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    Fundamentals of Digital Signal Processing

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    Fourier Transform of continuous time signals

    { } ∫ 

    +∞

    ∞−

    ==   dt et  xt  x FT  F  X  Ft  j   π 2

    )()()(

    { } ∫ +∞

    ∞−

    ==   dF e F  X  F  X  IFT t  x   Ft  j   π 2)()()(

    with t   in sec and F   in Hz (1/sec).

    Examples:

    ( ){ }   ( )0   0 0

    sinct T 

     FT rect T FT =

    { }   ( )0

    2 0

     F  F e FT 

      t  F  j

    −=δ 

    π 

    ( ){ } ( ) ( )021

    021

    02cos  F  F e F  F et  F  FT  j j ++−=+   − δ δ α π    α α 

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    Discrete Time Fourier Transform of sampled signals

    { }   ∑+∞

    −∞=

    −==n

     fn jen xn x DTFT  f  X    π 2][][)(

    { } ∫ −==  2

    1

    21

    2)()(][   df e f  X  f  X  IDTFT n x  fn j   π 

    with  f the digital fe!"enc# (no dimensions).

    Example:

    { }02 0( ) j f n

     DTFT e f f k π 

    δ 

    +∞

    =−∞

    = − −∑

    since$ "sing the %o"ie &eies$

    2( )  j nt 

    k n

    t k e   π δ +∞ +∞

    =−∞ =−∞

    − =∑ ∑

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    Property of DTFT

    '  f is the digital fe!"enc# and has no dimensions

    '  is periodic with peiod  f   1.)1()(   +=  f  X  f  X 

    21

    21

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    t  F  j

    et  x 02

    )(  π 

    =

    n j

     s

     s F 

     F 

    enT  xn x02

    )(][  π 

    ==

     s s T  F  /1=

    Sampled Complex Exponential: no aliasing

    0 F   F 

    )( F  X 

     f 

    ( ) X f 

    2

    1−

    1

    2

    1. o *liasing2

    0 s F  F   <

    2

     s F −2

     s F 

    0 f 

     s F 

     F  f  00 =digital fe!"enc#

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    t  F  j

    et  x 02

    )(  π 

    =

    n j

     s

     s F 

     F 

    enT  xn x02

    )(][  π 

    ==

     s s T  F  /1=

    Sampled Complex Exponential: aliasing

    0 F  F 

    )( F  X 

     f 

    ( ) X f 

    2

    1−

    1

    2

    2. *liasing   02

     s F  F   >

    2

     s F −2

     s F 

    0 f 

    0 00

     s s

     F F  f round 

     F F 

     = −   ÷

     digital fe!"enc#

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    t  F  jet  x 02)(   π =   02[ ] ( )   j f n s x n x nT e  π = =

     s s T  F  /1=

    Mapping between Analog and Digital Freuency

       

      

     −=

     s s  F 

     F round 

     F 

     F  f  000

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    Example

    t  jet  x 10002)(   π 

    = kHz  F  s +=

    ,hen:

    ' analog fe!"enc#

    ' %,:

    ' digital fe!"enc#

    '-,%,: fo

    )1000()(   −=   F  F  X  FT    δ 

     Hz  F    10000  =

    ( )   ( )0 0 1 1 10 + + + s s F F 

     F F  f round round = − = − =

    ( )+1)(   −=  f  f  X  DTFT    δ  2

    1  

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    Example

    t  jet  x 20002)(   π =kHz  F  s +=

    ,hen:

    ' analog fe!"enc#

    ' %,:

    ' digital fe!"enc#

    '-,%,: fo

    )2000()(   −=   F  F  X  FT    δ 

     Hz  F  20000 =

    ( )+1)(   +=   f  f  X  DTFT    δ  2

    1  

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    Example

    t  j jt  j j eeeet t  x   π π π π π π  0001.02

    10001.0

    2

    1)1.0000cos()(   −−

    +=+=kHz  F  s   +=

    ,hen:

    ' analog fe!"encies

    ' %,:

    ' digital fe!"encies

    '-,%,

    )000()000()(   1.0211.0

    21 ++−=   −  F e F e F  X    j j FT    δ δ 

      π π 

    0 1000 $ 000 F Hz F Hz = = −

    21  

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    !inear Time "n#ariant $!T"% Systems and &'Transform

    ][n x ][n y][nh

    f the s#stem is , we comp"te the o"tp"t with the con3ol"tion:

    +∞

    −∞=

    −==m

    mn xmhn xnhn y   ][][][4][][

    f the imp"lse esponse has a finite d"ation$ the s#stem is called %5

    (%inite mp"lse 5esponse):

    ][][...]1[]1[][]0[][   N n x N hn xhn xhn y   −++−+=

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    { }   ∑+∞

    −∞=

    −==n

    n z n xn x Z  z  X  ][][)(

    ('Transform

    %acts:

    )()()(   z  X  z  H  z Y    =

    ][n x ][n y)( z  H 

    %e!"enc# 5esponse of a filte:

     f  j

    e z 

     z  H  f  H    π 2)()(=

    =

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    Digital Filters

    )( z  H 

    ][n x ][n y

    deal ow 6ass %ilte 

     f 21

    21−

    )( f  H 

     f 21

    21−

    )( f  H ∠

     P  f 

     P  f 

     pass7and

    constant magnit"dein pass7and8

    8 and linea phase

     A

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    "mpulse )esponse of "deal !PF

    ∫ ∫    −− == P 

     P 

     f 

     f 

     fn j fn j

    idea  df  Aedf e f  H nh

      π π  2221

    21 )(][

    *ss"me zeo phase shift$

    ⇒   ( )n f  sinc Af nh  P  P idea    22][   =

    ,his has nfinite mp"lse 5esponse$ non ec"si3e and it is non9

    ca"sal. ,heefoe it cannot 7e ealized.

    -50 -40 -30 -20 -10 0 10 20 30 40-0.05

    0

    0.05

    0.1

    0.15

    0.2

    n

    fp=0.1

    [ ]h n

    n

    0.1

    1

     P  f 

     A

    ==

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    *on "deal "deal !PF

    ,he good news is that fo the deal 6%

    0][lim   =±∞→ nhidea n

    n

    ][nh

     !−   !

    n !2 !

    ][nh

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    Freuency )esponse of t+e *on "deal !PF

     P  f  "T#P  f 

     passstop stop

     f 

    tansition egion

    attenuation

    ri$$e

    )(  f  H 11   δ +

    11   δ −2δ 

    6% specified 7#:

    ' pass7and fe!"enc#

    ' pass7and ipple o 

    ' stop7and fe!"enc#

    ' stop7and atten"ation o 

     P  f 

    1δ    d%  & P  11

    1

    1

    10log20 δ δ 

    −+=

    "T#P  f 

    2δ 

      d%  & '"   δ 

    10log20=

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    est -esign tool fo %5 %iltes: the E!"iipple algoithm (o 5emez). t

    minimizes the maxim"m eo 7etween the fe!"enc# esponses of the

    ideal and act"al filte.

    1 f  2 f  21

    attenuation

    ri$$e

    )(  f  H 11   δ +

    11   δ −

    2δ 

    [ ] [ ] [ ]( )1 2 + + 1 2$ 0$ $ $ / $ 1$1$0$0 $ $h fir$m N f f f f ( (=

    imp"lse esponse

    [ ]][]$...$0[   N hhh =

    1 f  2 f  21

    + = f 0

    inea ntepolation

    1

    1/ (δ 

    2/ (δ 

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    ,he total imp"lse esponse length N ;1 depends on:

    ' tansition egion

    ' atten"ation in the stop7and

    1 f  2 f 

    )(  f  H 

    2δ 

    12  f  f  f    −=∆

    ( ) N  f 1

    < 22)(log20 210   δ 

    Example:

    we want

    6ass7and: +=Hz

    &top7and: +.>=Hz

    *tten"ation: ?0d&ampling %e!: 1> =Hz

    ,hen: fom the specs

    @e detemine the ode the filte 

    +01

    0.1>0.+>.+ ==∆   − f 

    2+0<22

    ?0 =× N 

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    %e!"enc# esponse

    0 0.1 0.2 0.3 0.4 0.5-100

    -80

    -60

    -40

    -20

    0

    20magnitude

    digital frequency

           d       B

    0 0.1 0.2 0.3 0.4 0.5-120

    -100

    -80

    -60

    -40

    -20

    0

    20magnitude

    digital frequency

           d       B

     2

     A

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    Example: ow 6ass %ilte 

    0 0.1 0.2 0.3 0.4 0.5-120

    -100

    -80

    -60

    -40

    -20

    0

    20 magnitude

    digital frequency

           d       B

    6ass7and  f 0.2

    &top7and  f ) 0.2> with atten"ation 0d

    Bhoose ode 0/(224(0.2>90.20))+C

    ( )  H f 

     f 

     Amost *+d%,,,

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    Example: ow 6ass %ilte 

    6ass7and  f 0.2

    &top7and  f ) 0.2> with atten"ation 0d

    Bhoose ode 0 D +C

    ( )  H f 

     f 

    0 0.1 0.2 0.3 0.4 0.5-80

    -70

    -60

    -50

    -40

    -30

    -20

    -10

    0

    10magnitude

    digital frequency

           d       B

    FGGG

    l %5 %il f 7i % 5

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    eneal %5 %ilte of a7ita# %e!"enc# 5esponse

    ]$...$$[

    ]$...$$$0[

    10

    21

     - 

     - 

     H  H  H  H 

     f  f  f  f 

    =

    =

    01 f    2 f    + f  1− -  f  2

    1= -  f 

    0 H  1 H  2 H 

    + H    1− -  H   -  H 

    @eights fo Eo:

    1(

    2( 2/)1(   + - (

    ]$...$$[ 2/)1(21   +=  - ((((

    ,hen appl#:

    ( )$ / $ $ - h fir$m N f f H (=8 and alwa#s chec= fe!"enc# esponse if it is what #o" expectG

    E l

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    Example:( ) 1/ sinc( ) H f f = fo  0 0.2 f ≤ <

    ( ) 0 H f    = 0.2> 0.> f ≤ <

    0   0.2   0.2>   0.>   f 

     f$)+.+/+0.+/'1 2 3ector of $ass4and fre5uencies

     fs)[0.2>$0.>]I 2 sto$4and fre5uencies

     -)[1./sinc(fp)$ 0$ 0]I 2 desired ma6nitudes Df 0.2>90.2I 2 transition re6ion

     N ceil(*/(224 Df ))I 2 first 6uess of order 

    hfipm( N $ [ f$$ fs]/0.>$ - )I 2 im$use res$onse

    0 A d%=

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    0 0.1 0.2 0.3 0.4 0.50

    0.2

    0.4

    0.6

    0.8

    1

    1.2

    1.4magnitude

    digital frequency

    0 0.1 0.2 0.3 0.4 0.5-90

    -80

    -70

    -60

    -50

    -40

    -30

    -20

    -10

    0

    10

    not 3e# good heeG

    d%

    +C N  =

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    ,o impo3e it:

    1. ncease ode 

    2. *dd weights

    0   0.2   0.2> 0.>   f 

    0 A d%=

    1( = 0.2( =

    w[14ones(1$length(fp)/2)$ 0.24ones(1$ length(fs)/2)]I

    hfipm($ [fp$ fs]/0.>$J$w)I

    magnitude

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    0 0.1 0.2 0.3 0.4 0.50

    0.2

    0.4

    0.6

    0.8

    1

    1.2

    1.4magnitude

    digital frequency

    0 0.1 0.2 0.3 0.4 0.5-160

    -140

    -120

    -100

    -80

    -60

    -40

    -20

    0

    20

    100 N  =d%