Digital Signal Processing Tutorial PDF
Digital Signal Processing Tutorial PDF
Digital Signal Processing Tutorial PDF
com
Digital Signal Processing
Audience
This tutorial is meant for the students of E&TC, Electrical and Computer Science
engineering. In addition, it should be useful for any enthusiastic reader who would like to
understand more about various signals, systems, and the methods to process a digital
signal.
Prerequisites
Digital signal processing deals with the signal phenomenon. Along with it, in this tutorial,
we have shown the filter design using the concept of DSP. This tutorial has a good balance
between theory and mathematical rigor. Before proceeding with this tutorial, the readers
are expected to have a basic understanding of discrete mathematical structures.
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Digital Signal Processing
Table of Contents
About the Tutorial ............................................................................................................................................ i
Audience ........................................................................................................................................................... i
Prerequisites ..................................................................................................................................................... i
Disclaimer & Copyright ..................................................................................................................................... i
Table of Contents ............................................................................................................................................ ii
3. Basic DT Signals......................................................................................................................................... 9
Unit Impulse Sequence .................................................................................................................................... 9
Unit Step Signal ............................................................................................................................................... 9
Unit Ramp Function ......................................................................................................................................... 9
Parabolic Function ......................................................................................................................................... 10
Sinusoidal Signal ............................................................................................................................................ 10
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7. Shifting ................................................................................................................................................... 25
Time Shifting .................................................................................................................................................. 25
Amplitude Shifting ......................................................................................................................................... 26
8. Scaling .................................................................................................................................................... 28
Time Scaling ................................................................................................................................................... 28
Amplitude Scaling .......................................................................................................................................... 29
9. Reversal .................................................................................................................................................. 31
Time Reversal ................................................................................................................................................ 31
Amplitude Reversal ....................................................................................................................................... 31
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1. Signals – Definition Digital Signal Processing
Definition
Anything that carries information can be called as signal. It can also be defined as a
physical quantity that varies with time, temperature, pressure or with any independent
variables such as speech signal or video signal.
The process of operation in which the characteristics of a signal (Amplitude, shape, phase,
frequency, etc.) undergoes a change is known as signal processing.
Note - Any unwanted signal interfering with the main signal is termed as noise. So, noise
is also a signal but unwanted.
According to their representation and processing, signals can be classified into various
categories details of which are discussed below.
This type of signal shows continuity both in amplitude and time. These will have values at
each instant of time. Sine and cosine functions are the best example of Continuous time
signal.
The signal shown above is an example of continuous time signal because we can get value
of signal at each instant of time.
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Although speech and video signals have the privilege to be represented in both continuous
and discrete time format; under certain circumstances, they are identical. Amplitudes also
show discrete characteristics. Perfect example of this is a digital signal; whose amplitude
and time both are discrete.
The figure above depicts a discrete signal’s discrete amplitude characteristic over a period
of time. Mathematically, these types of signals can be formularized as;
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2. Basic CT Signals Digital Signal Processing
To test a system, generally, standard or basic signals are used. These signals are the basic
building blocks for many complex signals. Hence, they play a very important role in the
study of signals and systems.
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It has the property of showing discontinuity at t=0. At the point of discontinuity, the signal
value is given by the average of signal value. This signal has been taken just before and
after the point of discontinuity (according to Gibb’s Phenomena).
If we add a step signal to another step signal that is time scaled, then the result will be
unity. It is a power type signal and the value of power is 0.5. The RMS (Root mean square)
value is 0.707 and its average value is also 0.5.
Ramp Signal
Integration of step signal results in a Ramp signal. It is represented by r(t). Ramp signal
𝑡
also satisfies the condition𝑟(𝑡) = ∫−∞ 𝑈(𝑡)𝑑𝑡 = 𝑡𝑈(𝑡). It is neither energy nor power (NENP)
type signal.
Parabolic Signal
Integration of Ramp signal leads to parabolic signal. It is represented by p(t). Parabolic
𝑡
signal also satisfies the condition 𝑝(𝑡) = ∫−∞ 𝑟(𝑡)𝑑𝑡 = (𝑡 2 /2)𝑈(𝑡) . It is neither energy nor
Power (NENP) type signal.
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Signum Function
This function is represented as
1 𝑓𝑜𝑟 𝑡 > 0
𝑠𝑔𝑛(𝑡) = {
−1 𝑓𝑜𝑟 𝑡 < 0
It is a power type signal. Its power value and RMS (Root mean square) values, both are
1. Average value of signum function is zero.
Sinc Function
It is also a function of sine and is written as-
SinΠt
SinC(t) = = Sa(Πt)
ΠT
SinΠt
2. Sinc(0) = lim =1
t→0 Πt
SinΠ∞
3. Sinc(∞)= lim =0 (Range of sin𝜋∞ varies between -1 to +1 but anything
t→∞ Π∞
divided by infinity is equal to zero)
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t = n (n ≠ 0)
Sinusoidal Signal
A signal, which is continuous in nature is known as continuous signal. General format of a
sinusoidal signal is
𝑥(𝑡) = 𝐴𝑠𝑖𝑛(𝜔𝑡 + Ф)
Here,
The tendency of this signal is to repeat itself after certain period of time, thus is called
periodic signal. The time period of signal is given as;
2𝜋
𝑇=
𝜔
The diagrammatic view of sinusoidal signal is shown below.
Rectangular Function
A signal is said to be rectangular function type if it satisfies the following condition:
𝜏
𝑡 1, for 𝑡 ≤
𝜋( ) = { 2
𝜏 0, Otherwise
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2|𝑡| 𝜏
𝑡 1−( ) 𝑓𝑜𝑟 |𝑡| <
∆( ) = 𝜏 2
𝜏 𝜏
{ 0 𝑓𝑜𝑟 |𝑡| >
2
This signal is symmetrical about Y-axis. Hence, it is also termed as even signal.
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3. Basic DT Signals Digital Signal Processing
We have seen that how the basic signals can be represented in Continuous time domain.
Let us see how the basic signals can be represented in Discrete Time Domain.
1, 𝑓𝑜𝑟 𝑛 = 0
𝛿(𝑛) = {
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
1, 𝑓𝑜𝑟 𝑛 ≥ 0
U(n) = {
0, 𝑓𝑜𝑟 𝑛 < 0
The figure above shows the graphical representation of a discrete step function.
𝑛, 𝑓𝑜𝑟 𝑛 ≥ 0
𝑟(𝑛) = {
0, 𝑓𝑜𝑟 𝑛 < 0
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The figure given above shows the graphical representation of a discrete ramp signal.
Parabolic Function
Discrete unit parabolic function is denoted as p(n) and can be defined as;
𝑛2
𝑝(𝑛) = { 2 , 𝑓𝑜𝑟 𝑛 ≥ 0
0, 𝑓𝑜𝑟 𝑛 < 0
𝑛2
𝑃(𝑛) = 𝑈(𝑛)
2
The figure given above shows the graphical representation of a parabolic sequence.
Sinusoidal Signal
All continuous-time signals are periodic. The discrete-time sinusoidal sequences may or
may not be periodic. They depend on the value of . For a discrete time signal to be
periodic, the angular frequency must be a rational multiple of 2.
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𝑥(𝑛) = 𝐴𝑠𝑖𝑛(𝜔𝑛 + Ф)
Here A,𝜔 and Ф have their usual meaning and n is the integer. Time period of the discrete
sinusoidal signal is given by:
2𝜋𝑚
𝑁=
𝜔
Where, N and m are integers.
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4. Classification of CT Signals Digital Signal Processing
Even Signal
A signal is said to be even if it satisfies the following condition;
𝑥(−𝑡) = 𝑥(𝑡)
Time reversal of the signal does not imply any change on amplitude here. For example,
consider the triangular wave shown below.
The triangular signal is an even signal. Since, it is symmetrical about Y-axis. We can say
it is mirror image about Y-axis.
We can see that the above signal is even as it is symmetrical about Y-axis.
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Odd Signal
A signal is said to be odd, if it satisfies the following condition
𝑥(−𝑡) = −𝑥(𝑡)
Here, both the time reversal and amplitude change takes place simultaneously.
In the figure above, we can see a step signal x(t). To test whether it is an odd signal or
not, first we do the time reversal i.e. x(-t) and the result is as shown in the figure. Then
we reverse the amplitude of the resultant signal i.e. –x(-t) and we get the result as shown
in figure.
If we compare the first and the third waveform, we can see that they are same, i.e. x(t)=
-x(-t), which satisfies our criteria. Therefore, the above signal is an Odd signal.
Some important results related to even and odd signals are given below.
1. Even × Even=Even
2. Odd × Odd = Even
3. Even × Odd= Odd
4. Even ± Even = Even
5. Odd ± Odd = Odd
6. Even ± Odd = Neither even nor odd
Where xe(t) represents the even signal and xo(t) represents the odd signal
[𝑥(𝑡) + 𝑥(−𝑡)]
𝑥𝑒(𝑡) =
2
And
[𝑥(𝑡) − 𝑥(−𝑡)]
𝑥𝑜(𝑡) =
2
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Example
Find the even and odd parts of the signal 𝑥(𝑛) = 𝑡 + 𝑡 2 + 𝑡 3
𝑥(−𝑛) = −𝑡 + 𝑡 2 − 𝑡 3
Now, according to formula, the even part
[𝑥(𝑡)+𝑥(−𝑡)]
𝑥𝑒(𝑡) = 2
[(𝑡+𝑡 2 +𝑡 3 )+(−𝑡+𝑡 2 −𝑡 3 )]
=
2
=𝑡 2
[(𝑡+𝑡 2 +𝑡 3 )−(−𝑡+𝑡 2 −𝑡 3 )]
=
2
= 𝑡 + 𝑡3
Periodic Signals
Periodic signal repeats itself after certain interval of time. We can show this in equation
form as-
𝑥(𝑡) = 𝑥(𝑡) ± 𝑛𝑇
Fundamental time period (FTP) is the smallest positive and fixed value of time for which
signal is periodic.
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A triangular signal is shown in the figure above of amplitude A. Here, the signal is repeating
after every 1 sec. Therefore, we can say that the signal is periodic and its FTP is 1 sec.
Non-Periodic Signal
Simply, we can say, the signals, which are not periodic are non-periodic in nature. As
obvious, these signals will not repeat themselves after any interval time.
Energy Signals
A signal is said to be an Energy signal, if and only if, the total energy contained is finite
and nonzero (0<E<∞). Therefore, for any energy type signal, the total normalized signal
is finite and non-zero.
A lossless capacitor is also a perfect example of Energy type signal because when it is
connected to a source it charges up to its optimum level and when the source is removed,
it dissipates that equal amount of energy through a load and makes its average power to
zero.
For any finite signal x(t) the energy can be symbolized as E and is written as;
+∞
𝐸=∫ 𝑥 2 (𝑡)𝑑𝑡
−∞
Spectral density of energy type signals gives the amount of energy distributed at various
frequency levels.
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non-zero. Almost all the periodic signals are power signals and their average power is finite
and non-zero.
Practical periodic signals are power signals. Non-periodic signals are energy signals.
Here, Normalized average power is finite Here, total normalized energy is finite
and non-zero. and non-zero.
Mathematically, Mathematically,
+𝑇/2 +∞
𝑃 = lim 1/𝑇 ∫ 𝑥 2 (𝑡)𝑑𝑡 𝐸=∫ 𝑥 2 (𝑡)𝑑𝑡
𝑇→∞ −𝑇/2 −∞
Existence of these signals is infinite over These signals exist for limited period of
time. time.
Energy of power signal is infinite over Power of the energy signal is zero over
infinite time. infinite time.
Solved Examples
Example 1: Find the Power of a signal 𝒛(𝒕) = 𝟐𝑪𝒐𝒔(𝟑𝜫𝒕 + 𝟑𝟎°) + 𝟒𝑺𝒊𝒏(𝟑𝜫𝒕 + 𝟑𝟎°)
Solution: The above two signals are orthogonal to each other because their frequency
terms are identical to each other also they have same phase difference. So, total power
will be the summation of individual powers.
42
Power of 𝑦(𝑡) = =8
2
Example 2: Test whether the signal given 𝒙(𝒕) = 𝒕𝟐 + 𝒋𝒔𝒊𝒏𝒕 is conjugate or not?
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Solution: Here, the real part being 𝑡 2 is even and odd part (imaginary) being 𝑠𝑖𝑛𝑡 is odd.
So the above signal is Conjugate signal.
Therefore,
sin(−𝜔𝑡) = −𝑠𝑖𝑛𝜔𝑡
This is satisfying the condition for a signal to be odd. Therefore, sinωt is an odd signal.
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5. Classification of DT Signals Digital Signal Processing
Just like Continuous time signals, Discrete time signals can be classified according to the
conditions or operations on the signals.
Even Signal
A signal is said to be even or symmetric if it satisfies the following condition;
𝑥(−𝑛) = 𝑥(𝑛)
Here, we can see that x(-1)=x(1), x(-2)=x(2) and X(-n)=x(n). Thus, it is an even signal.
Odd Signal
A signal is said to be odd if it satisfies the following condition;
𝑥(−𝑛) = −𝑥(𝑛)
From the figure, we can see that x(1)=-x(-1), x(2)=-x(2) and x(n)=-x(-n). Hence, it is an
odd as well as anti-symmetric signal.
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𝑥(𝑛 + 𝑁) = 𝑥(𝑛)
Here, x(n) signal repeats itself after N period. This can be best understood by considering
a cosine signal:
𝑥(𝑛) = 𝐴 cos(2𝜋𝑓0 𝑛 + 𝜃)
Now,
𝑥(𝑛 + 𝑁) = 𝐴 cos(2𝜋𝑓0 (𝑛 + 𝑁) + 𝜃) = 𝐴 cos(2𝜋𝑓0 𝑛 + 2𝜋𝑓0 𝑁 + 𝜃)
= 𝐴 cos(2𝜋𝑓0 𝑛 + 2𝜋𝑓0 𝑁 + 𝜃)
𝑥(𝑛 + 𝑁) = 𝑥(𝑛)
2𝜋𝑓0 𝑁 = 2𝜋𝐾
𝐾
=> 𝑁 =
𝑓0
Energy Signal
Energy of a discrete time signal is denoted as E. Mathematically, it can be written as;
+∞
𝐸 = ∑ |𝑥(𝑛)|2
𝑛=−∞
If each individual values of x(n) are squared and added, we get the energy signal. Here
x(n) is the energy signal and its energy is finite over time i.e 0<E<∞
Power Signal
Average power of a discrete signal is represented as P. Mathematically, this can be written
as;
+𝑁
1
𝑃 = lim ∑ |𝑥(𝑛)|2
𝑁→∞ (2𝑁 + 1)
𝑛=−𝑁
Here, power is finite i.e. 0<P<∞. However, there are some signals, which belong to neither
energy nor power type signal.
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6. Miscellaneous Signals Digital Signal Processing
There are other signals, which are a result of operation performed on them. Some common
type of signals are discussed below.
Conjugate Signals
Signals, which satisfies the condition 𝑥(𝑡) = 𝑥 ∗ (−𝑡) are called conjugate signals.
If we compare both the derived equations 1 and 2, we can see that the real part is even,
whereas the imaginary part is odd. This is the condition for a signal to be a conjugate type.
Now, again compare, both the equations just as we did for conjugate signals. Here, we
will find that the real part is odd and the imaginary part is even. This is the condition for
a signal to become conjugate anti-symmetric type.
Example
Let the signal given be 𝑥(𝑡) = 𝑠𝑖𝑛𝑡 + 𝑗𝑡 2 .
Here, the real part being 𝑠𝑖𝑛𝑡 is odd and the imaginary part being 𝑡 2 is even. So, this signal
can be classified as conjugate anti-symmetric signal.
Any function can be divided into two parts. One part being Conjugate symmetry and other
part being conjugate anti-symmetric. So any signal x(t) can be written as
Where 𝑥𝑐𝑠(𝑡) is conjugate symmetric signal and 𝑥𝑐𝑎𝑠(𝑡) is conjugate anti symmetric signal
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[𝑥(𝑡) + 𝑥 ∗ (−𝑡)]
𝑥𝑐𝑠(𝑡) =
2
And
[𝑥(𝑡) − 𝑥 ∗ (−𝑡)]
𝑥𝑐𝑎𝑠(𝑡) =
2
Consider a signal x(t) as shown in figure A above. The first step is to time shift the signal
𝑇
and make it 𝑥[𝑡 − ( )]. So, the new signal is changed as shown in figure B. Next, we reverse
2
𝑇
the amplitude of the signal, i.e. make it −𝑥[𝑡 − ( )] as shown in figure C. Since, this signal
2
repeats itself after half-time shifting and reversal of amplitude, it is a half wave symmetric
signal.
Orthogonal Signal
Two signals x(t) and y(t) are said to be orthogonal if they satisfy the following two
conditions.
∞
Condition 1- ∫−∞ 𝑥(𝑡)𝑦(𝑡) = 0 [for non-periodic signal]
The signals, which contain odd harmonics (3rd, 5th, 7th ...etc.) and have different
frequencies, are mutually orthogonal to each other.
In trigonometric type signals, sine functions and cosine functions are also orthogonal to
each other; provided, they have same frequency and are in same phase. In the same
manner DC (Direct current signals) and sinusoidal signals are also orthogonal to each
other. If x(t) and y(t) are two orthogonal signals and 𝑧(𝑡) = 𝑥(𝑡) + 𝑦(𝑡) then the power and
energy of z(t) can be written as ;
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Example
Analyze the signal: 𝑧(𝑡) = 3 + 4 sin(2𝜋𝑡 + 30°)
Here, the signal comprises of a DC signal (3) and one sine function. So, by property this
signal is an orthogonal signal and the two sub-signals in it are mutually orthogonal to each
other.
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7. Shifting Digital Signal Processing
Shifting means movement of the signal, either in time domain (around Y-axis) or in
amplitude domain (around X-axis). Accordingly, we can classify the shifting into two
categories named as Time shifting and Amplitude shifting, these are subsequently
discussed below.
Time Shifting
Time shifting means, shifting of signals in the time domain. Mathematically, it can be
written as
𝑥(𝑡) → 𝑦(𝑡 + 𝑘)
This K value may be positive or it may be negative. According to the sign of k value, we
have two types of shifting named as Right shifting and Left shifting.
Case 1 (K > 0)
When K is greater than zero, the shifting of the signal takes place towards right in the time
domain. Therefore, this type of shifting is known as Left Shifting of the signal.
Example
Case 2 (K < 0)
When K is less than zero the shifting of signal takes place towards right in the time domain.
Therefore, this type of shifting is known as Right shifting.
Example
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Amplitude Shifting
Amplitude shifting means shifting of signal in the amplitude domain (around X-axis).
Mathematically, it can be represented as:
𝑥(𝑡) → 𝑥(𝑡) + 𝐾
This K value may be positive or negative. Accordingly, we have two types of amplitude
shifting which are subsequently discussed below.
Case 1 (K > 0)
When K is greater than zero, the shifting of signal takes place towards up in the x-axis.
Therefore, this type of shifting is known as upward shifting.
Example
Case 2 (K < 0)
When K is less than zero shifting of signal takes place towards downward in the X- axis.
Therefore, it is called downward shifting of the signal.
Example
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8. Scaling Digital Signal Processing
Scaling of a signal means, a constant is multiplied with the time or amplitude of the signal.
Time Scaling
If a constant is multiplied to the time axis then it is known as Time scaling. This can be
mathematically represented as;
𝑡
𝑥(𝑡) → 𝑦(𝑡) = 𝑥(𝛼𝑡) 𝑜𝑟 𝑥 ( ) ; where 𝛼 ≠ 0
𝛼
So the y-axis being same, the x- axis magnitude decreases or increases according to the
sign of the constant (whether positive or negative). Therefore, scaling can also be divided
into two categories as discussed below.
Time Compression
Whenever alpha is greater than zero, the signal’s amplitude gets divided by alpha whereas
the value of the Y-axis remains the same. This is known as Time Compression.
Example
Let us consider a signal x(t), which is shown as in figure below. Let us take the value of
alpha as 2. So, y(t) will be x(2t), which is illustrated in the given figure.
Clearly, we can see from the above figures that the time magnitude in y-axis remains the
same but the amplitude in x-axis reduces from 4 to 2. Therefore, it is a case of Time
Compression.
Time Expansion
When the time is divided by the constant alpha, the Y-axis magnitude of the signal get
multiplied alpha times, keeping X-axis magnitude as it is. Therefore, this is called Time
expansion type signal.
Example
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Let us consider a square signal x(t), of magnitude 1. When we time scaled it by a constant
𝑡
3, such that 𝑥(𝑡) → 𝑦(𝑡) → 𝑥( ) , then the signal’s amplitude gets modified by 3 times which
3
is shown in the figure below.
Amplitude Scaling
Multiplication of a constant with the amplitude of the signal causes amplitude scaling.
Depending upon the sign of the constant, it may be either amplitude scaling or attenuation.
Let us consider a square wave signal x(t)= П(t/4).
Suppose we define another function y(t)=2 П(t/4). In this case, value of y-axis will be
doubled, keeping the time axis value as it is. The is illustrated in the figure given below.
Consider another square wave function defined as z(t) where z(t)=0.5 П(t/4). Here,
amplitude of the function z(t) will be half of that of x(t) i.e. time axis remaining same,
amplitude axis will be halved. This is illustrated by the figure given below.
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9. Reversal Digital Signal Processing
Whenever the time in a signal gets multiplied by -1, the signal gets reversed. It produces
its mirror image about Y or X-axis. This is known as Reversal of the signal.
Reversal can be classified into two types based on the condition whether the time or the
amplitude of the signal is multiplied by -1.
Time Reversal
Whenever signal’s time is multiplied by -1, it is known as time reversal of the signal. In
this case, the signal produces its mirror image about Y-axis. Mathematically, this can be
written as;
In the above example, we can clearly see that the signal has been reversed about its Y-
axis. So, it is one kind of time scaling also, but here the scaling quantity is (-1) always.
Amplitude Reversal
Whenever the amplitude of a signal is multiplied by -1, then it is known as amplitude
reversal. In this case, the signal produces its mirror image about X-axis. Mathematically,
this can be written as;
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10. Differentiation Digital Signal Processing
Two very important operations performed on the signals are Differentiation and
Integration.
Differentiation
Differentiation of any signal x(t) means slope representation of that signal with respect to
time. Mathematically, it is represented as;
𝑑𝑥(𝑡)
𝑥(𝑡) →
𝑑𝑡
In the case of OPAMP differentiation, this methodology is very helpful. We can easily
differentiate a signal graphically rather than using the formula. However, the condition is
that the signal must be either rectangular or triangular type, which happens in most cases.
Ramp Step
Step Impulse
Impulse 1
The above table illustrates the condition of the signal after being differentiated. For
example, a ramp signal converts into a step signal after differentiation. Similarly, a unit
step signal becomes an impulse signal.
Example
Let the signal given to us be 𝑥(𝑡) = 4[𝑟(𝑡) − 𝑟(𝑡 − 2)]. When this signal is plotted, it will look
like the one on the left side of the figure given below. Now, our aim is to differentiate the
given signal.
To start with, we will start differentiating the given equation. We know that the ramp signal
after differentiation gives unit step signal.
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Now this signal is plotted finally, which is shown in the right hand side of the above figure.
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11. Integration Digital Signal Processing
Integration of any signal means the summation of that signal under particular time domain
to get a modified signal. Mathematically, this can be represented as-
𝑡
𝑥(𝑡) → 𝑦(𝑡) = ∫ 𝑥(𝑡)𝑑𝑡
−∞
Here also, in most of the cases we can do mathematical integration and find the resulted
signal but direct integration in quick succession is possible for signals which are depicted
in rectangular format graphically. Like differentiation, here also, we will refer a table to
get the result quickly.
1 impulse
Impulse step
Step Ramp
Example
Let us consider a signal 𝑥(𝑡) = 𝑢(𝑡) − 𝑢(𝑡 − 3). It is shown in Fig-1 below. Clearly, we can
see that it is a step signal. Now we will integrate it. Referring to the table, we know that
integration of step signal yields ramp signal.
𝑡
= ∫ [𝑢(𝑡) − 𝑢(𝑡 − 3)]𝑑𝑡
−∞
𝑡 𝑡
= ∫ 𝑢(𝑡)𝑑𝑡 − ∫ 𝑢(𝑡 − 3)𝑑𝑡
−∞ −∞
= 𝑟(𝑡) − 𝑟(𝑡 − 3)
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12. Convolution Digital Signal Processing
The convolution of two signals in the time domain is equivalent to the multiplication of
their representation in frequency domain. Mathematically, we can write the convolution of
two signals as
2. Take the signal x2(t) and do the step 1 and make it x2(p).
5. Then do the multiplication of both the signals. i.e. 𝑥1(𝑝). 𝑥2[−(𝑝 − 𝑡)]
Example
Let us do the convolution of a step signal u(t) with its own kind.
Now this t can be greater than or less than zero, which are shown in below figures
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So, with the above case, the result arises with following possibilities
0, 𝑖𝑓𝑡 < 0
𝑡
𝑦(𝑡) = {
∫ 1𝑑𝑡 , 𝑓𝑜𝑟𝑡 > 0
0
0, 𝑖𝑓𝑡 < 0
={ = 𝑟(𝑡)
𝑡, 𝑡 > 0
Properties of Convolution
Commutative
It states that order of convolution does not matter, which can be shown mathematically
as
Associative
It states that order of convolution involving three signals, can be anything. Mathematically,
it can be shown as;
Distributive
Two signals can be added first, and then their convolution can be made to the third signal.
This is equivalent to convolution of two signals individually with the third signal and added
finally. Mathematically, this can be written as;
Area
If a signal is the result of convolution of two signals then the area of the signal is the
multiplication of those individual signals. Mathematically this can be written as;
Scaling
If two signals are scaled to some unknown constant “a” and convolution is done then
resultant signal will also be convoluted to same constant “a” and will be divided by that
quantity as shown below.
Delay
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Suppose a signal y(t) is a result from the convolution of two signals x1(t) and x2(t). If the
two signals are delayed by time t1 and t2 respectively, then the resultant signal y(t) will
be delayed by (t1+t2). Mathematically, it can be written as-
Solved Examples
Example 1: Find the convolution of the signals u(t-1) and u(t-2).
Solution: Given signals are u(t-1) and u(t-2). Their convolution can be done as shown
below:
= 𝑟(𝑡 − 1) + 𝑟(𝑡 − 2)
= 𝑟(𝑡 − 3)
Solution:
Similarly, 𝑥2(𝑧) = 2 + 2𝑍 −1 + 2𝑍 −2 + 2𝑍 −3 + 2𝑍 −4
Resultant signal,
𝑋(𝑍) = 𝑋1(𝑍)𝑋2(𝑧)
= {3 − 2𝑍 −1 + 2𝑍 −2 } × {2 + 2𝑍 −1 + 2𝑍 −2 + 2𝑍 −3 + 2𝑍 −4 }
= 6 + 2𝑍 −1 + 6𝑍 −2 + 6𝑍 −3 + 6𝑍 −4 + 6𝑍 −5
Taking inverse Z-transformation of the above, we will get the resultant signal as
𝒙(𝒏) = {𝟐, 𝟏, 𝟎, 𝟏}
𝒉(𝒏) = {𝟏, 𝟐, 𝟑, 𝟏}
Solution:
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𝑥(𝑧) = 2 + 2𝑍 −1 + 2𝑍 −3
And ℎ(𝑛) = 1 + 2𝑍 −1 + 3𝑍 −2 + 𝑍 −3
= {2 + 2𝑍 −1 + 2𝑍 −3 } × {1 + 2𝑍 −1 + 3𝑍 −2 + 𝑍 −3 }
={2 + 5𝑍 −1 + 8𝑍 −2 + 6𝑍 −3 + 3𝑍 −4 + 3𝑍 −5 + 𝑍 −6 }
Taking the inverse Z-transformation, the resultant signal can be written as;
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13. Static Systems Digital Signal Processing
Some systems have feedback and some do not. Those, which do not have feedback
systems, their output depends only upon the present values of the input. Past value of the
data is not present at that time. These types of systems are known as static systems. It
does not depend upon future values too.
Since these systems do not have any past record, so they do not have any memory also.
Therefore, we say all static systems are memory-less systems. Let us take an example to
understand this concept much better.
Example
Let us verify whether the following systems are static systems or not.
Here, x(t) is the present value. It has no relation with the past values of the time. So, it
is a static system. However, in case of x(t-1), if we put t=0, it will reduce to x(-1) which
is a past value dependent. So, it is not static. Therefore here y(t) is not a static system.
b) 𝒚(𝒕) = 𝒙(𝟐𝒕)
If we substitute t=2, the result will be y(t)=x(4). Again, it is future value dependent. So,
it is also not a static system.
c) 𝒚(𝒕) = 𝒙 = 𝐬𝐢𝐧[𝒙(𝒕)]
In this expression, we are dealing with sine function. The range of sine function lies within
-1 to +1. So, whatever the values we substitute for x(t), we will get in between -1 to +1.
Therefore, we can say it is not dependent upon any past or future values. Hence, it is a
static system.
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14. Dynamic Systems Digital Signal Processing
If a system depends upon the past and future value of the signal at any instant of the time
then it is known as dynamic system. Unlike static systems, these are not memory less
systems. They store past and future values. Therefore, they require some memory. Let us
understand this theory better through some examples.
Examples
Find out whether the following systems are dynamic.
a) 𝒚(𝒕) = 𝒙(𝒕 + 𝟏)
In this case if we put t=1 in the equation, it will be converted to x(2), which is a future
dependent value. Because here we are giving input as 1 but it is showing value for x(2).
As it is a future dependent signal, so clearly it is a dynamic system.
d) 𝒚(𝒕) = 𝐜𝐨𝐬[𝒙(𝒕)].
In this case, as the system is cosine function it has a certain domain of values which lies
between -1 to +1. Therefore, whatever values we will put we will get the result within
specified limit. Therefore, it is a static system
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15. Causal Systems Digital Signal Processing
Previously, we saw that the system needs to be independent from the future and past
values to become static. In this case, the condition is almost same with little modification.
Here, for the system to be causal, it should be independent from the future values only.
That means past dependency will cause no problem for the system from becoming causal.
Causal systems are practically or physically realizable system. Let us consider some
examples to understand this much better.
Examples
Let us consider the following signals.
a) 𝒚(𝒕) = 𝒙(𝒕)
a) Here, the signal is only dependent on the present values of x. For example if we
substitute t=3, the result will show for that instant of time only. Therefore, as it has no
dependence on future value, we can call it a Causal system.
b) 𝒚(𝒕) = 𝒙(𝒕 − 𝟏)
Here, the system depends on past values. For instance if we substitute t=3, the expression
will reduce to x(2), which is a past value against our input. At no instance, it depends upon
future values. Therefore, this system is also a causal system.
In this case, the system has two parts. The part x(t), as we have discussed earlier, depends
only upon the present values. So, there is no issue with it. However, if we take the case
of x(t+1), it clearly depends on the future values because if we put t=1, the expression
will reduce to x(2) which is future value. Therefore, it is not causal.
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16. Non-Causal Systems Digital Signal Processing
A non-causal system is just opposite to that of causal system. If a system depends upon
the future values of the input at any instant of the time then the system is said to be non-
causal system.
Examples
Let us take some examples and try to understand this in a better way.
a) 𝒚(𝒕) = 𝒙(𝒕 + 𝟏)
We have already discussed this system in causal system too. For any input, it will reduce
the system to its future value. For instance, if we put t=2, it will reduce to x(3), which is
a future value. Therefore, the system is Non-Causal.
In this case, x(t) is purely a present value dependent function. We have already discussed
that x(t+2) function is future dependent because for t=3 it will give values for x(5) .
Therefore, it is Non-causal.
In this system, it depends upon the present and past values of the given input. Whatever
values we substitute, it will never show any future dependency. Clearly, it is not a non-
causal system; rather it is a Causal system.
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17. Anti-Causal Systems Digital Signal Processing
An anti-causal system is just a little bit modified version of a non-causal system. The
system depends upon the future values of the input only. It has no dependency either on
present or on the past values.
Examples
Find out whether the following systems are anti-causal.
The system has two sub-functions. One sub function x(t+1) depends on the future value
of the input but another sub-function x(t) depends only on the future. As the system is
dependent on the present value also in addition to future value, this system is not anti-
causal.
b) 𝒚(𝒕) = 𝒙(𝒕 + 𝟑)
If we analyze the above system, we can see that the system depends only on the future
values of the system i.e. if we put t=0, it will reduce to x(3), which is a future value. This
system is a perfect example of anti-causal system.
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18. Linear Systems Digital Signal Processing
A linear system follows the laws of superposition. This law is necessary and sufficient
condition to prove the linearity of the system. Apart from this, the system is a combination
of two types of laws:
Law of additivity
Law of homogeneity
Both, the law of homogeneity and the law of additivity are shown in the above figures.
However, there are some other conditions to check whether the system is linear or not.
(a) Trigonometric operators- Sin, Cos, Tan, Cot, Sec, Cosec etc.
(b) Exponential, logarithmic, modulus, square, Cube etc.
(c) sa(i/p) , Sinc (i/p) , Sqn (i/p) etc.
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Examples
Let us find out whether the following systems are linear.
a) 𝒚(𝒕) = 𝒙(𝒕) + 𝟑
This system is not a linear system because it violates the first condition. If we put input
as zero, making x(t)=0, then the output is not zero.
b) 𝒚(𝒕) = 𝑺𝒊𝒏𝒕𝒙(𝒕)
In this system, if we give input as zero, the output will become zero. Hence, the first
condition is clearly satisfied. Again, there is no non-linear operator that has been applied
on x(t). Hence, second condition is also satisfied. Therefore, the system is a linear system.
c)𝒚(𝒕) = 𝑺𝒊𝒏(𝒙(𝒕))
In the above system, first condition is satisfied because if we put x(t)=0, the output will
also be sin(0)=0. However, the second condition is not satisfied, as there is a non-linear
operator which operates x(t). Hence, the system is not linear.
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19. Non-Linear Systems Digital Signal Processing
If we want to define this system, we can say that the systems, which are not linear are
non-linear systems. Clearly, all the conditions, which are being violated in the linear
systems, should be satisfied in this case.
Conditions
1. The output should not be zero when input applied is zero.
2. Any non-linear operator can be applied on the either input or on the output to make the
system non-linear.
Examples:
To find out whether the given systems are linear or non-linear.
a) 𝒚(𝒕) = 𝒆𝒙(𝒕)
In the above system, the first condition is satisfied because if we make the input zero, the
output is 1. In addition, exponential non-linear operator is applied to the input. Clearly, it
is a case of Non-Linear system.
The above type of system deals with both past and future values. However, if we will make
its input zero, then none of its values exists. Therefore, we can say if the input is zero,
then the time scaled and time shifted version of input will also be zero, which violates our
first condition. Again, there is no non-linear operator present. Therefore, second condition
is also violated. Clearly, this system is not a non-linear system; rather it is a linear system.
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20. Time-Invariant Systems Digital Signal Processing
For a time-invariant system, the output and input should be delayed by some time unit.
Any delay provided in the input must be reflected in the output for a time invariant system.
Examples
a) 𝒚(𝑻) = 𝒙(𝟐𝑻)
If the above expression, it is first passed through the system and then through the time
delay (as shown in the upper part of the figure); then the output will become 𝑥(2𝑇 − 2𝑡).
Now, the same expression is passed through a time delay first and then through the
system (as shown in the lower part of the figure). The output will become 𝑥(2𝑇 − 𝑡).
b) 𝒚(𝑻) = 𝑺𝒊𝒏[𝒙(𝑻)]
If the signal is first passed through the system and then through the time delay process,
the output be sin 𝑥(𝑇 − 𝑡). Similarly, if the system is passed through the time delay first
then through the system then output will be sin 𝑥(𝑇 − 𝑡). We can see clearly that both the
outputs are same. Hence, the system is time invariant.
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21. Time-Variant Systems Digital Signal Processing
For a time variant system, also, output and input should be delayed by some time constant
but the delay at the input should not reflect at the output. All time scaling cases are
examples of time variant system. Similarly, when coefficient in the system relationship is
a function of time, then also, the system is time variant.
Examples
a) 𝒚(𝑻) = 𝒙[𝑪𝒐𝒔𝑻]
If the above signal is first passed through the system and then through the time delay,
the output will be 𝑥𝐶𝑜𝑠 (𝑇 − 𝑡). If it is passed through the time delay first and then through
the system, it will be 𝑥( 𝐶𝑜𝑠𝑇 − 𝑡). As the outputs are not same, the system is time variant.
If the above expression is first passed through the system and then through the time
delay, then the output will be 𝐶𝑜𝑠(𝑇 − 𝑡)𝑥(𝑇 − 𝑡). However, if the expression is passed
through the time delay first and then through the system, the output will be 𝐶𝑜𝑠𝑇. 𝑥(𝑇 − 𝑡).
As the outputs are not same, clearly the system is time variant.
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22. Stable Systems Digital Signal Processing
A stable system satisfies the BIBO (bounded input for bounded output) condition. Here,
bounded means finite in amplitude. For a stable system, output should be bounded or
finite, for finite or bounded input, at every instant of time.
Some examples of bounded inputs are functions of sine, cosine, DC, signum and unit step.
Examples
a) 𝒚(𝒕) = 𝒙(𝒕) + 𝟏𝟎
Here, for a definite bounded input, we can get definite bounded output i.e. if we put 𝑥(𝑡) =
2 , 𝑦(𝑡) = 12 which is bounded in nature. Therefore, the system is stable.
b) 𝒚(𝒕) = 𝐬𝐢𝐧[𝒙(𝒕)]
In the given expression, we know that sine functions have a definite boundary of values,
which lies between -1 to +1. So, whatever values we will substitute at x(t), we will get the
values within our boundary. Therefore, the system is stable.
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23. Unstable Systems Digital Signal Processing
Unstable systems do not satisfy the BIBO conditions. Therefore, for a bounded input, we
cannot expect a bounded output in case of unstable systems.
Examples
a) 𝒚(𝒕) = 𝒕𝒙(𝒕)
Here, for a finite input, we cannot expect a finite output. For example, if we will put 𝑥(𝑡) =
2 => 𝑦(𝑡) = 2𝑡. This is not a finite value because we do not know the value of t. So, it can
be ranged from anywhere. Therefore, this system is not stable. It is an unstable system.
𝒙(𝒕)
b) 𝒚(𝒕) =
𝒔𝒊𝒏𝒕
We have discussed earlier, that the sine function has a definite range from -1 to +1; but
here, it is present in the denominator. So, in worst case scenario, if we put t=0 and sine
function becomes zero, then the whole system will tend to infinity. Therefore, this type of
system is not at all stable. Obviously, this is an unstable system.
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24. Solved Examples Digital Signal Processing
Solution: The function represents the conjugate of input. It can be verified by either first
law of homogeneity and law of additivity or by the two rules. However, verifying through
rules is lot easier, so we will go by that.
If the input to the system is zero, the output also tends to zero. Therefore, our first
condition is satisfied. There is no non-linear operator used either at the input nor the
output. Therefore, the system is Linear.
Solution: Clearly, we can see that when time becomes less than or equal to zero the
input becomes zero. So, we can say that at zero input the output is also zero and our first
condition is satisfied.
Again, there is no non-linear operator used at the input nor at the output. Therefore, the
system is Linear.
Solution: Suppose, we have taken the value of x(t) as 3. Here, sine function has been
multiplied with it and maximum and minimum value of sine function varies between -1 to
+1.
Therefore, the maximum and minimum value of the whole function will also vary between
-3 and +3. Thus, the system is stable because here we are getting a bounded input for a
bounded output.
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Digital Signal Processing
Part 4 – Z-Transform
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25. Introduction Digital Signal Processing
Discrete Time Fourier Transform(DTFT) exists for energy and power signals. Z-transform
also exists for neither energy nor Power (NENP) type signal, up to a certain extent only.
The replacement 𝑍 = 𝑒 𝑗𝜔 is used for Z-transform to DTFT conversion only for absolutely
summable signal.
So, the Z-transform of the discrete time signal x(n) in a power series can be written as-
∞
𝑋(𝑧) = ∑ 𝑥(𝑛)𝑍 −𝑛
𝑛=−∞
𝑋(𝑍) = 𝑍[𝑥(𝑛)]
Or 𝑥(𝑛) ↔ 𝑋(𝑍)
If it is a continuous time signal, then Z-transforms are not needed because Laplace
transformations are used. However, Discrete time signals can be analyzed through Z-
transforms only.
Region of Convergence
Region of Convergence is the range of complex variable Z in the Z-plane. The Z-
transformation of the signal is finite or convergent. So, ROC represents those set of values
of Z, for which X(Z) has a finite value.
Properties of ROC
1. ROC does not include any pole.
2. For right-sided signal, ROC will be outside the circle in Z-plane.
3. For left sided signal, ROC will be inside the circle in Z-plane.
4. For stability, ROC includes unit circle in Z-plane.
5. For Both sided signal, ROC is a ring in Z-plane.
6. For finite-duration signal, ROC is entire Z-plane.
1. Expression of X(Z)
2. ROC of X(Z)
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Example
Let us find the Z-transform and the ROC of a signal given as 𝑥(𝑛) = {7,3,4,9,5}, where origin
of the series is at 3.
𝑋(𝑧) = ∑ 𝑥(𝑛)𝑍 −𝑛
𝑛=−∞
=∑3𝑛=−1 𝑥(𝑛)𝑍 −𝑛
=7𝑍 + 3 + 4𝑍 −1 + 9𝑍 −2 + 5𝑍 −3
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26. Properties of Z-Transform Digital Signal Processing
Linearity
It states that when two or more individual discrete signals are multiplied by constants,
their respective Z-transforms will also be multiplied by the same constants.
Mathematically,
𝑋(𝑍) = ∑ 𝑥(𝑛)𝑍 −𝑛
𝑛=−∞
= ∑∞
𝑛=−∞(𝑎1𝑥1(𝑛) + 𝑎2𝑥2(𝑛))𝑍
−𝑛
= 𝑎1 ∑∞
𝑛=−∞ 𝑥1(𝑛)𝑍
−𝑛
+ 𝑎2 ∑∞
𝑛=−∞ 𝑥2(𝑛)𝑍
−𝑛
Time Shifting
Time shifting property depicts how the change in the time domain in the discrete signal
will affect the Z-domain, which can be written as;
Or 𝑥(𝑛 − 1) ↔ 𝑍 −1 𝑋(𝑍)
Proof:
Y(z) =∑∞
𝑝=−∞ 𝑦(𝑝)𝑍
−𝑝
= ∑∞
𝑝=−∞(𝑥(𝑝 − 𝑘))𝑍
−𝑝
Let s=p-k
=∑∞
𝑠=−∞ 𝑥(𝑠)𝑍
−(𝑠+𝑘)
= ∑∞
𝑠=−∞ 𝑥(𝑠)𝑍
−𝑠 −𝐾
𝑍
=𝑍 −𝑘 [∑∞ −𝑠
𝑠=−∞ 𝑥(𝑚)𝑍 ]
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Digital Signal Processing
Example:
U(n) and U(n-1) can be plotted as follows
∑ [𝑈(𝑛)]𝑍 −𝑛 = 1
𝑛=−∞
∑ [𝑈(𝑛 − 1)]𝑍 −𝑛 = 𝑍 −1
𝑛=−∞
Time Scaling
Time Scaling property tells us, what will be the Z-domain of the signal when the time is
scaled in its discrete form, which can be written as;
𝑎𝑛 𝑥(𝑛) ↔ 𝑋(𝑎−1 𝑧)
Proof:
Y(p) =∑∞
𝑝=−∞ 𝑦(𝑝)𝑍
−𝑝
=∑∞ 𝑝
𝑝=−∞ 𝑎 𝑥(𝑝) 𝑧
−𝑝
=∑∞ −1 −𝑝
𝑝=−∞ 𝑥(𝑝) [𝑎 𝑧]
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Example
Let us determine the Z-transformation of 𝑥(𝑛) = 𝑎𝑛 𝑐𝑜𝑠𝜔𝑛 using Time scaling property.
Solution:
We already know that the Z-transformation of the signal Cos(ωn) is given by:
∞
Now, applying Time scaling property, the Z-transformation of 𝑎𝑛 𝑐𝑜𝑠𝜔𝑛 can be written as;
∞
Successive Differentiation
Successive Differentiation property shows that Z-transform will take place when we
differentiate the discrete signal in time domain, with respect to time. This is shown as
below.
𝑑𝑥(𝑛)
= (1 − 𝑍 −1 )𝑋(𝑍)
𝑑𝑛
Proof:
𝑑𝑥(𝑛)
Consider the LHS of the equation:
𝑑𝑛
[𝑥(𝑛)−𝑥(𝑛−1)]
=
[𝑛−(𝑛−1)]
=𝑥(𝑛) − 𝑋(𝑛 − 1)
=𝑥(𝑧) − 𝑍 −1 𝑥(𝑧)
Example
Let us find the Z-transform of a signal given by 𝑥(𝑛) = 𝑛2 𝑢(𝑛)
=𝑍/((𝑧 − 1)2
=y (let)
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Convolution
This depicts the change in Z-domain of the system when a convolution takes place in the
discrete signal form, which can be written as-
Proof:
𝑋(𝑍) = ∑∞
𝑛=−∞ 𝑥(𝑛)𝑍
−𝑛
=∑∞ ∞
𝑛=−∞[∑𝑘=−∞ 𝑥1(𝑘)𝑥2(𝑛 − 𝑘)] 𝑍
−𝑛
=∑∞ ∞
𝑘=−∞ 𝑥1(𝑘)[∑𝑛=−∞ 𝑥2(𝑛 − 𝑘)𝑍
−𝑛
]
=∑∞ ∞
𝑘=−∞ 𝑥1(𝑘)[∑𝑛=−∞ 𝑥2(𝑛 − 𝑘)𝑍
−(𝑛−𝑘) −𝑘
𝑍 ]
X(z) =∑∞
𝑘=−∞ 𝑥1(𝑘)[𝑍
−𝑘 ∑∞ −𝑙
𝑙=−∞ 𝑥2(𝑙)𝑍 ]
=∑∞
𝑘=−∞ 𝑥1(𝑘)𝑋2(𝑍)𝑍
−𝑘
=X2(z)∑∞
𝑘=−∞ 𝑥1(𝑧)𝑍
−𝑘
Example
Let us find the convolution given by two signals
∑ 𝑥1(𝑛)𝑍 −𝑛
𝑛=−∞
=3 − 2𝑍 −1 + 2𝑍 −2
∑ 𝑥2(𝑛)𝑍 −𝑛
𝑛=−∞
=2 + 2𝑍 −1 + 2𝑍 −2 + 2𝑍 −3 + 2𝑍 −4
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X(z)=[x1(z)*x2(z)]
=[3 − 2𝑍 −1 + 2𝑍 −2 ] × [2 + 2𝑍 −1 + 2𝑍 −2 + 2𝑍 −3 + 2𝑍 −4 ]
=6 + 2𝑍 −1 + 6𝑍 −2 + 6𝑍 −3 + ⋯ ⋯ ⋯
𝑥(𝑛) = {6,2,6,6,6,0,4}
𝑋(𝑍) = ∑∞
𝑛=0 𝑥(𝑛)𝑍
−𝑛
Conditions:
𝑍 + [𝑥(𝑛
+ 1)] − 𝑍 [𝑥(𝑛)] = lim ∑𝑘𝑛=0 𝑍 −𝑛 [𝑥(𝑛 + 1) − 𝑥(𝑛)]
+
𝑘→∞
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Here, we can apply advanced property of one-sided Z-Transformation. So, the above
equation can be re-written as;
Now putting z=1 in the above equation, we can expand the above equation:
Example
Let us find the Initial and Final value of x(n) whose signal is given by
𝑋(𝑍) = 2 + 3𝑍 −1 + 4𝑍 −2
Solution: Let us first, find the initial value of the signal by applying the theorem
= lim [2 + 3𝑍 −1 + 4𝑍 −2 ]
𝑍→∞
3 4
=2 + ( ) + ( ) = 2
∞ ∞
Now let us find the Final value of signal applying the theorem
= lim [2 + 𝑍 −1 + 𝑍 −2 − 4𝑍 −3 ]
𝑍→∞
=2+1+1-4 = 0
Differentiation in Frequency
It gives the change in Z-domain of the signal, when its discrete signal is differentiated with
respect to time.
𝑑𝑋(𝑧)
𝑛𝑥(𝑛) ↔ −𝑍
𝑑𝑧
Example:
Let us find the value of x(n) through Differentiation in frequency, whose discrete signal in
Z-domain is given by 𝑥(𝑛) ↔ 𝑋(𝑍) = log(1 + 𝑎𝑍 −1 )
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𝑑𝑥(𝑧)
𝑛𝑥(𝑛) ↔ −𝑍
𝑑𝑧
−𝑎𝑍 −2
=−𝑍 [ ]
1+𝑎𝑍 −1
=(𝑎𝑍 −1 )/(1 + 𝑎𝑍 −1 )
=1 − 1/(1 + 𝑎𝑍 −1 )
Multiplication in Time
It gives the change in Z-domain of the signal when multiplication takes place at discrete
signal level.
1
𝑥1(𝑛). 𝑥2(𝑛) ↔ ( ) [𝑋1(𝑧) ∗ 𝑋2(𝑧)]
2𝛱𝑗
Conjugation in Time
This depicts the representation of conjugated discrete signal in Z-domain.
𝑋 ∗ (𝑛) ↔ 𝑋 ∗ (𝑍 ∗ )
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27. Existence of Z-Transform Digital Signal Processing
A system, which has system function, can only be stable if all the poles lie inside the unit
circle. First, we check whether the system is causal or not. If the system is Causal, then
we go for its BIBO stability determination; where BIBO stability refers to the bounded
input for bounded output condition.
𝑀𝑜𝑑(𝑋(𝑧)) < ∞
=∑ 𝑀𝑜𝑑(𝑥(𝑛)𝑍 −𝑛 ) < ∞
=∑∞
𝑛=−∞ 𝑀𝑜𝑑[𝑥(𝑛)𝑟
−𝑛 ]
<∞
∑ 𝑀𝑜𝑑(𝑥(𝑛) < ∞
𝑛=−∞
Example 1
Let us try to find out the Z-transform of the signal, which is given as
Solution: Here, for −(−2)𝑛 𝑢(𝑛) the ROC is Left sided and Z<2
Hence, here Z-transform of the signal will not exist because there is no common region.
Example 2
Let us try to find out the Z-transform of the signal given by
Solution: Here, for −2𝑛 𝑢(−𝑛 − 1) ROC of the signal is Left sided and Z<2
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1 1
𝑋(𝑍) = { −1
}+{ }
1 − 2𝑍 (1 − 0.5𝑍)−1
Example 3
Let us try to find out the Z-transform of the signal, which is given as 𝑥(𝑛) = 2𝑟(𝑛)
Solution: r(n) is the ramp signal. So the signal can be written as;
=𝑢(−𝑛 − 1) + 2𝑛 𝑢(𝑛)
Here, for the signal 𝑢(−𝑛 − 1) and ROC Z<1 and for 2𝑛 𝑢(𝑛) with ROC is Z>2.
𝐻(𝑧) = ∑ ℎ(𝑛)𝑍 −𝑛
𝑛=0
=N(Z)/D(Z)
For causal systems, expansion of Transfer Function does not include positive powers of Z.
For causal system, order of numerator cannot exceed order of denominator. This can be
written as-
For stability of causal system, poles of Transfer function should be inside the unit circle in
Z-plane.
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28. Inverse Z-Transform Digital Signal Processing
𝑥(𝑛) = 𝑍 −1 𝑋(𝑍)
where x(n) is the signal in time domain and X(Z) is the signal in frequency domain.
If we want to represent the above equation in integral format then we can write it as
1
𝑥(𝑛) = ( ) ∮ 𝑋(𝑍)𝑍 −1 𝑑𝑧
2𝛱𝑗
Here, the integral is over a closed path C. This path is within the ROC of the x(z) and it
does contain the origin.
𝑥(𝑧) = 𝑁(𝑍)/𝐷(𝑍)
The above sequence represents the series of inverse Z-transform of the given signal (for
n≥0) and the above system is causal.
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If the ratio is not proper (i.e. Improper), then we have to convert it to the proper form to
solve it.
1 𝑑 𝑚−1
𝑅𝑒𝑠𝑖𝑑𝑢𝑒 = lim { 𝑚−1 {(𝑧 − 𝛽)𝑚 𝑋(𝑧)𝑍 𝑛−1 }
(𝑚 − 1)! 𝑍→𝛽 𝑑𝑍
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29. Solved Examples Digital Signal Processing
Example 1
Find the response of the system 𝒔(𝒏 + 𝟐) − 𝟑𝒔(𝒏 + 𝟏) + 𝟐𝒔(𝒏) = 𝜹(𝒏), when all the initial
conditions are zero.
Solution: Taking Z-transform on both the sides of the above equation, we get
𝑆(𝑧){𝑍 2 − 3𝑍 + 2} = 1
1 1 𝛼1 𝛼2
𝑆(𝑧) = {𝑍2 = (𝑧−2)(𝑧−1) = +
−3𝑍+2} 𝑍−2 𝑍−1
1 1
𝑆(𝑧) = −
𝑍−2 𝑍−1
Example 2
Find the system function H(z) and unit sample response h(n) of the system whose
difference equation is described as under
𝟏
𝒚(𝒏) = 𝒚(𝒏 − 𝟏) + 𝟐𝒙(𝒏)
𝟐
where, y(n) and x9n) are the output and input of the system, respectively.
Example 3
Determine Y(z),n≥0 in the following case:
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𝟏 𝟏
𝒚(𝒏) + 𝒚(𝒏 − 𝟏) − 𝒚(𝒏 − 𝟐) = 𝟎 𝒈𝒊𝒗𝒆𝒏 𝒚(−𝟏) = 𝒚(−𝟐) = 𝟏
𝟐 𝟒
Solution: Applying the Z-transform to the above equation, we get
1 1
𝑌(𝑍) + [𝑍 −1 𝑌(𝑍) + 𝑌(−1)] − [𝑍 −2 𝑌(𝑍) + 𝑍 −1 𝑌(−1) + 4(−2)] = 0
2 4
1 1 1 1 1
=> 𝑌(𝑧) + 𝑌(𝑍) + − 𝑌(𝑧) − − =0
2𝑍 2 4𝑍 2 4𝑍 4
1 1 1 1
=> 𝑌(𝑧) [1 + − ]= −
2𝑍 4𝑍 2 4𝑍 2
4𝑍 2 + 2𝑍 − 1 1 − 2𝑍
=> 𝑌(𝑍) [ 2
]=
4𝑍 4𝑍
𝑍(1 − 2𝑍)
=> 𝑌(𝑧) =
4𝑍 2 + 2𝑍 − 1
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30. Introduction Digital Signal Processing
Like continuous time signal Fourier transform, discrete time Fourier Transform can be used
to represent a discrete sequence into its equivalent frequency domain representation and
LTI discrete time system and develop various computational algorithms.
X (jω) in continuous F.T, is a continuous function of x(n). However, DFT deals with
representing x(n) with samples of its spectrum X(ω). Hence, this mathematical tool carries
much importance computationally in convenient representation. Both, periodic and non-
periodic sequences can be processed through this tool. The periodic sequences need to be
sampled by extending the period to infinity.
Similarly, periodic sequences can fit to this tool by extending the period N to infinity.
X(ω) = ∑∞
𝑛=−∞ 𝑥(𝑛)𝑒
−𝑗𝜔𝑛
X(kδω) ….eq(1)
2𝜋
Now evaluating, ω = 𝑘
𝑁
2𝜋
𝑋( 𝑘) = ∑∞
𝑛=−∞ 𝑥(𝑛)𝑒
−𝑗2𝜋𝑛𝑘/𝑁
, ….eq(2)
𝑁
where k=0,1,……N-1
∞ 𝑁−1
∑ 𝑥(𝑛 − 𝑁𝑙) = 𝑥𝑝 (𝑛) = 𝑎 𝑝𝑒𝑟𝑖𝑜𝑑𝑖𝑐 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛 𝑜𝑓 𝑝𝑒𝑟𝑖𝑜𝑑 𝑁 𝑎𝑛𝑑 𝑖𝑡𝑠 𝑓𝑜𝑢𝑟𝑖𝑒𝑟 𝑠𝑒𝑟𝑖𝑒𝑠 = ∑ 𝐶𝑘 𝑒 𝑗2𝜋𝑛𝑘/𝑁
𝑙=−∞ 𝑘=0
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∞
2π
𝑁𝐶𝑘 = 𝑋 ( 𝑘) = 𝑋(𝑒 𝑗𝜔 ) = ∑ 𝑥𝑝 (𝑛)𝑒 −𝑗2𝜋𝑛𝑘/𝑁
N
𝑛=−∞
…eq(6)
Where n=0,1,…,N-1
Here, we got the periodic signal from X(ω). 𝑥(𝑛) can be extracted from 𝑥𝑝 (𝑛) only, if there
is no aliasing in the time domain. 𝑁 ≥ 𝐿
𝑥 (𝑛), 0 ≤ 𝑛 ≤ 𝑁 − 1
𝑥(𝑛) = { 𝑝
0, 𝑂𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
Properties of DFT
Linearity
It states that the DFT of a combination of signals is equal to the sum of DFT of individual
signals. Let us take two signals x1(n) and x2(n), whose DFT s are X1(ω) and X2(ω)
respectively. So, if
Symmetry
The symmetry properties of DFT can be derived in a similar way as we derived DTFT
symmetry properties. We know that DFT of sequence x(n) is denoted by X(K). Now, if x(n)
and X(K) are complex valued sequence, then it can be represented as under
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Duality Property
Let us consider a signal x(n), whose DFT is given as X(K). Let the finite duration sequence
be X(N). Then according to duality theorem,
So, by using this theorem if we know DFT, we can easily find the finite duration sequence.
Parseval’s Theorem
For complex valued sequences x(n) and y(n) , in general
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31. Discrete Time Frequency Transform Digital Signal Processing
We know that when ω=2k/N and N→ ∞, ω becomes a continuous variable and limits
summation become -∞ to +∞.
Therefore,
∞ ∞
2π 𝑗2𝜋𝑛𝑘
𝑁𝐶𝑘 = 𝑋 ( 𝑘) = 𝑋(𝑒 𝑗𝜔 ) = ∑ 𝑥(𝑛)𝑒 − 𝑁 = ∑ 𝑥(𝑛)𝑒 −𝑗𝜔𝑛
N
𝑛=−∞ 𝑛=−∞
Where, X(ejω) is continuous and periodic in ω and with period 2. …eq(1)
Now,
𝑥𝑝 (𝑛) = ∑𝑁−1
𝑘=0 𝑁𝐶𝑘 𝑒
𝑗2𝜋𝑛𝑘/𝑁
… From Fourier series
𝑁−1
1 2𝜋
𝑥𝑝 (𝑛) = ∑ 𝑁𝐶𝑘 𝑒 𝑗2𝜋𝑛𝑘/𝑁 ×
2𝜋 𝑁
𝑘=0
2𝜋
ω becomes continuous and → 𝑑𝜔, because of the reasons cited above.
𝑁
1 2𝜋 …eq(2)
𝑥(𝑛) = ∫ 𝑋(𝑒 𝑗𝜔 )𝑒 𝑗𝜔𝑛 𝑑𝜔
2𝜋 𝑛=0
Symbolically,
Necessary and sufficient condition for existence of Discrete Time Fourier Transform for a
non-periodic sequence x(n) is absolute summable.
i.e. ∑∞
𝑛=−∞|𝑥(𝑛)| < ∞
Properties of DTFT
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Earlier, we studied sampling in frequency domain. With that basic knowledge, we sample
𝑋(𝑒 𝑗𝜔 ) in frequency domain, so that a convenient digital analysis can be done from that
sampled data. Hence, DFT is sampled in both time and frequency domain. With the
assumption 𝑥(𝑛) = 𝑥𝑝 (𝑛)
∴ 𝑥(𝑛) ⇔ 𝑋(𝑘)
Twiddle Factor
It is denoted as WN and defined as 𝑊𝑁 = 𝑒 −𝑗2𝜋/𝑁 . Its magnitude is always maintained at
unity. Phase of WN= -2 / N. It is a vector on unit circle and is used for computational
convenience. Mathematically, it can be shown as-
Linear Transformation
Let us understand Linear Transformation:
We know that,
2π
DFT (𝑘) = 𝐷𝐹𝑇[𝑥(𝑛)] = 𝑋 ( 𝑘) = ∑𝑁−1 −𝑛𝑘
𝑛=0 𝑥(𝑛). 𝑊𝑁 ; 𝑘 = 0,1, … . , 𝑁 − 1
N
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𝑁−1
1
𝑥(𝑛) = 𝐼𝐷𝐹𝑇[𝑋(𝑘)] = ∑ 𝑋(𝑘). 𝑊𝑁−𝑛𝑘 ; 𝑛 = 0,1, … . , 𝑁 − 1
𝑁
𝑘=0
Note- Computation of DFT can be performed with N2 complex multiplication and N(N-1)
complex addition.
𝑥(0)
𝑥(1)
𝑥𝑁 = . 𝑁 𝑝𝑜𝑖𝑛𝑡 𝑣𝑒𝑐𝑡𝑜𝑟 𝑜𝑓 𝑠𝑖𝑔𝑛𝑎𝑙 𝑥𝑁
.
[𝑥(𝑁 − 1)]
𝑋(0)
𝑋(1)
𝑋𝑁 = . 𝑁 𝑝𝑜𝑖𝑛𝑡 𝑣𝑒𝑐𝑡𝑜𝑟 𝑜𝑓 𝑠𝑖𝑔𝑛𝑎𝑙 𝑋𝑁
.
[𝑋(𝑁 − 1)]
1 1 1 … … 1
1 𝑊𝑁 𝑊𝑁2 … … 𝑊𝑁𝑁−1
. 𝑊𝑁2 𝑊𝑁4 … … 𝑊𝑁2(𝑁−1)
. .
(𝑁−1)(𝑁−1)
[ 1 𝑊𝑁𝑁−1 𝑊𝑁2(𝑁−1) … … 𝑊𝑁 ]
𝑁𝑜𝑤, 𝑥𝑁 = 𝑊𝑁−1 𝑋𝑁
𝑊𝑁 × 𝑊𝑁∗ = 𝑁[𝐼]𝑁×𝑁
From periodic property of 𝑊𝑁 and from its symmetric property, it can be concluded that,
𝒌+𝑵/𝟐
𝑾𝑵 = −𝑾𝒌𝑵
Circular Symmetry
N-point DFT of a finite duration x(n) of length N≤𝐿, is equivalent to the N-point DFT of
periodic extension of x(n), i.e. 𝑥𝑝 (𝑛) of period N. and 𝑥𝑝 (𝑛) = ∑∞
𝑙=−∞ 𝑥(𝑛 − 𝑁𝑙). Now, if we
shift the sequence, which is a periodic sequence by k units to the right, another periodic
sequence is obtained. This is known as Circular shift and this is given by,
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Conclusion: Circular shift of N-point sequence is equivalent to a linear shift of its periodic
extension and vice versa.
𝑖. 𝑒. 𝑥𝑝 (𝑛) = 𝑥𝑝 (−𝑛) = 𝑥𝑝 (𝑁 − 𝑛)
1
𝑥𝑝𝑒 (𝑛) = [𝑥 (𝑛) + 𝑥𝑝∗ (𝑁 − 𝑛)]
2 𝑝
1
𝑥𝑝𝑜 (𝑛) = [𝑥𝑝 (𝑛) − 𝑥𝑝∗ (𝑁 − 𝑛)]
2
For any real signal x(n), 𝑋(𝑘) = 𝑋 ∗ (𝑁 − 𝑘)
𝑋𝑅 (𝑘) = 𝑋𝑅 (𝑁 − 𝑘)
𝑋𝐼 (𝑘) = −𝑋𝐼 (𝑁 − 𝑘)
∠𝑋(𝑘) = −∠𝑋(𝑁 − 𝐾)
Time reversal: reversing sample about the 0th sample. This is given as;
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Time reversal is plotting samples of sequence, in clockwise direction i.e. assumed negative
direction.
7. Circular correlation: If 𝑥(𝑛) ⟷ 𝑋(𝑘) and 𝑦(𝑛) ⟷ 𝑌(𝑘) , then there exists a
cross correlation sequence denoted asῩ𝑥𝑦 such that Ῡ𝑥𝑦 (𝑙) = ∑𝑁−1 ∗
𝑛=0 𝑥(𝑛)𝑦 ((𝑛 −
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32. CIRCULAR CONVOLUTION Digital Signal Processing
Let us take two finite duration sequences x1(n) and x2(n), having integer length as N.
Their DFTs are X1(K) and X2(K) respectively, which is shown below
𝑁−1
𝑗2𝛱𝑘𝑛
𝑋1(𝐾) = ∑ 𝑥1(𝑛)𝑒 − 𝑁 𝑘 = 0,1,2 … 𝑁 − 1
𝑛=0
𝑁−1
𝑗2𝛱𝑘𝑛
𝑋2(𝐾) = ∑ 𝑥2(𝑛)𝑒 − 𝑁 𝑘 = 0,1,2 … 𝑁 − 1
𝑛=0
Now, we will try to find the DFT of another sequence x3(n), which is given as X3(K)
1. Take two concentric circles. Plot N samples of 𝑥1 (𝑛) on the circumference of the
outer circle (maintaining equal distance successive points) in anti-clockwise
direction.
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2. For plotting 𝑥2 (𝑛), plot N samples of 𝑥2 (𝑛) in clockwise direction on the inner circle,
starting sample placed at the same point as 0th sample of 𝑥1 (𝑛).
3. Multiply corresponding samples on the two circles and add them to get output.
1. One of the given sequences is repeated via circular shift of one sample at a time to
form a N X N matrix.
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33. DFT in Linear Filtering Digital Signal Processing
The problem in this frequency domain approach is that Y(ω),X(ω) and H(ω) are continuous
function of ω, which is not fruitful for digital computation on computers. However, DFT
provides sampled version of these waveforms to solve the purpose.
The advantage is that, having knowledge of faster DFT techniques likes of FFT, a
computationally higher efficient algorithm can be developed for digital computer
computation in comparison with time domain approach.
Consider a finite duration sequence, [ 𝑥(𝑛) = 0, 𝑓𝑜𝑟, 𝑛 < 0 𝑎𝑛𝑑 𝑛 ≥L] (generalized
equation), excites a linear filter with impulse response[ ℎ(𝑛) = 0, 𝑓𝑜𝑟 𝑛 < 0 𝑎𝑛𝑑 𝑛 ≥ 𝑀].
𝑥(𝑛)𝑦(𝑛)
𝑀−1
In frequency domain,
Y(ω)=X(ω) .H(ω)
DFT size = N ≥ 𝐿 + 𝑀 − 1
2𝜋
With 𝜔 = 𝑘,
𝑁
Where, X(k) and H(k) are N-point DFTs of x(n) and h(n) respectively. 𝑥(𝑛)& ℎ(𝑛)are padded
with zeros up to the length N. It will not distort the continuous spectra X(ω) and H(ω).
Since N≥ 𝐿 + 𝑀 − 1, N-point DFT of output sequence y(n) is sufficient to represent y(n) in
frequency domain and these facts infer that the multiplication of N-point DFTs of X(k) and
H(k), followed by the computation of N-point IDFT must yield y(n).
This implies, N-point circular convolution of x(n) and H(n) with zero padding, equals to
linear convolution of x(n) and h(n).
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34. Sectional Convolution Digital Signal Processing
Suppose, the input sequence x(n) of long duration is to be processed with a system having
finite duration impulse response by convolving the two sequences. Since, the linear
filtering performed via DFT involves operation on a fixed size data block, the input
sequence is divided into different fixed size data block before processing.
The successive blocks are then processed one at a time and the results are combined to
produce the net result.
As the convolution is performed by dividing the long input sequence into different fixed
size sections, it is called sectioned convolution. A long input sequence is segmented to
fixed size blocks, prior to FIR filter processing.
1. Overlap-save method
2. Overlap-add method
By appending (L-1) zeros, the impulse response of FIR filter is increased in length
and N point DFT is calculated and stored.
Multiplication of two N-point DFTs H(k) and Xm(k) : Y ‘m(k) = H(k).Xm(k), where
K=0,1,2,…N-1
(here, N-1=L+M-2)
First M-1 points are corrupted due to aliasing and hence, they are discarded
because the data record is of length N.
To avoid aliasing, the last M-1 elements of each data record are saved and these
points carry forward to the subsequent record and become 1st M-1 elements.
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Result of IDFT, where first M-1 Points are avoided, to nullify aliasing and remaining L
points constitute desired result as that of a linear convolution.
Let the input data block size be L. Therefore, the size of DFT and IDFT: N=L+M-1
IDFT [Ym(k)] produces blocks of length N which are not affected by aliasing as the size
of DFT is N=L+M-1 and increased lengths of the sequences to N-points by appending
M-1 zeros to each block.
Last M-1 points of each block must be overlapped and added to first M-1 points of the
succeeding block.
(reason: Each data block terminates with M-1 zeros)
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35. Discrete Cosine Transform Digital Signal Processing
Suppose, we try to find out an orthogonal transformation which has N×N structure that
expressed a real sequence x(n) as a linear combination of cosine sequence. We already
know that-
𝑁−1
2𝛱𝑘𝑛
𝑋(𝐾) = ∑ 𝑥(𝑛)𝑐𝑜𝑠 0≤ 𝑘 ≤𝑁−1
𝑁
𝑛=0
1 2𝛱𝑘𝑛
And 𝑥(𝑛) = ∑𝑁−1
𝑘=0 𝑥(𝑘)𝑐𝑜𝑠 0≤𝑘 ≤𝑁−1
𝑁 𝑁
This is possible if N point sequence x(n) is real and even. Thus, 𝑥(𝑛) = 𝑥(𝑁 − 𝑛), 0 ≤ 𝑛 ≤
(𝑁 − 1). The resulting DFT itself is real and even. These things make it clear that we could
possibly device a discrete cosine transform, for any N point real sequence by taking the
2N point DFT of an “Even extension” of sequence.
DCT is, basically, used in image and speech processing. It is also used in compression of
images and speech signals.
2𝑁−1
𝑛𝑘
𝐷𝐹𝑇[𝑠(𝑛)] = 𝑆(𝑘) = ∑ 𝑠(𝑛)𝑊2𝑁 , 𝑤ℎ𝑒𝑟𝑒 0 ≤ 𝑘 ≤ 2𝑁 − 1
𝑛=0
𝑁−1 2𝑁−1
𝑛𝑘 𝑛𝑘
𝑆(𝑘) = ∑ 𝑥(𝑛)𝑊2𝑁 + ∑ 𝑥(2𝑁 − 𝑛 − 1)𝑊2𝑁 ; 𝑤ℎ𝑒𝑟𝑒 0 ≤ 𝑘 ≤ 2𝑁 − 1
𝑛=0 𝑛=𝑁
𝑘 𝑘
−
𝑉(𝑘) = 𝑊2𝑁 𝑆(𝑘) 2
𝑜𝑟 𝑆(𝑘) = 𝑊2𝑁2 𝑉(𝑘), 𝑤ℎ𝑒𝑟𝑒 0 ≤ 𝑘 ≤ 𝑁 − 1
𝑘
𝑛𝑘
𝑉(𝑘) = 2𝑅[𝑊2𝑁 ∑𝑁−1 2
𝑛=0 𝑥(𝑛)𝑊2𝑁 ] , 𝑤ℎ𝑒𝑟𝑒 0 ≤ 𝑘 ≤ 𝑁 − 1
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36. Solved Examples Digital Signal Processing
Example 1
𝟏𝒏
Verify Parseval’s theorem of the sequence𝒙(𝒏) = 𝒖(𝒏)
𝟒
1 𝜋
Solution: ∑∞ 2
−∞ |𝑥1 (𝑛)| = ∫ |𝑋1 (𝑒 𝑗𝜔 )|2 dω
2𝜋 −𝜋
L.H.S. ∑∞
−∞ |𝑥1 (𝑛)|
2
= ∑ 𝑥(𝑛)𝑥 ∗ (𝑛)
−∞
∞
1 2𝑛 1 16
= ∑ ( ) 𝑢(𝑛) = =
4 1 15
−∞ 1−
16
1 1
R.H.S. 𝑋 (𝑒 𝑗𝜔 ) = 1 =
1− 𝑒 −𝑗𝜔 1−0.25𝑐𝑜𝑠𝜔+𝑗0.25𝑠𝑖𝑛𝜔
4
1
⟺ 𝑋 ∗ (𝑒 𝑗𝜔 ) =
1 − 0.25𝑐𝑜𝑠𝜔 − 𝑗0.25𝑠𝑖𝑛𝜔
Calculating, 𝑋(𝑒 𝑗𝜔 ). 𝑋 ∗ (𝑒 𝑗𝜔 )
1 1
= 2 2
=
(1 − 0.25𝑐𝑜𝑠𝜔) + (0.25𝑠𝑖𝑛𝜔) 1.0625 − 0.5𝑐𝑜𝑠𝜔
1 𝜋 1
∫ 𝑑𝜔
2𝜋 −𝜋 1.0625 − 0.5𝑐𝑜𝑠𝜔
1 𝜋 1
∫ 𝑑𝜔 = 16/15
2𝜋 −𝜋 1.0625 − 0.5𝑐𝑜𝑠𝜔
Example 2
Compute the N-point DFT of 𝒙(𝒏) = 𝟑𝜹(𝒏)
𝑁−1
𝑗2𝛱𝑘𝑛
= ∑ 3𝛿(𝑛)𝑒 − 𝑁
𝑛=0
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= 3𝛿(0) × 𝑒 0 = 1
So 𝑥(𝑘) = 3, 0 ≤ 𝑘 ≤ 𝑁 − 1 …Ans.
Example 3
Compute the N-point DFT of 𝒙(𝒏) = 𝟕(𝒏 − 𝒏𝟎 )
= e−j14Πkn0 /N … Ans
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37. Fast Fourier Transform Digital Signal Processing
In earlier DFT methods, we have seen that the computational part is too long. We want to
reduce that. This can be done through FFT or fast Fourier transform. So, we can say FFT
is nothing but computation of discrete Fourier transform in an algorithmic format, where
the computational part will be reduced.
The main advantage of having FFT is that through it, we can design the FIR filters.
Mathematically, the FFT can be written as follows;
𝑁−1
𝑥[𝐾] = ∑ 𝑥[𝑛]𝑊𝑁𝑛𝑘
𝑛=0
Let us take an example to understand it better. We have considered eight points named
from 𝑥0 𝑡𝑜 𝑥7 . We will choose the even terms in one group and the odd terms in the other.
Diagrammatic view of the above said has been shown below.
Here, points x0, x2, x4 and x6 have been grouped into one category and similarly, points
x1 , x3, x5 and x7 has been put into another category. Now, we can further make them
in a group of two and can proceed with the computation. Now, let us see how these
breaking into further two is helping in computation.
𝑁 𝑁
−1 −1
2 2
(2𝑟+1)𝑘
𝑥[𝑘] = ∑ 𝑥[2𝑟]𝑊𝑁2𝑟𝑘 + ∑ 𝑥[2𝑟 + 1]𝑊𝑁
𝑟=0 𝑟=0
𝑁 𝑁
−1 −1
=∑𝑟=0
2 𝑟𝑘
𝑥[2𝑟]𝑊𝑁/2 2
+ ∑𝑟=0 𝑟𝑘
𝑥[2𝑟 + 1]𝑊𝑁/2 × 𝑊𝑁𝐾
Initially, we took an eight-point sequence, but later we broke that one into two parts G[k]
and H[k]. G[k] stands for the even part whereas H[k] stands for the odd part. If we want
to realize it through a diagram, then it can be shown as below.
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𝑊84 = −1
𝑊85 = −𝑊81
𝑊86 = −𝑊82
𝑊87 = −𝑊83
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The above one is a periodic series. The disadvantage of this system is that K cannot be
broken beyond 4 point. Now Let us break down the above into further. We will get the
structures something like this
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Example
Consider the sequence x[n]={ 2,1,-1,-3,0,1,2,1}. Calculate the FFT.
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38. In-place Computation Digital Signal Processing
This efficient use of memory is important for designing fast hardware to calculate the FFT.
The term in-place computation is used to describe this memory usage.
EQUIVALENT
POINTS BINARY FORMAT REVERSAL
POINTS
0 000 000 0
1 001 100 4
2 010 010 2
3 011 110 6
4 100 001 1
5 101 101 5
6 110 011 3
7 111 111 7
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Let the sequence be 𝑥[0], 𝑥[1], 𝑥[2], 𝑥[3], 𝑥[4], 𝑥[5], 𝑥[6], 𝑥[7]. We will group two points into one
group, initially. Mathematically, this sequence can be written as;
𝑁−1
𝑥[𝑘] = ∑ 𝑥[𝑛]𝑊𝑁𝑛−𝑘
𝑛=0
Now let us make one group of sequence number 0 to 3 and another group of sequence 4
to 7. Now, mathematically this can be shown as;
𝑁
−1
2 𝑁−1
∑ 𝑥[𝑛]𝑊𝑁𝑛𝑘 + ∑ 𝑥[𝑛]𝑊𝑁𝑛𝑘
𝑛=0 𝑛=𝑁/2
We take the first four points (x[0], x[1], x[2], x[3]) initially, and try to represent them
mathematically as follows-
3 3
(𝑛+4)𝑘
∑ 𝑥[𝑛]𝑊8𝑛𝑘 + ∑ 𝑥[𝑛 + 4]𝑊8
𝑛=0 𝑛=0
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3 3
(4)𝑘
= {∑ 𝑥[𝑛] + ∑ 𝑥[𝑛 + 4]𝑊8 } × 𝑊8𝑛𝑘
𝑛=0 𝑛=0
We can further break it into two more parts, which means instead of breaking them as 4-
point sequence, we can break them into 2-point sequence.
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39. Computer Aided Design Digital Signal Processing
FIR filters can be useful in making computer-aided design of the filters. Let us take an
example and see how it works. Given below is a figure of desired filter.
While doing computer designing, we break the whole continuous graph figures into discrete
values. Within certain limits, we break it into either 64, 256 or 512 (and so on) number of
parts having discrete magnitudes.
In the above example, we have taken limits between - to +. We have divided it into 256
parts. The points can be represented as H(0), H(1),….up to H(256). Here, we apply IDFT
algorithm and this will give us linear phase characteristics.
Sometimes, we may be interested in some particular order of filter. Let us say we want to
realize the above given design through 9th order filter. So, we take filter values as h0, h1,
h2….h9. Mathematically, it can be shown as below
For example, in the above figure, there is a sudden drop of slopping between the points B
and C. So, we try to take more discrete values at this point, but there is a constant slope
between point C and D. There we take less number of discrete values.
Similarly,
(𝑒 𝑗𝜔1000 ) = ℎ0 + ℎ1 𝑒𝐻 −𝑗𝜔1000 ℎ2 𝑒 −2𝑗𝜔1000 + ⋯ . . +ℎ9 + 𝑒 −9𝑗𝜔1000
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Let us take the 1000×1 matrix as B, 1000×9 matrix as A and 9×1 matrix as ℎ̂.
ℎ̂ = [𝐴𝑇 𝐴]−1 𝐴𝑇 𝐵
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