Advanced Signals and Systems –

Idealized Linear, Shift-invariant Systems

Gerhard Schmidt
Christian-Albrechts-Universität zu Kiel
Faculty of Engineering
Institute of Electrical and Information Engineering
Digital Signal Processing and System Theory
Digital Signal Processing and System Theory| Advanced Signals and Systems| Idealized Linear, Shift-invariant Systems
Contents of the Lecture

Entire Semester:

 Introduction
 Discrete signals and random processes
 Spectra
 Discrete systems
 Idealized linear, shift-invariant systems
 Hilbert transform
 State-space description and system realizations
 Generalizations for signals, systems, and spectra

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Contents of this Part

Idealized Linear, Shift-invariant Systems

 Background
 Ideal transmission systems
 Attenuation distortions
 Ideal band limitation and ideal low-pass filter
 Band limitation plus linear pre- and de-emphasis
 Idealized attenuation ripples
 Real-valued systems without group-delay distortions
 Phase distortions

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Idealized Linear, Shift-invariant Systems

System Description – Part 1

Background:

Up to now we were focused on the description of deterministic signals and stochastic

processes. In addition to that we analyzed the reaction of systems (mostly linear and shift-
invariant ones) on signals or processes.
Now we will focus on the following questions:

 Which form do the characteristic functions of systems (transfer function, impulse

response, etc.) have?
 How does a specific type or form of, e.g., a frequency response influences the impulse
response and how does the output signal and its properties change?
We will treat first individual effects. Afterward we will investigate differences that appear if we
do not have an “ideal system behavior” any more. However, we will not mention yet, if the
resulting systems can really be realized.

The term „ideal behavior“ of a system usually means a distortionless transmission, meaning
that the input signals are passed to the output without noticeable difference.

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Ideal Transmission Systems – Part 1

Definitions:

A distortion-free system

usually means the following:

(if no change of the output signal is desired). Since real systems do usually need some time to
process signals the following demand is more realistic:

meaning that at least a delay and a gain is allowed. Without loss of generality we assume for the
gain and for the delay as well as

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Ideal Transmission Systems – Part 2

Definitions (continued):

For the impulse response of the system we obtain

By summation we obtain the step response:

If we chose as an input sequence and we assume a linear, shift-invariant system

we get for the output sequence:

As a result we get for the frequency response:

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Ideal Transmission Systems – Part 3

Definitions (continued):

Looking in more detail at the frequency response, we see that we have on the one hand side
a constant magnitude response,

and on the other hand a linear phase response

This kind of transmission system is called a linear-phase all-pass system. In the same way
we obtain in the z-domain

These ideal transmission systems correspond (neglecting the constant gain) to

the delay operator that we treated in the previous parts of this lecture!

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Ideal Transmission Systems – Part 4

Definitions (continued):

Possible differences from the ideal behavior mentioned before can be classified by the following
categories:

 Magnitude or attenuation distortions:

 Phase- or delay distortions:

 Generic linear distortions:

The latter mentioned linear distortion differ – of course – from non-linear distortions. They
appear, e.g., in systems that are described by non-linear difference equations such as

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Ideal Transmission Systems – Part 5

Definitions (continued):

Remark on phase distortions:

 Definition of group delay

 The phase- or delay distortions can be

also expressed in terms of …

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Idealized Linear, Shift-invariant Systems

Attenuation Distortions – Part 1

Ideal band limitation and ideal low-pass filter:

In the following we assume to have a linear phase filter. This means that we have

For the magnitude response we would like to have:

If such a system is excited with an impulse

the output signal will not be an impulse
as well (this would only be true if the
system would be distortion-free). Instead
we obtain the impulse response of an ideal
low-pass filter:

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Attenuation Distortions – Part 2

Ideal band limitation and ideal low-pass filter (continued):

In dependence of the cut-off

frequency the finite
impulse is widened to an
impulse response with a
certain width (e.g. described
by ).

After a convolution with such

a system each signal is
„smeared“ (also called
„leakage“).

For we get and , meaning that the impulse response converges

against a weighted impulse sequence,

meaning that the low-pass filter becomes a linear-phase all-pass filter (a delay element).

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Attenuation Distortions – Part 3

Ideal band limitation and ideal low-pass filter (continued):

If an ideal low-pass filter is excited with a

unit step sequence the steep increase
of the step sequence around is
delayed and “smeared”. As a consequence
of that smearing the steepness is reduced.
In addition to that pre- and post-pulse
oscillations appear (see picture on the
right).

For the step response we obtain:

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Attenuation Distortions – Part 4

Ideal band limitation and ideal low-pass filter (continued):

For the properties of an ideal low-pass filter we can summarize:

 According to our start-up assumptions an ideal low-pass filter is linear and shift-
invariant.
 The impulse response is infinite. As a consequence dependent on
with . Thus, we have a dynamic system.
 The impulse response starts having values different from zero before
. Thus, we have a non-causal and non-passive system.
 The sum

does not exist in general (but for special cases). As a consequence ideal low-pass
filters are non-stable.

Even while violating the „summation condition“ the Fourier transforms of ideal
low-pass filters exist. This is because the summation conditions are sufficient
but not essential!

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Attenuation Distortions – Part 5

Ideal band limitation and ideal low-pass filter (continued):

Let us investigate now the reaction of the ideal low-pass filter to a white excitation sequence,
which can be described by its auto correlation:

The output auto correlation can be obtained by „double convolution“ with the impulse response
of the filter and with its mirrored and conjugate complex counterpart:

In the Fourier domain this corresponds to

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Attenuation Distortions – Part 6

Ideal band limitation and ideal low-pass filter (continued):

The term describes again a single low-pass frequency response (with zero-phase,
cut-off frequency , and bass-band gain . Thus, we obtain for the magnitude squared
frequency response:

Transforming this term by means of an inverse Fourier transform leads to:

As a result we obtain for the auto correlation of the output sequence:

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Attenuation Distortions – Part 7

Ideal band limitation and ideal low-pass filter (continued):

For the auto power spectral density of the output we obtain

In the same way we can compute the cross correlation sequence and its spectral counterpart, the
cross power spectral density. We get:

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Some Questions

Ideal band limitation and ideal low-pass filter (continued):

Partner work – Please think about the following questions and try to find answers (first group
discussions, afterwards broad discussion in the whole group).
 Can you think of applications where an ideal low-pass filter will be part of a
system specification (in terms of a system that should be approximated as
good as possible)?

……………………………………………………………………………………………………………………………..
……………………………………………………………………………………………………………………………..
……………………………………………………………………………………………………………………………..
 If you take an ideal low-pass filter and move the cut-off frequency towards – what
do you get?

………………………………………………………………………………………………………………………………
………………………………………………………………………………………………………………………………
.……………………………………………………………………………………………………………………………..

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Attenuation Distortions – Part 8

Band limitation plus linear pre- and de-emphasis:

Now we will investigate a low-pass filter that differs slightly from the ideal version. The filter has
the following magnitude frequency response:

Again we will assume a linear-phase filter.

Thus, the entire frequency response is
defined as:

The background of the following consideration

is a better understanding of the property
„bandwidth“ in relation with the steepness
of the step response.

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Attenuation Distortions – Part 9

Band limitation plus linear pre- and de-emphasis (continued):

Computing the impulse response

will only be sketched here. In order to avoid complicated integrals we split the frequency response
in a rectangle and a triangle first. Second also the triangle is decomposed into two rectangles
(see below).

The triangle can be generated by a convolution of two rectangles

(both of half the width of the triangle). This corresponds in the
time-domain to a multiplication of the corresponding impulse responses.

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Attenuation Distortions – Part 10

Band limitation plus linear pre- and de-emphasis (continued):

We obtain for the impulse response:

By summation we obtain the step response:

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Attenuation Distortions – Part 11

Band limitation plus linear pre- and de-emphasis (continued):

Sketch of two
High frequencies
step responses are boosted!
with different
values of :

High frequencies
are attenuated!

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Attenuation Distortions – Part 12

Band limitation plus linear pre- and de-emphasis (continued):

The degree of temporal „smearing“ can be described by the „width“ (duration) of the main
„increase“ part of the step response. This
width can be visualized by the gradient of
a line fitted to the step response at the point
with maximum difference. We get

Point with
maximum
gradient

We obtain for the gradient of this line

(also called rise time):

For better understanding a continuous step

response has been used in the picture!

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Attenuation Distortions – Part 13

Band limitation plus linear pre- and de-emphasis (continued):

If we go back one step and look again on the ideal lowpass filter of the last part, we can define
a so-called normalized bandwidth on the one hand side and a rise time on the other hand:
 Normalized bandwidth:

 Rise time:

We can conclude, that (at least for ideal lowpass filters) the product of rise time and normalized
bandwidth is constant:

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Attenuation Distortions – Part 14

Band limitation plus linear pre- and de-emphasis (continued):

Now we will do the same investigation for the modified low-pass filters. In order to do so, we
will introduce first the so-called equivalent bandwidth. For that purpose we design an ideal
low-pass filter that exhibits the same area in the magnitude frequency response:

We obtain for the new cut-off frequency:

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Attenuation Distortions – Part 15

Band limitation plus linear pre- and de-emphasis (continued):

Again, we can define now a rise time and a normalized (equivalent) bandwidth for the modified
low-pass filter. We get for the …
 … normalized, equivalent bandwidth:

 … rise time:

As in the last example we get for the product of rise time and normalized, equivalent bandwidth
a constant result:

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Attenuation Distortions – Part 16

Band limitation plus linear pre- and de-emphasis (continued):

Remarks:
 A system with a „quick“ or „steep“ reaction requires a large bandwidth. This can be
achieved in a straight forward way (using a large ) or by lifting the frequency
response at high frequencies.
 However, as the investigations before show, amplifying larger frequencies leads to
increased oscillations and to overshooting of the impulse and step responses (this
is undesired in several applications). A counter measure against such overshooting is
to attenuate higher frequencies – which „slows down“ the system. Very often a
compromise is made by increasing the bandwidth and attenuating high frequencies
at the same time.

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Attenuation Distortions – Part 17

Idealized attenuation ripples :

In the following slides we will again assume a linear phase response (a constant group delay). For
some applications (such as HiFi amplifiers) it is desirable if the magnitude response is constant
along the frequency axis. However, in reality this is hard to achieve. Very often small derivations
from this optimal behavior can be observed. We will model such attenuation ripples as
sine-shaped fluctuations:

Such a frequency response can be described as:

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Attenuation Distortions – Part 18

Idealized attenuation ripples (continued):

For computing the corresponding impulse response we temporarily neglect the linear phase
term and we obtain for the inverse Fourier transform of the zero-phase frequency response:

… inserting ...

… inverse Fourier transform of harmonic exponentials …

Adding a linear phase term (leading to a shift in time) results finally in the overall impulse
response:

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Attenuation Distortions – Part 19

Idealized attenuation ripples (continued):

Sketch of the impulse response:

The impulse response consists of a main impulse at and two „side“ or „echo“ impulses
appearing samples before and after the main impulse. The frequency of the magnitude
oscillations determines the temporal distance between the echo impulses. The height of these
impulses is determined by the maximum deviation from the desired value of the magnitude
response.

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Attenuation Distortions – Part 20

Idealized attenuation ripples (continued):

The corresponding step response is obtained by summation of the individual parts of the
impulse response. We get:

Sketch of such a step response:

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Attenuation Distortions – Part 21

Idealized attenuation ripples (continued):

Final Remarks:
 Each input signal is reproduced in such a system without distortions at the output
(neglecting the delay and the constant gain). In addition to that, the input signal
appears once before and once after the main signal with a time shift of . This
time shift is proportional to the inverse of the ripple frequency.
 If is large the echoes will be audible in HiFi applications – especially the „pre-echo“.

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Some Questions

Idealized attenuation ripples (continued):

Partner work – Please think about the following questions and try to find answers (first group
discussions, afterwards broad discussion in the whole group).
 If you design an equalization filter for a loudspeaker-amplifier system, what might
be adequate cost functions that you could use in order to evaluate the “performance”
of the equalization?

……………………………………………………………………………………………………………………………..
……………………………………………………………………………………………………………………………..
 Why is (in speech and audio applications) a “pre-echo” more disturbing than a
“post-echo”?

………………………………………………………………………………………………………………………………
………………………………………………………………………………………………………………………………

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Attenuation Distortions – Part 22

Real-valued systems without group-delay distortions:

If we assume a system with a linear phase, we can write for the frequency response

If we assume in addition that the corresponding impulse response should be real

we obtain – as known from the first parts of this lecture – that we get a symmetry in the
frequency domain:

The linear phase term needs not to be mentioned, because it results only in a temporal
shift of the impulse response.

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Attenuation Distortions – Part 23

Real-valued systems without group-delay distortions (continued):

The phase contribution of the term can be described by

Since the overall phase

should be linear, the phase
contribution
should not influence the
overall phase. Thus, the
phase has
two options:


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Attenuation Distortions – Part 24

Real-valued systems without group-delay distortions (continued):

Since the symmetry

has to be fulfilled, the first solution, , leads to a real, even function in :

As a result, the inverse Fourier transform (see first part of the lecture) leads to a real, even
sequence concerning the time index:

If we also consider the additional phase term that leads to a shift in time we obtain finally:

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Attenuation Distortions – Part 25

Real-valued systems without group-delay distortions (continued):

The impulse response of the first solution is real and even-symmetric concerning . Thus, we
have:

For the second solution we assumed that is imaginary and even concerning . In that
case we obtain for the inverse Fourier transform of the term :

If we also consider the linear phase term (shift in the time domain) we obtain for the symmetry
of the resulting impulse response:

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Attenuation Distortions – Part 26

Real-valued systems without group-delay distortions (continued):

Please find four examples Even

for the four different symmetry
types of impulse
responses that result in
a linear phase and thus
in a constant group delay.

In addition to the even

and odd symmetry we Odd
symmetry
differentiate also between
even and odd filter orders.

Even filter length Odd filter length

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Phase Distortions – Part 1

Basics:

Finally, we assume that a filter should have a constant magnitude frequency response:

If the phase of the filter is not linear (or has a sign-function based phase), meaning that we have

then we talk about all-pass filters with non-linear phases. If we transform such frequency
responses back to the time domain, we obtain:

… inserting the definition of the frequency response …

… inserting …

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Phase Distortions – Part 2

Basics (continued):

Inverse Fourier transform (continued):

Since we do not have any restrictions on the phase response we will produce no symmetries in
the impulse response (and thus also not in the step response).

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Contents of the Part on Idealized Linear, Shift-invariant Systems

This part:
 Background
 Ideal transmission systems
 Attenuation distortions
 Ideal band limitation and ideal low-pass filter
 Band limitation plus linear pre- and de-emphasis
 Idealized attenuation ripples
 Real-valued systems without group-delay distortions
 Phase distortions

Next part:

 Hilbert transform

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