Digital Signal Processing: Frequency Analysis of LTI Systems

DIGITAL
SIGNAL
PROCESSING
Part 2
Digital Signal Processing
A.S.Kayhan
Frequency Analysis of LTI Systems:

the Input/Output (I/O) relation of a LTI system is given
by convolution:
y[ n ] x[ n ] * h[ n ]
h[ k ] x[n k ]
In z-domain
Y (z) X (z)H (z)
On the unit circle

Y (e
where H ( e
system.
) X (e
) H (e
ze
is the frequency response of the
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Magnitude is
Y (e
where H ( e
system.
) X (e
) H (e
is the magnitude response of the
Phase is Y ( e
where H ( e
system.
) X (e
) H (e
) is the phase response of the
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Discrete-time ideal filters: LPF, HPF, BPF:
These are not realizable. Why?

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Phase distortion and delay:

Assume that h id [ n ] [ n n d ]
then
or
H
H
id
id
(e
(e
j n d
) e
) 1,
id
(e
) nd
Linear phase distortion causes simple delay.

Group delay:
It measures linearity of the phase response.
Consider
x [ n ] s [ n ] cos o n
where s [ n ] is a narrowband (slowly varying) signal.
Assume around
H (e
H (e
) 1,
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) o n d
Then
y [ n ] s [ n n d ] cos o n o o n d
Thus, group delay of a system is

grd [ H ( e
where arg H ( e
)]
d
d
arg H
(e
is the continuous phase.
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Example: Consider the following filter
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Input is the following signal
Pulses are at
0 . 25 ,
0 .5 ,
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0 . 85
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Systems with Difference Equation Models:

Assume that the Input/Output (I/O) relation of a system
is given by a constant coefficient difference equation:
N
k 0
a k y[n k ] bk x[n k ]
k 0
Applying z-transform, using linearity and shifting

properties, we obtain
N
k 0
k 0
ak z
Y ( z ) bk z k X ( z )
k 0
M
a k z k Y ( z )
k 0
bk z k X ( z )
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Then, the transfer function (or system function) is

M
bk z k
Y (z)
H (z)
k N 0
X (z)
a k z k
k 0
We can write the transfer function in terms of its

poles, dk, and zeros, ck, as M
H (z)
bo
ao
(1 c k z 1 )
(1 d k z 1 )
k 1
N
k 1
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Example: Consider system function

(1 z 1 ) 2
H (z)
1 1
3 1
z )( 1
z )
2
4
1 2 z 1 z 2
Y (z)
H (z)
1 1
3 2
X (z)
1
z
z
4
8
(1
then
( 1 2 z 1 z 2 ) X ( z ) (1
1 1
3 2
z
z )Y ( z )
4
8
x[ n ] 2 x[ n 1] x[ n 2 ]
1
3
y[n ]
y [ n 1]
y[n 2]
4
8
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Stability and Causality:

A system is causal if ROC for the transfer function H(z) is
outward.
A sytem is stable if ROC for the transfer function H(z)
includes the unit circle.
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Inverse Systems :
Let H i ( z ) be the inverse system of H ( z ), then
G (z) H i(z)H (z) 1
Eq.(1)
g n h i n * h n n
then
H i(z)
1
,
H (z)
H i (e
1
H (e
Not all systems have an inverse. Ideal LPF does not have
an inverse, we can not recover high frequency components.
M
Now, consider
1
b
H (z) o
ao
(1 c k z
(1 d k z 1 )
k 1
N
k 1
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Then the inverse system has

N
H i(z)
ao
bo
(1 d k z 1 )
(1 c k z 1 )
k 1
M
k 1
Poles become zeros of the inverse system, zeros become

poles.
For Eq.(1) to hold, ROC of H i ( z ) and H ( z ) must
overlap. If H ( z ) is causal, ROC is
z max
dk
Some part of ROC of H i ( z ) must overlap with this.

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Example: Suppose
z 1 0 .5
H (z)
,
1 0 .9 z 1
z 0 .9
The inverse system is

1 0 .9 z 1
2 1 .8 z 1
H i(z)
z 1 0 .5
1 2 z 1
Two possible ROC:

z 2
h i1 n 2 n 1 u n 1 1 . 8 2 n 1 u n
which is stable but noncausal.

z 2
h i 2 n 2 n 1 u n 1 . 8 2 n 1 u n 1
unstable but causal.

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Example: Suppose
1 0 .5 z 1
,
1 0 . 9 z 1
H (z)
z 0 .9
The inverse system is

H i(z)
1 0 .9 z 1
1 0 .5 z 1
The only choice for ROC is overlaps with z 0 . 9 is

z 0 .5
then
h i n 0 . 5 u n 0 . 9
n
0 . 5 n 1 u n
which is both stable and causal.

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Impulse Response for Rational System:

Assume that a stable LTI Msystem has a rational transfer
function.
(1 c k z 1 )
bo
ao
H (z)
k 1
N
(1 d k z 1 )
k 1
M N
B r z r
H (z)
r0
0 if M N
then
h n
M N
k 1
B r n r
r0
Ak
1 d k z 1
A k d kn u n 1
k 1
Impulse response is of infinite length, called Infinite

Impulse Response (IIR) system.
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If the system has no poles, then

M
H (z)
bk z k
k 0
h n
b k n k
k 1
Impulse response is of finite length, called Finite Impulse

Response (FIR) system.
Example: Consider a causal system with
y [ n ] ay [ n 1 ] x [ n ]
If a 1 then stable and the impulse
response is
h n a n u n .
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Example: Consider
a n , 0 n M
h n
.
0
,
otherwise
Then
M
1 a M 1 z M 1
H ( z ) a n z n
1 az 1
n0
Zeros at
z k ae
2k
M 1
k 0 ,1 , , M .
Difference equation is
y n
a k x n k
k 1
However, we can also write

y [ n ] ay [ n 1 ] x [ n ] a
M 1
x n M 1
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Frequency Response for Rational System Functions:

Assume that a stable LTI system has a rational transfer
function. Then frequency response is obtained by
evaluating it on the unit circle:
H (e
M
b k e j k
) k N 0
a k e j k
k 0
H (e
b
) o
ao
(1 c k e
(1 d k e
k 1
N
k 1
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The magnitude response of the system is

M
H (e
bo
ao
1 cke
1 d ke
k 1
N
k 1
The magnitude-squared response of the system is

H (e
H (e
)H
(e
H (e
b
o
ao
1 c
1 c
*
k
d ke
1 d
*
k
k 1
N
e
e
k 1
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Log magnitude or Gain in decibels(dB) :

20 log
10
H (e
) 20 log
10
bo
ao
20 log
10
1 cke
k 1
20 log
10
1 dke
k 1
Note that :
20 log
10
Y (e
) 20 log
20 log
10
10
H (e
X (e
j
j
Attenuation in dB = - Gain in dB
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Phase response for rational system function:

H (e
b
) o
ao
1 cke
k 1
N
1 d ke
k 1
Group delay for rational system function:
grd H ( e
k 1
d
d
N
k 1
arg[
d
d
1 cke
arg[
1 d ke
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Frequency Response of A single Zero:

Consider transfer function of a system as
1
H ( z ) 1 az
then with a re
H (e
) H (e
)e
j H ( e
1 re
then magnitude is
H (e
1 r
2 r cos( )
and magnitude in dB is
20 Log
10
H (e
) 20 Log
10
[1 r
2 r cos( )]
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then phase is
H (e
) tan
r sin( )
1 r cos( )
group delay is derivative of the (unwrapped) phase

function
grd [ H ( e
d ( H (e
)]
d
))
Example: Consider two cases : r=0.9, =0 and r=0.9, =:
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magnitudes of
vectors give the
magnitude response
H (z)
z a
z
H (e
ze
re
e j
v3
v1
v3
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phases of vectors give the phase response

H (e
e j re j
)
e j
v 3 v1 3 1 3
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Example: Consider a second order system with

H (z)
1 re
1
j
e j z 1
z 1 1 re j z 1
H (e
v3
v1 v 2
H (e
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) H (z)
ze
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Example: Consider a third order system with
0 . 05634 1 z 1 1 1 . 0166 z 1 z 2
H (z)
1 0 . 683 z 1 1 1 . 4461 z 1 0 . 7957 z 2
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Relation Between Magnitude and Phase:

In general, knowledge about magnitude does not provide
information about phase, and vice versa.
But, for rational system functions, with some additional
information such as number of poles and zeros, magnitude
and phase responses provide information about each other.
2
Consider
j
j
*
j
H (e
H (e
)H
H (z)H
with
(e
(1 / z * ) | z e j
H (z)
bo
ao
(1 c k z 1 )
(1 d k z 1 )
k 1
N
k 1
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(1 / z * )
bo
ao
(1 c k* z )
(1 d k* z )
k 1
N
k 1
Then
b
C ( z ) H ( z ) H * (1 / z * ) o
ao
(1 c k z 1 )( 1 c k* z )
(1 d k z 1 )( 1 d k* z )
k 1
N
k 1
Notice that poles and zeros of C(z) occur in conjugate

reciprocal pairs. If one pole/zero is inside the unit circle
there is another outside.
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If H(z) is causal and stable, then all poles must be inside the
unit circle, with this we can identify the poles. But zeros of
H(z) can not be uniquely identified from zeros of C(z) with
this constraint alone.
Example: Consider two stable systems with
H 1(z)
2 1 z 1 1 0 .5 z 1
1 0 . 8 e j / 4 z 1 1 0 . 8 e j
/4
z 1
j / 4
z 1
and
H 2(z)
1 0 . 8 e
z 1 1 2 z 1
/4
z 1 1 0 . 8 e
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Pole/zero plots are
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C 1 ( z ) H 1 ( z ) H 1* (1 / z * )
2 1 z 1 1 0 . 5 z 1 2 1 z 1 0 . 5 z
1 0 .8 e j / 4 z 1 1 0 . 8 e j / 4 z 1 1 0 . 8 e j / 4 z 1 0 . 8 e j / 4 z
C 2 ( z ) H 2 ( z ) H 2* (1 / z * )
1 z 1 2 z 1 z 1 2 z
1 0 . 8 e z 1 0 . 8 e z 1 0 . 8 e
1
1 0 .8 e
j / 4
z 1
j / 4
j / 4
j / 4
Observe that (with 4 2 z 2 z 1 )
4 1 0 . 5 z 1 1 0 . 5 z 1 2 z 1 1 2 z
then
C1(z) C 2 (z)
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Example: Consider pole/zero plot of C(z) for a system,

determine H(z).
For a causal
and stable
system, poles
of H(z) are: p1,
p2,p3.
For real ak, bk,
zeros/poles
occur in
complex
conjugate pairs.
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All-Pass Systems:
Consider following stable system function
ap
then
(e
ap
z 1 a *
H ap ( z )
1 az 1
j *
e j a *
)
j ( 1 ae
)
e
j
j
1 ae
1 ae
(e
) 1
, but H
ap
(e
) constant
This is called an all-pass system .

A general all-pass system has the following form
M
ap
(z) A
k 1
z 1 d k
1 d k z 1
k 1
( z 1 e k* )( z 1 e k )
(1 e k z 1 )( 1 e k* z 1 )
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Example: Consider pole/zero plot of a typical all-pass

system
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Example: First order all-pass system with a real pole:

z=0.9 (z=-0.9)
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Example: Second order all-pass system with poles:

z 0 .9 e
j / 4
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Notice that group delay for causal all-pass systems are

positive (unwrapped/continuous phase is nonpositive).
All-pass systems may be used as phase compensators.
They are also useful in transforming lowpass filters into
other frequency-selective forms.
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Block-Diagram Representation:
LTI systems with difference equation represetation
(rational system function) may be imlemented by
converting to an algorithm or structure that can be realized
in desired technology. These structures consists of basic
operations of addition, multiplication by a constant and
delay.In block diagram representation:
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Example: Consider the second order system :

y [ n ] a 1 y [ n 1] a 2 y [ n 2 ] b o x [ n ]
with
H (z)
bo
1 a1 z a 2 z 2
1
Block diagram representation is
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For a system with higher order difference equation

N
y[n ]
a k y[n k ] bk x[n k ]
k 1
k 0
M
with system function
H (z)
k 0
N
k 1
ak z k
k 1
Rewriting the equation

as
N
y[n ]
bk z k
a k y[ n k ] bk x[ n k ]
k0
a k y[n k ] v[ n ]
k 1
M
where
v[ n ]
bk x[n k ]
k 0
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Direct Form I:
N+M
Delay
element
24
Previous diagram is implementation of
H (z) H 1(z)H 2(z)
1
N
k 1
or
V (z) H 1(z)X (z)
ak z k
k 0
Y ( z ) H 2 ( z )V ( z )
k 0
bk z k
bk z k X ( z )
1
N
ak z k
k 1
V ( z )
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We can rearrange the system function
W (z) H 2(z)X (z)
Y ( z ) H 1 ( z )W ( z )
In the time domain
k 0
1
N
ak z k
k 1
X (z)
b k z k W ( z )
w[n ]
a k w [n k ] x[ n ]
bk w[n k ]
k 1
M
y[n ]
k0
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M=N
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Direct Form II:
Max(N,M)
Delay elements
26
Example:Consider the system with

1 2 z 1
H (z)
1 1 .5 z 1 0 .9 z 2
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Flow Graph Representation:

Similar to the block diagram representation:
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W1(z) W 4 (z) X (z)
W 2 (z) W1(z)
W 3(z) W 2(z) X (z)
W 4 ( z ) z 1W 3 ( z )
Y (z) W 2(z) W 4(z)
z 1
Y ( z )
1
1z
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X ( z )
z 1
H ( z )
1
1z
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Structures for IIR Systems:

Some considerations:
Computaional complexity(no. of multiplication, delay )
Finite precision, Ease of implementation, etc.
Direct Forms:
We have already seen direct forms.
Cascade Form:
We factor numerator and denominator polynomials of H(z)
M
H (z) A
(1 f k z 1 ) (1 g k z 1 )( 1 g k* z 1 )
(1 c k z 1 ) (1 d k z 1 )( 1 d k* z 1 )
k 1
N1
k 1
k 1
N2
k 1
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We have cascade of first or second order subsystems

N
H (z)
H k (z)
k 1
k 1
bo
k 1
b ok b 1 k z 1 b 2 k z 2
1 a 1 k z 1 a 2 k z 2
~
1 b 1 k z 1 b 2 k z 2
1 a 1k z 1 a 2 k z 2
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1 2 z 1 z 2
1 0 . 75 z 1 0 . 125 z 2
1 z 1 1 z 1
1 0 . 5 z 1 1 0 . 25 z 1
H (z)
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Parallel Form:
H(z) may be written as sum of subsystems
N
H (z)
Ckz
k0
k 0
N
H (z)
Nc
Ak
B k (1 e k z 1 )
1 c k z k k 0 (1 d k z 1 )( 1 d k* z 1 )
N
k0
Ckz
k 0
e ok e 1 k z 1
1 a1 k z 1 a 2 k z 2
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1 2 z 1 z 2
18
25
H (z)
8
1
2
1
1 0.75 z 0.125 z
1 0 .5 z
1 0.25 z 1
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Transposed Forms :
Reverse the directions of all branches while keeping the
values as they were and reverse roles of input and output.
Transposed forms may be useful in finite precision
implementation.
Example:Consider the second order system with
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Structures for FIR Systems:

Consider an FIR system with following input-output
M
relation
y[n ]
bk x[ n k ]
k0
Observe that the impulse response of this system is

b , 0 n M
h[ n ] n
0 , otherwise
Direct form (or tapped delay line or transversal filter) :
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Transposed direct form structure:
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Cascade form:
N
H (z)
k 1
H k (z)
( b ok b 1 k z 1 b 2 k z 2 )
k 1
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Linear-Phase FIR Systems:

Finite impulse response (FIR) systems with linear-phase
have symmetry properties such as
h [ n ] h [ M n ], 0 n M
or
h [ n ] h [ M n ], 0 n M
For M even and odd.

Thus there are four types of linear phase FIR filters.
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Example: Consider
1, 0 n 4
h[ n ]
0 , otherwise
sin( 5 / 2 )
H ( e j ) e j 2
sin( / 2 )
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Example: Consider
h [ n ] [ n ] 2 [ n 1] [ n 2 ]
H (e
) 1 2e
j 1
j 1
j 1
j 1
2 e
e
j 1
j 2
2 [1 cos( )].
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Assume M is even
M
y[n ]
h [ k ]x [ n k ]
k 0
M / 2 1
h[ k ] x[ n k ] h[ M / 2 ] x[ n M / 2 ]
k0
M
h[k ] x[n k ]
k M / 2 1
With, in the last term, k=M-l, l=0M/2-1

M / 2 1
y[n ]
h[ k ] x[ n k ] h[ M / 2 ] x[ n M / 2 ]
k 0
M / 2 1
h[ M l ] x[ n M l ]
l0
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If
h[ n ] h[ M n ]
M / 2 1
y[n ]
h [ k ]( x [ n k ] x [ n M k ])
k 0
h[ M / 2 ]x[ n M / 2 ]
If
h[ n ] h[ M n ]
M / 2 1
y[n ]
h [ k ]( x [ n k ] x [ n M k ])
k 0
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Finite-Precision Numerical Effects:

Input Quantization:
We have seen earlier that continuous-time signals are
sampled, quantized and coded first
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Example:
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In twos complement binary system leftmost bit is the sign

bit. If we have (B+1)-bit twos complement fraction of the
following form
a 0 a1a 2 a B
Value is
a 0 2 0 a1 2 1 a 2 2 2 a B 2 B
Example:
Binary Code
Numeric value
0 11
3/4
1 10
1/2
1 01
1/4
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Quantizer step size is

With
where
2X m
2 B 1
x[ n ] X
x B [n ]
1 x B[n] 1
(two' s complement
Analysis of Quantization Errors:

We observe that the quantized samples are in general
different from the true values. The difference is the
quantization error
^
e [ n ] x [ n ] x [ n ].
and
/ 2 e[ n ] / 2
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A simplified model of quantizer is
Assumptions about e[n]:

e[n] is stationary
e[n] is uncorrelated with x[n]
e[n] is white noise
e[n] is uniformly distributed
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Example:
Sinusoidal
signal
3bit
quantizer
Error for
3bit
Error for
8bit
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Mean value of e[n] is zero

/2
1
de 0
/2
Variance (or power) of e[n] is

/2
2
e
/2
1
2
de
12
For (B+1)-bit quantizer with full-scale value Xm
2
e
2 2 B X
2
m
12
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Signal-to-Noise Ratio (SNR) is defined as the ratio of

signal variance (power) to noise variance. Expressed in dB
x2
12 2 2 B x2
SNR 10 log 10 2 10 log 10

X m2
e
6 . 02 B 10 . 8 20 log
10
m
x
If
B B 1,
x x / 2,
SNR SNR 6 dB
SNR SNR - 6dB
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Coefficient Quantization in IIR Systems:

M
Consider
bk z k
H (z)
k 0
N
ak z k
k 1
If the coefficients are quantized,

we get
M
^
b k z k
H (z)
k 0
N
a k z k
k 1
where
b k bk bk , a
ak ak
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Each pole or zero will be affected by all the errors in the

coefficient quantization.
If the poles (or zeros) are close to each other (clustered),
then quantization of coefficients may cause large shifts
of poles (or zeros).
Direct form structures are more sensitive to coefficient
quantization than the other forms (parallel, cascade,...)
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Example: Consider a bandpass IIR elliptic filter of order 12

implemented in cascade form of 2nd order subsystems and
direct form.
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Passband
cascade
unquantized
Passband
cascade
16-bit
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Passband
parallel
16-bit
Direct form
16-bit
42
Poles of Quantized 2nd order subsystems :

Because of robustness, parallel and cascade forms are used
more than direct forms.
We can further improve the robustness, by improving
implementation of the 2nd order subsystems.
Consider the following implementation in direct form:
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When coefficients are quantized, a finite number of pole

possitions possible.
7bits
4bits
Circles correspond to r2,
vertical lines to 2rcos
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Consider the following coupled form
4bits
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7bits
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Coefficient Quantization in FIR Systems:

Consider FIR system with transfer function
M
H (z)
h[n ]z n
n0
If
h[ n ] h[ n ] h[n ]
then
H (z)
h[n ]z n H ( z ) H ( z )
n0
where
and
H (z)
h[n ]z n
n0
^
H (e
) H (e
) H (e
)
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Example: Consider FIR filter of order 27
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Effects of Round-off Noise:

Analysis of Direct Form IIR Structures:
Consider Nth-order difference equation for Direct Form I
N
y[n ]
k 1
a k y[ n k ] bk x[ n k ]
k0
Assume that all signal values and coefficients are

represented by (B+1)-bit fixed point binary numbers.
Therefore, each multiplication is followed by a quantizer,
then
^
y[n ]
k 1
M
^
Q a k y [ n k ] Q b k x [ n k ]
k 0
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An alternative representation is as following
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Rounding or truncation of a product bx[n] is represented by

a noise source of the form
e [ n ] Q bx [ n ] bx [ n ]
Assumptions about e[n]s:

Each e[n] is stationary
Each e[n] is uncorrelated with x[n] and other e[n]s
Each e[n] is uniformly distributed
For (B+1)-bit rounding
2 B / 2 e[ n ] 2 B / 2
A.S.Kayhan
For (B+1)-bit truncation

2 B e[ n ] 0
Mean and variance for rounding are
e 0
2 2 B
12
2
e
Mean and variance for truncation are

e
2B
2
2
e
2 2 B
12
A.S.Kayhan
48
Now, lets try to determine effect of quantization noise on

the output of the system. We can redraw the system as
e[ n ] e 0 [ n ] e1[ n ] e 2 [ n ] e 3 [ n ] e 4 [ n ]
A.S.Kayhan
Since all the noise sources are

2
e
2
e0
2
e1
2
e2
2
e3
2
e4
5
For the general Direct Form I case
2 2 B
2
e M 1 N
12
Now, we observe that
2
e0
2 2 B
5
12
f [n ]
a k f [ n k ] e[ n ]
k 1
For rounding mean of the output noise is zero.

The variance for rounding or truncation is
2
f
2 2 B
M 1 N
12
h ef [ n ] is impulse response for
h ef [ n ]
ef
(z) 1 / A(z)
A.S.Kayhan
49
Example: Consider the following system

H (z)
b
1 az
a 1.
h ef [ n ] a n u [ n ]
Then the noise variance(power) at

the output is
2
f
2 2 B
2
12
2n
2 2 B
2
12
1 a
A.S.Kayhan
Analysis of Direct Form FIR systems:

Consider
y[n ]
h[ k ]x[ n k ]
k 0
f [ n ] e[ n ]
k 0
e k [ n ],
2
f
2 2 B
M 1
12
A.S.Kayhan
50
End of Part 2
A.S.Kayhan
51

Digital Signal Processing: Frequency Analysis of LTI Systems

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DIGITAL

Frequency Analysis of LTI Systems:

Y (z) X (z)H (z)

On the unit circle

is the frequency response of the

Digital Signal Processing

is the magnitude response of the

) is the phase response of the

Digital Signal Processing

Discrete-time ideal filters: LPF, HPF, BPF:

These are not realizable. Why?

Phase distortion and delay:

Linear phase distortion causes simple delay.

Digital Signal Processing

Thus, group delay of a system is

is the continuous phase.

Digital Signal Processing

Digital Signal Processing

Example: Consider the following filter

Digital Signal Processing

Input is the following signal

Digital Signal Processing

Digital Signal Processing

Systems with Difference Equation Models:

Applying z-transform, using linearity and shifting

Digital Signal Processing

Then, the transfer function (or system function) is

We can write the transfer function in terms of its

Digital Signal Processing

Example: Consider system function

Stability and Causality:

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Digital Signal Processing

Then the inverse system has

Poles become zeros of the inverse system, zeros become

Some part of ROC of H i ( z ) must overlap with this.

The inverse system is

Two possible ROC:

which is stable but noncausal.

unstable but causal.

The inverse system is

The only choice for ROC is overlaps with z 0 . 9 is

which is both stable and causal.

Impulse Response for Rational System:

Impulse response is of infinite length, called Infinite

If the system has no poles, then

Impulse response is of finite length, called Finite Impulse

However, we can also write

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Frequency Response for Rational System Functions:

Digital Signal Processing

The magnitude response of the system is

The magnitude-squared response of the system is

Digital Signal Processing

Log magnitude or Gain in decibels(dB) :

Phase response for rational system function:

Group delay for rational system function:

Digital Signal Processing

Frequency Response of A single Zero:

Digital Signal Processing

group delay is derivative of the (unwrapped) phase

Example: Consider two cases : r=0.9, =0 and r=0.9, =: