Professional Documents
Culture Documents
Professor Ed Jernigan
Systems Design Engineering
University of Waterloo
Class Log
Expectations:
Before each class, review your notes from the previous class, make sure you have
completed and understood the problems from the previous session, and make note of any
outstanding questions. Read the assignment in the text, give some thought to what you
think the key ideas to be covered are, and formulate one or more questions you hope to
have answered during the class.
During each class, engage actively with the material, doing the in class exercises,
asking questions, and helping those around you do the same.
After each class, do the assigned problems for that class to insure that you have
understood the material and know how to use the ideas covered so that you will be
prepared for the next class.
This is a challenging course. It is your job to keep up. Your ability to understand
and use the material in each session depends on your successful completion of the
previous sessions. Your success in this course and subsequent courses that depend on it
will depend on how actively you engage with the material presented in these notes.
1
Session 1: Our Purpose
To be a systems design engineer you need to be able to design systems to solve problems. To do
that, you need tools for the quantitative analysis and design of systems. In SYDE 252 we will
develop a framework for modeling, analyzing, and designing the important class of systems known
as linear systems.
• Systems
2
• Signals:
Continuous: x(t ), y (t ), f ( x ), g ( x )
3
Session 2: Some Basic Periodic Signals
For both continuous and discrete signals and systems we will be interested in both transient and
periodic phenomena. Our representation of these phenomena builds on two general classes of
signals: sinusoids and singularity functions.
• Examples:
x (t ) = A cos(ωt + φ )
- complex exponentials: Ce at
(See problems 1.48-1.56 and pages 71, 72 for a review of complex numbers.)
4
- harmonically related complex exponentials:
{e jkω 0t ; k = 0,±1,±2, }
e jω 0n = cos ω 0 n + j sin ω 0 n
2π
jk n
- harmonically related: φ k (n) = e N ; k = 0,1, , N − 1
5
Session 3: Some Basic Transient Signals
Text: 30-38
Singularity functions include the unit impulse and step functions, used to model events that occur
“instantaneously”.
1 t > 0
unit step: u(t ) =
0 t < 0
0 t ≠ 0
∞
impulse: δ (t ) =
? t = 0
with ∫ δ (t )dt = 1
−∞
6
• Discrete time signals: sequences: x(n)
1 n ≥ 0
unit step: u(n) =
0 n < 0
1 n = 0
impulse: δ ( n) =
0 n ≠ 0
7
Session 4: Systems Properties
You will be concerned with the behavior of many types of systems over the course of your career.
While our attention is restricted to single input, single output, deterministic, one dimensional
systems, there are six properties a system may or may not have that are of special interest.
• Memory:
• Causality:
• Invertibility:
• Stability:
• Time Invariance:
• Linearity:
8
Some Examples:
1. y(t ) = ax 2 (t ) + bx (t ) + c
1
2. y( n ) = [ x(n) + x (n − 1) + x(n + 1)]
3
3. y ′(t ) − ay(t ) = x (t )
9
Session 5: Discrete Linear Time Invariant Systems
In this session we develop what is referred to as the time domain representation of linear, shift
invariant, discrete time systems in which the system is characterized by its impulse response and its
behaviour is expressed as the convolution sum.
δ ( n) h( n )
System
Example:
10
Now suppose you have an LTI system whose impulse response is h( n) . What are the outputs for
the following inputs?
x ( n) y( n )
δ (n − 1)
3δ (n + 2)
1
2δ (n + 1) + δ (n) − 7δ (n − 1)
2
x ( −1)δ (n + 1) + x (0)δ (n) + x (1)δ (n − 1)
∞
∑ x(k )δ (n − k )
k =−∞
The result you've just derived is called the Convolution Sum. It is a general expression
relating the input and output of an LTI system through its response to a unit impulse at the
origin.
∞
y( n ) = ∑ x(k )h(n − k )
k =−∞
11
Session 6: Continuous Linear Time Invariant Systems
Today we develop a time domain representation for continuous linear time invariant systems using
the impulse response and the convolution integral.
δ (t ) ht( )
System
Example:
12
Now suppose you have an LTI system whose impulse response is h( t) . What are the outputs for
the following inputs?
x (t ) y( t )
δ (t − 1)
3δ (t + 2)
1
2δ (t + 1) + δ (t ) − 7δ (t − 1)
2
∫ x(τ )δ (t − τ )dτ
−∞
The result you've just derived is called the Convolution Integral. It is a general expression
relating the input and output of an LTI system through its response to a unit impulse at the
origin.
∞
y(t ) = ∫ x(τ )h(t − τ )dτ
−∞
13
Session 7: Impulse Response and System Properties
Since the impulse response completely characterizes an LTI system, we should be able to deduce
other properties (memory, causality, stability, and invertibility) from it.
• Continuous systems:
h(t ) = e − at u(t )
Sketch h(t ) if a > 0 .
What characteristics of h(t ) allow you to determine whether the system has memory, is
causal, stable, or invertible?
Notes:
∞
14
• Discrete systems:
Notes:
∞
1. h( n) is said to be absolutely summable if ∑ h(n) < ∞ .
−∞
15
Session 8: Systems and Linear Differential Equations
While the impulse response completely defines an LTI system, it does not reveal the system's
components and internal structure, which are of course necessary if we are interested in designing
and building the system. The linear differential equation is a model from which we can obtain a
realization of a desired system. In this session we explore the relation between the impulse
response and the LDE.
What is h(t ) ?
- Note: h ′(t ) + ah(t ) = δ (t ) , so h(t ) is just the homogeneous solution for t > 0 . We will
assume that the system is at initial rest, i.e. h(t ) = 0 for t < 0 . What is h(t ) at t = 0 ?
- Note: You should be able to show that the initial conditions are h(0) = 0 and h ′(0) = 1 , if
the system is initially at rest.
16
• The general case: Nth order systems:
N
d k y(t ) M d l x(t )
∑ ak
k =0 dt k
= ∑ bl
l=0 dt l
M
d l h1 (t )
h(t ) = ∑ bl
l=0 dt l
N
d k h1 (t )
∑
k =0
ak
dt k
=0
( N −1) 1
h1 (0) = h1′(0) = = h1( N −2 ) (0) = 0 ; and h ( 0) = .
aN
Problem 2.56 in the text develops this approach to finding the impulse response for a system given
its LDE. Before we can address the reverse problem - given a desired impulse response, how do
we get the LDE in order to actually realize, or implement a desired system - we will need to
develop a third description of LTI systems based on the frequency domain.
17
Session 9: Difference Equations and the Impulse Response
Discrete LTI systems may be represented by linear difference equations which are readily
expressed in terms of block diagrams and are thus more directly connected to physical components
of systems than the impulse response. In this session we develop a method to find the impulse
response for a system whose difference equation is known.
5 1
y[n] − y[n − 1] + y[n − 2] = x[n]
6 6
Hint: Assume a solution of the form Az n , find a condition that z must satisfy, then use initial
rest and the equation to determine h[−1] and h[0] , and thence A. You should find
( n n
)
h[n] = 3( 1 2 ) − 2( 1 3) u[n] .
18
Now suppose the system is:
5 1 1
y[n] − y[n − 1] + y[n − 2] = x[n] − x[n − 1] .
6 6 6
Think of the right side of the LDE as the sum of two inputs and use linearity and shift
invariance to express the impulse response of this system in terms of the one above. After
( n
simplifying you should get h[n] = 2( 1 2 ) − ( 1 3)
n
) u[n] .
A general Nth order discrete LTI system has an LDE of the form:
N M
∑ ak y[n − k ] = ∑ bl x[n − l]
k =0 l=0
M
and an impulse response: h[n] = ∑ bl h1 [n − l ]
l =0
N
where h1[n] is the homogeneous solution: ∑ a h [n − k ] = 0
k =0
k 1
a0 z N + a1 z N −1 ++ a N −1 z + a N = 0 .
19
Session 10: Realizations of LTI Systems
We have seen how to find impulse responses from differential and difference equations. Before
exploring the reverse problem let's look at block diagrams as realizations of LDEs (and therefore
LTI systems).
• Block Diagrams:
20
- Continuous systems: Consider the system:
21
Session 11: Singularity Functions
Text: 127-137
Today we consider briefly some useful properties of singularity functions (impulses, steps, etc.) in
the context of the convolution operation.
• Singularity functions:
We introduced the impulse function in order to represent LTI systems by their impulse
responses. Its integral, the unit step, and derivative, the unit doublet, are also useful concepts.
1. x (t )∗ δ (t ) = x (t ) .
3. x (t )∗ δ ′(t ) = x ′(t ) .
d k δ (t )
for k > 0
dt k
t τ
uk (t ) = ∫ ∫ δ (σ )dσ dτ for k < 0 .
−∞ −∞
δ (t ) for k = 0
22
Use the properties of convolution and singularity functions to show that if y(t ) = x (t )∗ h(t ) , then:
∫
3. y(t ) = x ′(t )∗ h(τ )dτ .
−∞
We will see later on how these properties can be exploited to simplify the analysis and design of
LTI systems.
23
Session 12: Time Domain Analysis, Review and Quiz
Professor Ed Jernigan
2. Suppose an LTI system has an impulse response that is causal, with a decaying oscillation at a
frequency of one cycle per second which decays to e−2 times its initial value after 10 seconds. You
can assume its impulse response is of the form:
h(t) = at cosbt u(t)
e−
a. What values of the parameters a and b are consistent with the system’s behaviour? Sketch and
carefully label the impulse response.
b. What can you say about the linear differential equation that represents the system? Explain,
addressing the order of the system, the nature of the coefficients, and the nature of the right hand
side of the LDE.
c. Find the LDE whose impulse response is that given above and draw the Direct Form II
realization of the system.
3. A rather obscure mathematician—let’s call him Flubanacci—proposed a new sequence whose terms
were each found by taking the difference of the two previous terms.
a. Assuming the first two terms are 0 and 1, respectively, find the first several terms of the
Flubanacci sequence by direct recursive calculation. Can you extrapolate the general form of the
sequence? Explain.
b. What are the properties (memory, causality, stability, invertibility) of an LTI system whose
impulse response is the sequence, assuming the first non-zero term of the impulse response is the
initial 1. Explain.
c. What is the linear difference equation whose impulse response is the Flubanacci sequence? Solve
the equation to find the impulse response and obtain a closed form expression for the nth term of
the sequence.
24
Session 13: LTI Systems in the Frequency Domain
The time domain description of linear time invariant systems expresses signals in terms of time
components (impulses) and systems in terms of their response to these components (impulse
response). Unfortunately, except for memoryless systems, each input component contributes to
multiple output components (through convolution), which complicates the design of systems to
accomplish a desired behavior expressed through specified effects on input signal components. We
would like a representation of signals in terms of components that are treated distinctly by LTI
systems, which can then be represented by their response to these new components.
x ( t ) = ∑ x k φ k (t )
k
- Show φ k (t )∗ h(t ) = H k φ k (t ) if φ k (t − τ ) = φ k (t )φ k ( −τ ) .
e sk t skt
h( t )
H(sk )e
∞
−∞
25
• Components of periodic signals:
x (t ) = ∑ x k e jkω 0t
k
1. x (t ) = cos 2πt .
26
Session 14: LTI Systems in the Frequency Domain (continued)
In our last session, we saw that the sinusoids can be represented readily in terms of complex
exponentials. Consider a less obvious case: the square wave:
For the square wave you will need to use the orthogonality of the complex exponentials.
For any periodic signal which can be represented as a sum of complex exponentials, you can find
the coefficients as:
xk = 1
T ∫
T
x (t )e − jkω 0t dt .
This is the well known Fourier Series representation for periodic signals. The complex
exponentials which are the basis functions (signal components) for this representation have the
special virtue that they are treated (processed) separately by LTI systems.
27
Now, find the Fourier Series coefficients for the periodic square as given above, and sketch the
representation obtained with the first three harmonics.
28
Session 15: The Fourier Transform
x (t ) = ∫ X ( jω )e dω
1 jωt
2π
−∞
X ( jω ) = ∫ x(t )e dt
− jωt
−∞
1. x (t ) = u(t + T ) − u(t − T ) .
29
2. h(t ) = e − at u(t ) .
3. h(t ) = e − a t .
30
Session 16: The Fourier Transform for periodic signals
Periodic signals can also be represented in the frequency domain, if we permit spectra to include
impulses. Find and sketch the signals/spectra for:
1. X ( jω ) = δ (ω ) .
2. X ( jω ) = π [ δ (ω − ω 0 ) + δ (ω + ω 0 )] .
31
∞
3. x (t ) = ∑x e
k =−∞
k
jkω 0t
.
∞
4. x (t ) = ∑ δ (t − kT ) .
k =−∞
Notes:
1. If x (t ) is real then X ( jω ) = X ∗ ( − jω ) , and if x (t ) = x ( −t ) , then X ( jω )
is real.
2. The spectra of periodic signals comprise impulses whose
areas are given by the Fourier Series coefficients (times 2π ).
3. Impulses in the signal produce periodic spectra.
32
Session 17: Using the Fourier Transform
The Fourier Transform, by virtue of its use of the complex exponential eigenfunctions of LTI
systems, has many properties that facilitate the analysis and design of linear systems. These
include linearity, shift, differentiation, integration, modulation, convolution and many others, all
clearly described in the text. Arguably the most important of these is the convolution property
which is explored in this session.
y ′(t ) + ay(t ) = x (t )
h(t ) = e − at u(t )
Show that you can also obtain H ( jω ) directly from the LDE by taking the transform of both
sides and using the linearity, differentiation, and convolution properties.
33
• A first design problem:
How might you obtain an LDE from which you could draw a block diagram and thus achieve a
realization?
Suppose a square wave with period T is applied to a system whose impulse response is:
sin Bt
h(t ) = .
πt
Note: This system is known as an ideal low pass filter. Although it is not realizable in practice
(Why?), it is an important conceptual building block in signal processing systems.
34
Session 18: A Systems Framework
The Fourier Transform links three complementary models of linear time invariant systems:
N M
• LDE: ∑ ak y ( k ) (t ) =∑ bl x ( l ) (t )
k =0 l =0
N N
• Impulse response: h(t ) = ∑ An e where ∑ ak snk = 0
sn t
n =1 k =1
∑ b ( jω )
l
l
• Frequency response: H ( jω ) = l =0
N
∑ a ( jω )
k
k
k =0
These three views of LTI systems form a framework in which we can address many analysis
and design problems.
Realization
Direct Ratio of
Solution Polynomials
FT
35
• A second design problem:
1. Find H ( jω ) .
4. What happens as a ⇒ 0 ?
36
Session 19: The Modulation Property
The multiplication of two signals is a useful operation. It can represent truncation in which we
treat only a limited segment of a signal, modulation of a sinusoidal carrier by a message signal in
communications, or regular sampling of a continuous signal by an impulse train. What effect does
multiplying two signals have on their spectra, and how can we use the properties of the Fourier
Transform to understand and exploit that effect?
The similarity of the Fourier Transform and its inverse leads not only to the duality property which
is useful in obtaining transform pairs, but also to a duality for the properties of the transform:
Time domain Frequency domain
g(t ) f ( jω )
f (t ) 2πg( − jω )
x ′ (t ) jωX ( jω )
− jtx (t ) X ′ ( jω )
x (t )∗ h(t ) X ( jω ) H ( jω )
1
s(t ) p(t ) [ S( jω )∗ P( jω )]
2π
• Truncation:
37
• Modulation:
38
Session 20: From Continuous to Discrete Signals
Text: 514-534
Signals often represent continuous time phenomena: sound pressure levels as a function of time as
recorded by a microphone, light intensity as a function of spatial location, for example. In the
modern era, such signals are typically processed by discrete methods with digital signal and image
processing systems. What are the issues that arise when we try to represent a continuous signal
with a discrete one?
x d (n) = x c (t ) t =nT
• Intuitive approach:
39
• Mathematical formulation:
We can model the sampling process as a product of the continuous signal and a periodic train
of impulses:
∞
x s (t ) = x (t ) ∑ δ (t − kT ) .
k =−∞
∞
The result is a weighted impulse train: x s (t ) = ∑ x(kT )δ (t − kT ) .
k =−∞
Can we choose T such that x(t ) can be recovered from the samples { x ( kT )} using an LTI
system?
- Interpolation in the time domain: Express y(t ) in terms of the samples { x ( kT )} and h(t ) . Can
you choose h(t ) such that y(t ) = x (t ) ?
40
Session 21: Sampling Theorem
Time domain analysis of the sampling problem is limited to the design of more or less ad hoc
interpolation systems. Today we explore a more formal, in principle exact solution to the problem
using the frequency domain. Using the same notation from Session 20, we consider the spectra of
the reconstructed, sampled, and original signals.
41
• Shannon Sampling Theorem: A band limited signal can be recovered in principal from
samples at intervals T if the sampling frequency ω s = 2π T is at least twice the maximum
frequency component of the signal: ω s ≥ 2ω m
- Realizability.
- Aliasing.
42
Session 22: Frequency Domain analysis, Review and Quiz
1. Suppose a causal second order LTI system has the following characteristics:
• Roots of the auxiliary equation are s = −1 ± j .
• DC gain is 1.
• Impulse response is continuous at t = 0 .
a. Find the system frequency response, H ( jω ) .
b. Carefully sketch and clearly label the magnitude and phase of the frequency response.
c. Find and sketch the impulse response of this system.
2. Consider an LTI system whose LDE is:
y ′′(t ) + 2 y ′(t ) + 2 y (t ) = 2 x (t )
a. Find the frequency response, H ( jω ) . Is the system stable? Realizable? Explain.
b. Find the output for each of the following inputs:
1. x(t ) = cos 2t
2. x(t ) = δ ′(t )
3. An important family of filters for signal processing are the Gaussian band pass filters, or Gabor filters,
whose impulse responses are of the form:
2
1 t
−
1 2σ .
h(t) = e cosωc t
2πσ
Note that the Fourier Transform of the Gaussian impulse response alone (without the cos term) is
ω2σ2
− .
H( jω) =e 2
a. Find and sketch the frequency response of the Gabor filter if ωc =2 σ.
b. Is the Gabor filter realizable as a linear difference equation of finite order?
Explain, and give the LDE if possible.
4. An alternative to the Gaussian band pass filter is the exponential band pass filter with frequency
response:
1 1
H( jω) = 2 +
ω−ωc ω+ωc 2
1+ 1+
a a
a. Find and sketch the impulse response if ωc =3a .
43
b. Is the exponential band pass filter realizable as a linear difference equation of
finite order? Explain, and give the LDE if possible.
c. Is the exponential band pass filter invertible? Explain, and give the LDE of the inverse
system if possible.
44
Session 23: Discrete Frequency Domain Representations
Text: 211-217
We would like a frequency domain description of discrete signals and systems with the same useful
properties we found for the continuous case.
Formally, we can state the problem as: Find { φ l (n)} such that:
- Verify that complex exponentials zln { } satisfy this condition and are therefore
eigenfunctions of all LTI systems:
zln h(n) H ( z l ) z ln
∞
- Show that H ( zl ) = ∑ h(n)z
n =−∞
−n
l .
45
• Components of periodic signals:
N −1
x (n) = ∑ x k e jkω 0n
k =0
where x(n) has period N = 2π ω 0 . Recall that there are only N distinct discrete
harmonically related complex exponentials.
2πn
1. x (n) = cos .
N
2πn 3πn
2. x (n) = sin + cos .
N N
46
Session 24: Discrete Frequency Domain Representations, continued
Today we consider Fourier Series representations which require the use of the so called analysis
equation which is derived from orthogonality of the complex exponentials. Consider the discrete
square wave:
1 kN 1 ≤ n ≤ kN + 1; for integer k
x (n) = .
0 else
For the square wave you will need to use the orthogonality of the complex exponentials to find the
coefficients as:
N −1
xk = 1
N ∑ x(n)e
n=0
− jk 2πn N
.
This is the well known Fourier Series representation for periodic signals. The complex
exponentials which are the basis functions (signal components) for this representation have the
special virtue that they are treated (processed) separately by LTI systems.
47
Now find the Fourier series coefficients for the square wave using the analysis equation, and then
sketch the coefficients.
48
Session 25: Discrete Time Fourier Transform
As in the continuous case, we can extend the complex exponential representation of discrete signals
to include aperiodic as well as periodic sequences. The discrete time Fourier Transform is defined
as:
∞
X ( e jω ) = ∑ x(n)e
n =−∞
− jωn
.
X (e jω ) is called the spectrum of the discrete sequence x(n) . It is in general complex valued.
Note that ω is a continuous variable and that X (e jω ) is periodic with period 2π . The sequence
can be recovered from its spectrum using:
x (n ) = ∫ π X (e )e jωn dω .
1 jω
2π
2
1 n≤N
1. x (n) = . Find X (e jω ) .
0 else
49
2. h(n) = a n u(n) . Find H (e jω ) . Sketch H (e jω ) and ∠H (e jω ) .
1 − π 2 ≤ ω + k 2π ≤ π 2
3. H (e ) = . Find h( n) .
jω
0 else
50
Session 26: Discrete Time Fourier Transform continued
The representation of periodic discrete signals in the frequency domain also involves impulses.
∞
1. Find the sequence whose spectrum is 2π ∑ δ (ω − ω
k =−∞
0 + k 2π ) .
∞
3. Find the spectrum of ∑ δ (n − kN ) .
k =−∞
51
• Properties of the DTFT
The DTFT has many useful properties which facilitate the analysis and design of discrete
systems. The convolution and shift properties together provide a connection between linear
difference equations and the frequency response of discrete LTI systems.
x(n − k ) ⇔ e − jkw X (e jω )
x (n)∗ h(n) ⇔ X (e jω ) H (e jω )
9 1 1
y( n ) − y(n − 1) + y(n − 2) = x (n) − x (n − 1) .
20 20 3
52
Session 27: Laplace Transform and Continuous Systems
e st h(t ) H (s)e st
When we found the eigenfunctions of LTI systems in Session 13 we saw that the response to a
complex exponential e st was H (s )e st where the function H ( s) is called the system transfer
function and is given by:
∞
H ( s) = ∫ h(t )e dt .
− st
−∞
H ( s) is the Laplace Transform of the impulse response h(t ) . The Laplace Transform is a
generalization of the Fourier Transform in that it converges for a broader class of signals and has
some additional features which make it more useful in the analysis and design of LTI systems.
1. Find H ( s) for h(t ) = e − at u(t ) . Does H ( s) converge for all s ? What is the Region of
Convergence (ROC) in the s -plane? What can you say about stability and causality from the
ROC? What if h(t ) = −e − at u( −t ) ?
53
2. If x (t ) = e − at u( −t ) + e − bt u(t ) , find X (s ) and its ROC.
54
Session 28: Laplace Transform and Continuous Systems
As with the Fourier Transform, the Laplace Transform's properties lead to a powerful framework
for understanding LTI systems. The properties are generally direct extensions of the Fourier
Transform results.
The two which relate H ( s) and the LDE are the differentiation and convolution properties:
x ′ (t ) ⇔ sX (s)
x (t )∗ h(t ) ⇔ X ( s ) H ( s)
55
- What can you say about the ROC if the system is causal? Anti causal? Non causal?
56
Session 29: The System Transfer Function
The relationship between the LDE and the system transfer function, H ( s) , we saw last time for a
second order example generalizes directly to the general Nth order case. If the LDE is:
N M
∑ a y(
k =0
k
k)
( t ) = ∑ bl x ( l ) ( t ) .
l=0
∑bs l
l
H ( s) = l =0
N .
∑ ak s k
k=0
We can obtain the impulse response with partial fraction expansion, but the transfer function also
gives us a representation of the system in the s-plane. By factoring both the numerator and the
denominator polynomials in s we have:
M
bM ∏ ( s − z i )
H (s) = i =1
N .
a N ∏ ( s − pi )
i =1
The roots of the numerator, { zi } , and denominator, { pi } , are called zeroes and poles,
respectively.
57
Now consider a problem we addressed before using H ( jω ) :
58
Expressing H ( s) in factored form allows us to visualize it as the ratio of products of vectors in
the s-plane from the zeroes and poles to any s of interest. Letting s = jω , we obtain a graphical
method of visualizing the magnitude and phase of the frequency response of the system.
M
bM ∏ s − zi
H( ω ) = i =1
N .
a N ∏ s − pi
i =1 s = jω
M N
b
∠H ( ω ) = ∑ ∠( s − zi ) − ∑ ∠( s − pi ) + ∠ M .
i =1 i =1 s = jω aN
Sketch H ( ω ) and ∠H ( ω ) by drawing vectors from the zero and the two poles to the jω axis
for the oscillator. Note how both the frequency response and the impulse response change as the
zero and the poles move toward and away from the σ and jω axes.
59
Session 30: Z Transform and Discrete Systems
zn h(n) H ( z )z n
When we found the eigenfunctions of discrete LTI systems in Session 23 we saw that the response
to a complex exponential z n was H ( z )z n where the function H ( z ) is called the system transfer
function and is given by:
∞
H(z) = ∑ h(n)z
n =−∞
−n
.
1. Find H ( z ) for h(n) = a n u(n) . Does H ( z ) converge for all z? What is the Region of
Convergence (ROC) in the z-plane? What can you say about stability and causality from the
ROC? What if h(n) = − a n u( − n − 1) ?
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2. If x (n) = a n u( − n − 1) + b n u(n) , find X ( z ) and its ROC.
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Session 31: Z Transform and Discrete Systems, continued
As with the Fourier Transform, the Z Transform's properties lead to a powerful framework for
understanding LTI systems. The properties are generally direct extensions of the Fourier
Transform results.
The two which relate H ( z ) and the LDE are the shift and convolution properties:
x (n − 1) ⇔ z −1 X ( z )
x (n)∗ h(n) ⇔ X (z) H(z)
5
y( n ) − y(n − 1) + y(n − 2) = x (n) .
2
- What can you say about the ROC if the system is causal? Anti causal? Non causal?
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- What is the impulse response, h( n) , if the system is causal?
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Session 32: The System Transfer Function
The relationship between the LDE and the system transfer function, H ( z ) , we saw last time for a
second order example generalizes directly to the general N th order case. If the LDE is:
N M
∑ ak y( n − k ) = ∑ bl x( n − l ) .
k =0 l =0
∑b z l
−l
H ( z) = l =0
N .
∑ ak z − k
k =0
We can obtain the impulse response with partial fraction expansion, but the transfer function also
gives us a representation of the system in the z-plane. By factoring both the numerator and the
denominator polynomials in z we have:
M
Kz N − M ∏ ( z − zi )
H(z) = N
i =1
.
∏( z − p )
i =1
i
The roots of the numerator, { zi } , and denominator, { pi } , are called zeroes and poles,
respectively.
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Now consider a second order discrete oscillator:
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Expressing H ( z ) in factored form allows us to visualize it as the ratio of products of vectors in
the z-plane from the zeroes and poles to any z of interest. Letting z = e jω , we obtain a graphical
method of visualizing the magnitude and phase of the frequency response of the system.
M
K ∏ z − zi
H ( e jω ) = N
i =1
.
∏z− p
i =1
i
z = e jω
M N
∠H ( e jω ) = ∠K + ∑ ∠( z − zi ) − ∑ ∠( z − pi ) .
i =1 i =1 z = e jω
( )
Sketch H e jω ( )
and ∠H e jω by drawing vectors from the zero and the two poles to the unit
circle for the oscillator. Note how both the frequency response and the impulse response change as
the zero and poles move toward and away from the real axis and the unit circle.
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Session 33: System Transfer Functions, Review, Any Other Business…
Professor Ed Jernigan
1. Consider a linear time invariant system with the LDE:
a. Find the system frequency response and sketch and label its magnitude and
phase.
b. Find, sketch, and label the impulse response, h(t ) .
2. Suppose a discrete LTI system has the LDE:
a. Find, sketch, and label the system frequency response, its magnitude and
phase.
b. Find, sketch, and label the impulse response.
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c. If the parameter a = 12 , find the output for the inputs x(n) = u (n) and
x(n) = 5δ (n) − 2δ (n − 1) − 2δ (n + 1) .
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3. Suppose you are interested in detecting brain waves in EEG (electro
encephalograph) signals. Because of broadband noise, you decide to process the
signal with a narrow band bandpass filter. The signals you want are concentrated
at frequencies between 5.4 kHz and 5.6 kHz. If your sampling rate is 44 kHz, you
want DC and maximum frequency gain to be zero, and your gain at 5.5 kHz to be
10.
a. Determine the poles, zeroes, and system transfer function, H (z ) , of a second
order system with the desired characteristics.
b. Sketch and label the frequency response magnitude and phase.
c. What is the linear difference equation and direct form II realization of your
EEG filter?
4. An oversimplified model of the human auditory system is the second order
Butterworth low pass filter with a cutoff frequency at 4 kHz. Recalling, or
reviewing your crib sheet, the LDE for the second order Butterworth filter is
y ′′(t ) + 2ω c y ′(t ) + ω c2 y (t ) = ω c2 x(t ) . A more accurate model accounts for the
lack of response at frequencies below 30 Hz using an initial notch filter followed
by the low pass filter.
b. Sketch the magnitude and phase of the full model frequency response.
c. Write the LDE and give the direct form II realization of the full model of the
auditory system.
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