DSP 1 Lecture 2.

4
Linear rms Spectrum Correlation Convolution and DFT Correlation and DFT

RECAP
x 'n 0 0 n N 1 wn = 1 0 n N 1

N-Point Signal

N-Point Rectangular Window

xn = x 'n wn 0 n N 1

N-Point Windowed

DTFT Windowed

1 X (e ) = 2
j

X '(e j )W (e

j ( )

)d

DTFT N-Point Signal DTFT N-Point Rectangular Window (Closed Form)

W (e j ) = wn e j n
n =0 N 1

DTFT N-Point Window

Main lobe width

sin( N ) 2 1 sin( ) 2

1 e = =e 1 e j

j N

N 1 j ( ) 2

2 2 N N

RECAP
DFT and Power Spectrum

By definition

X [k ] = x[n]e
n =0
N 1 n =0 2

N 1

2 nk N

1 x[n] = N

X [k ]e
k =0

N 1

2 nk N

By definition of rms

1 N

x [n] = rms = X '[k ] volts 2

2 2 n =0

N 1

1 X '[k ] = N
rms 2 =
n =0 N 1

x[n]e
n =0

N 1

2 nk N

f 1 X [k ] f = s N N
2

X '[k ] volts 2 2 X '[k ] = P (k )f P(k ) = f n =0 Hz

N 1

X '[k ] volts 2 P(k ) = f Hz

X '[k ] volts 2
2

Power Spectral Density Power Spectrum

Area under the PSD curve is the rms^2

Introduction Correlation There are applications where it is necessary to compare one reference signal with one or more signals to determine the similarity between the pair and to determine additional p information based on the similarity. Cross Correlation

Introduction Correlation Auto-Correlation

See MATHCAD Examples !!! p

BACK TO THE FUTURE !!

What is the length of th convolution sum if ? Wh t i th l th f the l ti Given -------- x1[n], n=0,1,, N-1 x2[n], n=0,1,, N-1 Required ---N 1 k =0

y = x1 * x2 what is the length of y[n]

y[n] = x1 [k ]x2 [n k ] = x1 [0]x2 [n 0] + x1 [1]x2 [n 1] + .... + x1 [ N 1]x2 [ n ( N 1)] y[0] = x1 [0]x2 [0 0] + x1 [1] x2 [0 1] + .... + x1 [ N 1]x2 [0 ( N 1)] y[1] = x1 [0]x2 [1 0] + x1 [1]x2 [1 1] + .... + x1 [ N 1]x2 [1 ( N 1)] . . y[ N 1] = x1 [0]x2 [( N 1) 0] + x1 [1]x2 [( N 1) 1] + .... + x1 [ N 1]x2 [( N 1) ( N 1)] Y [ N ] = x1 [0]x2 [ N 0] + x1 [1]x2 [ N 1] + .... + x1 [ N 1] x2 [ N ( N 1)] Y [ N + 1] = x1 [0]x2 [ N + 1 0] + x1 [1]x2 [ N + 1 1] + .... + x1 [ N 1]x2 [ N + 1 ( N 1)] . . . Y [2 N ] = x1 [0]x2 [2 N 0] + x1 [1]x2 [2 N 1] + .... + x1 [ N 1]x2 [2 N ( N 1)] Y [2 N + 1] = x1 [0]x2 [2 N + 1 0] + x1 [1]x2 [2 N + 1 1] + .... + x1 [ N 1]x2 [2 N + 1 ( N 1)] = 0 Y [2 N + 2] = 0

2N-1

CAN WE USE DFT TECHNIQUES TO PERFORMED CORRELATION AND CONVOLUTION ??

See MathCAD Lecture

CAN WE USE DFT TECHNIQUES TO PERFORMED CORRELATION AND CONVOLUTION ??

Given -------x1[n], n=0,1,, N1-1 x2[n], n=0,1,, N2 1 n 0,1,, N2-1 y[ n ]= x1[n] *x2[n] --- USING DTF TECHNIQUES Required ----

REMARK ---- It is necessary that the two sequences be of the same length. Thus if the sequence are N 1 and N 2 points, then N 2 -1 augmenting zeros must be added to sequence of length N and N 1 -1 augmenting zeros must be added to the sequence of length N 2. B th sequence will now be of identical length N l th Both ill b f id ti l l th and the correct linear convolution will be obatined...
1 1

x1 0 n N1 1 x1[n] = 0 N 1 n N 1 + N 2 1 x2 0 n N 2 1 x 2[n] = 0 N 2 n N 2 + N 1 1

+N 2-1, N 1

CONVOLUTION SUM = FAST CONVOLUTION

N = N1 + N 2 1

CAN WE USE DFT TECHNIQUES TO PERFORMED CORRELATION AND CONVOLUTION ??

Given -------x1[n], n=0,1,, N1-1 x2[n], n=0,1,, N2 1 n 0,1,, N2-1 y[ n ]= x1[n] *x2[n] --- USING DTF TECHNIQUES Required ----

REMARK ---- It is necessary that the two sequences be of the same length. Thus if the sequence are N 1 and N 2 points, then N 2 -1 augmenting zeros must be added to sequence of length N and N 1 -1 augmenting zeros must be added to the sequence of length N 2. B th sequence will now be of identical length N l th Both ill b f id ti l l th and the correct linear convolution will be obatined...
1 1

x1 0 n N1 1 x1[n] = 0 N 1 n N 1 + N 2 1 x2 0 n N 2 1 x 2[n] = 0 N 2 n N 2 + N 1 1

+N 2-1, N 1

CORRELATION SUM = FAST CORRELATION

N = N1 + N 2 1

Fin !!