signal and systems prof. h. sameti chapter 6: magnitude/phase of transforms and frequency responses...

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Signal and Systems Prof. H. Sameti Chapter 6: Magnitude/Phase of Transforms and Frequency Responses Linear and Nonlinear Phase Ideal and Nonideal Frequency-Selective Filters CT & DT Rational Frequency Responses DT First- and Second-Order Systems

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Page 1: Signal and Systems Prof. H. Sameti Chapter 6: Magnitude/Phase of Transforms and Frequency Responses Linear and Nonlinear Phase Ideal and Nonideal Frequency-Selective

Signal and SystemsProf. H. Sameti

Chapter 6:• Magnitude/Phase of Transforms and Frequency

Responses• Linear and Nonlinear Phase• Ideal and Nonideal Frequency-Selective Filters• CT & DT Rational Frequency Responses• DT First- and Second-Order Systems

Page 2: Signal and Systems Prof. H. Sameti Chapter 6: Magnitude/Phase of Transforms and Frequency Responses Linear and Nonlinear Phase Ideal and Nonideal Frequency-Selective

Book Chapter#: Section#

2

Magnitude and Phase of FT, and Parseval Relation

Computer Engineering Department, Signal and Systems

( )

2 2

2

( )

2

1: ( ) ( )

2

( ) | ( ) |

1Parseval Relation: | ( ) | | ( ) |

2

1: [ ] ( )

2

( ) | ( ) |

Parseval Relation: | [ ] |

j

j t

j X j

Energy density in

j j n

j j j X e

n

CT x t X j e d

X j X j e

x t dt X j d

DT x n X e e d

X e X e e

x n

2

2

1| ( ) |

2jX e d

Page 3: Signal and Systems Prof. H. Sameti Chapter 6: Magnitude/Phase of Transforms and Frequency Responses Linear and Nonlinear Phase Ideal and Nonideal Frequency-Selective

Book Chapter#: Section#

3

Effect of Phase Not on signal energy distribution as a function of

frequency

Can have dramatic effect on signal shape/character Constructive/Destructive interference

Is that important? Depends on the signal and the context

Computer Engineering Department, Signal and Systems

Page 4: Signal and Systems Prof. H. Sameti Chapter 6: Magnitude/Phase of Transforms and Frequency Responses Linear and Nonlinear Phase Ideal and Nonideal Frequency-Selective

Book Chapter 6

4Computer Engineering Department, Signal and Systems

Page 5: Signal and Systems Prof. H. Sameti Chapter 6: Magnitude/Phase of Transforms and Frequency Responses Linear and Nonlinear Phase Ideal and Nonideal Frequency-Selective

Book Chapter 6

5

Log-Magnitude and Phase

Computer Engineering Department, Signal and Systems

| ( ) | | ( ) | . | ( ) |

log | ( ) | log | ( ) | log | ( ) |

( ) ( ) ( )

Y j H j X j

Y j H j X j

Y j H j X j

1 2

1 2

log | ( ) | log | ( ) | log | ( ) |

( ) ( ) ( )

H j H j H j

H j H j H j

Page 6: Signal and Systems Prof. H. Sameti Chapter 6: Magnitude/Phase of Transforms and Frequency Responses Linear and Nonlinear Phase Ideal and Nonideal Frequency-Selective

Book Chapter 6

6

Plotting Log-Magnitude and Phase

Computer Engineering Department, Signal and Systems

a) For real-valued signals and systems

| ( ) | | ( ) |

( ) ( )

b) In DT, need only plot for 0 (with linear scale)

c) For historical reasons, log-magnitude is usually plotted in u

H j H j

H j H j

nits

output power of decibels (dB): (1bel = 10decibels = =10)

input power

Plot for ω ≥ 0, often with a logarithmic scale for frequency in CT

21010log| ( ) | 20 log | ( ) |

| ( ) | 1 0

| ( ) | 2 ~ 3

| ( ) | 2 ~ 6

| ( ) | 10 20

| ( ) | 100 40

power magnitude

H j H j

H j dB

H j dB

H j dB

H j dB

H j dB

Page 7: Signal and Systems Prof. H. Sameti Chapter 6: Magnitude/Phase of Transforms and Frequency Responses Linear and Nonlinear Phase Ideal and Nonideal Frequency-Selective

Book Chapter 6

7

A Typical Bode plot for a second-order CT system

Computer Engineering Department, Signal and Systems

20log | ( ) | ( ) .logH j and H j vs

40 dB/decade

Changes by -π

Page 8: Signal and Systems Prof. H. Sameti Chapter 6: Magnitude/Phase of Transforms and Frequency Responses Linear and Nonlinear Phase Ideal and Nonideal Frequency-Selective

Book Chapter 6

8

A typical plot of magnitude and phase of second order DT frequency response

Computer Engineering Department, Signal and Systems

20log | ( ) | ( ) .logH j and H j vs

Page 9: Signal and Systems Prof. H. Sameti Chapter 6: Magnitude/Phase of Transforms and Frequency Responses Linear and Nonlinear Phase Ideal and Nonideal Frequency-Selective

Book Chapter 6

9

Linear phase

Computer Engineering Department, Signal and Systems

CT

( ) | ( ) | 1 , ( ) ( )

( ) ( ) ( ) ( )

j

time shiftj

H j e H j H j Linear in

Y j e X j y t x t

0

0

0

0

[ ] [ ] ( ) ( )

( ) | ( ) | 1, ( )

j nj j

j nj j j

y n x n n Y e e X e

H e e H e H e n

Result: Linear phase ⇔ simply a rigid shift in time, no distortion Nonlinear phase ⇔ distortion as well as shift

DT

Question: What about H (ejω) = e-j ωα, ≠α integer?

Page 10: Signal and Systems Prof. H. Sameti Chapter 6: Magnitude/Phase of Transforms and Frequency Responses Linear and Nonlinear Phase Ideal and Nonideal Frequency-Selective

Book Chapter 6

10

All-Pass Systems

Computer Engineering Department, Signal and Systems

Page 11: Signal and Systems Prof. H. Sameti Chapter 6: Magnitude/Phase of Transforms and Frequency Responses Linear and Nonlinear Phase Ideal and Nonideal Frequency-Selective

Book Chapter 6

11

Demo:Impulse response and output of an all-pass system with nonlinear phase

Computer Engineering Department, Signal and Systems

Page 12: Signal and Systems Prof. H. Sameti Chapter 6: Magnitude/Phase of Transforms and Frequency Responses Linear and Nonlinear Phase Ideal and Nonideal Frequency-Selective

Book Chapter 6

12

How do we think about signal delay when the phase is nonlinear? Group Delay

Computer Engineering Department, Signal and Systems

0

When the signal is narrow-band and

concentrated near ( ) ~ linear

( )with ,

( )

H j

d H jnear then instead

dH j

of reflect the time delay

0

0

0 0 0 0

0

( )0

( )

( ) ( ) ( )( ) ( ).

( ) { ( )}

( ) | ( ) |

~| ( ) |

jj

j tj t j

H j H j

dH j Group Delay

dfor near

H j H j e e

e H j e e

Page 13: Signal and Systems Prof. H. Sameti Chapter 6: Magnitude/Phase of Transforms and Frequency Responses Linear and Nonlinear Phase Ideal and Nonideal Frequency-Selective

Book Chapter 6

13

Ideal Low pass Filter

Computer Engineering Department, Signal and Systems

Page 14: Signal and Systems Prof. H. Sameti Chapter 6: Magnitude/Phase of Transforms and Frequency Responses Linear and Nonlinear Phase Ideal and Nonideal Frequency-Selective

Book Chapter 6

14

Nonideal Low pass Filter

Computer Engineering Department, Signal and Systems

Page 15: Signal and Systems Prof. H. Sameti Chapter 6: Magnitude/Phase of Transforms and Frequency Responses Linear and Nonlinear Phase Ideal and Nonideal Frequency-Selective

Book Chapter 6

15

CT Rational Frequency Responses

Computer Engineering Department, Signal and Systems

CT: If the system is described by LCCDEs, then

Prototypical System First-order system, has only one energy storing element, e.g. L or C

( )

( )( ) ( )

( )

( )

kk

k

kk

kik

ikk

i

dj

dt

b jH j H j

a j

H j First or Second order factors

1

2

2 2 2 2

1( )

1

1( )

( ) 2 ( )2 1

n

n n

n n

H jj

H jj j

j j

— Second-order system, has two energy storing elements, e.g. L and C

Page 16: Signal and Systems Prof. H. Sameti Chapter 6: Magnitude/Phase of Transforms and Frequency Responses Linear and Nonlinear Phase Ideal and Nonideal Frequency-Selective

Book Chapter 6

16

DT Rational Frequency Responses

If the system is described by LCCDE’s (Linear-Constant-Coefficient Difference Equations), then

Computer Engineering Department, Signal and Systems

[ ] ( ) , [ ] ( )

( )( ) ( )

( )

( )

j jk j jk

jk j kk kj jk k

ijk j kik kk k

ji

y n k Y e e x n k X e e

b e b eH e H e

a e a e

H e First or Second order

Page 17: Signal and Systems Prof. H. Sameti Chapter 6: Magnitude/Phase of Transforms and Frequency Responses Linear and Nonlinear Phase Ideal and Nonideal Frequency-Selective

Book Chapter 6

17

DT First-Order Systems

Computer Engineering Department, Signal and Systems

2

1

1

0

[ ] [ 1] [ ], | | 1

1( )

1

1| ( ) |

1 2 cos

sin( ) tan

1 cos

[ ] [ ]

1[ ] [ ]* [ ] [ ]

1

jj

j

j

n

nnk

k

y n ay n x n a initial rest

H eae

Frequency Domain

H ea a

aH e

a

Time Domain

h n a u n

as n h n u n a u n

a

Page 18: Signal and Systems Prof. H. Sameti Chapter 6: Magnitude/Phase of Transforms and Frequency Responses Linear and Nonlinear Phase Ideal and Nonideal Frequency-Selective

Book Chapter 6

18

Demo: Unit-sample, unit-step, and frequency response of DT first-order systems

Computer Engineering Department, Signal and Systems

Page 19: Signal and Systems Prof. H. Sameti Chapter 6: Magnitude/Phase of Transforms and Frequency Responses Linear and Nonlinear Phase Ideal and Nonideal Frequency-Selective

Book Chapter 6

19

DT Second-Order System

Computer Engineering Department, Signal and Systems

2

2 2

1 2

1 2

1 2

[ ] 2 cos [ 1] [ 2] [ ], 0 1 0

1( )

1 (2 cos )

1 1.

1 1

1 1:

,2 sin 2 sin

[ ] [ ] [ ]

sin( 1)

jj j

j j j j

j j j j

j j

n jn n jn

n

y n r y n r y n x n r and

H er e r e

re e re eA A

re e re ewhere

e eA A

j j

h n A r e A r e u n

r n

[ ]

sin

[ ] [ ]* [ ]

u n

s n h n u n

Page 20: Signal and Systems Prof. H. Sameti Chapter 6: Magnitude/Phase of Transforms and Frequency Responses Linear and Nonlinear Phase Ideal and Nonideal Frequency-Selective

Book Chapter 6

20

Demo: Unit-sample, unit-step, and frequency response of DT second-order systems

Computer Engineering Department, Signal and Systems