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Digital Signal Processing - DTFT
Overview
• Discrete Time Fourier Transform (DTFT)
• Properties of DTFT
• Frequency Response & Difference Equation
• Frequency Response & Transfer Function
• Frequency Response & Impulse Response
• System Output in the Frequency Domain
• Frequency Response & Filter Shape
• Properties of Magnitude & Phase Reponses
• Filter’s Shape from Poles & Zeros
Discrete Time Fourier Transform
• The discrete time Fourier transform (DTFT) is a frequency
domain tool used to find the spectrum X(Ω) of a signal x[n] (or
the frequency response H(Ω) of a system.
• The frequency response H(Ω) of a system is composed of two
parts, the magnitude response and phase response.
• This is a consequence of the fact that the frequency response
is a complex number and therefore can be written in polar
form, using magnitude and phase.
• The magnitude response gives the shape of a filter and the
greatest insight into the way the filter behaves.
3
Discrete Time Fourier Transform
• The DTFT of the impulse response h[n] of the system is
defined as
Where H(Ω) is the frequency response of a system.
4
Discrete Time Fourier Transform
The discrete time Fourier transform (DTFT) of a signal 𝑥[𝑛] is
where Ω is the digital frequency (in radians) defined as
The DTFT of a signal 𝑥[𝑛] is denoted as
5
Discrete Time Fourier Transform
•
6
Discrete Time Fourier Transform
•
7
Discrete Time Fourier Transform
•
8
Properties of DTFT
The two important properties of DTFT are
1. Time delay or Time shifting
2. Periodicity
9
Properties of DTFT
1. Time delay or Time shifting
10
Properties of DTFT
• A delay of M steps in the time domain appear in the DTFT
domain as a complex exponential. That is,
For example, when delay M = 1
11
Properties of DTFT
• This delay property of DTFT also makes conversion from a
difference equation to a frequency response H(Ω) very
straightforward.
• In practice, the process is accomplished most easily by using
the transfer function H(z) as an intermediate step.
y[n] + a1
y[n-1] + a2
y[n-2] + … = b0
x[n] + b1
x[n-1] + b2
x[n-2] + …
12
Properties of DTFT
2. Periodicity
Consider 𝑋(Ω+2𝜋)
13
Properties of DTFT
• The DTFT is periodic with a period of 2π.
• So the magnitude and phase responses also repeat with the
period of 2π.
• The DTFT tests a signal against an infinite number of
frequencies and measures how well an impulse response (or
signal) resonates with each frequency.
• When the test frequency is close to the frequency of the
impulse response (or signal), the DTFT produces a strong
response. Otherwise it produces a weak response.
14
Frequency Response & Difference Equation
The general form of a difference equation is
or
It can be transformed into the frequency domain by taking the
DTFT of each term.
15
Frequency Response & Difference Equation
16
Frequency Response & Difference Equation
17
Example-3: Find the frequency response that corresponds to the
difference equation
Solution
Taking term by term DTFT
Frequency Response & Transfer Function
18
Frequency Response vs. Transfer Function
• The frequency response H(Ω) is a ratio of output to input in
the Discrete Fourier frequency domain.
• The transfer function H(z) is a ratio of output to input in the z
frequency domain.
19
Frequency Response & Impulse Response
• The frequency response 𝐻(Ω) and the impulse response ℎ[𝑛]
are related as
• So the frequency response 𝐻(Ω) is the DTFT of the impulse
response ℎ[𝑛].
20
Frequency Response & Transfer Function
21
Example-4: Find an expression for the frequency response of the
filter with transfer function
Solution
we get the frequency response by replacing z with ejΩ
Frequency Response & Impulse Response
Example-5: The impulse response for a digital filter is
Find an expression for the frequency response of the filter.
Solution
The frequency response is the DTFT of the impulse response and
can be computed as
22
System Output in the Frequency Domain
23
System Output in the Frequency Domain
The DTFT of the system’s output Y(Ω) may be calculated from
the frequency response H(Ω) and the DTFT of the input X(Ω) as
follows:
The frequency response analyzes a system’s behavior in terms of
its individual frequencies, this equation is normally only used
when the input x[n] is sinusoidal.
x[n] = Acos(nΩ0
+ θX
)
with the short form notation A∠ θX
.
24
System Output in the Frequency Domain
• At the frequency Ω= Ω0
, the system has a gain H and a phase
difference θ, that is
H(Ω0
) = H∠ θ
then the output from the filter is
Y(Ω) = (H∠ θ)( A∠ θX
€)
Y(Ω) = ΗΑ∠ (θ +€θX
)
In the time domain, this equates to
y[n] = HAcos(nΩ0
+ θ + θX
)
Thus, when the input to a linear filter is a sinusoid, the output is
a sinusoid at the same digital frequency, but with a different
amplitude and phase. 25
System Output in the Frequency Domain
26
System Output in the Frequency Domain
27
Frequency Response & Filter Shape
• The magnitude response of a filter is a collection of the gains of the
filter over all frequencies.
• It is a plot of filter gain |H(Ω)| versus digital frequency Ω in radians.
• The magnitude response gives the shape of the filter.
• The phase response is a collection of the phase differences over all
frequencies.
• It is a plot of phase difference θ(Ω) versus digital frequency Ω€in
radians.
• Both the magnitude response and the phase response are smooth
functions of frequency.
28
Frequency Response & Filter Shape
The magnitude response is an even function, that is,
|H(-Ω)| = |H(Ω)|
29
Frequency Response & Filter Shape
The phase response is a odd function, that is,
θ(-Ω) = -θ(Ω)
30
Frequency Response & Filter Shape
• The gains are expressed either in linear form, |H(Ω)|, or in logarithmic form
in decibels, 20log|H(Ω)| dB.
• The phases θ(Ω) are expressed either in degrees or radians.
• It is often useful to re-express the values along the horizontal frequency
axis as analog frequencies in Hz instead of digital frequencies in radians.
• The equation
can be re-arranged to give the formula needed for the conversion:
31
Frequency Response & Filter Shape
Sampling Frequency Unknown
Magnitude Response Phase Response
32
Frequency Response & Filter Shape
Sampling Frequency of 12 kHz
Magnitude Response Phase Response
33
Frequency Response & Filter Shape
•
34
Frequency Response & Filter Shape
•
35
36
Frequency Response & Filter Shape
37
Magnitude Response
Frequency Response & Filter Shape
38
Phase Response
Properties of Magnitude & Phase Reponses
• The magnitude and phase responses are periodic, and they repeat
every 2𝜋 radians.
• This periodicity holds for all DTFTs.
• Both magnitude and phase responses are continuous functions
(they have values for every value of frequency).
• The magnitude response is an even function. The portion to the
left of the zero is a perfect mirror image of what lies to the right of
zero, that is,
• This is true for all magnitude responses.
39
Properties of Magnitude & Phase Reponses
• The phase response is an odd function.
• This is true for all phase responses.
• Normally, there is no need to record the part of the magnitude and
phase responses to the left of Ω = 0: This potion can be deduced
from the plot for Ω > 0.
• Furthermore, there is no need to consider values of Ω above.
• The frequency responses of the filters are usually plotted for values
0 ≤ Ω ≤ 𝜋.
• The advantage of using decibels is that a that an extremely large
range of gains , from very large to very small, can be conveniently
plotted on same graph.
40

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PDF3.pdf

  • 2. Overview • Discrete Time Fourier Transform (DTFT) • Properties of DTFT • Frequency Response & Difference Equation • Frequency Response & Transfer Function • Frequency Response & Impulse Response • System Output in the Frequency Domain • Frequency Response & Filter Shape • Properties of Magnitude & Phase Reponses • Filter’s Shape from Poles & Zeros
  • 3. Discrete Time Fourier Transform • The discrete time Fourier transform (DTFT) is a frequency domain tool used to find the spectrum X(Ω) of a signal x[n] (or the frequency response H(Ω) of a system. • The frequency response H(Ω) of a system is composed of two parts, the magnitude response and phase response. • This is a consequence of the fact that the frequency response is a complex number and therefore can be written in polar form, using magnitude and phase. • The magnitude response gives the shape of a filter and the greatest insight into the way the filter behaves. 3
  • 4. Discrete Time Fourier Transform • The DTFT of the impulse response h[n] of the system is defined as Where H(Ω) is the frequency response of a system. 4
  • 5. Discrete Time Fourier Transform The discrete time Fourier transform (DTFT) of a signal 𝑥[𝑛] is where Ω is the digital frequency (in radians) defined as The DTFT of a signal 𝑥[𝑛] is denoted as 5
  • 6. Discrete Time Fourier Transform • 6
  • 7. Discrete Time Fourier Transform • 7
  • 8. Discrete Time Fourier Transform • 8
  • 9. Properties of DTFT The two important properties of DTFT are 1. Time delay or Time shifting 2. Periodicity 9
  • 10. Properties of DTFT 1. Time delay or Time shifting 10
  • 11. Properties of DTFT • A delay of M steps in the time domain appear in the DTFT domain as a complex exponential. That is, For example, when delay M = 1 11
  • 12. Properties of DTFT • This delay property of DTFT also makes conversion from a difference equation to a frequency response H(Ω) very straightforward. • In practice, the process is accomplished most easily by using the transfer function H(z) as an intermediate step. y[n] + a1 y[n-1] + a2 y[n-2] + … = b0 x[n] + b1 x[n-1] + b2 x[n-2] + … 12
  • 13. Properties of DTFT 2. Periodicity Consider 𝑋(Ω+2𝜋) 13
  • 14. Properties of DTFT • The DTFT is periodic with a period of 2π. • So the magnitude and phase responses also repeat with the period of 2π. • The DTFT tests a signal against an infinite number of frequencies and measures how well an impulse response (or signal) resonates with each frequency. • When the test frequency is close to the frequency of the impulse response (or signal), the DTFT produces a strong response. Otherwise it produces a weak response. 14
  • 15. Frequency Response & Difference Equation The general form of a difference equation is or It can be transformed into the frequency domain by taking the DTFT of each term. 15
  • 16. Frequency Response & Difference Equation 16
  • 17. Frequency Response & Difference Equation 17 Example-3: Find the frequency response that corresponds to the difference equation Solution Taking term by term DTFT
  • 18. Frequency Response & Transfer Function 18
  • 19. Frequency Response vs. Transfer Function • The frequency response H(Ω) is a ratio of output to input in the Discrete Fourier frequency domain. • The transfer function H(z) is a ratio of output to input in the z frequency domain. 19
  • 20. Frequency Response & Impulse Response • The frequency response 𝐻(Ω) and the impulse response ℎ[𝑛] are related as • So the frequency response 𝐻(Ω) is the DTFT of the impulse response ℎ[𝑛]. 20
  • 21. Frequency Response & Transfer Function 21 Example-4: Find an expression for the frequency response of the filter with transfer function Solution we get the frequency response by replacing z with ejΩ
  • 22. Frequency Response & Impulse Response Example-5: The impulse response for a digital filter is Find an expression for the frequency response of the filter. Solution The frequency response is the DTFT of the impulse response and can be computed as 22
  • 23. System Output in the Frequency Domain 23
  • 24. System Output in the Frequency Domain The DTFT of the system’s output Y(Ω) may be calculated from the frequency response H(Ω) and the DTFT of the input X(Ω) as follows: The frequency response analyzes a system’s behavior in terms of its individual frequencies, this equation is normally only used when the input x[n] is sinusoidal. x[n] = Acos(nΩ0 + θX ) with the short form notation A∠ θX . 24
  • 25. System Output in the Frequency Domain • At the frequency Ω= Ω0 , the system has a gain H and a phase difference θ, that is H(Ω0 ) = H∠ θ then the output from the filter is Y(Ω) = (H∠ θ)( A∠ θX €) Y(Ω) = ΗΑ∠ (θ +€θX ) In the time domain, this equates to y[n] = HAcos(nΩ0 + θ + θX ) Thus, when the input to a linear filter is a sinusoid, the output is a sinusoid at the same digital frequency, but with a different amplitude and phase. 25
  • 26. System Output in the Frequency Domain 26
  • 27. System Output in the Frequency Domain 27
  • 28. Frequency Response & Filter Shape • The magnitude response of a filter is a collection of the gains of the filter over all frequencies. • It is a plot of filter gain |H(Ω)| versus digital frequency Ω in radians. • The magnitude response gives the shape of the filter. • The phase response is a collection of the phase differences over all frequencies. • It is a plot of phase difference θ(Ω) versus digital frequency Ω€in radians. • Both the magnitude response and the phase response are smooth functions of frequency. 28
  • 29. Frequency Response & Filter Shape The magnitude response is an even function, that is, |H(-Ω)| = |H(Ω)| 29
  • 30. Frequency Response & Filter Shape The phase response is a odd function, that is, θ(-Ω) = -θ(Ω) 30
  • 31. Frequency Response & Filter Shape • The gains are expressed either in linear form, |H(Ω)|, or in logarithmic form in decibels, 20log|H(Ω)| dB. • The phases θ(Ω) are expressed either in degrees or radians. • It is often useful to re-express the values along the horizontal frequency axis as analog frequencies in Hz instead of digital frequencies in radians. • The equation can be re-arranged to give the formula needed for the conversion: 31
  • 32. Frequency Response & Filter Shape Sampling Frequency Unknown Magnitude Response Phase Response 32
  • 33. Frequency Response & Filter Shape Sampling Frequency of 12 kHz Magnitude Response Phase Response 33
  • 34. Frequency Response & Filter Shape • 34
  • 35. Frequency Response & Filter Shape • 35
  • 36. 36
  • 37. Frequency Response & Filter Shape 37 Magnitude Response
  • 38. Frequency Response & Filter Shape 38 Phase Response
  • 39. Properties of Magnitude & Phase Reponses • The magnitude and phase responses are periodic, and they repeat every 2𝜋 radians. • This periodicity holds for all DTFTs. • Both magnitude and phase responses are continuous functions (they have values for every value of frequency). • The magnitude response is an even function. The portion to the left of the zero is a perfect mirror image of what lies to the right of zero, that is, • This is true for all magnitude responses. 39
  • 40. Properties of Magnitude & Phase Reponses • The phase response is an odd function. • This is true for all phase responses. • Normally, there is no need to record the part of the magnitude and phase responses to the left of Ω = 0: This potion can be deduced from the plot for Ω > 0. • Furthermore, there is no need to consider values of Ω above. • The frequency responses of the filters are usually plotted for values 0 ≤ Ω ≤ 𝜋. • The advantage of using decibels is that a that an extremely large range of gains , from very large to very small, can be conveniently plotted on same graph. 40