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If this was impulse response of an LTI, we can think of this as, at each time, there is a lag in frequency. (t) has all
frequency at a given time.
Group delay is dual of instantaneous frequency.
d
tx ( f ) arg{X( f )}
df
X( f ) = A( f )e j( f )
For the chirp signal,
1 1
X( f ) = exp[ j( f 2 /c)]
c 4
Therefore
arg{X( f )} = f 2 /c
4
and
d
arg{X( f )} = f /k units of time (seconds, ), and k is some constant.
df
Note, if this was impulse response of an LTI, this can be seen as, at each frequency, what was the time delay of the
resulting system.
13-1
13-2
For
b0 M
k=1 (1 ck e
j )
H(e j ) = N
a0 k=1 (1 dk e j )
we might want the magnitude squared
H(e j )H (e j ) = |H(e j )|2
or plot in dB scale
M N
b0
20 log10 |H(e j )| = 20 log10 + 20 log10 |1 ck e j | 20 log10 |1 dk e j |
a0 k=1 k=1
which is important and used for Homomorphic processing (useful in automatic speech recognition.)
Phases add in this case
M N
b0
]H(e j ) = ] + ][1 ck e j ] ][1 dk e j ]
a0 k=1 k=1
zeros add, poles subtract with the phase.
A note on arg and ARG.
< ARG[H(e j )]
which is only the important part that can have an effect.
arg is the continuous phase.
arg[H(e j )] = ()
when
H(e j ) = |H(e j )|e j()
arg[H(e j )] = ARG[H(e j )] + 2r()
For some applications, r() takes on integer values.
Note
HI (e j )
ARG[H(e j )] = tan1
HR (e j )
|1 re j e j |2 = (1 re j e j )(1 re j e j ) = 1 + r2 2r cos( )
13-3
Also,
r sin( )
ARG[1 re j e j ] = tan1
1 r cos( )
and
r2 r cos( )
grd[1 re j e j ] =
1 + r2 2r cos( )
For a system of single zero/pole and r 0.9, its magnitude and phase responses and group delay is shown in Fig 13.1.
20 log10 |1 re j e j |
PSfrag replacements
0 + 2 2 +
phase in radian
v1 1
v2
v3
3 0 + 2 2 +
1
0 + 2 2 +
Geometrical view of frequency response as viewed from the poles, zeros on the z-plane
v1 =e j
v2 =re j
v3 =v1 v2 = e j re j
So
e j re j v1 v 2 v3
1 re j e j = = =
e j v1 v1
Then
|v3 |
|1 re j e j | = = |v3 |
|v1 |
since |v1 | = 1. The length of v3 tells us the absolute value of the magnitude of the response.
Note:
13-4
v3
v1
v2
PSfrag replacements
Figure 13.2: Geometric view. Think about as rubber band at the zero, and at z = 0. Streched to current position on
unit circle.
1. This is not even at = 0, when time signal is complex. If = 0, magnitude would be even and time signal
would be real.
2. v3 is called a zero vector. If we had a pole, we would have a pole vector. We can generalize.
To get magnitude response at a given :
in dB domain, add log zero vector lengths and subtract log pole vector lengths.
3
v3
v1
v2
PSfrag replacements
](1 re j e j ) =](e j re j ) ]e j
=]v3 ]v1
=3
= , r<1
So, as increases, |v3 | will get smaller until = , where |v3 | will be the minimum and after > , |v3 | gets larger
v1
v3
3
PSfrag replacements
v2
again.
In general, zero at re j = |v3 |. From that zero will be the smallest at = (that is the closest zero to the unit circle
at that point.)
For phase,
This works for other s as well, i.e., phase sign shift and minimum amplitude magnitude at = .
When r 1, what happens?
When r 1, it is possible for v1 = v2 v3 = 0. Hence magnitude is zero at = , as expected. (zero on the unit
circle should give zero magnitude).
What about the phase?
At = , the phase is 3 .
When < , the phase is shown in Fig 13.5.
When > , the phase is shown in Fig 13.6.
So v3 is going to flip sign instantaneously when = and = + . This gives what is shown in Fig 13.7.
13-6
v2 v3
v1
PSfrag replacements
3
v1
v3
v2
PSfrag replacements
PSfrag replacements
radian
1
v1
v2 1
v3
3
Figure 13.7: Phase sign flip when r > 1. When r 1, the phase is smooth.
13-7
For rational system function, there are constraints on magnitude and phase (unlike in general system)
How to tell?
|H(e j )|2 = H(e j )H (e j ) = H(z)H (1/z )|z=e j
If
b0 M
k=1 (1 ck z )
1
H(z) =
a0 Nk=1 (1 dk z1 )
Note: zero at z = ck = |ck |e jck .
b0 M
k=1 (1 ck z)
H (1/z ) = N
a0 k=1 (1 dk z)
1 jck
Note: zero at z = 1/ck = |ck | e . Poles and zeros reflect across unit circle.
Define 2
b0 M
k=1 (1 ck z )(1 ck z)
1
C(z) = N
a0 k=1 (1 dk z1 )(1 dk z)
For C(z), pole/zero at z = a implies pole/zero at z = 1/a . But C(z) could come from other H(z) with same magnitude
response but different phase response.
The key is: given a magnitude response of a linear constant coefficient difference equation system, there exist some
finite number of possible phase responses, and correspondingly to different systems (some might be stable/causal,
while others do not).
Consider
z1 a
H(z) =
1 az1
with pole at z = a and zero at z = 1/a , where a = re j . Then
e j a 1 a e j
H(e j ) = j
= e j
1 ae 1 ae j
so
|H(e j )| = 1