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ESE 250 S'12 Kod & DeHon 1 ESE250: Digital Audio Basics Week 4 February 2, 2012 Time-Frequency

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  • ESE 250 – S'12 Kod & DeHon 1

    ESE250:

    Digital Audio Basics

    Week 4

    February 2, 2012

    Time-Frequency

  • 2

    Course Map

    Numbers correspond to course weeks

    2,5 6

    11

    13

    12

    Today

    ESE 250 – S'12 Kod & DeHon

  • ESE 250 – S'12 Kod & DeHon 3

    Where Are We Heading After Today? • Week 2

    Received signal is o discrete-time-stamped

    o quantized

    q = PCM[ r ]

    = quantL [SampleTs[r] ]

    • Week 3 Quantized Signal is

    Coded

    c =code[ q ]

    • Week 4 Sampled signal

    o not coded directly

    o but rather, “Float” -„ed

    o then linearly transformed

    o into frequency domain

    Q = DFT[ q ]

    [Painter & Spanias. Proc.IEEE, 88(4):451–512, 2000]

    q

    Sample Code Store/

    Transmit Decode Produce r(t) p(t)

    Generic Digital Signal Processor

    q c

    c

    Q Psychoacoustic Audio Coder

  • ESE 250 – S'12 Kod & DeHon 4

    Teaser: Musical Representation

    • With this compact notation Could communicate a sound to pianist

    Much more compact than 44KHz time-sample amplitudes (fewer bits to represent)

    Represent frequencies

  • ESE 250 – S'12 Kod & DeHon 5

    Week 4: Time-Frequency

    • There are other ways to represent Frequency representation particularly efficient

    http://en.wikipedia.org/wiki/File:Lead_Sheet.png

    t 2.1

    t 0

    t 2.1

    H0 0.6 , 0.6 , 0.6

    H1 0.7 , 0 , 0.7

    H2 0.4 , 0.8 , 0.4

    In this lecture we will learn that the

    frequency domain entails

    representing time-sampled signals

    using a conveniently rotated

    coordinate system

  • ESE 250 – S'12 Kod & DeHon 6

    Prelude: Harmonic Analysis • Fourier Transform ( FT )

    Fourier (& other 19th Century Mathematicians)

    discovered that (real) signals

    can always (if they are smooth enough)

    be expressed as the sum of harmonics

    • Defn: “Harmonics” (Fourier Series) collections of periodic signals (e.g., cos, sin)

    whose frequencies are related by integer multiples

    arranged in order of increasing frequency

    summed in a linear combination

    whose coefficients provide

    an alternative representation

    the job of this

    lecture is to

    replace this

    signals-

    analysis

    perspective with

    a symbols-

    synthesis

    perspective

  • ESE 250 – S'12 Kod & DeHon 7

    A Sampled (Real) Signal

    Sample Data: Sampled Signal: (D e b u g ) O u t[3 7 7 ]=t v

    4

    5

    1

    41 5 2 5 5

    2

    5

    1

    41 5 10 2 5

    0 1

    2

    5

    1

    41 5 10 2 5

    4

    5

    1

    41 5 2 5 5

  • ESE 250 – S'12 Kod & DeHon 8

    Reconstructing the Sampled Signal • Exact Reconstruction

    May be possible

    Under the right assumptions

    Given the right model

    • This example A “harmonic” signal

    Sampled in time

    Can be reconstructed o exactly

    o from the time-sampled values

    o given knowledge of the harmonics:

    Cos[1t]/p

    (5/2)

    p(5/2) ¢ Sin[2t]/

    p(5/2)

    + =

    { Cos[0t], Sin[1t], Cos[1t], Sin[2t], Cos[2t], Sin[3t], Cos[3t] }

    p

    (5/2) ¢

  • ESE 250 – S'12 Kod & DeHon 9

    Reconstructing the Sampled Signal • Exact Reconstruction

    May be possible

    Under the right assumptions

    Given the right model

    • This example A “harmonic” signal

    Sampled in time

    Can be reconstructed o exactly

    o from the time-sampled values

    o given knowledge of the harmonics:

    p

    (5/2) ¢ Cos[1t]/p

    (5/2)

    p(5/2) ¢ Sin[2t]/

    p (5/2)

    + =

    { Cos[0t], Sin[1t], Cos[1t], Sin[2t], Cos[2t], Sin[3t], Cos[3t] }

  • ESE 250 – S'12 Kod & DeHon 10

    Sequence of Analysis • Given Fundamental frequency: f = 1/2

    Sampling Rate: ns = 5

    Measured Data:

    • Compute “basis” functions

    coefficients

    • Reconstruct exact function from linear combination of

    o “basis elements” (known) o coefficients (computed)

    {r(-4/5), r(-2/5), r(02/5) , r(2/5), r(4/5) }

    h0(t) = Cos[0t] / p

    5 h1s(t) = Sin[1t] /

    p (5/2)

    h1c(t) = Cos[1t]/ p

    (5/2)

    h2s(t) = Sin[2t] / p

    (5/2)

    h2c(t) = Cos[2t]/ p

    (5/2)

    0

    0 p(5/2) p(5/2)

    0

    r(t) = Cos[t] + Sin[2t] = 0 ¢ h0(t) + 0 ¢ h1s(t) +

    p(5/2) ¢ h1c(t)

    + p

    (5/2) ¢ h2s(t)

    + 0 ¢ h2c(t)

  • ESE 250 – S'12 Kod & DeHon 11

    Fourier Analysis

    Time-Values (D e b u g ) O u t[3 7 7 ]=t v

    4

    5

    1

    41 5 2 5 5

    2

    5

    1

    41 5 10 2 5

    0 1

    2

    5

    1

    41 5 10 2 5

    4

    5

    1

    41 5 2 5 5

    (D e b u g ) O u t[3 8 4 ]=

    f A

    Cos 0 t 0

    Sin t 0

    Cos t5

    2

    Sin 2 t5

    2

    Cos 2 t 0

    Frequency-Amplitudes

    FT

    (D e b u g ) O u t[3 9 0 ]=

    t v

    3 0 .1

    1 0 .3

    0 1 .

    1 0 .9

    3 1 .8

    S

    a

    m

    p

    l

    e

    d

    Q

    u

    a

    n

    ti

    z

    e

    d

    DFT (D e b u g ) O u t[3 9 5 ]=

    f A

    0 0

    1s 0

    1c 1.6

    2s 1.6

    2c 0

    (“closed form”)

    (computation)

  • ESE 250 – S'12 Kod & DeHon 12

    Reconstruction vs Approximation

    • Previous Example received function was “in the span” of the harmonics

    reconstruction achieves exact match at all times

    • More General Case received function is “close” to the “span”

    reconstruction achieves exact match

    only at the sampled times

    get successively better approximation at all times

    o by taking successively more samples

    o and using successively higher harmonics

  • ESE 250 – S'12 Kod & DeHon 13

    Another Sampled (Real) Signal

    t

    v

    Sample Data: Sampled Signal:

    O u t[2 9 5 ]=

    t v6

    7

    3

    281 4 Cos

    7Sin

    7

    4

    7

    1

    142 Sin

    7

    2

    7

    1

    282 Cos

    14

    0 0

    2

    7

    1

    281 2 Cos

    14

    4

    7

    1

    141 2 Sin

    7

    6

    7

    3

    284 Cos

    7Sin

    7

  • ESE 250 – S'12 Kod & DeHon 14

    • Approximate Reconstruction is always achievable

    and more relevant

    to our problem

    • Example A roughly “harmonic” signal

    Sampled in time

    Can be approximated

    o “arbitrarily” closely

    o from the time-sampled values

    o using any “good” set of harmonics

    Approximating the Sampled Signal

    { Cos[0t], Sin[1t], Cos[1t] , Sin[2t], Cos[2t] , Sin[3t], Cos[3t] }

  • ESE 250 – S'12 Kod & DeHon 15

    Approximate

    Reconstruction

    (D e b u g ) O u t[3 6 0 ]=

    Cos 0 tC o s

    1 42 1 3 C o s

    7S in

    7

    7 7

    Sin t2 C o s

    1 4C o s

    3

    1 43 S in

    7

    7 1 4

    Cos t1 4 7 5 4 1 1 1 4 1 3 1 4 5 1 5 1 4 1 9 1 4 4 1 1 1 1 4

    1 4 1 4

    Sin 2 tC o s

    1 43 C o s

    3

    1 42 S in

    7

    7 1 4

    Cos 2 t1 9 1 4 1 2 1 1 7 3 1 2 7 3 1 3 7 2 1 4 7 1 5 7

    1 4 1 4

    Sin 3 t3 C o s

    1 42 C o s

    3

    1 4S in

    7

    7 1 4

    Cos 3 t1 9 1 4 1 2 1 1 7 3 1 2 7 3 1 3 7 2 1 4 7 1 5 7

    1 4 1 4

    (Successively Thinner

    Green Dashed Curves

    Denote Successively

    Fewer Harmonic

    Components)

    Sum up the (black) harmonics using

    the (green) coefficients:

  • ESE 250 – S'12 Kod & DeHon 16

    More Harmonics are Better

    (D e b u g ) O u t[3 6 9 ]=

    Cos 0 t2 C o s

    2 23 C s c

    2 2S in

    1 14 C o s

    3

    2 2S in

    3

    2 25 S in

    2

    1 12 C o s

    2

    1 1S in

    2

    1 1

    1 1 1 1

    Sin t2 0 C s c

    2 26 4 C s c

    3

    2 2C s c

    5

    2 2S in

    1 14 S in

    2

    1 1

    4 4 2 2

    Cos t1

    1 1

    2

    1 13 Sin

    2 2Sin

    1 14 Cos

    3

    2 2Sin

    3

    2 2

    25 Cos

    1 1Sin

    2

    1 12 Cos

    2

    1 1

    2Sin

    2

    1 12 Cos

    2 2Sin

    5

    2 24

    Cos5

    2 2Sin

    5

    2 2

    2

    Sin 2 t2 4 C s c

    2 21 6 4 C s c

    3

    2 2C s c

    5

    2 2S in

    1 14 0 S in

    2

    1 1

    8 8 2 2

    Cos 2 t3 2 C s c

    2 28 2 5 C s c

    3

    2 2C s c

    5

    2 2S in

    1 12 4 S in

    2

    1 1

    8 8 2 2

    Sin 3 t1 6 C s c

    2 24 1 0 3 C s c

    3

    2 2C s c

    5

    2 2S in

    1 13 2 S in

    2

    1 1

    8 8 2 2

    Cos 3 t1

    1 2 22 6 1

    1 1 11

    2 1 13 1

    3 1 14 1

    4 1 14 1

    6 1 13 1

    7 1 11

    8 1 16 1

    9 1 12 1

    1 0 1 1

    2 2 2 2

    Sin 4 t3 2 C s c

    2 28 2 5 C s c

    3

    2 2C s c

    5

    2 2S in

    1 12 4 S in

    2

    1 1

    8 8 2 2

    Cos 4 t8 C s c

    5

    2 2S in

    1 1C s c

    2 2C s c

    3

    2 2S in

    1 12 3 C s c

    2

    1 1C s c

    5

    2 2S in

    1 11 6 S in

    2

    1 18 0 S in

    3

    2 2S in

    2

    1 1

    8 8 2 2

    Sin 5 t4 C s c

    2 21 0 3 2 C s c

    3

    2 2C s c

    5

    2 2S in

    1 18 S in

    2

    1 1

    4 4 2 2

    Cos 5 t1 1 2 2 1 8 1 1 1 1 6 1 2 1 1 7 1 3 1 1 2 1 4 1 1 2 1 6 1 1 7 1 7 1 1 6 1 8 1 1 8 1 9 1 1 1 1 0 1 1

    2 2 2 2

    (D e b u g ) O u t[3 6 3 ]=

    t v10

    11

    5

    441 2 Sin

    2

    11

    8

    11

    1

    114 Cos

    5

    22Sin

    5

    22

    6

    11

    1

    443 6 Sin

    11

    4

    11

    1

    224 Cos

    3

    22Sin

    3

    22

    2

    11

    1

    444 Cos

    2

    11Sin

    2

    11

    0 0

    2

    11

    1

    441 4 Cos

    2

    11Sin

    2

    11

    4

    11

    1

    221 4 Cos

    3

    22Sin

    3

    22

    6

    11

    3

    442 Sin

    11

    8

    11

    1

    111 2 Cos

    22

    10

    11

    5

    442 Sin

    2

    11

    7 Samples; 7 Harmonics 11 Samples 15 Samples; 15 Harmonics ; 11 Harmonics

  • ESE 250 – S'12 Kod & DeHon 17

    Usually Computed, Not “Solved” 7 Samples; 7 Harmonics 11 Samples 15 Samples; 15 Harmonics ; 11 Harmonics

    (D e b u g ) O u t[3 9 8 ]=

    t v

    2 .9 0

    2 .3 0 .3

    1 .7 0 .1

    1 .1 0 .4

    0 .6 0 .2

    0 0

    0 .6 0 .1

    1 .1 0 .1

    1 .7 0 .3

    2 .3 0 .9

    2 .9 0 .7

    DFT

    (D e b u g ) O u t[3 9 7 ]=

    f A

    0 0.4

    1s 0.6

    1c 0.8

    2s 0.3

    2c 0.2

    3s 0.2

    3c 0.4

    4s 0.2

    4c 0.1

    5s 0.2

    5c 0

    (D e b u g ) O u t[4 0 0 ]=

    t v

    2 .9 0 .1

    2 .5 0 .3

    2 .1 0 .2

    1 .7 0 .1

    1 .3 0 .3

    0 .8 0 .3

    0 .4 0 .1

    0 0

    0 .4 0

    0 .8 0 .1

    1 .3 0

    1 .7 0 .3

    2 .1 0 .7

    2 .5 0 .9

    2 .9 0 .7

    (D e b u g ) O u t[3 9 9 ]=

    f A

    0 0.5

    1s 0.7

    1c 0.9

    2s 0.4

    2c 0.2

    3s 0.2

    3c 0.5

    4s 0.2

    4c 0.2

    5s 0.2

    5c 0.1

    6s 0.2

    6c 0

    7s 0.1

    7c 0

    (D e b u g ) O u t[4 0 4 ]=

    t v2.7 0.2

    1.8 0

    0.9 0.3

    0 0

    0.9 0.1

    1.8 0.4

    2.7 0.9

    (D e b u g ) O u t[4 0 5 ]=

    f A

    0 0.4

    1s 0.5

    1c 0.7

    2s 0.3

    2c 0.2

    3s 0.2

    3c 0.2

    DFT DFT

    the “spectrum” is often plotted as a function of frequency

  • ESE 250 – S'12 Kod & DeHon 18

    Yet Another Sampled

    (Real) Signal

    t

    v

    Measured Data:

    Sampled Signal:

    (D e b u g ) O u t[4 2 0 ]=

    t v14

    15

    1

    2

    4

    5

    1

    2

    2

    3

    1

    2

    8

    15

    1

    2

    2

    5

    1

    2

    4

    15

    1

    2

    2

    15

    1

    2

    01

    2

    2

    15

    1

    2

    4

    15

    1

    2

    2

    5

    1

    2

    8

    15

    1

    2

    2

    3

    1

    2

    4

    5

    1

    2

    14

    15

    1

    2

  • ESE 250 – S'12 Kod & DeHon 19

    • Approximate Reconstruction although always achievable

    may require a lot of samples

    to get good performance

    from “poorly chosen”

    harmonics

    • Different “bases” match different “data”

    better or worse

    (sometimes time is better than

    frequency)

    Some Signals Dislike

    Some Harmonics

    15 Samples & Harmonics

    21 Samples & Harmonics

    31 Samples & Harmonics

  • ESE 250 – S'12 Kod & DeHon 20

    t 2.1

    t 0

    t 2.1

    H0 0.6 , 0.6 , 0.6

    H1 0.7 , 0 , 0.7

    H2 0.4 , 0.8 , 0.4

    Choice of Basis • What is a “harmonic”?

    we could have used periodic “pulse trains” o previous signal would be reconstructed exactly

    o with one or two pulse-train harmonics

    but “sound-like” signals o would typically require a very large number

    o of “pulse-train” harmonics

    • Fourier Theory (and generalizations) permits very broad choice of harmonics

    such choices amount to the selection of a model

    • Today‟s Lecture interprets the choice of harmonics

    o as a selection of coordinate reference frame

    o in the space of received (sampled,quantized) data

    lends (geometric) insight to high-dimensional phenomena

    introduces arsenal of linear algebraic computation

    encourages “learning” data-driven models

  • ESE 250 – S'12 Kod & DeHon 21

    Intuitive Concept Inventory

    (D e b u g ) O u t[3 6 9 ]=

    Cos 0 t2 C o s

    2 23 C s c

    2 2S in

    1 14 C o s

    3

    2 2S in

    3

    2 25 S in

    2

    1 12 C o s

    2

    1 1S in

    2

    1 1

    1 1 1 1

    Sin t2 0 C s c

    2 26 4 C s c

    3

    2 2C s c

    5

    2 2S in

    1 14 S in

    2

    1 1

    4 4 2 2

    Cos t1

    1 1

    2

    1 13 Sin

    2 2Sin

    1 14 Cos

    3

    2 2Sin

    3

    2 2

    25 Cos

    1 1Sin

    2

    1 12 Cos

    2

    1 1

    2Sin

    2

    1 12 Cos

    2 2Sin

    5

    2 24

    Cos5

    2 2Sin

    5

    2 2

    2

    Sin 2 t2 4 C s c

    2 21 6 4 C s c

    3

    2 2C s c

    5

    2 2S in

    1 14 0 S in

    2

    1 1

    8 8 2 2

    Cos 2 t3 2 C s c

    2 28 2 5 C s c

    3

    2 2C s c

    5

    2 2S in

    1 12 4 S in

    2

    1 1

    8 8 2 2

    Sin 3 t1 6 C s c

    2 24 1 0 3 C s c

    3

    2 2C s c

    5

    2 2S in

    1 13 2 S in

    2

    1 1

    8 8 2 2

    Cos 3 t1

    1 2 22 6 1

    1 1 11

    2 1 13 1

    3 1 14 1

    4 1 14 1

    6 1 13 1

    7 1 11

    8 1 16 1

    9 1 12 1

    1 0 1 1

    2 2 2 2

    Sin 4 t3 2 C s c

    2 28 2 5 C s c

    3

    2 2C s c

    5

    2 2S in

    1 12 4 S in

    2

    1 1

    8 8 2 2

    Cos 4 t8 C s c

    5

    2 2S in

    1 1C s c

    2 2C s c

    3

    2 2S in

    1 12 3 C s c

    2

    1 1C s c

    5

    2 2S in

    1 11 6 S in

    2

    1 18 0 S in

    3

    2 2S in

    2

    1 1

    8 8 2 2

    Sin 5 t4 C s c

    2 21 0 3 2 C s c

    3

    2 2C s c

    5

    2 2S in

    1 18 S in

    2

    1 1

    4 4 2 2

    Cos 5 t1 1 2 2 1 8 1 1 1 1 6 1 2 1 1 7 1 3 1 1 2 1 4 1 1 2 1 6 1 1 7 1 7 1 1 6 1 8 1 1 8 1 9 1 1 1 1 0 1 1

    2 2 2 2

    (D e b u g ) O u t[3 6 3 ]=

    t v10

    11

    5

    441 2 Sin

    2

    11

    8

    11

    1

    114 Cos

    5

    22Sin

    5

    22

    6

    11

    1

    443 6 Sin

    11

    4

    11

    1

    224 Cos

    3

    22Sin

    3

    22

    2

    11

    1

    444 Cos

    2

    11Sin

    2

    11

    0 0

    2

    11

    1

    441 4 Cos

    2

    11Sin

    2

    11

    4

    11

    1

    221 4 Cos

    3

    22Sin

    3

    22

    6

    11

    3

    442 Sin

    11

    8

    11

    1

    111 2 Cos

    22

    10

    11

    5

    442 Sin

    2

    11

    11 Samples;

    Q = FT(q)

    11 Harmonics

    Time Domain Frequency Domain

    r (received signal)

    q Q

  • ESE 250 – S'12 Kod & DeHon 22

    (D e b u g ) O u t[3 9 6 ]=

    t v

    3 0

    2 0 .3

    2 0 .1

    1 0 .4

    1 0 .2

    0 0

    1 0 .1

    1 0 .1

    2 0 .3

    2 0 .9

    3 0 .7

    Intuitive Concept Inventory 11 Samples;

    Q = DFT(q)

    11 Harmonics

    Time Domain Frequency Domain

    Flo

    ating P

    oin

    t Flo

    atin

    g P

    oin

    t

    r (received signal)

    Sampling & Quantization

    q Q

    this

    week’s

    idea

    Perceptual coding

    (D e b u g ) O u t[3 9 7 ]=

    f A

    0 0.4

    1s 0.6

    1c 0.8

    2s 0.3

    2c 0.2

    3s 0.2

    3c 0.4

    4s 0.2

    4c 0.1

    5s 0.2

    5c 0

  • ESE 250 – S'12 Kod & DeHon 23

    Interlude: Audio Communications

    Close Encounters

    ../../RepositoryMaterial/2010/week4/interlude.close_encouters.avi

  • ESE 250 – S'12 Kod & DeHon 24

    Technical Concept Inventory

    • Floating Point Quantization a symbolic representation

    admitting a mimic of continuous arithmetic

    • Vectors sampled signals are points

    in a (high dimensional) vector space

    • Linear Algebra the “Swiss Army Knife” of high dimensions

    provides a logical, geometric, and computational

    toolset for manipulating vectors

    • Change of Basis DFT is a high dimensional rotation

    in the vector space of time-sampled signals

  • ESE 250 – S'12 Kod & DeHon 25

    Technical Concept Inventory

    • Floating Point Quantization a symbolic representation

    admitting a mimic of continuous arithmetic

    • Vectors sampled signals are points

    in a (high dimensional) vector space

    • Linear Algebra the “Swiss Army Knife” of high dimensions

    provides a logical, geometric, and computational

    toolset for manipulating vectors

    • Change of Basis DFT is a high dimensional rotation

    in the vector space of time-sampled signals

  • ESE 250 – S'12 Kod & DeHon 26

    6 4 2 2 4 6

    2

    1

    1

    2

    r(t)

    q1

    q2 q3

    q4 q5

    Float-Quantized Symbols Act “Real” • q = PCM[ r(t) ] = Float(b,p,E) [SampleTs[r(t)] ]

    eliminates continuous time dependence

    discretizes continuous values o cannot represent an uncountable collection of functions

    o with a countable (of course, in fact, finite!) set of “symbols”

    • Floating Point Representation and Computer Arithmetic Choose: Base (b), Precision (p), Magnitude (E)

    o q = be ¢ [d0 + d1 ¢ b-1 + … + dp-1 ¢ b

    -(p-1)]

    o - E · e · E

    o 0 < di < b

    Non-uniform quantization o bp different “mantissas”

    o 2E different exponents

    o ~ Log2[2E] + Log2[bp] bits

    Associated Flop Arithmetic op 2 { +, -, *, /} [ { Sqrt, Mod, Flint}

    ) Flop(x,y) = Float[ op(x,y) ]

    Archetypal Computation: Inner product o x = (x1, .., xn), y = (y1, … , yn)

    o hx,yi = x1¢y1 + x2¢y2 + … + xn¢ yn

    Crucially important operation for signal processing applications ! [Widrow, et al., IEEE TIM’96]

  • ESE 250 – S'12 Kod & DeHon 27

    Technical Concept Inventory

    • Floating Point Quantization a symbolic representation

    admitting a mimic of continuous arithmetic

    • Vectors sampled signals are points

    in a (high dimensional) vector space

    • Linear Algebra the “Swiss Army Knife” of high dimensions

    provides a logical, geometric, and computational

    toolset for manipulating vectors

    • Change of Basis DFT is a high dimensional rotation

    in the vector space of time-sampled signals

  • ESE 250 – S'12 Kod & DeHon 28

    • Sampled received signal

    • Is a discrete sequence of time-stamped floats

    q = (q1, q2, … qns)

    = Float( r(T0+Ts), r(T0 + 2Ts), …. , r(T0 + nsTs))

    of “real” (i.e. Float‟ed) values

    at each of the ns time-stamps

    • Think of each of the time-stamps as an “axis”

    of “real” (float) values

    6 4 2 2 4 6

    2

    1

    1

    2

    Time Functions

    are Vectors

    r(t)

    q1

    q2

    q3 q4

    q5

  • ESE 250 – S'12 Kod & DeHon 29

    Time Functions

    are Vectors • Think of each of the time-

    stamps as an “axis” of “real” (float) values

    • E.g., for three time stamps, ns = 3, we can record the values

    arrange each axis located perpendicular

    to the other two in space

    mark their values

    and interpret them as a vector

    t 6.28

    t 0.69

    t 4.9

    t 6.28

    t 0.69

    t 4.9

  • ESE 250 – S'12 Kod & DeHon 30

    • Think of each of the time-stamps as an “axis” of “real” (float) values E.g., for two time stamps, ns = 2,

    o we can draw both axes

    o on “graph paper”

    … for a greater number of time stamps …

    o we can “imagine” arranging each axis

    o in a mutually perpendicular direction

    o in space of appropriately high dimension

    t = - 6.28

    t = 2.5

    q1

    q2 q

    b1 b2

    Time Functions

    are Vectors

  • ESE 250 – S'12 Kod & DeHon 31

    Technical Concept Inventory

    • Floating Point Quantization a symbolic representation

    admitting a mimic of continuous arithmetic

    • Vectors sampled signals are points

    in a (high dimensional) vector space

    • Linear Algebra the “Swiss Army Knife” of high dimensions

    provides a logical, geometric, and computational

    toolset for manipulating vectors

    • Change of Basis DFT is a high dimensional rotation

    in the vector space of time-sampled signals

  • ESE 250 – S'12 Kod & DeHon 32

    Linear Algebra: “Swiss Army Knife” • We cannot “see” in high

    dimensions

    • Linear Algebra enables us in high dimensions to

    reason precisely

    think geometrically

    compute

    • Essential Ideas Basis expansion

    Change of basis

    Ingredients

    o Orthonormality

    o Inner Product h ¢ , ¢ i

    t = - 6.28

    t = 2.5

    q1

    r(t) q1

    q2

    BT = { b1 , b2 } = { (1,0), (1,0)}

    q2

    q = (q1, q2)

    = (0.8, - 0.9)

    = 0.8 ¢ (1,0) – 0.9 ¢ (1,0)

    = 0.8 ¢ b1 + (– 0.9) ¢ b2

    = hq,b1i¢ b1 + hq,b2i ¢ b2

    = q1 ¢ b1 + q2 ¢ b

    2

    q

    b1 b2

    where

    hx,yi = x1y1 + x2y2 hq,b1i = 0.8 ¢ 1 + (-0.9) ¢ 0 = 0.8

    hq,b2i = 0.8 ¢ 0 + (-0.9) ¢ 1 = - 0.9

    (computational definition):

  • ESE 250 – S'12 Kod & DeHon 33

    Linear Algebra: “Swiss Army Knife” • Orthonormal Basis

    set of unit length

    vectors

    each

    “perpendicular” to

    all the others

    total number given

    by dimension of the

    space

    • Inner Product (scaled) cosine of

    relative angle

    scales unit length

    t = - 6.28

    t = 2.5

    q

    b1

    b2 q1 = hq,b

    1i = Length(q ) ¢ Cos [Å(q,b1)]

    Å(q,b1)

    Å(q,b2)

    q2 = hq,b2i = Length(q ) ¢ Cos [Å(q,b2)]

    Generally: hr, si = Length(r) ¢ Length(s) ¢ Cos [Å(r,s)] ) hr, ri = Length(r)2

    geometric re-interpretation of computational definition: hx,yi = x1y1 + x2y2

  • ESE 250 – S'12 Kod & DeHon 34

    Technical Concept Inventory

    • Floating Point Quantization a symbolic representation

    admitting a mimic of continuous arithmetic

    • Vectors sampled signals are points

    in a (high dimensional) vector space

    • Linear Algebra the “Swiss Army Knife” of high dimensions

    provides a logical, geometric, and computational

    toolset for manipulating vectors

    • Change of Basis DFT is a high dimensional rotation

    in the vector space of time-sampled signals

  • ESE 250 – S'12 Kod & DeHon 35

    Change of Coordinates

    [Google Maps]

    Vs.

    Independence Hall

    500 Chestnut St.

    http://maps.google.com/maps?f=q&source=s_q&hl=en&geocode=&q=19104&sll=37.0625,-95.677068&sspn=31.013085,45.703125&ie=UTF8&hq=&hnear=Philadelphia,+Pennsylvania+19104&ll=39.948964,-75.150647&spn=0.01464,0.022316&z=15&pw=2

  • ESE 250 – S'12 Kod & DeHon 36

    Why Change Basis ?

    • Efficiency data sets often lie along

    lower dimensional subspaces

    Of high dimensional data space

    • Decoupling receiver model may

    “prefer”

    a specific basis

  • ESE 250 – S'12 Kod & DeHon 37

    Linear Algebra: Change of Basis • Goal

    Re-express q

    In terms of BH

    • Notation use new symbol, Q denoting different computational

    representation even though vector is geometrically

    unchanged

    • Check: “good” basis? both unit length?

    mutually perpendicular vectors?

    • Further geometric Interpretation if old basis is orthonormal

    then new basis is also if and only if it is

    o A “rotation” o Away from the old

    BH = { H1 , H2 }

    = { (1/p2 , 1/p2), (- 1/p2 , 1/p2)}

    Q

    H1 H2

    Length(H1)2 = h H1, H1 i = 1/

    p (2 ¢ 2) + 1/

    p (2 ¢ 2)

    = ½ + ½

    = 1

    Length(H2)2 = h H2, H2 i = 1/

    p (2 ¢ 2) + 1/

    p (2 ¢ 2)

    = ½ + ½

    = 1

    hH1, H2i = h11 h2

    1 + h1

    2 h2

    2 = - 1/

    p 2 ¢ 2 + 1/

    p 2 ¢ 2

    = 0

    t = - 6.28

    t = 2.5

    b2

    b1

  • ESE 250 – S'12 Kod & DeHon 38

    Linear Algebra: Change of Basis • Goal

    Re-express q = (q1, q2) o specified by coordinate

    representation

    o in terms of the old basis, BT

    As Q= [Q1, Q2] o Specified by coordinate

    representation

    o In terms of rotate basis, BH

    • Idea: recall geometric meaning

    of q = (q1, q2)

    o scale b1 by q1 = h b1, q i

    o scale b2 by q2 = h b2, q i o form the resultant vector

    • Compute Q= [Q1, Q2] using same geometric idea

    reveals how to obtain [Q1, Q2]

    o scale H1 by Q1 = hq,H1i

    o scale H2 by Q2 = hq,H2i

    o form the resultant vector

    q = (q1, q2) = q1 ¢ b

    1 + q2 ¢ b2

    = hq, b1i¢ b1 + hq, b2i ¢ b2

    ) Q1 = hq , H1i =h (0.8, - 0.9), (1/

    p2, 1/p

    2)i

    = (0.8/1.1 - 0.9/1.1) ¼ - 0.11

    Q = [Q1, Q2]

    = hQ,H1i¢ H1 + hQ,H2i ¢ H2

    = hq,H1i¢ H1 + hq,H2i ¢ H2

    ) Q2 = hq , H2i =h (0.8, - 0.9), (-1/

    p2, 1/p

    2)i

    = - (0.8/1.1 + 0.9/1.1) ¼ - 1.6

    t = - 6.28

    t = 2.5

    b2

    b1

    Q

    H1 H2

    - Q2

    -Q1

  • ESE 250 – S'12 Kod & DeHon 39

    1 .0

    0 .5

    0 .0

    0 .5

    1 .0

    t 2.1 , v 0.4

    1 .0

    0 .5

    0 .0

    0 .5

    1 .0

    t 0 , v 0.8

    1 .00 .50 .00 .51 .0

    t 2.1 , v 0.4

    1 .0

    0 .5

    0 .0

    0 .5

    1 .0

    t 2.1 , v 0.7

    1 .0 0 .5 0 .0 0 .5 1 .0

    t 0 , v 0

    1 .0

    0 .5

    0 .0

    0 .5

    1 .0

    t 2.1 , v 0.7

    Generalize to ns = 3 Samples h0(t) = Cos[0t]/p3

    h1(t) = 2 Sin[t]/p3

    h2(t) = 2 Cos[t]/p3

    1 .0

    0 .5

    0 .0

    0 .5

    1 .0

    t 2.1 , v 0.6

    1 .0 0 .50 .0 0 .5 1 .0

    t 0 , v 0.6

    1 .0

    0 .5

    0 .0

    0 .5

    1 .0

    t 2.1 , v 0.6

    H0 = Float[ h0(-2/3), h0(0/3), h0(2/3)]

    H1 = Float[ h1(-2/3), h1(0/3), h1(2/3)]

    H2 = Float[ h2(-2/3), h2(-0/3), h2(2/3)]

    The 3-sample DFT:

    • take inner products

    • of sampled signal

    • with each harmonic

  • ESE 250 – S'12 Kod & DeHon 40

    Generalize to ns = 3 Samples h0(t) = Cos[0t]/p3

    h1(t) = 2 Sin[t]/p3

    h2(t) = 2 Cos[t]/p3 t 2.1

    t 0

    t 2.1

    H0 0.6 , 0.6 , 0.6

    H1 0.7 , 0 , 0.7

    H2 0.4 , 0.8 , 0.4

  • ESE 250 – S'12 Kod & DeHon 41

    (D e b u g ) O u t[3 9 6 ]=

    t v

    3 0

    2 0 .3

    2 0 .1

    1 0 .4

    1 0 .2

    0 0

    1 0 .1

    1 0 .1

    2 0 .3

    2 0 .9

    3 0 .7

    11 Samples;

    Q = DFT(q)

    11 Harmonics

    Time Domain Frequency Domain

    Flo

    ating P

    oin

    t Flo

    atin

    g P

    oin

    t

    r (received signal)

    Sampling & Quantization

    q Q

    this

    week’s

    idea

    Perceptual coding

    (D e b u g ) O u t[3 9 7 ]=

    f A

    0 0.4

    1s 0.6

    1c 0.8

    2s 0.3

    2c 0.2

    3s 0.2

    3c 0.4

    4s 0.2

    4c 0.1

    5s 0.2

    5c 0

    Generalize to Arbitrary Samples

  • ESE 250 – S'12 Kod & DeHon 42

    … for more understanding…. • Courses

    ESE 325 !

    (Math 240) ) Math 312 !!!

    • Reading Quantization

    B. Widrow, I. Kollar, and M. C. Liu. Statistical theory of quantization.

    IEEE Transactions on Instrumentation and Measurement, 45(2):353–

    361, 1996.

    Floating Point

    D. Goldberg. What every computer scientist should know about

    floating-point arithmetic. ACM Computing Surveys, 23(1), 1991.

    Linear Algebra for Frequency Transformations

    o G. Strang. The discrete cosine transform. SIAM Review, 41(1):135–

    147, 1999

  • ESE 250 – S'12 Kod & DeHon 43

    ESE250:

    Digital Audio Basics

    End Week 4 Lecture

    Time-Frequency