc) and center frequency
(f0) if ty=bp or ty=bs. All frequencies are in rad/s (not Hz). Design the following:
1. A third-order Chebyshev II LPF with a 2-dB passband of 20 Hz and As 40 dB
2. An eighth-order Chebyshev BPF with a 3-dB bandwidth of 1 kHz and a center frequency of 5 kHz
[n1, d1]=lpp(c2, 3, [2 40]) % Lowpass prototype; order=3
[n2, d2]=lp2af(lp, n1, d1, 20*2*pi) % Lowpass filter
[n3, d3]=lpp(c1, 4, 3); % Lowpass prototype; order=4
[n4, d4]=lp2af(bp, n3, d3, 4000*2*pi, 1000*2*pi) % BPF; order=8
EXAMPLE 21.44 (Prototype Filter Poles and Delay (Ch. 13))
The ADSP routines buttpole and chebpole return (and plot) the pole locations of lowpass prototypes. The
ADSP routine delay returns the delay D() of Butterworth, Chebyshev I, Chebyshev II, and Bessel filters in
two (numerator and denominator) arrays. Find the pole locations and plot the group delay of a third-order
Chebyshev I lowpass prototype with a passband ripple of 1 dB.
pc=chebpole(3, 1) % Poles
[P, Q]=delay(c1, 3, 1) % Numerator and denominator of delay
nu=0:0.01:2; % Frequency array
num=polyval(P,nu); % Evaluate numerator
den=polyval(Q,nu); % Evaluate denominator
del=num ./ den; % Compute delay
plot(nu,del) % Plot
21.5 Examples of Matlab Code 787
EXAMPLE 21.45 (A Multi-Band Analog Filter (Ch. 13))
Design a multi-band analog filter with the following specifications:
Passband 1: From dc to 20 Hz
Peak gain = 0 dB
Maximum passband attenuation = 1 dB (from peak)
Minimum attenuation at 40 Hz = 45 dB (from peak)
No ripples allowed in the passband or stopband
Passband 2: From 150 Hz to 200 Hz
Peak gain = 12 dB
Maximum passband ripple = 1 dB
Minimum attenuation at 100 Hz and 300 Hz = 50 dB (from peak)
Ripples permitted in the passband but not in the stopband
We use two calls to afd to design the filters, adjust the gain, and combine the two stages in parallel.
A1=[1 45];fp1=20; fs1=40; % Filter 1 is Butterworth LP
A2=[1 50];fp2=[150 200];fs2=[100 300]; % Filter 2 is Chebyshev BP
[n1, d1]=afd(bw,lp,A1,fp1,fs1); % Design LPF
[n2, d2]=afd(c1,bp,A2,fp2,fs2); % Design BPF
G=10^(12/20); n2=G*n2; % Multiply n2 by gain (12 dB=3.9811)
np=conv(n1,d2)+conv(n2,d1); % Numerator of parallel combination
dp=conv(d1,d2); % Denominator of parallel combination
tfplot(s,np,dp,[0 400]); % Plot frequency response (0-400 Hz)
EXAMPLE 21.46 (Signal Reconstruction and Resampling (Ch. 14))
Consider the signal x(t) = sin(2f t). It is sampled at S = 4 Hz for one period, to obtain the sampled signal
x[n] = {0, 1, 0, 1}. Sketch the signals that result from
1. A 16-fold interpolation of x[n] using sinc interpolation.
2. Resampling x[n] at 3.2 times the original sampling rate.
Since 3.2 = 16
5 , the resampled signal of the second part can be generated by decimating the 16-fold interpo-
lated signal of the first part by 5.
n=0:3;xn=[0, 1, 0, -1]; % DT index and signal samples
yi=interpol(xn,sinc,16); % Sinc interpolated signal
N=length(yi);ni=(0:N-1)/16; % Index for interpolated signal
dtplot(ni,yi); % Plot interpolated signal
M=5;yd=yi(1:M:N); % Decimate yi by 5
nd=ni(1:M:N); % DT array for resampled yd
dtplot(nd,yd) % Plot resampled signal
Comment: In theory, perfect recovery is possible for a band-limited signal using sinc interpolation. The
results do not show this because signal values outside the one-period range are assumed to be zero during
the interpolation.
788 Chapter 21 Matlab Examples
EXAMPLE 21.47 (Signal Quantization and SNR (Ch. 14))
The signal x(t) = sin(2f t) is sampled with ts = 0.01 s, and 200 samples are obtained, starting at t = 0.
The sampled signal x[n] is rounded, using a 3-bit quantizer to obtain the quantized signal xQ [n].
1. Plot the analog signal x(t) and the quantized signal xQ [n].
2. Plot the histogram of the error signal x[n] xQ [n].
3. Find the quantization SNR.
N=200;t=(0:N-1)*0.01; % Time array
x=sin(2*pi*t); % DT sampled signal
d=max(x)-min(x); % Dynamic range
b=3;L=2^b; % Number of levels
s=d/L; % Step size
y=s*round(x/s); % Round; use y=s*floor(x/s) to truncate
plot(t,x);hold on, % Overplot CT signal samples
dtplot(t,y);hold off % And quantized signal
e=x-y;hist(e,L); % Error signal and its histogram
snra=10*log10(sum(x.*x)/sum(e.*e)) % Quantization SNR
Comment: You should observe that the error signal (e in the Matlab code) is more or less uniformly
distributed by examining its histogram.
EXAMPLE 21.48 (Frequency Response of Discrete Systems (Ch. 15))
The Matlab routine freqz allows us to evaluate the frequency response of a discrete system described by
a dierence equation or transfer function. Plot the DTFT magnitude and phase of the following filters over
the digital frequency range 0 F 0.5 and identify the filter type from the magnitude spectrum.
1
1. HA (F ) =
1 0.9ej2F
1
2. HB (F ) =
1 + 0.9ej2F
3. hC [n] = [n] (0.9)n u[n]
4. y[n] + 0.4y[n 1] + 0.8y[n 2] = x[n]
5. y[n] + 0.1y[n 1] + 0.8y[n 2] = x[n] + 0.1x[n 1] + x[n 2]
6. h[n] = [n] [n 8]
Note: For filter 3, we use the transfer function (after simplification)
1 0.9ej2F
H3 (F ) = 1 =
1 0.9ej2F 1 0.9ej2F
For filter 6, we use the dierence equation y[n] = x[n] x[n 8].
F=(0:399)/800; W=2*pi*F; % Frequency array
h1=freqz([1 0],[1 -0.9],W); % Evaluate H(F) for filter 1
h2=freqz([1 0],[1 0.9],W); % For filter 2
h3=freqz([0 -0.9],[1 -0.9],W); % For filter 3
h4=freqz([1 0 0],[1 0.4 0.8],W); % For filter 4
h5=freqz([1 0.1 1],[1 0.1 0.8],W); % For filter 5
h6=freqz([1 zeros(1,7) -1],[1 zeros(1,8)],W); % For filter 6
plot(F,abs(h1)); % Plot magnitude for filter 1
plot(F,angle(h1)); % And phase (radians)
% Repeat for others
21.5 Examples of Matlab Code 789
EXAMPLE 21.49 (The Time-Shift Property of the DTFT (Ch. 15))
Let x[n] = {3, 3, 3, 2, 2, 2, 1, 1, 1}, 4 n 4. Obtain the DTFT of x[n] and y[n] = x[n D], D = 4
over 0 F < 1.
n=0:8; x=[3 3 3 2 2 2 1 1 1];
F=(0:199)/200; W=2*pi*F;
X=freqz(x,[zeros(1,4) 1 zeros(1,4)],W);
Y=freqz(x,[1 zeros(1,8)],W);
plot(F,abs(X));
plot(F,abs(Y));
plot(F,180*angle(X)/pi);
plot(F,180*angle(Y)/pi);
phi=unwrap(angle(Y)-angle(X));plot(F,phi)
Comment: The Matlab routine unwrap returns the unwrapped phase with phase jumps of 2 removed.
You should observe that |X(F )| and |Y (F )| are identical and the phase dierence (F ) = Y (F ) X(F )
is linear with frequency.
EXAMPLE 21.50 (The DTFT, Periodicity, Convolution, and Multiplication (Ch. 15))
Let x[n] = tri((n 4)/4), 0 n 8. Obtain the DTFT of x[n], g[n] = x[n] x[n], and h[n] = x2 [n] over
2 F 1.99
n=0:8; x=tri((n-4)/4);
F=-2:0.01:1.99; W=2*pi*F;
X=freqz(x,[1 zeros(1,8)],W);
G=freqz(conv(x,x),[1 zeros(1,16)],W);
H=freqz(x.*x,[1 zeros(1,8)],W);
plot(F,abs(X))
plot(F,abs(X).^2,F,abs(G),:)
Yp=convp(X,X)/length(X);
plot(F,abs(Yp),F,abs(H),:)
Comment: You should observe that |X(F )| is periodic with unit period, |X(F )|2 equals |G(F )|, and |Y p(F )|
equals |H(F )|.
EXAMPLE 21.51 (The Modulation Property of the DTFT (Ch. 15))
Let h[n] = 1, 0 n 19. Obtain the DTFT of x[n], h2 [n] = x[n]cos(0.3n), and h3 [n] = x[n]cos(2.3n)
over 0.5 F 0.5. How should H(F ) and H2 (F ) be related? How should H2 (F ) and H3 (F ) be related?
Do your plots confirm this?
n=0:19;x=1+0*n;
F=-0.5:0.005:0.5; W=2*pi*F;
H1=freqz([x],[1 zeros(1,19)],W);
H2=freqz([x.*cos(0.3*n*pi)],[1 zeros(1,19)],W);
H3=freqz([x.*cos(2.3*n*pi)],[1 zeros(1,19)],W);
plot(F,abs(H1))
plot(F,abs(H2))
plot(F,abs(H3))
Comment: You should observe that H1 (F ) is the spectrum of the modulated signal, but the spectra H2 (F )
and H3 (F ) are identical.
790 Chapter 21 Matlab Examples
EXAMPLE 21.52 (The Gibbs Eect and Periodic Convolution (Ch. 15))
An ideal LPF with cuto frequency FC has the impulse response h[n] = 2FC sinc(2FC n). Symmetric trunca-
tion (about n = 0) leads to the Gibbs eect (overshoot and oscillations in the frequency response). Truncation
of h[n] to |n| N is equivalent to multiplying h[n] by a rectangular window wD [n] = rect(n/2N ). In the
frequency domain, it is equivalent to the periodic convolution of H(F ) and WD (F ) (the Dirichlet kernel).
To eliminate overshoot and reduce the oscillations, we choose tapered windows whose DTFT sidelobes decay
much faster than those of the rectangular window.
Consider an ideal filter with FC = 0.2 whose impulse response h[n] is truncated over 20 n 20.
1. Show that its periodic convolution with the Dirichlet kernel results in the Gibbs eect.
2. Show that the Gibbs eect is absent in its periodic convolution with the Fejer kernel.
n=-20:20; % Create a DT index
Fc=0.2; h=2*Fc*sinc(2*Fc*n); % Create impulse response
a=[zeros(1,20) 1 zeros(1,20)]; % Denominator array of DTFT
f=(-200:199)/400;w=2*pi*f; % Frequency array (F=-0.5 to F=-0.5)
HI=(abs(f)<=0.2); % Ideal filter spectrum, FC=0.2
HT=abs(freqz(h,a,w)); % Spectrum of truncated h[n]
f1=f+0.5; % Frequency array (F=0 to F=1)
x=sinc(41*f1)./sinc(f1);Wd=41*x; % Dirichlet kernel
x=sinc(20*f1)./sinc(f1);Wf=20*x.*x; % Fejer kernel
HD=convp(HI,Wd)/400; % Periodic conv with Dirichlet kernel
HF=convp(HI,Wf)/400; % Periodic conv with Fejer kernel
plot(f,HI) % Spectrum of ideal filter
plot(f,HD) % And windowed by Dirichlet
plot(f,HF) % And windowed by Fejer
plot(f,HT) % Spectrum of truncated h[n]
Comment: Since h[n] is generated over 0.5 F < 0.5, one period of the periodic convolution will cover
the same range only if the Dirichlet and Fejer kernels are generated over 0 F < 1. Also note that the
periodic convolution is normalized (divided) by the number of samples.
EXAMPLE 21.53 (The Eect of Smoothing Windows (Ch. 15))
Any window (other than the rectangular) does a good job of smoothing out the eects of abrupt truncation.
Demonstrate this by plotting the DTFT spectrum of the windowed impulse response h[n] = 2FC sinc(2nFC ),
with FC = 0.2, using the following windows:
1. The Bartlett window (or Fejer kernel, wB [n] = 1 |n|
N , |n| N )
2. The von Hann (Hanning) window (wV [n] = 0.5 + 0.5 cos(n/N ), |n| N )
3. The Hamming window (wH [n] = 0.54 + 0.46 cos(n/N ), |n| N )
n=-20:20; % Create a DT index
Fc=0.2; h=2*Fc*sinc(2*Fc*n); % Create impulse response
a=[zeros(1,20) 1 zeros(1,20)]; % Denominator array of DTFT
f=(-200:199)/400;w=2*pi*f; % Frequency array
HI=(abs(f)<=0.2); % Ideal filter spectrum, FC=0.2
wb=1-abs(n)/20; % Bartlett window
wv=0.5+0.5*cos(pi*n/20); % von Hann (Hanning) window
wh=0.54+0.46*cos(pi*n/20); % Hamming window
21.5 Examples of Matlab Code 791
HB=abs(freqz(h.*wb,a,w)); % Spectrum of Bartlett windowed h[n]
HV=abs(freqz(h.*wv,a,w)); % Spectrum of von Hann windowed h[n]
HH=abs(freqz(h.*wh,a,w)); % Spectrum of Hamming windowed h[n]
plot(f,HI,f,HB,f,HV,f,HH) % Overplot
EXAMPLE 21.54 (Sampling and Aliasing (Ch. 16))
Let x(t) = cos(200t) cos(400t).
Obtain samples of x(t) over the interval [0, 0.1] s at sampling rates of 500 Hz, 300 Hz, and 70 Hz. For each
sampling rate S, derive an expression for the sampled signal x[n]. Compute f1 and f2 in the recovered signal
xr (t) = cos(2f1 t) cos(2f2 t). Overplot x(t) and xr (t) vs. t and x[n] vs. nts .
T=0.1;t=0:0.05/200:T;
x=cos(200*pi*t)-cos(400*pi*t);
S=500;tn1=0:1/S:T;
xn1=cos(200*pi*tn1)-cos(400*pi*tn1);
f1=alias(100,S);f2=alias(200,S);
xr1=cos(2*pi*f1*t)-cos(2*pi*f2*t);
plot(t,x,t,xr1),hold on
dtplot(tn1,xn1,o),hold off
S=300;tn2=0:1/S:T;
xn2=cos(200*pi*tn2)-cos(400*pi*tn2);
f1=alias(100,S);f2=alias(200,S);
xr2=cos(2*pi*f1*t)-cos(2*pi*f2*t);
plot(t,x,t,xr2),hold on
dtplot(tn2,xn2,o),hold off
S=70;tn3=0:1/S:T;
xn3=cos(200*pi*tn3)-cos(400*pi*tn3);
f1=alias(100,S);f2=alias(200,S);
xr3=cos(2*pi*f1*t)-cos(2*pi*f2*t);
plot(t,x,t,xr3),hold on
dtplot(tn3,xn3,o),hold off
Comment: You should observe that values of x[n] match x(t) and xr (t) for each sampling rate, but x(t)
and xr (t) match only when there is no aliasing.
EXAMPLE 21.55 (Sampling a Chirp Signal (Ch. 16))
Consider the chirp signal x(t) = cos(t2 ). The derivative of its phase (t) = t2 yields its instantaneous
frequency:
d(t)
(t) = = 2t rad/s f (t) = t Hz
dt
Clearly, the instantaneous frequency varies linearly with time.
Let = 2048. Sample x(t) over [0, 2] s at S = 8192 Hz. Generate the instantaneous frequency array fi of
x(t) vs. t over [0, 2] s. Has aliasing occurred? Plot the aliased frequency against the instantaneous frequency.
Repeat for = 8192.
792 Chapter 21 Matlab Examples
ts=1/8192;t=0:ts:2;
a1=2048;xc1=cos(pi*a1*t.*t);
fi1=a1*t;fa1=alias(fi1,8192);
plot(fi1,fa1)
a2=8192;xc2=cos(pi*a2*t.*t);
fi2=a2*t;fa2=alias(fi2,8192);
plot(fi2,fa2)
Comment: On machines with sound capability, you could listen to the signals using sound and understand
how the frequency changes with time.
EXAMPLE 21.56 (Spectrum Analysis of a Sinusoid (Ch. 16))
Let x(t) = cos(2f0 t), where f0 = 30 Hz. Choose a sampling frequency S = 128 Hz and N = 256 to obtain
the FFT of the windowed signal, using rectangular and Hamming windows, zero-padded to N1 = 1024.
Plot the normalized FFT magnitude of the windowed signals. Which windowed signal shows a narrower
mainlobe? Which shows the smaller peak sidelobe level?
f0=30;S=128;N=256;N1=1024;
n=0:N-1; f=(0:N1-1)*S/N1; % DT index and frequency axis (Hz)
x=cos(2*pi*f0*n/S); % Signal
X=abs(fft(x,N1))/N1; % Normalized FFT for rectangular (no) window
xa=x.*window(hamm,N); % Hamming windowed signal
XA=abs(fft(xa,N1))/N1; % Normalized FFT of Hamming windowed signal
plot(f,X)
EXAMPLE 21.57 (Frequency Resolution (Ch. 16))
Let x(t) = cos(2f0 t) + cos(2[f0 + f ]t), where f0 = 30 Hz, sampled at S = 128 Hz. Use no windowing and
a Hamming window to obtain the 1024-point FFT spectrum for f = 5 Hz, 2 Hz, and 1 Hz if the window
length is N = 256. Repeat for N = 512. For a given window (or signal) length N , which window resolves a
smaller f ?
df=5; N=256; N1=1024; f0=30; S=128;n=0:N-1;
x=cos(2*pi*f0*n/S)+cos(2*pi*(f0+df)*n/S);
X=abs(fft(x,N1))/N1;f=(0:N1-1)*S/N1;plot(f,X)
xb=x.*window(vonh,N);
XB=abs(fft(xb,N1))/N1;plot(f,XB)
% Repeat for df=2 and df=1
df=5; N=512; N1=1024; f0=30; S=128;n=0:N-1;
x2=cos(2*pi*f0*n/S)+cos(2*pi*(f0+df)*n/S);
X2=abs(fft(x2,N1))/N1;f=(0:N1-1)*S/N1;plot(f,X2)
xb2=x2.*window(vonh,N);
XB2=abs(fft(xb2,N1))/N1;plot(f,XB2)
% Repeat for df=2 and df=1
Comment: By experimenting with various values of N and zero-padded length, you should confirm that
the rectangular window has the better resolution but larger sidelobes, but we cannot resolve a smaller f
by increasing the zero-padded length N1 alone.
21.5 Examples of Matlab Code 793
EXAMPLE 21.58 (Convolution by the FFT (Ch. 16))
The FFT can be used to perform periodic and regular convolution. For periodic convolution, we multiply
the FFT of xp [n] and hp [n] pointwise and take the inverse FFT of the product. For regular convolution, we
first zero-pad x[n] and h[n] to a length that equals the length of regular convolution before taking the FFT.
Use the FFT to find
1. The periodic convolution of xp [n] = {1, 2, 1, 0, 2, 3} and hp [n] = {2, 1, 0, 1, 2, 3}.
2. The regular convolution of x[n] = {1, 2, 1, 0, 2} and h[n] = {2, 1, 0, 1, 2, 3}.
xp=[1 2 -1 0 2 3]; hp=2:-1:-3; % One period of xp and hp
N=length(xp); % Length of xp and hp
YP=fft(hp).*fft(xp); % Product of FFT of x and h
yp=ifft(YP);yp=real(yp) % Real result of periodic convolution
Nr=N+N-1; % Length of regular convolution
z=zeros(1,Nr-N); % Padding zeros
xz=[xp z];hz=[hp z]; % Zero-padded x and h
Y=fft(xz).*fft(hz);
y=real(ifft(Y)) % Display regular conv
Comment: We force a real result because, for real sequences, ifft may show an imaginary part that is
zero (to within machine roundo).
EXAMPLE 21.59 (The z-Transform (Ch. 17))
The ADSP routine ztr generates the z-transform of a causal signal described by
x[n] = K(a)nn0 (n n0 )p cos[(n n0 ) + ]u[n n0 ]
where = 2F is the digital frequency in radians/sample, and the phase in radians. Its syntax is
[n, d] = ztr(x)
The input argument x is the six-element array x=[K a p w phi n0].
For a combination of N signals, x is a matrix with N rows.
The ADSP routine izt returns the inverse z-transform in symbolic form. Its syntax is
x=izt(tf, n, d, ty)
If ty=0 (the default), n and d are the numerator and denominator of X(z) in descending powers of z.
If ty=1, the vector d contains the denominator roots (if the denominator is given in factored form).
Find the z-transform of x[n] = [4(0.5)n + 3n(2)n ]u[n]. Then, find the inverse transform of the result to
recover x(t). Also find the inverse Laplace transform of
2z + 4 2z + 4 2z + 4
H1 (z) = H2 (z) = H3 (z) =
z2 + z + 1 (z + 0.5)(z 2 + z + 1) (z 0.5)(z + 0.5)
X=[4, 0.5, 0, 0, 0, 0; 3, 2, 1, 0, 0, 0]; % Input matrix
[n, d]=ztr(X); % Find z-transform
x=izt(tf, n, d,0) % Inverse transform (symbolic form)
h1=izt(tf,[2 4],[1 1 1],0) % Inverse transform of H1(z)
h2=izt(tf,[2 4],conv([1 0.5],[1 1 1]),0) % Inverse transform of H2(z)
h3=izt(tf,[2 4],[0.5;-0.5],1) % Inverse transform of H3(z)
Comment: For H2 (z) we used convolution to find the denominator coecients. For H3 (z) we used the
denominator roots directly.
794 Chapter 21 Matlab Examples
EXAMPLE 21.60 (System Analysis by the z-Transform (Ch. 17))
The ADSP routine sysresp2 finds the response (in symbolic form) of systems to arbitrary inputs. It requires
the transfer function H(z) = N (z)/D(z) and the input X(z) = P (z)/Q(z) and has the syntax
[yt, yzs, yzi]=sysresp2(z, N, D, P, Q, IC)
Here, N, D, P, and Q are coecient arrays in descending powers of z, and IC is a vector of initial conditions.
For M inputs, P and Q are matrices with M rows.
If the input and IC are omitted, it returns the system impulse response (the inverse z-transform of H(z)).
Find the response of H(z) = (3z + 3)/(z 2 + 5z + 6) to the input x[n] = 2(0.5)n u[n] subject to the initial
conditions y[1] = 2 and y[2] = 4.
[Xn, Xd]=ztr([2 0.5 0 0 0 0]); % z-transform of input
N=[3, 3]; D=[1, 5, 6]; IC=[2; 4]; % H(z) and initial conditions
[yt, yzs, yzi]=sysresp2(z, N, D, Xn, Xd, IC) % Complete response
h=sysresp2(z, N, D) % Impulse response
EXAMPLE 21.61 (Steady-State Response in Symbolic Form (Ch. 17))
The ADSP routine ssresp finds the symbolic response to discrete sinusoids. Its syntax is
y=sspesp(z,n,d,X)
Here n and d are the numerator and denominator arrays of H(z) and X is a three-element array X=[A, w r]
corresponding to the input A cos(t + r(radians)). For M inputs, X is a matrix with M rows.
Find the steady-state response of a system whose transfer function is H(z) = 2z/(z 0.4) to the input
vin [n] = 5 + 2 sin(0.5n) + 4 cos(0.25n 60 ).
num=[2 0]; % Numerator of H(z)
den=[1 -0.4]; % Denominator of H(z)
vin=[5 0 0; 2 pi/2 -pi/2; 4 pi/4 -pi/3]; % Input matrix
yss=ssresp(z, num, den, vin) % Symbolic steady-state response
n=0:40;dtplot(n,eval(yss),o) % Evaluate and plot response
EXAMPLE 21.62 (Inverse Systems and Echo Cancellation (Ch. 18))
A signal s(t) is corrupted by echoes. The corrupted signal y(t) = s(t) + 0.9s(t ) + 0.8s(t 2 ), with
= 93.75 ms, is sampled at S = 8192 Hz. The signal y[n] is supplied on disk as echosig.mat. Load
this signal and listen to it. Can you make out what is being said? Find the transfer function H(z) of an
echo-canceling filter that could recover s[n] from y[n]. Filter y[n] through this filter and listen to the filtered
signal s[n]. Can you make out what is being said? Do you agree with what is being said?
The sampled signal may be written as y[n] = x[n] + 0.8x[n N ] + 0.8x[n 2N ], where the integer N = S
corresponds to a delay of . The inverse filter is y[n] + 0.9y[n N ] + 0.8y[n 2N ] = x[n].
load echosig % Load echo signal
sound(echosig) % Listen to echo signal
N1=fix(0.09375*8192);N2=2*N1; % Filter delays
n=[1 zeros(1,N2)]; % Numerator of inverse
d=[1 zeros(1,N1-1) 0.9 zeros(1,N2-N1-1) 0.8]; % Denominator of inverse
noecho=filter(n,d,echosig); % Filtered signal
sound(noecho) % Listen to filtered signal
Enjoyed this exercise? Please thank Prof. Tim Schulz (http://www.ee.mtu.edu/faculty/schulz).
21.5 Examples of Matlab Code 795
EXAMPLE 21.63 (IIR Filter Design (Ch. 19))
The ADSP routine dfdiir allows the design of IIR filters. It uses a direct A2D transformation for bilinear
design. For all others, it first converts the analog LPP to a digital LPP followed by a D2D transformation.
Its syntax is
[n, d]=dfdiir(name, type, map, A, SF, fp, fs, plot)
The string argument name may be bw, c1, c2 or el.
The string argument type may be lp, hp, bp or bs.
The string argument map is the mapping: impulse, step, ramp (invariance), mat0, mat1,
mat2 (matched z-transform and its modifications as described in the text), and trap (bilinear).
The argument A = [Ap As] is a two-element array of the passband and stopband attenuation.
The argument SF is the sampling frequency in Hz.
The argument fp = [fp1 fp2] specifies the passband edge(s) in Hz (each has one element for lp or hp).
The argument fs = fs1 fs2] similarly specifies the stopband edge(s) in Hz.
The string argument plot is a plotting option (p plots the results; o, the default, omits plots).
The arguments n and d return the numerator and denominator of H(z).
A bandpass IIR filter is to meet the following specifications:
Passband = [1.5, 3.5] kHz, stopband edges = [1, 4] kHz, Ap = 1 dB, As = 20 dB, and = 10 kHz.
Design a Butterworth filter, using the bilinear transformation; a Chebyshev I filter, using impulse invariance;
and an Elliptic filter, using the matched z-transform
A=[1 20];fp=[1500 3500];
fs=[1000 4000];S=10000;
[n1, d1] = dfdiir(bw,bp,bili,A,S,fp,fs); % Butterworth, bilinear
[n2, d2] = dfdiir(c1,bp,impu,A,S,fp,fs); % Chebyshev, impulse invariant
[n3, d3] = dfdiir(el,bp,matc,A,S,fp,fs); % Elliptic, matched z-transform
F=0:0.005:0.5;w=2*pi*F; f=10000*F; % Frequency array
h1=freqz(n1,d1,w);h2=freqz(n2,d2,w);h3=freqz(n3,d3,w);
plot(f,abs([h1;h2;h3])) % Overplot spectra
EXAMPLE 21.64 (Mappings (Ch. 19))
The ADSP routines s2zinvar, s2zmatch, and s2zni convert an analog filter H(s) to a digital filter H(z),
using mappings for invariance, matched z-transform or numerical algorithms. The general syntax is
[Nz,Dz,G]=s2zxxx(Ns, Ds, SF, ty, FM)
For s2zinvar, ty may be i or s or r (for impulse, step, or ramp invariance).
For s2zmatch, ty may be 0 or 1 or 2 (for no modifications or modified forms).
For s2zni, ty may be bili (bilinear), back (backward), etc.
FM is an optional match frequency at which the gains of H(s) and H(z) are matched.
G is a dc gain-matching constant such that GH(z) = H(s) at dc (z = 1 and s = 0).
1
Convert H(s) = , using impulse invariance, matched z-transform, and bilinear mappings at S = 2 Hz,
s+1
and overplot the frequency response.
S=2; % Sampling frequency
[N1, D1]=s2zmatch(1,[1 1],S,0,0); % Matched z-transform
796 Chapter 21 Matlab Examples
[N2, D2]=s2zinvar(1,[1 1],S,i,0); % Impulse invariance
[N3, D3]=s2zni(1,[1 1],S,bili,0); % Bilinear transform
F=0:0.005:0.5;w=2*pi*F; % Frequency array
H1=freqz(N1,D1,w); % Frequency response of H1(z)
H2=freqz(N2,D2,w); % Frequency response of H2(z)
H3=freqz(N3,D3,w); % Frequency response of H3(z)
HA=freqs([0 1],[1 1],w*S); % Frequency response of H(s)
f=F*S;plot(f,abs([H1;H2;H3;HA])) % Overplot against analog frequency
EXAMPLE 21.65 (IIR Filter Design from a Specified Order (Ch. 19))
We start with a lowpass prototype (LPP) of the given order (using the ADSP routine lpp), convert it to
a digital LPP (using s2zinvar, s2zmatch, or s2zni), and apply D2D frequency transformations (using the
ADSP routine lp2iir) to obtain the required IIR filter. For the bilinear mapping, lp2iir allows direct A2D
transformation of the LPP. The general syntax for lp2iir is
[n, d]=lp2iir(ty, ty1, Nlpp, Dlpp, SF, F)
Here, ty = lp, hp, bp, or bs and ty1=a for A2D or ty1=d for D2D transformation.
The argument F contains the cuto band edge(s).
Design a sixth-order Chebyshev BPF with 3-dB edges at [2, 4] kHz and S = 10 kHz, using the bilinear
transformation. Repeat the design, using impulse invariance.
[n, d]=lpp(c1, 3, 3) % Analog lowpass prototype (order=3)
S=10000;F=[2000 4000];FN=F/S; % Frequency data
[NB, DB]=lp2iir(bp, a, n, d, 1, FN) % Direct design for bilinear
[N2, D2]=s2zinvar(n, d, 1, i, 0); % Digital LPP by impulse invariance
[NI, DI]=lp2iir(bp, d, N2, D2, 1, FN) % Convert to required filter
EXAMPLE 21.66 (Stability of IIR Filters (Ch. 19))
Roundo error or coecient quantization may make a stable IIR filter unstable! Consider the analog filter
s2 + 2s + 0.75
H(s) =
s5 + 27.5s4 + 261.5s3 + 1039s2 + 1668s + 864
Convert it to a digital filter H(z), using the bilinear transformation and a sampling frequency of 100 Hz.
Create the filter HT (z) by truncating the denominator coecients of H(z) to seven significant digits. Are
the filters H(z) and HT (z) stable? Are they minimum-phase?
n=[1 2 0.75];d=[1 27.5 261.5 1039 1668 864]; % H(s)
[nz,dz]=s2zni(n,d,100,trap) % H(z)
dt=numdig(dz,7); % Denominator of HT(z)
F=0:0.001:0.1;w=2*pi*F; % Frequency array
H=freqz(nz,dz,w); % Response of H(z)
HT=freqz(nz,dt,w); % Response of HT(z)
plot(F,abs([H;HT])) % Overplot
abs([roots(nz) roots(dz) roots(dt)]) % Check for stability
Comment: The plots of the two digital filters should be identical. However, some pole locations of HT (z)
are outside the unit circle. Check the numerator roots for minimum phase.
21.5 Examples of Matlab Code 797
EXAMPLE 21.67 (Window-Based FIR Filter Design (Ch. 20))
To design a lowpass filter of length N and cuto frequency Fc , we simply set up the impulse response and
window it. For other filter types, we first convert specifications to the LPP and use frequency transformations
to convert the LPP to the required filter type.
Design the following FIR filters:
1. Highpass: cuto frequency FC = 0.2, N = 15, Blackman window
2. Bandpass: band edges = [20, 30] Hz, S = 100 Hz, N = 20, von Hann (Hanning) window
Fc=0.2; n=-7:7; lp1=2*Fc*sinc(2*n*Fc); % LPF cutoff=Fc
hw=lp1 .* window(blac, 15); % Windowed response
hhp=udelta(n)-hw; % LP2HP transformation
S=100; fp=20;fs=30; % BP specifications
F0=0.5*(fp+fs)/S; Fc2=0.5*(fs-fp)/S; % Find F0 and
n=-9.5:9.5; lp2=2*Fc*sinc(2*n*Fc2); % LPF cutoff=Fc2
hw2=lp2 .* window(vonh, 20);hw2=hw2/sum(hw2); % Windowed, normalized response
hbp2=2*cos(2*pi*F0*n) .* hw2; % LP2BP transformation
EXAMPLE 21.68 (Automated FIR Filter Design (Ch. 20))
Window-Based Filters:
The ADSP routine firwind allows automated design of window-based FIR filters. Its syntax is
h=firwind(type, A, SF, fp, fs, window)
The argument A is a two-element attenuation array [Ap , As ].
The argument S is the sampling frequency.
The arguments fp and fs are the band edge(s).
The output argument h returns h[n], the impulse response.
Control returns to the user for adjustment of filter length and the LPP cuto if required.
Half-Band Filters:
The ADSP routine firhb designs half-band FIR filters. Its syntax is
h=firhb(type, A, SF, fp, fs, window)
Control returns to the user to change the filter length if required. Half-band design requires the sampling
frequency to be S = 2(fp + fs ) for lp and hp filters, and S = 4f0 for bp and bs filters.
Optimal Filters:
The ADSP routine firpm designs optimal (equiripple) FIR filters. Its syntax is
h=firpm(type, A, SF, fp, fs)
Control returns to the user to change the filter length if required.
Design a bandpass FIR filter with 2-dB band edges at [10, 40] Hz, 40-dB band edges at [10, 40] Hz, and
S = 100 Hz. Use window-based design (with a Hamming window), half-band design (with a Kaiser window),
and optimal design.
A=[2 40];fp=[20 30];fs=[10 40];S=100;
h1=firwind(bp, A, S, fp, fs, hamm) % Window based: Hamming window
h2=firhb(bp, A, S, fp, fs, kais) % Half-band design: Kaiser window
h3=firpm(bp, A, S, fp, fs) % Optimal design
References
Books on Digital Signal Processing
A good source of current references is the Web site of the MathWorks, Inc. (makers of Matlab):
http://www.mathworks.com
Many books cover more or less the same topics as this text and at about the same level. The following list
(arranged alphabetically by author) is representative.
Ambardar, A., and C. Borghesani, Mastering DSP Concepts Using Matlab (Prentice Hall, 1998).
Antoniou, A., Digital Filters (McGraw-Hill, 1993).
Burrus, C. S., et al., Computer-Based Exercises for Digital Signal Processing (Prentice Hall, 1994).
Cadzow, J. A., Foundations of Digital Signal Processing and Data Analysis (Macmillan, 1987).
Cunningham, E. P., Digital Filtering (Houghton Miin, 1992).
DeFatta, D. J., J. G. Lucas, and W. S. Hodgkiss, Digital Signal Processing (Wiley, 1988).
Ifeachor, E. C., and B. W. Jervis, Digital Signal Processing (Addison-Wesley, 1993).
Ingle, V. K., and J. G. Proakis, Digital Signal Processing Using Matlab (PWS, 1996).
Jackson, L. B., Digital Filters and Signal Processing (Kluwer, 1995).
Johnson, J. R., Introduction to Digital Signal Processing (Prentice Hall, 1989).
Kuc, R., Introduction to Digital Signal Processing (McGraw-Hill, 1988).
Ludeman, L. C., Fundamentals of Digital Signal Processing (Wiley, 1986).
Mitra, S. K., Digital Signal Processing (Wiley, 1998).
Oppenheim, A. V., and R. W. Schafer, Digital Signal Processing (Prentice Hall, 1975).
Oppenheim, A. V., and R. W. Schafer, Discrete-Time Signal Processing (Prentice Hall, 1989).
Orfanidis, S. J., Introduction to Signal Processing (Prentice Hall, 1996).
Porat, B., A Course in Digital Signal Processing (Wiley, 1997).
Proakis, J. G., and D. G. Manolakis, Digital Signal Processing (Prentice Hall, 1996).
Rabiner, L. R., and B. Gold, Theory and Application of Digital Signal Processing (Prentice Hall, 1974).
Steiglitz, K., A Digital Signal Processing Primer (Addison-Wesley, 1996).
Strum, R. D., and D. E. Kirk, First Principles of Discrete Systems and Digital Signal Processing
(Addison-Wesley, 1988).
798
References 799
Books on Signals and Systems
Textbooks on signals and systems also cover similar topics. Here is a list of recent texts.
Carlson, G. E., Signal and Linear System Analysis (Houghton Miin, 1992).
Chen, C. T., System and Signal Analysis (Saunders, 1989).
Gabel, R. A., and R. A. Roberts, Signals and Linear Systems (Wiley, 1987).
Haykin, S., and B. Van Veen, Signals and Systems (Wiley, 1999).
Kamen, E. W., and B. S. Heck, Fundamentals of Signals and Systems (Prentice Hall, 1997).
Kwakernaak, H., and R. Sivan, Modern Signals and Systems (Prentice Hall, 1991).
Lathi, B. P., Signals and Systems (Berkeley-Cambridge, 1987).
McGillem, C. D., and G. R. Cooper, Continuous and Discrete Signal and System Analysis (Saunders,
1991).
Oppenheim, A. V., et al., Signals and Systems (Prentice Hall, 1997).
Phillips, C. L., and J. M. Parr, Signals, Systems, and Transforms (Prentice Hall, 1995).
Siebert, W. McC., Circuits, Signals and Systems (MIT Press/McGraw-Hill, 1986).
Soliman, S. S., and M. D. Srinath, Continuous and Discrete Signals and Systems (Prentice Hall, 1990).
Strum, R. D., and D. E. Kirk, Contemporary Linear Systems using Matlab (PWS, 1994).
Taylor, F. J., Principles of Signals and Systems (McGraw-Hill, 1994).
Ziemer, R. E., W. H. Tranter, and D. R. Fannin, Signals and Systems: Continuous and Discrete
(Macmillan, 1993).
References on Special Topics
The following list contains more exhaustive discussions of specific topics.
Impulse Functions, Convolution, and Fourier Transforms
Bracewell, R. N., The Fourier Transform and Its Applications (McGraw-Hill, 1978).
Gaskill, J. D., Linear Systems, Fourier Transforms and Optics (Wiley, 1978).
Modulation and Wideband FM
Hambley, A. R., An Introduction to Communication Systems (Computer Science Press, 1990).
Fante, R. L., Signal Analysis and Estimation (Wiley, 1988).
Window Functions
Geckinli, N. C., and D. Yavuz, Discrete Fourier Transformation and Its Applications to Power Spectra
Estimation (Elsevier, 1983).
Harris, F. J., On the Use of Windows for Harmonic Analysis with the Discrete Fourier Transform,
Proceedings of the IEEE, vol. 66, no. 1, pp. 5183, Jan. 1978.
Nuttall, A. H., Some Windows with Very Good Sidelobe Behavior, IEEE Transactions on Acoustics,
Speech and Signal Processing, vol. 29, no. 1, pp. 8491, Feb. 1981 (containing corrections to the paper
by Harris).
800 References
Analog Filters
Daniels, R. W., Approximation Methods for Electronic Filter Design (McGraw-Hill, 1974).
Weinberg, L., Network Analysis and Synthesis (McGraw-Hill, 1962).
Digital Filters and Mappings
Kunt, M., Digital Signal Processing (Artech House, 1986).
Bose, N. K., Digital Filters (Elsevier, 1985).
Hamming, R. W., Digital Filters (Prentice Hall,1983).
Scheider, A. M., et al., Higher Order s-to-z Mapping Functions and Their Application in Digitizing
Continuous-Time Filters, IEEE Proceedings, vol. 79, no. 11, pp. 16611674, Nov. 1991.
Applications of DSP
Elliott, D. F. (ed.), Handbook of Digital Signal Processing (Academic Press, 1987).
A good resource for audio applications on the Internet is
http://www.harmonycentral.com/Effects/
Mathematical Functions
Abramowitz, M., and I. A. Stegun (eds.), Handbook of Mathematical Functions (Dover, 1964).
Numerical Methods
Press, W. H., et al., Numerical Recipes (Cambridge University Press, 1986).
The Life of Fourier
Herivel, J., Joseph Fourierthe Man and the Physicist (Oxford, 1975).
Carslaw, H., Introduction to the Theory of Fouriers Series and Integrals (Macmillan, 1921).
Of the many Fourier-related Web pages on the Internet, we recommend
http://www-groups.dcs.st-and.ac.uk/ history/Mathematicians/Fourier.html
http://capella.dur.ac.uk/doug/fourier.html
Index
absolutely integrable signals, 9 autocorrelation, 157, 187
absolutely summable signals, 40 average value, 9, 40
adaptive filters, 752
adder, 101 band edges, 276
additivity, 69, 96 bandpass filter, 276
aliased frequency, 52, 449 bandpass signals, 300, 451
aliasing, 52, 448, 547 bandwidth, 5, 285
allpass filters, 510, 658 bandwidth of FM, 317
almost periodic signals, 17, 50 band-limited interpolation, 457, 565
alternation theorem, 741 band-limited signal, 269, 447
amplitude distortion, 276 bandstop filter, 276
amplitude modulation, 300 baseband signal, 300
DSBSC, 300 Bessel filters, 432
SSB, 310 Bessel functions, 317, 437
standard, 301 Bessel polynomials, 435
amplitude scaling, 12 BIBO stability, 85, 114, 144, 177, 604
amplitude shift, 12 bilinear transformation, 691
amplitude spectrum, 208, 251 bit, 460
analog filters, 398 bit reversal, 573
analog signals, 1, 8 Black-Tukey spectrum estimate, 567
analog systems, 68 Bode plots, 370
analog-to-digital converter (ADC), 465 break frequency, 372
analog-to-digital (A2D) transformations, 696 butterfly, 572
analytic signal, 323 Butterworth filters, 403
angle modulation, 312
narrowband, 315 canonic realization, 638
wideband, 316 carrier signal, 300
anti-aliasing filter, 465, 468 Carsons rule, 318
anti-causal, 39, 114 cascaded systems, 143, 176, 640
anticipating system, 75 causal signal, 8, 39
anti-imaging filter, 465, 469 causal system, 75, 100
anti-symmetric (odd) signals, 42 causal (one-sided) z-transform, 613
aperture time, 466 causality, 144, 177
asymptotes, 371 center frequency, 399
asymptotic stability, 345 geometric, 400
asynchronous detection, 305 central limit theorem, 57, 154, 281
attenuation, 398 central moments, 29
801
802 Index
central ordinate theorems, 269, 489, 537 damping, 379
characteristic equation, 76, 104 damping factor, 377
Chebyshev filters, 413 Danielson-Lanczos lemma, 572
Chebyshev II filters, 421 dc value (oset), 197
Chebyshev polynomials, 120, 412, 421 dc power supplies, 224
Chebyshev rational function, 427, 429 decade, 371
Chebyshev theorem, 413 decibel (dB), 58, 370
chirp signals, 35, 64 decimation, 44, 518
chorusing, 662 decimation-in-frequency FFT algorithm, 575
circulant matrix, 182 decimation-in-time FFT algorithm, 573
circular convolution, 180 decomposition principle, 97
closed-loop transfer function, 383 deconvolution, 185, 564
coecient quantization, 470, 706 deemphasis, 315
coherent detection, 303 delay, 29, 153, 276, 367, 379, 509
coherent gain, 556 delay element, 101
comb filters, 512, 655 delta (impulse) function, 21
commensurate, 17 demodulation, 303, 319, 325
common period, 17, 40 detection, 303, 311
compensating filter, 455 deterministic signals, 55
compensating probes, 395 deviation ratio, 313
compensators, 382 dierence equations, 96, 103
complex envelope, 323 dierential equations, 76
complex frequency, 330, 592 dierentiator (digital), 493, 749
conjugate reciprocal symmetry, 644 digital audio, 470
conjugate symmetry, 198, 251, 484, 537 digital audio eects, 660
connections, 151, 183, 250, 358, 483, 501, 542, 624 digital filter realization, 101, 637
continuous-time signals, 8 digital filters, 96, 673, 715
continuous-time systems, 68 digital frequency, 49
convergence of DTFT, 485 digital oscillators, 651
convergence factor, 358, 624 digital resonators, 653, 740
convergence of Fourier series, 232 digital signal processing (DSP), 2, 465
convergence of Fourier transform, 271, 358 digital signals, 1
convergence of Laplace transform, 331, 358 digital-to-analog converter (DAC), 465, 467
convergence of z-transform, 624 digital-to-digital (D2D) transformations, 694
convergence rate, 218 Dirac (delta) function, 21
conversion time, 466 direct form I realization, 637
convolution, 130, 169 direct form II realization, 638
graphical (by ranges), 138 Dirichlet conditions (Fourier series), 233
periodic (cyclic or circular), 150, 180 Dirichlet conditions (Fourier transform), 271
properties, 135 Dirichlet kernel, 219, 506
convolution sum, 169 discrete convolution, 169
corner frequency, 372 and polynomial multiplication, 175
correction factor (Bode plots), 373 using DFT and FFT, 538, 563
correlation, 156, 187 discrete Fourier series (DFS), 492, 546
critically damped response, 380 discrete Fourier transform (DFT), 7, 535
cross correlation, 157, 187 discrete spectrum, 207, 542
cuto frequency, 276, 399 discrete sum, 40
cyclic convolution, 150, 180 discrete-time Fourier transform (DTFT), 482
Index 803
discrete-time signals, 39 existence of the DTFT, 485
discrete-time systems, 96 existence of the z-transform, 624
discriminator, 319 expectation, 56
distortion, 276 extremal frequencies, 741
distortionless filters, 276
Dolby noise reduction systems, 473 fast Fourier transform (FFT), 539, 571
double-sideband suppressed carrier AM, 300 feedback realization, 101, 637
doublet, 26 feedback systems, 382
down-sampler, 518 feedforward realization, 101, 637
drug metabolism, 356 Fejer kernel, 229, 506
DSBSC AM, 300 FFT, 539, 571
DTFT, 482 filter, 7, 68
DTMF receivers, 651 final value theorem, 346, 616
duality (similarity), 255 FIR (finite impulse response) filters, 101, 715
duration, 29, 153 recursive implementation, 113, 739
duration-bandwidth product, 6, 284 finite wordlength eects, 470
duty ratio, 9 first-order-hold, 459
dynamic range, 462, 470 fixed system, 72
dynamic range processors, 472 flanging, 662
dynamic range resolution, 559 flat-top sampling, 453
dynamic system, 75, 100 FM, 312
FM transmission, 320
echo, 119, 660 FM reception, 320
eciency of modulation, 302 folding (reversal), 12
eigenfunctions, 151 folding frequency, 448, 543
eigenvalue, 151 folding index, 537
eigensignal, 151, 183 forced response, 76, 104
elliptic filters, 427 Fourier, J.B.J, 234
elliptic functions, 428 Fourier series, 197
elliptic integrals, 428 and system analysis, 221
energy, 9 convergence, 232
energy signals, 10, 40 generalized, 245
energy spectral density, 282 reconstruction, 216
envelope, 323 Fourier transform, 248
envelope detection, 305 and system analysis, 271
equalizers (audio), 649, 700 of periodic signals, 262
equiripple filters, 412, 740 properties, 252
equivalent bandwidth, 286 fractional delay, 46
equivalent duration, 287 frequency deviation, 312
ergodicity, 57 frequency domain, 4
estimation (statistical), 57 frequency modulation (FM), 312
Eulers relation, 16 frequency multiplexing, 306
Eulers algorithms, 512, 685 frequency resolution, 559
even symmetry, 14, 42 frequency response, 275, 367, 495, 621
existence of convolution, 150 graphical interpretation, 645
existence of Fourier series, 232 rubber sheet analogy, 646
existence of Fourier transform, 271, 358 frequency sampling filters, 736
existence of Laplace transform, 331, 358 frequency sensitivity, 313
804 Index
frequency transformations infinite-impulse-response (IIR) filters, 101, 673
analog filters, 399 in-phase component, 310
for FIR filters, 728 initial conditions, 69, 103
for IIR filters, 694 initial value theorem, 346, 616
Fresnel integrals, 317 instantaneous frequency, 35, 312
fundamental frequency, 17 instantaneous phase, 35, 312
instantaneous power, 9
gain, 274 instantaneous system, 75, 100
gain element, 101 interconnected systems, 143, 176, 357, 640
gain margin, 386 intermediate frequency (IF), 307
Gaussian function, 57, 154 interpolating functions, 457
generalized Fourier series, 245 interpolation, 44, 456, 517
generalized functions, 21 inverse Chebyshev (II) filters, 421
geometric center frequency, 400 inverse systems, 117, 386, 642
geometric symmetry, 400
Gibbs eect, 218, 226, 508, 720 Jacobian elliptic function, 428
graphic equalizers, 700 jitter, 459, 591
group delay, 276, 367, 411, 421
Lanczos window, 230
halfband filters, 733 Laplace transform, 330
half-power bandwidth, 278 leakage, 547, 550
half-power frequency, 278, 368, 372 least squares, 230, 751
half-wave symmetry, 15, 201 left-sided signals, 8, 39
harmonic, 197, 209 lHopitals rule, 20, 205
harmonic distortion, 224 Liapunov stability, 345
harmonic signals, 16, 49 limiters 472
Heaviside unit step, 18 line spectra, 207
heterodyning, 307 linear interpolation, 44, 458
hidden symmetry, 202 linear-phase filters, 497, 715
high frequency decay rate, 294, 403, 413 linear-phase signals, 485, 644
highpass filter, 276 linear operators, 69, 96
Hilbert transform, 310, 321, 566 linear systems, 71, 97
Hilbert transformers, 310, 494, 749 linear time-invariant (LTI) systems, 73, 99
histograms, 58 LMS algorithm, 753
Holder norm, 63 lower sideband, 300
homogeneity, 69, 96 lowpass filter, 86, 277
Hurwitz polynomial, 345 lowpass prototype, 399
ideal filters, 276, 504 magnitude spectrum, 207, 251, 484
ideal sampling, 446 marginal stability, 345
ideally sampled signal, 25, 446 mainlobe, 20
identity system, 642 matched filters, 159
IIR (infinite impulse response) filters, 101, 673 matched z-transform, 683
image, 52, 448 maximally flat filters, 403, 748
impulse approximation, 25, 48 maximally flat function, 433, 443
impulse function, 21, 47 maximum-phase system, 369
derivatives of, 27 mean, 56
impulse-invariant transformation, 679 memory, 75
impulse response, 6, 81, 111, 271, 337, 494, 602 memoryless system, 75
Index 805
message signal, 300 overlap save method, 563
minimum-phase systems, 344, 369, 642 overmodulation, 302
minmax approximation, 412 oversampling, 515
mixed-phase system, 369 and quantization, 464
mixing, 307 overshoot, 381
models, 8, 68
model order reduction, 365 Pade approximations, 711
modulation, 257, 300 pairwise sum (for convolution), 138
modulation eciency, 302 parallel connection, 143, 176, 357, 640
modulation index, 301 parametric equalizers, 702
moments, 28, 153 Parks-McClellan algorithm, 742
moving average (MA) filter, 101 Parsevals relation, 205, 267, 489
multiplexing, 306 partial fraction expansion, 340
multistage decimation, 747 for nonstandard forms, 343
multistage interpolation, 744 partial sum, 228
passband, 276
narrowband FM, 315 passband ripple, 398
natural envelope, 324 peak factor, 303
natural frequency, 339, 602 peak overshoot, 381
natural modes, 339, 602 period, 9
natural response, 76, 104 common, 17, 40
natural sampling, 452 principal, 51
neper, 330 periodic convolution, 150, 180
noise, 7, 284 periodic extension, 146, 179
noise gate, 472 and convolution, 146, 179
non-anticipating system, 75 and DFT, 502, 542
noncausal systems, 75, 100 and Fourier transforms, 250
nonrecursive filters, 101 and sampling, 250, 502
recursive form for, 113, 739 periodic signals, 9, 40
normal distribution, 56 periodogram, 566
norms, 63 phase, 4
notch filters, 657 phase delay, 16, 276, 367, 441
numerical algorithms, 37, 512, 685 phase deviation, 312
Nyquist frequency, 52, 448 phase distortion, 276
Nyquist interval, 52, 448 phase-locked loop (PLL), 387
Nyquist rate, 52, 448 phase modulation (PM), 313
phase sensitivity, 313
octave, 371 phase spectrum, 207, 251
odd symmetry, 14, 42 phasing, 662
one-sided z-transform, 613 physically realizable system, 145
open loop gain, 384 piecewise-continuous signals, 8
operational transfer function, 100 Plancherels relation, 269
operators, 69, 96 PLL (phase-locked loop), 387
optimal filter design, 740 plucked-string filters, 662
order (of a system), 70, 97 pole frequency, 379
orthogonal functions, 199, 245 pole-zero placement, 647
overdamped response, 380 pole-zero plots, 339, 601
overlap add method, 563 poles, 339, 600
806 Index
power, 9, 40 reverb, 119, 660
power signals, 10, 40 reverberation time, 510
power spectral density (PSD), 282, 566 reversal (folding, or reflection), 12, 41
preemphasis, 315 RIAA equalization, 393, 714
pre-envelope, 323 Riemann-Lebesgue theorem, 232
prewarping, 691 Riesz-Fischer theorem, 233
principal period (range), 51 right-sided signals, 8, 39
probability, 55 ripple, 398, 725
probes (for oscilloscopes), 395 rise time, 4, 87, 379
processing gain, 556 RLS algorithm, 753
projection theorem, 231 rms bandwidth, 287
prolate spheroidal wave function, 723 rms duration, 287
proper rational function, 339 rms quantization error, 462
prototype transformations, 399 rms (root-mean-square) value, 9
pseudorandom signals, 58 Routh test, 345
rubber sheet analogy, 646
Q (quality factor), 377, 379
quadrantal symmetry, 370 sample function, 47
quadrature component, 310 sampling, 446
quantization, 460 of bandpass signals, 451
quantization error, 461 and periodic extension, 250, 502
quantization step size, 462 sampling interval, 1, 39
quantized signal, 1 sampling oscilloscope, 451
quasiperiodic signals, 17 sampling rate (frequency), 49
sampling rate conversion, 515
radix, 571 sampling theorem, 2, 52, 448
radix-2 FFT, 571 scallop loss, 556
raised-cosine interpolating function, 459 settling time, 87, 379
ramp function, 18, 47 sgn (signum) function, 18
random signals, 55 shelving filters, 650
rational fractions, 17 shift invariance, 71, 97
rational functions, 339 shift operators, 96
Rayleighs theorem, 267 sidebands, 300
realization, 55 sidelobes, 20
realization of digital filters, 101, 637 sifting property, 24
rect function, 19, 47 signal approximation by impulses, 25, 48
recursive filter, 101, 637 signal averaging, 58
reflection (reversal, or folding), 12, 41 signal-to-noise ratio (SNR), 7, 58
region of convergence (ROC) signum function, 18
of the Laplace transform, 331 similarity theorem, 255
of the z-transform, 595 simple roots, 85
regulation, 383 Simpsons algorithm, 128, 512, 528, 710
relaxed system, 3, 69 sinc distortion, 454
Remez exchange algorithm, 742 sinc function, 20, 49
residues, 340 sinc interpolation, 456
resolution, 559 sine integral, 227
resonators, 653, 740 single-sideband (SSB) AM, 310
response invariant transformations, 676 sinusoids, 16, 49
Index 807
spectral image, 52, 448 time period, 9, 17
spectral transformations, 399, 505, 694, 728 time scaling, 12
spectral windows, 219 time shift, 12, 41
spectrum, 197, 207, 251, 484 Toeplitz matrix, 182
spectrum analyzers, 309 tracking, 383
spectrum estimation, 566 transfer function, 271, 337, 494, 602
s-plane, 339, 344 transient response, 4, 78, 104
square integrable signals, 10 transition band (width), 398, 725
square summable signals, 40 transposed realization, 638
SSB (single sideband) AM, 310 trapezoidal rule, 513, 689
stability, 85, 114, 144, 177, 604 tri function, 19, 47
stabilization, 659 Tustins rule, 689
standard deviation, 56 twiddle factors, 569
state, 3, 68
state equations, 76, 103 uncertainty principle, 288
state variables, 68, 103 undamped natural frequency, 379
static systems, 75, 100 underdamped response, 380
stationary signals, 57 undersampling, 448
stationary systems, 72 uniform convergence, 232
steady-state response, 78, 104, 221, 275, 353, 500, uniform distribution, 56
623 unit circle, 604, 621
step function, 18, 47 unitary transforms, 5, 70
step interpolation, 44, 458 upper sideband, 300
step-invariant transformation, 676 up-sampler, 44, 517
Stirling limit, 167 Vandermonde matrix, 570
stopband, 276 variance, 56
strength (of impulse), 22
strictly proper rational function, 339 waterfall plot, 568
sum by arithmetic means, 229 wavelets, 569
superheterodyne receiver, 307 wavetable synthesis, 119
superposition, 3, 69 Welch spectrum estimate, 567
switched periodic signals, 33, 337, 354, 617 white noise, 284
symmetry, 14, 42, wide sense (marginal) stability, 345
symmetric sequences, 715 Wiener-Khintchine theorem, 282
synchronous detection, 303 window-based FIR filters, 720
system classification, 70, 97 window functions, 19, 220, 555, 720
system identification, 68, 284, 568 windowing, 219, 506, 555, 724
system order, 70, 97 wraparound, 146, 179
Thomson polynomials, 435 z-plane, 592, 621
3-dB (half-power) frequency, 372 z-transform, 592
Ticks rule, 528 zero-input response (ZIR), 79, 108
time-bandwidth product, 6, 284 zero interpolation, 44, 211, 515, 540
time constant, 4, 86, 510 zero-order-hold, 458
time-frequency plots, 568 zero-order-hold sampling, 453
time-invariant systems, 71, 97 zero-padding, 183, 552
time-limited signals, 8 zero-state response (ZSR), 79, 108
time-limited/band-limited theorem, 269 zeros, 339, 600
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