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SIGNAL
► Signal is a physical quantity that varies with
respect to time , space or any other
independent variable
Eg x(t)= sin t.
► the major classifications of the signal
are:
(i) Discrete time signal
(ii) Continuous time signal
Unit Step &Unit Impulse
Discrete time Unit impulse is defined as
δ [n]= {0, n≠ 0
{1, n=0
Unit impulse is also known as unit sample.
Discrete time unit step signal is defined by
U[n]={0,n=0
{1,n>= 0
Continuous time unit impulse is defined as
δ (t)={1, t=0
{0, t ≠ 0
Continuous time Unit step signal is defined as
U(t)={0, t<0
{1, t≥0
SIGNAL
1 p −1 1p −ikω0 t
Xk = ∑ x(n)e −ikω0n Xk = ∫ x( t )e dt
p n =0 p0
The complex exponential Fourier coefficients are a sequence of
complex numbers representing the frequency component ω0k.
Fourier series
∞
H ( f ) = ∫ h ( t ) e 2πift dt
−∞
∞
h ( t ) = ∫ H ( f ) e −2πift df
−∞
Continuous Time Fourier Transform
We can extend the formula for continuous-time Fourier series
coefficients for a periodic signal
► X(n-k) y(n-k)
► Y(t)=x(t)*h(t) Y[n]=x[n]*h[n]
UNIT III
Sampling theory
► The theory of taking discrete sample values (grid of color
pixels) from functions defined over continuous domains
(incident radiance defined over the film plane) and then
using those samples to reconstruct new functions that are
similar to the original (reconstruction).
► Sampler: selects sample points on the image plane
► Filter: blends multiple samples together
Sampling theory
► For band limited function, we can just
increase the sampling rate
► • However, few of interesting functions in
computer graphics are band limited, in
particular, functions with discontinuities.
► • It is because the discontinuity always falls
between two samples and the samples
provides no information of the discontinuity.
Sampling theory
Aliasing
Z-transforms
► Fordiscrete-time systems, z-transforms play
the same role of Laplace transforms do in
continuous-time systems
Bilateral Forward z-transform Bilateral Inverse z-transform
∞
1
H [ z] = ∑ h[ n] z − n h[n] = ∫ H [ z ] z − n +1
dz
n = −∞ 2π j R
Entire Disk
plane Re{z} Re{z}
Im{z} Im{z}
Intersection
Complement of a disk and
of a disk Re{z} complement Re{z}
of a disk
Z-transform Pairs
► h[n] = δ[n] ► h[n] = an u[n]
∞ 0
∑ δ [ n] z = ∑ δ [ n] z − n = 1
∞
∑ a u[ n] z
−n
H [ z] = H [ z] = n −n
n = −∞ n =0
n = −∞
Region of convergence: ∞
a ∞ n
= ∑ a z = ∑ n −n
entire z-plane n =0 n =0 z
1 a
= if <1
► h[n] ∞= δ[n-1]1 1−
a z
H [ z ] = ∑ δ [ n − 1] z −n = ∑ δ [ n − 1] z −n = z −1 z
n = −∞ n =1
1 + 2 z −1 + z − 2 1+ 2 +1
► Solve for A1 and A2
A2 = = =8
1 1
1 − z −1
2 z −1 =1 2
Example (con’t)
► Express X[z] in terms of B0, A1, and A2
9 8
X [ z] = 2 − +
1 −1 1 − z −1
1− z
2
► Use table to obtain inverse z-transform
n
1
x[ n] = 2 δ [ n] − 9 u[ n] + 8 u[ n]
2
a1 f1 [ n] + a2 f 2 [ n] ⇔ a1 F1 [ z ] + a2 F2 [ z ]
n =1
Z-transform Properties
► Convolution definition
∞
f1 [ n] ∗ f 2 [ n] = ∑ f [ m] f [ n − m]
m = −∞
1 2
► Take z-transform
∞
Z { f1 [ n] ∗ f 2 [ n]} = Z ∑ f1 [ m] f 2 [ n − m]
m = −∞
► Z-transform definition
∞
∞
= ∑ ∑ f1 [ m] f 2 [ n − m] z − n ► Interchange summation
n = −∞ m = −∞
∞ ∞
= ∑ f [ m] ∑ f [ n − m] z
1 2
−n ► Substitute r = n - m
m = −∞ n = −∞
∞ ∞
f1 [ m] ∑ f 2 [ r ] z −( r + m )
► Z-transform definition
= ∑
m = −∞ r = −∞
∞
− m
∞
= ∑ f1 [ m]z ∑ f 2 [ r ] z − r
m = −∞ r = −∞
= F1 [ z ] F2 [ z ]
UNIT IV
Introduction
► Impulse response h[n] can fully characterize a LTI
system, and we can have the output of LTI system as
y[ n] = x[ n] ∗ h[ n]
► The z-transform of impulse response is called transfer or
Y ( z ) = X ( z ) H ( z ).
system function H(z).
► ( )
Frequency response at H e = H ( z )
jω
z =1
is valid if
z = 1,
ROC includes and
Y ( e jω ) = X ( e jω ) H ( e jω )
5.1 Frequency Response of LIT
System
jω jω j∠X ( e jω ) jω jω j∠H ( e jω )
► Consider X (e ) = X (e ) e and H (e ) = H (e ) e
, then
magnitude
Y ( e jω ) = X ( e jω ) H ( e jω )
phase
jω jω jω
∠Y ( e ) = ∠X ( e ) + ∠H ( e )
∑ a y [ n − k ] = ∑ b x[ n − k ]
k =0
k
k =0
k
N M
∑ k
a
k =0
z Y ( z −k
) = ∑ k X ( z)
b z −k
k =0
► Compute the z-transform
M
Y ( z) ∑k
b z −k
H ( z) = = k =0
X ( z) N
∑ k
a z
k =0
−k
System Function: Pole/zero
Factorization
► Stability requirement can be verified.
► Choice of ROC determines causality.
► Location of zeros and poles determines the
frequency response
M
−1 and phase
(1 − c z )
b0 ∏ k
zeros : c1 , c2 ,..., cM .
H ( z) = k =1
∏ (1 − d z )
N
a0 −1 poles : d1 , d 2 ,..., d N .
k
k =1
Second-order System
► Suppose the system function of a LTI system is
(1 + z −1 )2
H ( z) = .
1 −1 3 −1
(1 − z )(1 + z )
2 4
∑ h[n] < ∞
n = −∞
a 1 a 1 Re a b
Re Re
G ( z ) = H ( z ) H i ( z ) = 1 ⇔ g [ n ] = h[ n ] ∗ hi [ n ] = δ [ n ]
1 1
Hi ( z) = jω
⇔ H i (e ) =
H ( z) H ( e jω )
► The ROCs of H ( z ) and H i ( z ) overlap.
must
► Useful for canceling the effects of another system
► See the discussion in Sec.5.2.2 regarding ROC
All-pass System
►A system of the form (or cascade of these)
−1 ∗
z −a
H Ap ( Z ) = pole : a = re jθ
1 − az −1 zero : 1 / a* = r −1e jθ
− jω ∗ jω
e −a − jω 1 − a * e
H Ap ( e ) =
jω
− jω
=e − jω
1 − ae 1 − ae
H Ap ( e jω ) = 1
All-pass System: General Form
► In general, all pass systems have form
Mr
z −1 − d k M c ( z −1 − ek* )( z −1 − ek )
H Ap ( z ) = ∏ −1 ∏ −1 * −1
k =1 1 − d k z k =1 (1 − ek z )(1 − ek z )
Causal/stable: ek , d k < 1
All-Pass System Example
Im
Unit
circle z-plane
M r = 2 and M c = 1
0.8
Re
4 3 0.5
− − 2
3 4
pole : re jθ reciprocal
→ zero : r −1e jθ
& conjugate
∑ â y[n − k ] = ∑ b̂ x[n − k ]
k =0
k
k =0
k
∑ k
b z −k
H( z ) = k =0
N
1 − ∑ ak z −k
► Transfer function
can
be written as
k =1
M
1 −k
H( z ) = H2 ( z )H1 ( z ) = ∑ bk z
N
−k k = 0
1 − ∑
k =1
a k z
M −k
V ( z ) = H1 ( z ) X( z ) = ∑ bk z X( z ) M
k =0 v[n] = ∑ b x[n − k ]
k
k =1
Alternative Representation
► Replace order of cascade
LTI
systems
M
1
H( z ) = H ( z )H ( z ) = ∑ b z −k
1 −
1 2 k N
k =0
∑ az
k =1
k
−k
N
w[n] = ∑ a w[n − k ] + x[n]
k
k =1
1
W( z ) = H2 ( z ) X( z ) = X ( z ) M
N y[n] = ∑ b w[n − k ]
k
1 − ∑ ak z
−k
k =0
k =1
M
Y ( z ) = H1 ( z ) W( z ) = ∑ bk z −k W( z )
k =0
Alternative Block Diagram
► We can change the order of the cascade
systems
N
w[n] = ∑ a w[n − k ] + x[n]
k
k =1
M
y[n] = ∑ b w[n − k ]
k
k =0
Direct Form II
► No need to store the same data
twice in previous system
► So we can collapse the delay
elements into one chain
► This is called Direct Form II or
the Canonical Form
► Theoretically no difference
between Direct Form I and II
► Implementation wise
Less memory in Direct II
Difference when using
finite-precision arithmetic
Signal Flow Graph Representation
► Similar to block diagram representation
Notational differences
►A network of directed branches connected
at nodes
Example
► Representation of Direct Form II with signal
flow graphs w1 [n] = aw4 [n] + x[n]
w2 [n] = w1 [n]
w3 [n] = b0w2 [n] + b1w4 [n]
w4 [n] = w2 [n − 1]
y[n] = w3 [n]
∏ (1 − f z )∏ (1 − g z )(1 − g z )
k
−1
k
−1 ∗
k
−1
H( z ) = A k =1
N1
k =1
N2
∏ (1 − c z )∏ (1 − d z )(1 − d z )
k =1
k
−1
k =1
k
−1 ∗
k
−1
M1
b0k + b1k z −1 − b2k z −2
H( z ) = ∏ −1 −2
k =1 1 − a1k z − a2k z
► More practical form in 2nd order systems
Example
H( z ) =
1 + 2z + z −1
(1 + z
−2
=
−1
)(1 + z )
−1
1 − 0.75z −1
+ 0.125z −2
(1 − 0.5z −1
)(1 − 0.25z )
−1
=
(1 + z )
−1
(1 + z )
−1
(1 − 0.5z ) (1 − 0.25z )
−1 −1
H( z ) =
NP NP
Ak NP
(
Bk 1 − ek z −1 )
∑ Ck z − k
k =0
+∑
k =1 1 − ck z
−1
+∑
(
k =1 1 − dk z
−1
)(
1 − dk∗ z −1 )
NS
NP
e0k + e1k z −1
H( z ) = ∑C z k
−k
+∑ −1 −2
k =0 k =1 1 − a1k z − a2k z
► Or by pairingthe real poles
Example
► Partial Fraction Expansion
1 + 2z −1 + z −2 18 25
( )
Hz = =8+ −
−1
1 − 0.75z + 0.125z −2
(
1 − 0.5z −1
) (1 − 0.25z −1 )
∏ (b )
M
H( z ) = ∑ h[n]z
n=0
−n
=
k =1
0k + b1k z −1 + b2k z −2
Structures for Linear-Phase FIR
Systems
► Causal FIR system with generalized linear phase are
symmetric:
h[M − n] = h[n] n = 0,1,..., M (type I or III)
h[M − n] = −h[n] n = 0,1,..., M (type II or IV)
► Symmetry means we can half the number of
multiplications
► Example: For even M and type I or type III systems:
M M / 2 −1 M
y[n] = ∑ h[k ]x[n − k ] = ∑ h[k ]x[n − k ] + h[M / 2]x[n − M / 2] + ∑ h[k ]x[n − k ]
k =0 k =0 k = M / 2 +1
M / 2 −1 M / 2 −1
= ∑ h[k ]x[n − k ] + h[M / 2]x[n − M / 2] + ∑ h[M − k ]x[n − M + k ]
k =0 k =0
M / 2 −1
= ∑ h[k ]( x[n − k ] + x[n − M + k ] ) + h[M / 2]x[n − M / 2]
k =0
Structures for Linear-Phase FIR
Systems
► Structure for even M