Transform Analysis of LTI Systems

Transform Analysis of
LTI Systems
Motivation
LTI systems have been found to be characterized
by their impulse and frequency responses.
We have also seen how the frequency response
may sometimes be extended to (be realized in) a
complex domain using the z-transform. In
particular, for systems determined by LCCDE’s.
In this unit we will identify important properties of
frequency responses, and see how they are
parameterized by roots and poles of the system
function in the complex plane. This is a
fundamental approach to the design of both
discrete and continuous systems.
Topics
Frequency Response Characteristics
System Functions of LCCDE Systems
Frequency Responses of LCCDE Systems
Phase and Magnitude Interaction
Minimum-Phase Systems
General Linear Phase
Frequency Response Characteristics (1)
Recall that an LTI system is characterized as convolution with
the impulse response sequence :
y [ n ] = T { x [ n ]} = h ∗ x [ n ]
In the cases that we will be interested in, the Z - transform
H ( z ) of h [ n ] (called the system function) also characterizes
the system by acting as a multiplier in the complex plane.
But there is a lot of non - essential information in H ( z ) since

the multiplication only needs to be carried out on the unit circle
where the Fourier transform replaces the Z - transform :
x [ n] h∗ y [ n]
= x [ n] Z H ( z)× Z −1 y [n]
= x [ n] F H ( e jω ) × F −1 y [ n]
Thus, the main objective in analyzing LTI systems is to assess

the effects of multiplication by the frequency response .
The system function comes into play because the behavior of
H ( e jω ) on the unit circle is often conveniently parameterized
by the roots and poles of H ( z ) in the rest of the plane.
As H ( z ) acts as a multiplier it is natural to consider the
components of magnitude and phase :
Magnitude = H (ω )
 Im  H (ω )  
Phase = ∡  H (ω )  = arctan  
 Re  H (ω )  
  
Since Y (ω ) = H (ω ) X (ω ) ,
Y ( ω ) = H ( ω ) X (ω )
∡ Y (ω )  = ∡  H (ω )  + ∡  X (ω )  : mod [ −π , π ]
• The magnitude and phase interact independently
• H (ω ) is the gain of the system at frequency ω
• ∡  H (ω )  is the phase shift of the system at frequency ω
The magnitude relationship is multiplicative rather than
linear, but if written in terms of log - magnitudes then the
magnitude interaction also becomes additive. Often decibels
(dB's) are used as the logarithmic scale :
(
Gain (in dB's) = 20 Log10 H (ω0 ) )
Thus, each increment of 20 dB's is a power of 10
The single value H (ω0 ) is not enough to determine the
system output in response to the input cos (ω0 n ) ; the value
H ( −ω0 ) is also required because cos (ω0 n ) = e jω0 n + e − jω0n
has components at both ± ω0 .
Frequency Selective Filters are systems with a frequency
response that has low gain for frequencies outside a specified
band: ωLowerLimit ≤ ω ≤ ωUpperLimit and higher gain inside the
band (absolute values appear because the previous remark).
Systems of this type are called band pass filters.
The special cases where ω LoweLimit = 0 (ωUpperLimit = π ) , are

called, respectively, low pass and high pass.
An ideal frequency - selective filter has a frequency response
that is identically 1 in the pass band and identically 0 outside
the pass band.
Frequency Selective Filter (Example) : Consider the ideal
low pass filter with frequency response
1 ω < ωL
H LP (ω ) = 
0 ω L < ω ≤ π
The impulse response is found by the inverse FT
π ωL
1 1
hLP [ n ] = ∫−π H LP (ω )e dω = 2π
jω n
∫ω e jω n d ω
2π − L
1 e jωL n − e − jωL n sin (ω L n )

= =
2π jn πn
This response doesn't have a Z - transform so it can't be
be represented as a LCCDE system, and hence is not
realizable. Consequently, in practice, it is necessary to make
do with filters with responses that are less than an ideal.
Distortion : Deviations of the phase and magnitude from
their ideal values are often called distortions.
A type of distortion that is often unavoidable and isn't too
serious is for the frequency response phase to vary linearly
with frequency instead of being identically 0 or constant.
This is called linear phase distortion and is represented by a
j ( − λω +θ )
multiplicative factor e so that the distorted filter is
H distorted (ω ) = e H ideal (ω )
j ( − λω +θ )
• The e jθ factor is inconsequential because it is constant

for all frequencies.
• The e − jλω factor has the time - domain effect of shifting
the impulse response.
Group Delay : A generalization of linear phase distortion is
the idea that the phase may be locally linear. This implies
that for each frequency ω0 there is a value λ (ω0 ) such that
∡H (ω ) ≈ −λ (ω0 ) ω + ∡H (ω0 )
in a narrow band surrounding ω0 . The group delay at ω0 is :

d
grd  H (ω0 )  = − ∡H (ω ) 
dω ω =ω0
which is a natural choice for the parameter λ (ω0 ) . If the input

x [ n ] has frequency components that are concentrated in a
narrow band near ω0 then the phase distortion of H (ω ) will
cause a delay in the output equal to grd  H (ω )  .
Group Delay Example : Ultrasonic transducers receive echos
by integrating the pressure at each time instant over the face
of the receiver.
If the sound is arriving from an off - axis source then the phase
of the pressure field will vary accross the transducer face,
resulting in a frequency response H (ω ) that varies in phase
and magnitude.
Group Delay Example (continued) : The group delay for
this response determines the delays for narrow band
pulses with different center frequencies.
1
GroupDelay at ω1
0.8
0.6
0.4
0.2
-0.2
-0.4
-0.6
-0.8
-1
GroupDelay at ω2
-10 -8 -6 -4 -2 0 2 4 6 8 10
0.8
0.6
0.4
0.2
-0.2
-0.4
-0.6
-0.8
-1
-10 -8 -6 -4 -2 0 2 4 6 8 10
Topics
System Functions of LTI Systems (1)
Recall that an LCCDE system is based on a linear equation :
N M
∑ a y [ n − k ] =∑ b x [ n − k ]
k =0
k
k =0
k
Recall also that this equation doesn't completely determine

the LTI input/output relationship, an additional assignment
of seed values or, equivalently, a homogeneous solution
for the equation when x [ n ] = δ [ n ] is required. However, if a
pair of sequences x [ n ] , y [ n ] satisfy the equation and also
have Z - transforms with overlapping ROC's , then taking the
Z - transform of both sides of the equation gives :
N M
∑ k
a z −k
Y ( z ) = ∑ k X (z)
b z −k
k =0 k =0
so that the ratio :
M N
H ( z ) = Y ( z ) X ( z ) = ∑ bk z − k ∑ k
a z −k
k =0 k =0
is the system function and is a rational function with the

same coefficients as the original difference equation. We
will also need the factored form of the system function :
 
( 1 − ck z ) 
M M M
∑ bk z −k
∏
b0 1
−1
∏
b0 M − N 1
( z − ck ) 
H (z) = N
k =0
= = z 
( )
N N
 
∏ ∏ ( )
a0 a0
∑k =0
a k z −k
1
1 − d k z −1

 1
z − d k 

where the d k 's are poles, the ck 's are zeros, and there may
be additional poles or zeros at z = 0, ∞ depending on M - N .
Now we can take a different approach to finding the impulse
response function : compute the inverse Z - transform of H ( z ) .
Since H ( z ) is rational its inverse transform is usually not
unique because of the different choices for the ROC's. But
there are only a few possibilities determined by the finite
number of annular regions between the poles.
Non-Inverse
Inverse
Z-Transform
Z-Transform
Solutions
Solutions
Set of All Solutions
Stability and Causality : A unique impulse response is
assigned requiring the system to be either stable or causal.
Criteria for Stability : The only inverse Z - transform of H ( z )
that is stable is the one whose ROC contains the unit circle.
Stability is important because only a stable inverse Z - transform
will have a well defined frequency response.
Criteria for Causality : The only inverse Z - transform of H ( z )
that is causal is the one whose ROC is the region beyond the
outermost pole. Causality is desirable because it is a natural
system characteristic and also because it is automatically
selected by use of rest - state initialization of the recursions.
Stability and Causality (continued) : Stability and causality
are only compatible when all the poles of H ( z ) are inside
the unit circle. This is summarized in the statement :
• The frequency response function H (ω ) will be causal

if and only if all of the poles of the system function H ( z )
are inside the unit disk.
Inverse Systems : A common filtering problem is to design a
digital filter that corrects for distortion introduced by physical
measurement. If the measurement distortion is an LTI system
with impulse response hmeas [ n ] then, ideally, the correcting
filter should have an impulse response hcorrect [ n ] such that :
x [ n ] = ( hcorrect * ( hmeas * x ) ) [ n ] = ( ( hcorrect * hmeas ) * x ) [ n ]
or, equivalently a frequency response such that
X (ω ) = H correct (ω ) H meas (ω ) X (ω )
To satisfy this condition for all input sequences H correct (ω )

must be the inverse system :
H correct (ω ) = 1 H meas (ω )
Inverse Systems (continued) : If the measurement is modeled
as an LCCDE system so that H meas ( z ) is rational :
= ∏ (1 − ck z −1 ) ∏ (1 − d )
M N
b0 M N
H meas ( z ) = ∑ bk z − k ∑ k
a z −k
k z −1
k =0 k =0 a0 1 1
Then H correct ( z ) will also be rational :
∏ (1 − d k z ) ∏( k )
N M N M
a0
H correct ( z ) = ∑ ak z −k
∑ bk z −k
= −1
1 − c z −1
k =0 k =0 b0 1 1
with a pole at each zero of H meas ( z ) , and a zero at each pole.

• If H ( z ) is stable then the inverse system 1 H ( z ) is also.
• However, the inverse system 1 H ( z ) will only be causal
if all the zeros of H ( z ) are inside the unit circle.
• If H ( z ) is stable and causal, and if 1 H ( z ) is also
then H ( z ) is called a minimum - phase sysytem.
Topics
All-Pass and Minimum-Phase Systems
Frequency Responses of LCCDE Systems (1)
The frequency response of an LCCDE system is found by
starting with the system function
∏( k )
M M
∑ bk z −k
b0
1 − c z −1
H (z) = k =0
= 1
∏( k )
N N
a0
∑ k
a
k =0
z −k
1 − d z −1
and then simply evaluating it on the unit circle
∏( k )
M M
∑ bk e − jω
b0
1 − c e − jω
H (z) = k =0
= 1
∏( k )
N N
a0
∑ k
a
k =0
e − jω
1 − d e − jω
The restriction to the unit circle automatically implies that

we are studying stable systems.
We are mainly interested in : gain , phase and gro up delay.
These features are distinguished because the frequency
response function acts as a multiplier. This is also the reason
that zeros and pole s are important, they permit decomposition
of these parameters into sums of simple terms (dB = 20Log10 ) :
M N
Gain = dB b0 a0 + ∑ dB 1 − ck e − jω
− ∑ dB 1 − d k e − jω
k =1 k =1
+ ∑ ∡ (1 − c1e − jω ) − ∑ ∡ (1 − d k e − jω )
M N
b
Phase =∡ 0
a0 k =1 k =1
M N
Group Delay = ∑ grd 1 − c1e
k =1
− jω
 − ∑ grd 1 − d1e − jω 
k =1
In these accumulations the zero and pole terms have exactly

the same form, but with opposite signs, so the terms for a
single pole and a single zero can be studied simultaneously.
Frequency Response for a Single Zero or Pole : The zero / pole
will be assigned the complex value re jθ so that the term of
interest is 1 − re jθ e − jω and hence :
jθ − jω jθ − jω 2
20 log10 1 − re e = 10 log10 1 − re e
= 10 log10 (1 − 2 r cos (θ − ω ) + r 2 )
 r sin (θ − ω ) 
∡ (1 − re e ) = arctan 
jθ − jω

 1 − r cos (θ − ω ) 
jθ − jω r 2
− r cos (ω − θ )
grd 1 − re e  =
1 − 2 r cos (θ − ω ) + r 2
where the group delay is found by differentiating the phase.
Note : Maximum Gain = 10 log10 (1 + r ) ( 2
) = 20 log 10 (1 + r )
Minimum Gain = 10 log10 (1 − 2 r + r 2 ) = 20 log10 ( 1 − r )
Frequency Response for a Single Zero or Pole (cont) :
Plots for r < 1
10
-10
-20
-30
Gain
0 1 2 3 4 5 6 7
-1
-2
Phase
0 1 2 3 4 5 6 7
10
-10
Group Delay
-20
0 1 2 3 4 5 6 7
θ =π , r = .95, r = .9, r = .7, r = .5

Frequency Response for a Single Zero or Pole (cont) :
Plots for r > 1
10
-10
-20
-30
Gain
0 1 2 3 4 5 6 7
-2
-4
-6
-8
Phase
0 1 2 3 4 5 6 7
30
20
10
Group Delay
0
0 1 2 3 4 5 6 7
θ =π , r = 1 .95 , r = 1 .9 , r = 1 .7 , r = 1 .5
Graphical Interpretation : Letting z 0 = re jθ and z (ω ) = e jω
we find that
jθ − jω z0 z (ω ) − z0
1 − re e = 1− =
z (ω ) z (ω )
 1 − re jθ e − jω = z (ω ) − z 0

⇒
 ( e ) = ∡ ( z (ω ) − z 0 ) − ∡z (ω )
jθ − jω
∡ 1 − re
• The magnitude of 1 − re jθ e − jω is the length of the ve ctor
joining the zero/pole z 0 to the point z (ω ) on the unit circle
(length of blue line in the diagram below).
• The phase of 1 − re jθ e − jω is the difference between the
angle of the vector joining z 0 to z (ω ) and the angle of z (ω )
(the red arrow in the diagram below).
Graphical Interpretation (continued) :
z (ω )
Phase
z0
Gain
Frequency Response for Two Conjugate Poles : Poles and
zeros are often chosen to appear in conjugate pairs. This
forces the frequency response function to satisfy H ( −ω ) = H (ω )
which insures that the impulse response is real. Let z0 = re jθ and
1
H (z) = .
(1 − z z )(1 − z z )
0
−1
0
−1
Partial Fraction expansion gives

λ λ z0
H (z) = + : λ=
(1 − z z ) (1 − z z )
0
−1
0
−1
z0 − z0
which has (stable) inverse Z - transform
h [ n ] = ( λ z 0n + λ z0n ) u [ n ] = 2 Re  λ z 0n  u [ n ]
Im  z 0n +1  sin ( ( n + 1) θ )
= u [n] = r n
u [n]
Im [ z0 ] sin (θ )
Frequency Response for Two Conjugate Poles (continued) :
The gain, phase and group delay are found by summing the
contributions from the two terms in the partial fraction
expansion, yeilding
Gain = −10 log10 (1 − 2 r cos (ω − θ ) + r 2 )
− 10 log10 (1 − 2 r cos (ω + θ ) + r 2 )
 r sin (ω − θ ) 
Phase = − arctan  
 1 − r cos (θ − ω )
 r sin (ω + θ ) 
− arctan  
 1 − r cos (θ − ω )
r 2 − r cos (ω − θ ) r 2 − r cos (ω + θ )
Group Delay = − −
1 − r cos (ω − θ ) + r 1 − r cos (ω + θ ) + r 2
2
Frequency Response for Two Conjugate Poles (continued) :
40
20
-20
Gain
0 1 2 3 4 5 6 7
-2
-4
Phase
0 1 2 3 4 5 6 7
20
10
Group Delay
-10
0 1 2 3 4 5 6 7
θ = π 6, r = .95
Frequency Response for Two Conjugate Poles :
The separate contributions from the two poles are evident.
The inverse of this two pole system is an FIR system with

zeros in place of the poles. The frequency response
characteristics for this system will look exactly the same as
those shown above, except with the axes negated.
Note : Placing a pole near the frequency ω0 on the unit circle

will inc rease the gain of the frequency response near ω0 .
Similarly, a zero near ω0 will diminish the gain near ω0 . This
is the basis of the general strategy for forming frequency
selective filters. The method is illustrated in the following
pole - zero plot :
Strategy for Frequency Selectivity : The poles are distributed
near a band of frequencies to produce uniform gain for that
band, and the zeros are distributed elsewhere to suppress
all other frequencies. Note that the zeros and poles are all
either real or are paired with a conjugate.
•
•
×
×
• ×
×
×
•
•
Topics
Magnitude and Phase Interaction (1)
Frequency Response Magnitude : Given a system function H ( z ) ,
The squared magnitude of the frequency response is :
H (e ) = H ( e iω ) × H * ( e iω ) which only uses values of H ( z ) on
2
iω
the unit circle. This function can be exte nded to the ROC of the
system function by simply replacing the argument e iω with z :
H ( z ) = H ( z ) × H * ( z ) , but this isn't a good extension because
2
H * ( z ) isn't analytic and so the overall product won't be analytic

e ither, which is disadvantageous.
A better extension is given by replacing the second term with :
Hɶ ( z ) ≡ H * (1 z * )
w hich combines conjugation with an kind of inversion
(conjugate - reciprocal) of the function argum ent.
Frequency Response Magnitude (continued) : Conjugate -
reciprocal inversion : z → 1 z * maps the complex number z
to the complex number with the same po lar angle, but with
the reciprocal radius.
1 z* •
z
•
Since on the unit circle 1 z * = z , we still have that

H (e ) = H ( e jω ) × Hɶ ( e jω )
2
jω
but now the extension C ( z ) = H ( z ) × Hɶ ( z ) is analytic.

Frequency Response Magnitude (continued) : Now let
H ( z ) be a rational function with factored form
∏ (1 − c z ) ∏ (1 − d )
M N
b0
H (z) = k
−1
k z −1
a0 k =1 k =1
Then
* M
Hɶ ( z ) = 0* ∏ (1 − ck* z ) ∏ (1 − d z )
N
b *
k
a0 k =1 k =1
2
b0  M   
(1 − ck z )(1 − ck z )   ∏ (1 − d k z )(1 − d k z ) 
N
C (z) =  ∏
a0  k =1
−1 *
  k =1
−1 *

• All the zeros (poles) of C ( z ) come in pairs with one zero (pole)
of each pair from H ( z ) and the other from Hɶ ( z ) .
• Each pair is comprised of a complex number together
with its conjugate - reciprocal: ( ck ,1 ck* ) or ( d k ,1 d k* ) .
Frequency Response Magnitude (continued) : The figure
shows a distribution of poles and zeros for C ( z ) . Blue and red
indicate assignment to H ( z ) and Hɶ ( z ) . Other assignments
could be made by swapping colors for some of the pairs.
•
×
× × ×
•
•
•
All - pass Systems : An all - pass system has a frequency response
with unit magnitude for all frequencies. Given any system
function H ( z ) that has no zeros or poles on the unit circle, and
a ny integer K , an all - pass system can be formed by setting
K H (z)
ɶ
H ap ( z ) = z
H (z)
E.g., if H ( z ) = 1 − az −1 so that Hɶ ( z ) = 1 − a * z , and if K = -1 then :
−1
1 − a *
z z − a *
H ap ( z ) = z −1 −1
=
1 − az 1 − az −1
This is the simplest all - pass system (clearly there are no
a ll - pass systems with only a single zero or a single pole).
More complicated all - pass systems are formed by multiplying
(cascading) together several of these simple terms.
All - pass System s (continued) : For instance,
N
z −1 − ak*
H ap ( z ) = ∏ −1
k =1 1 − ak z
which is an all - pass system given in factored form where each

zero is paired with a pole at the c onjugate - reciprocal location.
×
× •
•
All - pass Systems (continued) : If the impulse response and
recursion coefficients for the system are to be real then any
non - real zero/pole pairs must occur together with th eir
conjugates resulting in a general expansion is of the form :
Mr
H ap ( z ) = A∏
−1
z − dk Mc
( z − e )( z − e )
−1 * −1
∏ (1 − e z )(1 − e z )
k k
−1
k =1 1 − d k z k =1 k
−1 *
k
−1
where M r is the number of real zero - pole pairs and 2M c is the

number of non - real zero - pole pairs.
• Rational systems H 1 ( z ) , H 2 ( z ) with the same frequency

response magnitude can only differ by an all - pass factor :
H 2 ( z ) = H 1 ( z ) × H ap ( z )
All - pass Systems (continued) : The phase and group delay
z −1 − a *
of the simple all - pass factor : −1
are
1 − az
1 − a* z
Phase −1
= ∡z + ∡
1 − az −1
= ∡ z −1
+ ∡ (1 − a *
z ) − ∡ (1 − az −1
)
 r sin (ω − θ ) 
= −ω + 2∡ (1 − a z ) = −ω − 2 arctan 
*

1 − r cos (ω − θ ) 
1 − r 2
Group Delay = 1 + 2 grd 1 − a * z  = 1 + 2
1 − re ( )
j θ −ω
Since the group delay is positive for a < 1 , in that case, the
phase must be consistently decreasing. This will remain true
for more complicated all - pass systems form ed by cascading
together simple terms of this type.
All - pass Systems (continued) : Phase and group delay plots
z −1 − a *
−1 (
of the all - pass factor : , a = − r : i.e. negative real ) .
1 − az
2
1.5
0.5
Gain
0
0 1 2 3 4 5 6 7
-5
Phase
-10
0 1 2 3 4 5 6 7
40
20
Group Delay
-20
0 1 2 3 4 5 6 7
θ =π , r = 1 .95 , r = 1 .9 , r = 1 .7 , r = 1 .5
Topics
Minimum Phase Systems (1)
A rational system whose zeros and poles are all inside the
unit circle is called a minimum - phase system. These systems
are stable and causal, and have inverses that are also stable
and causal.
Suppose that H ( z ) is a rational system with a zero at d k .

Then forming the product
z −1 − d k* * 1 dk − z
*
H (z) −1
= H ( z ) dk
1 − dk z z − dk
causes the zero at d k to be replaced with a zero at 1 d k* .
Similarly, if H ( z ) has a pole at 1 d k* then the product
causes the pole d k to be replaced with a pole at 1 d k* .
• Simple all - pass factors can be used to exchange zeros
(or poles) at conjugate - reciprocal locations
• Starting with any rational system function that has no zeros
or poles on the unit circle, a succesion of exchanges can be
applied to move all the zeros and poles inside the unit circle,
so that the resulting system function is minimum - phase.
H min ( z ) = H ( z ) × H ap ( z )
• The inverse of an all - pass system is also an all - pass system, so
any rational system function that has no zeros or poles on the
unit circle can be written as the product of all - pass and
minimum - pha se factors .
H ( z ) = H min ( z ) × H ap ( z )
• A minimum - phase system is uniquely determined by it's
frequency response magnitude since all the zeros and poles
inside the unit circle must belong to H ( z ) , and all the
conjugate - reciprocal zero s and poles must belong to Hɶ ( z )
• Two system functions with the same (non - vanishing)
frequency response magnitude will have the same
minimum - phase fa ctor.
• Distortion may be modeled as a stable, causal system,
but compensation of the distortion requires formation
of the inverse syste m. If the inverse system is also required
to be causal and stable then the original system must be
minimum - phase.
Minimum Phase - L ag Property : Consider systems of the form
H ( z ) = H min ( z ) × H ap ( z )
which are causal and stable. Then H ap ( z ) can only move zeros
(not poles) from inside the unit circle to ou tside, and mus t
z −1 − a *
the refore be a product of factors : −1
, a < 1.But it was
1 − az
noted earlier that such factors always have decreasing phase.
Since phase - lag is minus the phase, this leads to the following
minimization principle :
• H min ( z ) has the smallest phase - lag for all systems with the
same frequency response magnitude as H ( z ) that are causal,
s ta ble, and h ave ∡ H ( e j 0 ) = 0.
The condition ∡ H ( e j 0 ) = 0 eliminates constant ph ase facto rs.
Minimum Group Delay Prope rty : Again, for systems
H ( z ) = H min ( z ) × H ap ( z )
which are causal and stable then H ap ( z ) factor always has
decreasing phase, and hence positive group delay. Thus,
the same minimizatio n applies :
• H min ( z ) has the smallest group - delay for all systems with
the same frequency response magnitude as H ( z ) that are
causal, stable, and have ∡ H ( e j 0 ) = 0.
Minimu m Energy - Delay Property : Let H ( z ) be a causal
stable FIR system, let 0 < a < 1 be a zero of H ( z ) , and let
H ( z ) = Q ( z ) (1 − az −1 ) , G ( z ) = Q ( z ) ( z −1 − a * ) .
( Q ( z ) is also minimum - ph ase). If h [ n ] , q [ n ] , g [ n ] are
the corresponding impulse response functions, Then
h [ n ] = q [ n ] ∗ (δ [ n ] − aδ [ n − 1]) = q [ n ] − aq [ n − 1]
g [ n ] = q [ n ] ∗ (δ [ n − 1] − a *δ [ n ]) = q [ n − 1] − a * q [ n ]
We are interested in the partial energies :
n n
∑ h [k ] = ∑ q [ k ] − aq [ k − 1]
2 2
k =0 k =0
n n
∑ g [k ] = ∑ q [ k − 1] − a q [ k ]
2 * 2
k =0 k =0
Minimum Energy - Delay Property ( continued) : In particular,
the difference in partial energies :
n n
∑ h [k ] − ∑ g [k ]
2 2
k =0 k =0
n
= ∑ q [ k ] + a q [ k − 1] − 2 Re  aq * [ k ] q [ k − 1]
2 2 2
k =0
n
− ∑ a q [ k ] + q [ k − 1] − 2 Re  aq * [ k ] q [ k − 1]
2 2 2
k =0
( ) q [k ] − (1 − a ) q [ k − 1] = (1 − a ) q [n ]
n
= ∑ 1− a
2 2 2
≥0
2 2 2
k =0
z −1 − a *
This shows that G ( z ) = H ( z ) −1
has an impulse response
1 − az
with partial energies that grow more slowly the energies of the
impules response for H ( z ) .
Minimum Energy - Delay Property (continued) : Thus, an
exchange of a zero of H ( z ) that is inside the unit circle
with it's conjugate reciprocal will cause the partial energies
of the resultin g impulse respo nse to grow more slowly . This
rate of energy growth is called energy - lag, and using this
terminology we can express the minimization principle :
• H min ( z ) has the smallest ene rgy - lag for all ω of all syste ms
with the same frequency response magnitude as H ( z ) that
are causal, stable, and have ∡ H ( e j 0 ) = 0.
Topics
General Linear Phase (1)
Ideal frequency - selective filters have 0 phase, but this is
impossible to realize with causal filters (why?). An alternative
that is nearly as good is a phase factor of the form e -jαω ,
which is linear in ω , since this corresponds to a simple shift
of the (harmonically interpolated) signal. However, after
separating out this phase factor from the frequency response
function it is convenient to allow the remaining terms to
include a constant phase term e jβ and also sign changes.
Thus, the form of a general linear phas e frequency respo nse
is :
H (z) = A(z)e ( whe re A ( z ) is real
j β -αω )
The objectives for our study of GLP responses are :
1. Give symmetry conditions that are sufficient
(though not necessary) to insure that H ( z ) has
general linear phase.
2. Identify how these symmetry conditions are met
by the placement of zeros in causal FIR system.
The causality requirement in item 2 is a natural restriction
for realizable filters. But causality automatically implies
the FIR restriction because causal IIR responses cannot
satisfy the reflection symmetries determined in item 1.
Symmetry conditions that imply GLP fo r rea l h [ n ] :
I. h [ n ] is symmetric abo ut n0 : h [ n0 − k ] = h [ n0 + k ]
∞ ∞
H (ω ) = h [n]e h [ n0 + k ] e
− jω ( n0 + k )
∑
k =−∞
− jω n
= ∑
k =−∞
∞
 jω k  − jω n0
=  h [ n0 ] + ∑ h [ n0 + k ] ( e − jω k
+ e ) e

k =1

Real
II. h [ n ] is symmetric about n0 + 12 : h [ n0 + k + 1] = h [ n0 − k ]
( )
∞
 ∞ 
H (ω ) = ∑ h [n
k = −∞
0 − k ]e
− jω ( n0 − k )
=  ∑ h [ n0 − k ] e jω k + e − jω ( k +1)  e − jω n0
 k =1 
 ∞
=  ∑ h [ n0 − k ] e

k =1
(
jω ( k + 12 )
+e

e )
− jω ( k + 12 )  − jω ( n0 + 12 )
Real
Symmetry conditions that imply GLP for real h [ n ] ( con tinued) :
III. h [ n ] is anti - symm etric about n0 : h [ n0 − k ] = -h [ n0 + k ]
∞ ∞
H (ω ) = h [ n ] e − jω n = h [ n0 + k ] e
− jω ( n0 + k )
∑
k =−∞
∑
k =−∞
 ∞ 
=  ∑ h [ n0 + k ] ( e − jω k − e jω k )  e − jω n0

k =1

Imaginary
IV. h [ n ] is anti - symmetric about n0 + 12 : h [ n0 + k + 1] = − h [ n0 − k ]
( )
∞
 ∞ 
H (ω ) = ∑ h [n
k = −∞
0 − k ]e
− jω ( n0 − k )
=  ∑ h [ n0 − k ] e jω k − e − jω ( k +1)  e − jω n0
 k =1 
 ∞
=  ∑ h [ n0 − k ] e

k =1
(
jω ( k + 12 )
−e

e )
− jω ( k + 12 )  − jω ( n0 + 12 )
Imaginary
Symmetry conditions that imply GLP for real h [ n ] (continued) :
Type I
n0
Type II
n0
Type III
n0
Type IV
n0
Zero Locations for FIR Filters that imply GLP :
If h [ n ] is a real, causal FIR of length M with h [ 0 ] ≠ 0 then
H (z) = h [0 ] + h [1] z −1 + ⋯ + h [ M ] z − M
= z − M ( h [ 0 ] z M + h [1] z M −1 + ⋯ + h [ M ] ) = z −M
P (z)
• If h [ n ] has a half integer symmetry then M must be odd
• If h [ n ] has an integer symmetry then M must be even
• If h [ n ] is symmetric : P ( z −1 ) = z−M P ( z )
• If h [ n ] is anti - symmetric : P ( z −1 ) = − z − M P ( z )
• For all symmetries : if a ≠ 0 is a zero then so 1 a .
• Since h [ n ] is a real, complex zeros are in conjugate pairs.
• If h [ n ] is anti - symmetric and M is even then − 1 is a zero.
• If h [ n ] is symmetric and M is odd then − 1 is a zero.
Example : The zero plot below shows the zeros groupings that
that will insure general linear phase.
• Complex zeros must appear in quadruples : a ,1 a, a * ,1 a
• General real zeros must appear in pairs : a ,1 a
• The zero 1 can appear by itself and must appear if P is anti - symmetric
• The zero -1 can appear by itself, and must appear if M is odd and P is
symmetric
•
•
•
• • • •
•
•
•
Summary
Using discrete sequences to approximate
continuous signals is fundamental to DSP.
Continuous effects such as (distortion,
transmission, etc.) are often modeled as
discrete systems
Some operations on discrete sequences (in
particular, changes in sample rate) rely on
associating the sequences with continuous
signals.

Transform Analysis of LTI Systems

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Transform Analysis of LTI Systems

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Transform Analysis of

But there is a lot of non - essential information in H ( z ) since

Thus, the main objective in analyzing LTI systems is to assess

The special cases where ω LoweLimit = 0 (ωUpperLimit = π ) , are

1 e jωL n − e − jωL n sin (ω L n )

• The e jθ factor is inconsequential because it is constant

in a narrow band surrounding ω0 . The group delay at ω0 is :

which is a natural choice for the parameter λ (ω0 ) . If the input

Recall also that this equation doesn't completely determine

is the system function and is a rational function with the

• The frequency response function H (ω ) will be causal

x [ n ] = ( hcorrect * ( hmeas * x ) ) [ n ] = ( ( hcorrect * hmeas ) * x ) [ n ]

or, equivalently a frequency response such that

To satisfy this condition for all input sequences H correct (ω )

Then H correct ( z ) will also be rational :

with a pole at each zero of H meas ( z ) , and a zero at each pole.

and then simply evaluating it on the unit circle

The restriction to the unit circle automatically implies that

In these accumulations the zero and pole terms have exactly

θ =π , r = .95, r = .9, r = .7, r = .5

Partial Fraction expansion gives

The inverse of this two pole system is an FIR system with

Note : Placing a pole near the frequency ω0 on the unit circle

H * ( z ) isn't analytic and so the overall product won't be analytic

Since on the unit circle 1 z * = z , we still have that

but now the extension C ( z ) = H ( z ) × Hɶ ( z ) is analytic.

which is an all - pass system given in factored form where each

where M r is the number of real zero - pole pairs and 2M c is the

• Rational systems H 1 ( z ) , H 2 ( z ) with the same frequency

Suppose that H ( z ) is a rational system with a zero at d k .

II. h [ n ] is symmetric about n0 + 12 : h [ n0 + k + 1] = h [ n0 − k ]

IV. h [ n ] is anti - symmetric about n0 + 12 : h [ n0 + k + 1] = − h [ n0 − k ]

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