- 2. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. SIGNAL PROCESSING AND LINEAR SYSTEM ANALYSIS Basic Information about This Course 5 • Instructor Shieh-Kung Huang (黃謝恭) Assistant Professor, Civil Engineering, National Chung Hsing University Office: 508 Concrete Technology Building (混凝土科技研究中心) E-mail: skhuang@nchu.edu.tw Tel: (04) 2287-2221 ext. 508 • Course Hour Tuesday 14:10 – 17:00 • Classroom 201 Civil & Environmental Engineering Building (土木環工大樓) • Office Hour Wednesday 2:00 – 4:00, or by appointment • Teaching Assistant TBD (To be determined) • Prerequisites None
- 3. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. SIGNAL PROCESSING AND LINEAR SYSTEM ANALYSIS Course Objectives and Text Book 6 • Course Description This course focuses on the introduction of signal processing and linear system analysis related to the civil engineering field. The scopes of this course include continuous-time and discrete-time signals and systems. Moreover, the lectures range from frequency-domain analysis, time-domain analysis, and time-frequency-domain analysis. In the end of the semester, the contents cover the related application in the field of civil engineering, especially focusing on structural monitoring and structural control. • Course Objectives TBD • Competency Indicators TBD
- 4. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. SIGNAL PROCESSING AND LINEAR SYSTEM ANALYSIS Course Objectives and Text Book 7 1. Lathi, B. P., & Green, R. A. (1998). Signal processing and linear systems (Vol. 2). Oxford: Oxford University Press. 2. Stephane, M. (1999). A wavelet tour of signal processing. Elsevier. 3. Golyandina, N., Nekrutkin, V., & Zhigljavsky, A. A. (2001). Analysis of time series structure: SSA and related techniques. CRC press. 4. Mandal, M. K., & Asif, A. (2007). Continuous and discrete time signals and systems. Cambridge Univeresity Press. 5. Bendat, J. S., & Piersol, A. G. (2011). Random data: analysis and measurement procedures. John Wiley & Sons. 6. Huang, N. E. (2014). Hilbert-Huang transform and its applications (Vol. 16). World Scientific. 7. Addison, P. S. (2017). The illustrated wavelet transform handbook: introductory theory and applications in science, engineering, medicine and finance. CRC press. 8. https://en.wikipedia.org/wiki/Wiki
- 5. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. SIGNAL PROCESSING AND LINEAR SYSTEM ANALYSIS Course Map 8 Ch1 Introduction of Signals and Systems Ch2 Fourier Transform Ch3 Sampling of Signals Ch4 Filters Ch5 Short-time Fourier Transform Ch6 Wavelet Transform Ch7 Hilbert–Huang Transform Ch8 Singular Spectrum Analysis Ch9 Linear System Analysis
- 6. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. STRUCTURAL THEORY I Course Topics and Schedule 9 Chapter 1 Introduction of Signals and Systems Chapter 2 Fourier Transform Chapter 3 Sampling of Signals Chapter 4 Filters Chapter 5 Short–time Fourier Transform Mid-term Chapter 6 Wavelet Transform Chapter 7 Hilbert–Huang Transform Chapter 8 Singular Spectrum Analysis Chapter 9 Linear System Analysis Final
- 7. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. STRUCTURAL THEORY I Grading 10 • Attendance and Homework: 30% • Midterm Project and Report: 30% • Final Project and Report: 40%
- 8. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. SIGNAL PROCESSING AND LINEAR SYSTEM ANALYSIS Software 11 • Matlab https://www.mathworks.com/products/matlab.html • 中興大學計算機及資訊網路中心（需要登入） http://softservice.nchu.edu.tw/html/
- 9. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. SIGNAL PROCESSING AND LINEAR SYSTEM ANALYSIS 12 • Are there any questions before we get started?
- 10. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. INTRODUCTION OF SIGNALS AND SYSTEMS Chapter Outline 13 1.1 Introduction of Signal Processing 1.2 Introduction of Signals 1.3 Classification of Signals 1.4 Elementary Signals 1.5 Introduction of Systems 1.6 Classification of Systems 1.7 Elementary Systems 1.8 Time-domain Analysis of Systems CHAPTER 1
- 11. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 1 Introduction of Signals and Systems INTRODUCTION OF SIGNAL PROCESSING 14
- 12. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 1 Introduction of Signals and Systems INTRODUCTION OF SIGNAL PROCESSING Examples of image signal processing 15 • Google Used a 64-Camera, 331-Light Array to Train Its Portrait Lighting AI https://petapixel.com/2020/12/14/google-used-a-64-camera-331-light-array-to-train-its-portrait-lighting-ai/ December 2020
- 13. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 1 Introduction of Signals and Systems INTRODUCTION OF SIGNAL PROCESSING Examples of image signal processing 16 • OPPO Unveils 6nm Cutting-edge Imaging NPU (neural processing unit) – MariSilicon X https://www.oppo.com/en/newsroom/press/oppo-imaging-npu-marisilicon-x/ December 2021
- 14. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 1 Introduction of Signals and Systems INTRODUCTION OF SIGNAL PROCESSING Examples of image signal processing 17 • AI ‘Photos’ of What Cartoon Characters Would Look Like in Real Life https://magnumx.me/ June, 2023
- 15. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 1 Introduction of Signals and Systems INTRODUCTION OF SIGNAL PROCESSING Examples of signal processing 18 • Audio Equalizer • Step Tracker
- 16. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 1 Introduction of Signals and Systems INTRODUCTION OF SIGNAL PROCESSING Applications of signal processing techniques 19 • Consumer Electronics HDTV, cell phones, cameras,… • Transportation GPS, engine control, airplane tracking,… • Medical Imaging, monitoring (EEG, ECG),… • Military Target tracking, surveillance, UAV,… • Remote Sensing Astronomy, climate monitoring, weather forecasting,… • And so on …
- 17. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 1 Introduction of Signals and Systems INTRODUCTION OF SIGNALS General description of signals and signal processing 20 • Signal A signal describes how some physical quantity varies over time and/or space. • Signal Processing Signal processing is an electrical engineering subfield that focuses on analysing, modifying, and synthesizing signals such as sound, images, and scientific measurements. Signal processing techniques can be used to improve transmission, storage efficiency and subjective quality and to also emphasize or detect components of interest in a measured signal. • Signal Processing Signal processing is an electrical engineering subfield that focuses on analyzing, modifying, and synthesizing signals such as sound, images, and scientific measurements. Signal processing techniques can be used to improve transmission, storage efficiency and subjective quality and to also emphasize or detect components of interest in a measured signal. • Signal processing is everything that deals with a signal except creating or generating one.
- 18. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 1 Introduction of Signals and Systems INTRODUCTION OF SIGNALS General description of signals 21 Signals are represented mathematically as functions of one or more independent variables. For example, a speech signal can be represented mathematically by acoustic pressure as a function of time, and a picture can be represented by brightness as a function of two spatial variables. In this course, we focus our attention on signals involving a single independent variable. For convenience, we will generally refer to the independent variable as time, t, although it may not in fact represent time in specific applications.
- 19. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 1 Introduction of Signals and Systems CLASSIFICATION OF SIGNALS Continuous-time and discrete-time signals 22 Throughout this course we will be considering two basic types of signals: continuous-time signals and discrete-time signals. In the case of continuous-time signals the independent variable is continuous, and thus these signals are defined for a continuum of values of the independent variable. On the other hand, discrete-time signals are defined only at discrete times, and consequently, for these signals, the independent variable takes on only a discrete set of values. To distinguish between continuous-time and discrete-time signals, we will use the symbol t to denote the continuous-time independent variable and k to denote the discrete-time independent variable. In addition, for continuous-time signals we will enclose the independent variable in parentheses ( · ), whereas for discrete-time signals we will use brackets [ · ] to enclose the independent variable. We will also have frequent occasions when it will be useful to represent signals graphically. Illustrations of a continuous-time signal x(t) and a discrete-time signal x[k] are shown in the following figure.
- 20. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 1 Introduction of Signals and Systems CLASSIFICATION OF SIGNALS Continuous-time and discrete-time signals 23 A discrete-time signal x[k] may represent a phenomenon for which the independent variable is inherently discrete. Signals such as demographic data are examples of this. On the other hand, a very important class of discrete-time signals arises from the sampling of continuous-time signals. In this case, the discrete-time signal x[k] represents successive samples of an underlying phenomenon for which the independent variable is continuous. The relationship under a constant sampling rate can be denoted by x[k] := x(kΔt), where n denotes discrete-time instant and is an integer ranging from −∞ to +∞; Δt denotes sampling period or sampling interval. It is important to note that the discrete-time signal x[k] is defined only for integer values of the independent variable, and for further emphasis we will on occasion refer to x[k] as a discrete-time sequence.
- 21. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 1 Introduction of Signals and Systems CLASSIFICATION OF SIGNALS Analog and digital signals 24 The concept of continuous-time is often confused with that of analog. The two are not the same. The same is true of the concepts of discrete-time and digital. A signal whose amplitude can take on any value in a continuous range is an analog signal. This means that an analog signal amplitude can take on an infinite number of values. Digital signal, on the other hand, is one whose amplitude can take on only a finite number of values. Signals associated with a digital computer are digital because they take on only two values (binary signals), The terms continuous-time and discrete-time qualify the nature of a signal along the time (horizontal) axis. The terms analog and digital, on the other hand, qualify the nature of the signal amplitude (vertical axis). discrete-time continuous-time analog digital
- 22. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 1 Introduction of Signals and Systems CLASSIFICATION OF SIGNALS Periodic and aperiodic signals 25 A continuous-time signal x(t) is said to be periodic if it satisfies the following property: at all time t and for some positive constant T0. The smallest positive value of T0 that satisfies the periodicity condition is referred to as the fundamental period of x(t). Likewise, a discrete-time signal x[k] is said to be periodic if it satisfies at all time k and for some positive constant K0. The smallest positive value of K0 that satisfies the periodicity condition is referred to as the fundamental period of x[k]. Moreover, the reciprocal of the fundamental period of a signal is called the fundamental frequency. If radians per second is used as a unit of frequency, the frequency is referred to as the angular frequency. A signal that is not periodic is called an aperiodic or non-periodic signal. 0 ( ) ( ) x t x t T = + 0 [ ] [ ] x k x k K = +
- 23. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 1 Introduction of Signals and Systems CLASSIFICATION OF SIGNALS Odd and even signals 26 A continuous-time signal xe(t) is said to be an even signal if Conversely, a continuous-time signal xo(t) is said to be an odd signal if A discrete-time signal xe[k] is said to be an even signal if Conversely, a discrete-time signal xo[k] is said to be an odd signal if The even signal property, both the equations for continuous-time signals or discrete-time signals, implies that an even signal is symmetric about the vertical axis (usually t = 0). Likewise, the odd signal property, both the equations for continuous-time signals or discrete-time signals, implies that an odd signal is antisymmetric about the vertical axis (usually t = 0). The symmetry characteristics of even and odd signals are illustrated in the following figure. Noteworthy, most practical signals are neither odd nor even. Such signals are classified in the “neither odd nor even” category. ( ) ( ) e e x t x t = − ( ) ( ) o o x t x t = − − [ ] [ ] e e x k x k = − [ ] [ ] o o x k x k = − −
- 24. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 1 Introduction of Signals and Systems CLASSIFICATION OF SIGNALS Deterministic and random signals 27 If the value of a signal can be predicted for all time (t or k) in advance without any error, it is referred to as a deterministic signal. Conversely, signals whose values cannot be predicted with complete accuracy for all time are known as random signals. Deterministic signals can generally be expressed in a mathematical, or graphical, form. Unlike deterministic signals, random signals cannot be modeled precisely. Random signals are generally characterized by statistical measures such as means, standard deviations, and mean squared values.
- 25. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 1 Introduction of Signals and Systems CLASSIFICATION OF SIGNALS Almost-periodic and transient signals 28 It is noted that periodic signals can generally be reduced to a series of sine waves with commensurately related frequencies. Conversely, the signals formed by summing two or more commensurately related sine waves will be periodic. However, the signals formed by summing two or more sine waves with arbitrary frequencies generally will not be periodic. Specifically, the sum of two or more sine waves will be periodic only when the ratios of all possible pairs of frequencies form rational numbers. This indicates that a fundamental period exists that will satisfy the equation of periodic signals. Transient signals are defined as all nonperiodic signals other than the almost-periodic signals discussed above. In other words, transient signals include all signals not previously discussed that can be described by some suitable time-varying function. Periodic Signals Almost-periodic Signal
- 26. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 1 Introduction of Signals and Systems CLASSIFICATION OF SIGNALS Random signals 29 A single time history representing a random phenomenon is called a sample function (or a sample record when observed over a finite time interval). The collection of all possible sample functions that the random phenomenon might have produced is called a random process or a stochastic process. Hence, a signal for a random physical phenomenon may be thought of as one physical realization of a random process (signal). For example, consider the collection of sample functions (also called the ensemble) that forms the random process (signals). The mean value (first moment) can be computed by taking the instantaneous value of each sample function of the ensemble at time, summing the values, and dividing by the number of sample functions. In a similar manner, a correlation (joint moment) between the values of the random process (signals) at two different times (called the autocorrelation function) can be computed by taking the ensemble average of the product of instantaneous values at two times variables.
- 27. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 1 Introduction of Signals and Systems CLASSIFICATION OF SIGNALS Stationary and ergodic signals 30 We first consider the mean value and a correlation as the statistical measures. For the general case statistical measures vary as time varies, the random process (signals) is said to be non-stationary. For the special case statistical measures do not vary as time varies, the random process (signals) is said to be weakly stationary or stationary in the wide sense. An infinite collection of higher order moments and joint moments of the random process (signals) could also be computed to establish a complete family of probability distribution functions describing the process. For the special case where all possible moments and joint moments are time invariant, the random process (signals) is said to be strongly stationary or stationary in the strict sense. For many practical applications, verification of weak stationarity will justify an assumption of strong stationarity. In most cases, however, it is also possible to describe the properties of a stationary signals by computing time averages over specific sample functions in the ensemble. If the random process (signals) is stationary, and statistical measures do not differ when computed over different sample functions, the random process (signals) is said to be ergodic. Otherwise, it is non-ergodic signals.
- 28. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 1 Introduction of Signals and Systems ELEMENTARY SIGNALS Functions of elementary signals 31 • Unit step function The unit step function is defined as follows: • Rectangular pulse function The rectangular pulse function is defined as follows: 1 0 ( ) 0 0 t u t t = 1 | | 2 rect( ) 0 | | 2 t t t =
- 29. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 1 Introduction of Signals and Systems ELEMENTARY SIGNALS Functions of elementary signals 32 • Signum (or sign) function The signum (or sign) function is defined as follows: • Ramp function The ramp function is defined as follows: 1 0 sgn( ) 0 0 1 0 t t t t = = − 0 ( ) ( ) 0 0 t t r t tu t t = =
- 30. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 1 Introduction of Signals and Systems ELEMENTARY SIGNALS Functions of elementary signals 33 • Sinusoidal function The sinusoidal function is defined as follows: • Sinc function The sinc function is defined as follows: 0 0 ( ) sin( ) sin(2 ) x t t f t = + = + 0 0 0 sin( ) ( ) sinc( ) t x t t t = =
- 31. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 1 Introduction of Signals and Systems ELEMENTARY SIGNALS Functions of elementary signals 34 • Exponential function The exponential function is defined as follows: 0 ( ) 0 0 ( ) (cos sin ) i t st t x t e e e t i t + = = = +
- 32. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 1 Introduction of Signals and Systems ELEMENTARY SIGNALS Functions of elementary signals 35 • (Unit) impulse function The (unit) impulse function, also known as the Dirac delta function or simply the delta function, is defined as follows: ( ) 0 0 ( ) 1 t t t dt − = =
- 33. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 1 Introduction of Signals and Systems INTRODUCTION OF SYSTEMS General description of systems 36 Another important component of signal processing is a system that usually abstracts a physical process. The systems studied here is assumed to have some input terminals and output terminals as shown in the following figure. We assume that if an excitation or input is applied to the input terminals, a unique response or output signal can be measured at the output terminals. This unique relationship between the excitation and response, input and output, or cause and effect is essential in defining a system.
- 34. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 1 Introduction of Signals and Systems CLASSIFICATION OF SYSTEMS SISO, SIMO, and MIMO systems 37 A system with only one input terminal and only one output terminal is called a single-variable system or a single-input single-output (SISO) system. A system with two or more input terminals and/or two or more output terminals is called a multivariable system. More specifically, we can call a system a multi- input multi-output (MIMO) system if it has two or more input terminals and output terminals, a single-input multi-output (SIMO) system if it has one input terminal and two or more output terminals.
- 35. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 1 Introduction of Signals and Systems CLASSIFICATION OF SIGNALS Continuous-time and discrete-time systems 38 A system is called a continuous-time system if it accepts continuous-time signals as its input and generates continuous-time signals as its output. The input will be denoted by lowercase italic x(t) for single input or by boldface x(t) for multiple inputs. Similarly, the output will be denoted by y(t) or y(t). The time t is assumed to range from −∞ to +∞. A system is called a discrete-time system if it accepts discrete-time signals as its input and generates discrete-time signals as its output. All discrete-time signals in a system will be assumed to have the same sampling period Δt. The input and output will be denoted by x[k] := x(kΔt) and y[k] := y(kΔt), where k denotes discrete-time instant and is an integer ranging from −∞ to +∞. They become boldface for multiple inputs and multiple outputs.
- 36. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 1 Introduction of Signals and Systems CLASSIFICATION OF SYSTEMS Linear and non-linear systems 39 A system is called a linear system if the additivity and homogeneity properties can be applied for any time instant. Additivity (or super-position) property: Homogeneity property: Otherwise, it is non-linear systems. The systems to be studied here are limited to linear systems. A system's output for t > 0 is the result of two independent causes: the initial conditions of the system (or the system state) at t = 0 and the input x(t) for t > 0. If a system is to be linear, the output must be the sum of the two components resulting from these two causes: first, the zero-input response component that results only from the initial conditions at t = 0 with no input for t > 0, and then the zero-state response component that results only from the input x(t) for t > 0 when the initial conditions (at t = 0) are assumed to be zero. When all the appropriate initial conditions are zero, the system is said to be in zero state. The system output is zero when the input is zero only if the system is in zero state. In other words, if the input x(t) to a linear system is zero, then the output y(t) must also be zero for all time t. This property is referred to as the zero-input, zero-output property. system system ( ) ( ) ( ) ( ) and x t y t x t y t ⎯⎯⎯ → ⎯⎯⎯ → system system system 1 1 2 2 1 2 1 2 ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) x t y t x t y t x t x t y t y t ⎯⎯⎯ → ⎯⎯⎯ → + ⎯⎯⎯ → +
- 37. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 1 Introduction of Signals and Systems CLASSIFICATION OF SYSTEMS Time-varying and time-invariant systems 40 A system is said to be time invariant if the time shifting property can be applied for any time instant. Time Shifting Property: In other words, if the initial state and the input are the same, no matter at what time they are applied, the output waveform will always be the same. Therefore, for time-invariant systems, we can always assume, without loss of generality, that t0 = 0. If a system is not time invariant, it is said to be time invariant (time- varying). system system 0 0 0 ( ) ( ) ( ) ( ) and x t y t x t T y t T T ⎯⎯⎯ → + ⎯⎯⎯ → +
- 38. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 1 Introduction of Signals and Systems CLASSIFICATION OF SYSTEMS Systems with and without memory 41 A continuous-time system is said to be without memory (memoryless or instantaneous) if its output y(t) at time t = t0 depends only on the values of the applied input x(t) at the same time t = t0. On the other hand, if the response of a system at t = t0 depends on the values of the input x(t) in the past or in the future of time t = t0, it is called a dynamic system, or a system with memory. Likewise, a discrete-time system is said to be memoryless if its output depends only on the value of its input at the same instant. Otherwise, the discrete-time system is said to have memory.
- 39. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 1 Introduction of Signals and Systems CLASSIFICATION OF SYSTEMS Other classifications 42 • Analog and digital systems A system whose input and output signals are analog is an analog system; a system whose input and output signals are digital is a digital system. A digital computer is an example of a digital (binary) system Observe that a digital computer is an example of a system that is digital as well as discrete- time. • Causal and non-causal systems A system is causal (also known as a physical or non-anticipative) if the output at time t0 depends only on the input x(t) for t ≤ t0. A system that violates the causality condition is called a non-causal (or anticipative) system. Note that all memoryless systems are causal systems because the output at any time instant depends only on the input at that time instant. Systems with memory can either be causal or non-causal. • Invertible and non-invertible systems A system is invertible if the input signal x(t) can be uniquely determined from the output y(t) produced in response to x(t) for all time t ∈ (−∞,∞). To be invertible, two different inputs cannot produce the same output since, in such cases, the input signal cannot be uniquely determined from the output signal. At the same time, the system is said to be non-invertible.
- 40. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 1 Introduction of Signals and Systems ELEMENTARY SYSTEMS Structural systems 43 The following figure is the free-body diagram at time t with the mass replaced by its inertia force. The forces acting on the mass at some instant of time are balanced according to D’Alember’s principle of dynamic equilibrium. These include the external force p, the elastic (or inelastic) resisting force fS, the damping resisting force fD, and the inertial force fI. ( ) ( ) or ( ) ( ) ( ) and ( ) or ( ( ), ( )) S D D S D S S p t f f mu t mu t f f p t f cu t f ku t f f u t u t − − = + + = = = =
- 41. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 1 Introduction of Signals and Systems ELEMENTARY SYSTEMS Mass–spring–damper systems 44 We have introduced the SDOF system by idealizing a one-story structure, an approach that should appeal to structural engineering students. However, the classic SDOF system is the mass–spring–damper system of the following figure. ( ) ( ) ( ) ( ) or ( ) ( ) ( ) and ( ) or ( ( ), ( )) D S D S S mu t cu t ku t p t mu t f f p t f cu t f ku t f f u t u t + + = + + = = = =
- 42. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 1 Introduction of Signals and Systems ELEMENTARY SYSTEMS RLC (resistor–inductor–capacitor) circuit systems 45 Another example is an electrical circuit consisting of three passive components: resistor R, inductor L, and capacitor C. Applying Kirchhoff’s voltage law, the relationship between the input voltage x(t) and the loop current q(t) is given by. 1 1 ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) t Lq t Rq t q t dt x t Lq t Rq t q t x t C C − + + = + + =
- 43. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 1 Introduction of Signals and Systems TIME-DOMAIN ANALYSIS OF SYSTEMS Impulse responses of a system 46 The impulse response h(t) of an linear time-invariant (LTI) system is the output of the system when a unit impulse (t) is applied at the input. Following the notation introduced the impulse response function can be expressed as with zero initial conditions. Because the system is LTI, it satisfies the linearity and the time-shifting properties. If the input is a scaled and time-shifted impulse function a(t − t0), the output of the system is also scaled by the factor of a and is time-shifted by T0, i.e. for any arbitrary constants a and T0. Hence, the zero-input response that results only from the initial conditions at t = 0 can be computed by the impulse response. system ( ) ( ) t h t ⎯⎯⎯ → system 0 0 ( ) ( ) a t T ah t T − ⎯⎯⎯ → −
- 44. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 1 Introduction of Signals and Systems TIME-DOMAIN ANALYSIS OF SYSTEMS Convolution integral 47 An arbitrary continuous-time signal x(t) can be approximated by the staircase approximation illustrated in the following figure. The approximated function is given by As Δ → 0, the summations on all the staircase approximation become integrations. Substituting kΔt by and Δt by d , we obtain the following relationship: where is the dummy variable that disappears as the integration with limits is computed. The integral on the left-hand side of the equation is referred to as the convolution integral and is denoted by x(t) ∗ h(t). ( ) ( ) ( ) k x t x k t t k t t =− = − ( ) ( ) ( ) ( ) ( ) x t x t d x h t d − − = − = −
- 45. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 1 Introduction of Signals and Systems TIME-DOMAIN ANALYSIS OF SYSTEMS Properties of convolution integral 48 Mathematically, the convolution of two functions x(t) and h(t) is defined as follows: Some important properties of the convolution integral includes • Commutative Property • Distributive Property • Associative Property • Shift Property ( ) ( ) ( ) ( ) x t h t x h t d − = − 1 2 2 1 ( ) ( ) ( ) ( ) x t x t x t x t = 1 2 3 1 2 1 3 ( ) ( ) ( ) ( ) ( ) ( ) ( ) x t x t x t x t x t x t x t + = + 1 2 3 1 2 1 ( ) ( ) ( ) ( ) ( ) ( ) x t x t x t x t x t x t = 1 2 1 1 2 2 1 2 ( ) ( ) ( ) ( ) ( ) ( ) x t x t g t x t T x t T g t T T = − − = − −
- 46. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 1 Introduction of Signals and Systems TIME-DOMAIN ANALYSIS OF SYSTEMS Graphical understanding of convolution 49 Given input x(t) and impulse response h(t) of the system, convolution integral can be performed graphically by following figures ( ) ( ) ( ) ( ) x t h t x h t d − = −
- 47. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 1 Introduction of Signals and Systems TIME-DOMAIN ANALYSIS OF SYSTEMS Graphical understanding of convolution 50 ( ) ( ) ( ) ( ) x t h t x h t d − = −
- 48. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 1 Introduction of Signals and Systems TIME-DOMAIN ANALYSIS OF SYSTEMS Graphical understanding of convolution 51 ( ) ( ) ( ) ( ) x t h t x h t d − = −
- 49. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 1 Introduction of Signals and Systems TIME-DOMAIN ANALYSIS OF SYSTEMS Graphical understanding of convolution 52 0 [ ] [ ] [ ] [ ] N m x k h k x m h k m = = −
- 50. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. FOURIER TRANSFORM Chapter Outline 53 2.1 Fourier Series 2.2 Fourier Transform 2.3 Discrete Fourier Transform 2.4 Fast Fourier Transform 2.5 Frequency-Domain Analysis CHAPTER 2
- 51. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. FOURIER SERIES Trigonometric Fourier series 54 An arbitrary periodic function x(t) with fundamental period T0 can be expressed as follows: where is the fundamental frequency of x(t) and coefficients a0, an, and bn are referred to as the trigonometric continuous-time Fourier series coefficients. The coefficients are calculated as follows: 0 0 0 1 ( ) cos( ) sin( ) n n n x t a a n t b n t = = + + 0 0 2 T = 0 0 0 0 0 0 0 0 0 1 ( ) 2 ( )cos( ) 2 ( )sin( ) T n T n T a x t dt T a x t n t dt T b x t n t dt T = = = Sawtooth Wave Square Wave Triangle Wave Chapter 2 Fourier Transform
- 52. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 2 Fourier Transform FOURIER SERIES Exponential Fourier series 55 An arbitrary periodic function x(t) with a fundamental period T0 can be expressed as follows: where the exponential continuous-time Fourier series coefficients Dn are calculated as 0 being the fundamental frequency given by . 0 0 ( ) in t n n x t D e = = 0 0 0 1 ( ) in t n T D x t e dt T − = 0 0 2 T =
- 53. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 2 Fourier Transform FOURIER TRANSFORM Fourier transform 56 Consider the aperiodic signal x(t). In order to extend the Fourier framework of the continuous-time Fourier series coefficients to aperiodic signals, let us define a continuous function X() (with the independent variable ) as where F[ ·] is Fourier transform operator. The inverse Fourier transform can be written as ( ) ( ) ( ) i t X F x t x t e dt − − = = 1 1 ( ) ( ) ( ) 2 i t x t F X X e d − − = =
- 54. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 2 Fourier Transform FOURIER TRANSFORM Fourier transform pairs 57
- 55. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 2 Fourier Transform FOURIER TRANSFORM 58
- 56. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 2 Fourier Transform FOURIER TRANSFORM 59
- 57. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 2 Fourier Transform FOURIER TRANSFORM 60
- 58. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 2 Fourier Transform FOURIER TRANSFORM 61
- 59. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 2 Fourier Transform FOURIER TRANSFORM Properties of Fourier transform 62 Given the Fourier transform of a continuous-time function x(t), we are interested in calculating the Fourier transform of a function produced by a linear operation on x(t) in the time domain. The linear operations being considered include superposition, time shifting, scaling, differentiation and integration. We also consider some basic non-linear operations like multiplication of two signals, convolution in the time and frequency domain, and Parseval’s relationship. • Symmetry The symmetry property states that FT FT IFT IFT ( ) ( ) ( ) 2 ( ) x t X X t x ⎯⎯→ ⎯⎯→ − ⎯⎯ ⎯⎯
- 60. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 2 Fourier Transform FOURIER TRANSFORM Properties of Fourier transform 63 • Linearity The linearity property states that FT 1 1 2 2 1 1 2 2 IFT ( ) ( ) ( ) ( ) a x t a x t a X a X ⎯⎯→ + + ⎯⎯
- 61. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 2 Fourier Transform FOURIER TRANSFORM Properties of Fourier transform 64 • Time shifting The time shifting property states that 0 FT 0 IFT ( ) ( ) i t x t t e X − ⎯⎯→ − ⎯⎯
- 62. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 2 Fourier Transform FOURIER TRANSFORM Properties of Fourier transform 65 • Frequency shifting The linearity property states that 0 FT 0 IFT ( ) ( ) i t e x t X ⎯⎯→ − ⎯⎯
- 63. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 2 Fourier Transform FOURIER TRANSFORM Properties of Fourier transform 66 • Time scaling The time scaling property states that FT IFT 1 ( ) ( ) | | x at X a a ⎯⎯→ ⎯⎯
- 64. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 2 Fourier Transform FOURIER TRANSFORM Properties of Fourier transform 67 • Frequency scaling The frequency scaling property states that FT IFT 1 ( ) ( ) | | t x X a a a ⎯⎯→ ⎯⎯
- 65. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 2 Fourier Transform FOURIER TRANSFORM Properties of Fourier transform 68 • Even or odd function The Fourier transform of an even or odd function is
- 66. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 2 Fourier Transform FOURIER TRANSFORM Properties of Fourier transform 69 • Time Convolution The time convolution property states that 1 2 1 2 ( ) ( ) ( ) ( ) x t x t X X =
- 67. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 2 Fourier Transform FOURIER TRANSFORM Properties of Fourier transform 70 • Time Convolution The time convolution property states that 1 2 1 2 ( ) ( ) ( ) ( ) x t x t X X =
- 68. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 2 Fourier Transform FOURIER TRANSFORM Properties of Fourier transform 71 • Frequency Convolution The frequency convolution property states that 1 2 1 2 1 ( ) ( ) ( ) ( ) 2 x t x t X X =
- 69. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 2 Fourier Transform FOURIER TRANSFORM Properties of Fourier transform 72
- 70. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 2 Fourier Transform FOURIER TRANSFORM Properties of Fourier transform 73
- 71. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 2 Fourier Transform FOURIER TRANSFORM Time convolution of structural system 74 Given input x(t) and impulse response h(t) of the system, convolution integral can be performed simply in the frequency domain ( ) ( ) ( ) ( ) ( ) ( ) x t h t x h t d X H − = − =
- 72. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 2 Fourier Transform FOURIER TRANSFORM Animated interpretation of Fourier transform 75 https://www.youtube.com/watch?v=spUNpyF58BY
- 73. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 2 Fourier Transform DISCRETE FOURIER TRANSFORM Discrete-time Fourier transform 76 • Discrete-time Fourier series A discrete-time periodic function x[k] with period N can be expressed as a superposition of discrete-time complex exponentials as follows: where W0 is the fundamental frequency, given by W0 = 2/N, and the discrete-time Fourier series coefficients Dn for 0 ≤ n ≤ N − 1 are given by In the equations, the limit of 0 ≤ k ≤ N − 1 implies that the sum can be taken over any N consecutive samples of x[k]. • Discrete-time Fourier Transform The discrete-time Fourier transform pair for an aperiodic sequence x[k] is given by discrete-time Fourier transform shown as and inverse discrete-time Fourier transform shown as 0 1 0 1 [ ] N in k n k D x k e N − − W = = 0 1 0 [ ] N in k n n x k D e − W = = ( ) [ ] i k k X x k e − W =− W = 2 1 [ ] ( ) 2 i t x k X e d W = W W
- 74. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 2 Fourier Transform DISCRETE FOURIER TRANSFORM Discrete-time Fourier transform pairs 77
- 75. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 2 Fourier Transform DISCRETE FOURIER TRANSFORM Discrete-time Fourier transform pairs 78
- 76. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 2 Fourier Transform DISCRETE FOURIER TRANSFORM Properties of discrete-time Fourier transform 79
- 77. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 2 Fourier Transform DISCRETE FOURIER TRANSFORM Properties of discrete-time Fourier transform 80
- 78. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 2 Fourier Transform DISCRETE FOURIER TRANSFORM Discrete Fourier transform 81 The M-point discrete Fourier transform and inverse discrete Fourier transform for a time-limited sequence x[k], which is non-zero within the limits 0 ≤ k ≤ N − 1, is given by The above two equations are also, respectively, known as discrete Fourier transform pair. In the equations, the length M of the discrete Fourier transform is typically set to be greater or equal to the length N of the aperiodic sequence x[k]. Unless otherwise stated, we assume M = N in the discussion that follows. Collectively, the DFT pair is denoted as • Properties of Discrete Fourier Transform The discrete Fourier transform generally holds the same properties as the discrete-time Fourier transform. 2 1 ( ) 0 2 1 ( ) 0 [ ] [ ] for 0 1 1 [ ] [ ] for 0 1 r N i k M k k M ir M r X r x k e r M x k X r e k N M − − = − − = = − = − DFT IDFT [ ] [ ] x k X r ⎯⎯⎯ → ⎯⎯ ⎯
- 79. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 2 Fourier Transform DISCRETE FOURIER TRANSFORM Discrete Fourier transform 82 • Matrix Formulation An alternative representation for computing the discrete Fourier transform is obtained by expanding the equations in terms of the time and frequency indices (k,r). For N = M, the resulting equations are expressed as follows: and (2 ) (4 ) (2( 1) ) (4 ) (8 ) (4( 1) ) (2( 1) ) (4( 1) ) (2( 1)( 1) ) [ ] [ ] [0] 1 1 1 1 [0] [1] 1 [1] [2] 1 [2] [ 1] 1 [ 1] i N i N i N N i N i N i N N i N N i N N i N N N r k X x X e e e x X e e e x X N e e e x N − − − − − − − − − − − − − − − = = − − X Fx 1 (2 ) (4 ) (2( 1) ) (4 ) (8 ) (4( 1) ) (2( 1) ) (4( 1) ) (2( 1)( 1) ) [ ] [ ] [ ] [0] 1 1 1 1 [0] [1] 1 [1] 1 [2] 1 [2] [ 1] 1 [ 1] i N i N i N N i N i N i N N i N N i N N i N N N k r r x X x e e e X x e e e X M x N e e e X N − − − − − − − = = = − − x GX F X
- 80. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 2 Fourier Transform DISCRETE FOURIER TRANSFORM Discrete Fourier transform 83 Or, we can use the following matrix formulation by assuming and because and 2 1 2 4 2 1 2 [ ] [ ] [0] 1 1 1 1 [0] [1] 1 [1] [2] 1 [2] [ 1] 1 [ 1] N N N N r k X x X W W W x X W W W x X N W W W x N − − − − = = − − X Fx 1 [ ] [ ] [ ] k r r − = = x GX F X (2 ) i N W e − = (2 ( 1) ) (2 ) i N N i N e e W − + − = = (2 ) 1 i N N e − =
- 81. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 2 Fourier Transform DISCRETE FOURIER TRANSFORM Discrete Fourier transform 84 • Frequency Resolution From the equations, we can see the data points in the frequency domain are the same as the ones in the time domain. It possesses a constant frequency range and, therefore, the resolution of the frequency axis r can be determined by equally distributing the data points in the constant frequency range. • Zero Padding To improve the resolution of the frequency axis r in the discrete frequency domain, a commonly used approach is to append the discrete-time sequences with additional zero-valued samples. This process is called zero padding, and for an aperiodic sequence x[k] of length N is defined as follows: The zero-padded sequence xzp[k] has an increased length of M. The frequency resolution Δr of the zero-padded sequence is improved from 2/N to 2/M. zp [ ] 0 1 [ ] 0 1 x k k N x k N k M − = −
- 82. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 2 Fourier Transform DISCRETE FOURIER TRANSFORM Illustration of discrete Fourier transform 85
- 83. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 2 Fourier Transform DISCRETE FOURIER TRANSFORM Discrete Fourier transform 86 • A band-limited periodic waveform: truncation interval equal to period.
- 84. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 2 Fourier Transform DISCRETE FOURIER TRANSFORM Discrete Fourier transform 87 • A band-limited periodic waveform: truncation interval not equal to period.
- 85. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 2 Fourier Transform FAST FOURIER TRANSFORM Fast Fourier transform 88 There are several well known techniques including the radix-2, radix-4, split radix, Winograd, and prime factor algorithms that are used for computing the discrete Fourier transform . These algorithms are referred to as the fast Fourier transform (FFT) algorithms. In this course, we explain the radix-2 decimation-in-time FFT algorithm. • Intuitive Observation 2 3 2 3 2 4 6 2 2 3 6 9 3 2 [0] 1 1 1 1 [0] 1 1 1 1 [0] [1] 1 [1] 1 [1] [2] 1 [2] 1 1 [2] [3] 1 [3] 1 [3] X x x X W W W x W W W x X W W W x W W x X W W W x W W W x = = 0 0 2 0 2 3 2 [0] [0] 1 0 0 1 0 0 [2] [1] 1 0 0 0 1 0 [1] [2] 0 0 1 1 0 0 [3] [3] 0 0 1 0 1 0 X x W W X x W W X x W W X x W W =
- 86. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 2 Fourier Transform FAST FOURIER TRANSFORM Fast Fourier transform 89
- 87. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 2 Fourier Transform FAST FOURIER TRANSFORM Fast algorithms 90 • Dual Nodes Inspection of the figure reveals that in every array we can always find two nodes whose input transmission paths stem from the same pair of nodes in the previous array. For example, nodes xl[0] and xl[8] are computed in terms of nodes x0[0] and x0[8]. Note that nodes x0[0] and x0[8] do not enter into the computation of any other node. We define two such nodes as a dual node pair.
- 88. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 2 Fourier Transform FAST FOURIER TRANSFORM Fast algorithms 91 • Alternative Ways
- 89. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 2 Fourier Transform FAST FOURIER TRANSFORM Fast algorithms 92 • fft Function The MATLAB functions fft and ifft can compute the fast Fourier transform and its inverse of a discrete-time signal.
- 90. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 2 Fourier Transform FREQUENCY-DOMAIN ANALYSIS Parametric study 93 • Effect of Data Length (truncation interval equal to period)
- 91. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 2 Fourier Transform FREQUENCY-DOMAIN ANALYSIS Parametric study 94 • Effect of Data Length (truncation interval equal to period) The data length has a direct effect on the resolution in frequency domain.
- 92. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 2 Fourier Transform FREQUENCY-DOMAIN ANALYSIS Parametric study 95 • Effect of Data Length (truncation interval not equal to period) 3.3 Hz Sine Waves
- 93. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 2 Fourier Transform FREQUENCY-DOMAIN ANALYSIS Parametric study 96 • Effect of Data Length (truncation interval not equal to period) 3.3 Hz Sine Waves
- 94. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 2 Fourier Transform FREQUENCY-DOMAIN ANALYSIS Parametric study 97 • Effect of Data Length (truncation interval not equal to period) The data length has a direct effect on the resolution in frequency domain, and the spectral leakage occurred. Leakage
- 95. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 2 Fourier Transform FREQUENCY-DOMAIN ANALYSIS Parametric study 98 • Effect of Sampling Rate (truncation interval equal to period)
- 96. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 2 Fourier Transform FREQUENCY-DOMAIN ANALYSIS Parametric study 99 • Effect of Sampling Rate (truncation interval equal to period) The sampling rate has a direct effect on the range in frequency domain.
- 97. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 2 Fourier Transform FREQUENCY-DOMAIN ANALYSIS Parametric study 100 • Effect of Sampling Rate (truncation interval not equal to period) 3.3 Hz Sine Waves
- 98. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 2 Fourier Transform FREQUENCY-DOMAIN ANALYSIS Parametric study 101 • Effect of Sampling Rate (truncation interval not equal to period) 3.3 Hz Sine Waves
- 99. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 2 Fourier Transform FREQUENCY-DOMAIN ANALYSIS Parametric study 102 • Effect of Sampling Rate (truncation interval not equal to period) The sampling rate has a direct effect on the range in frequency domain, and the spectral leakage occurred. Leakage Leakage
- 100. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 2 Fourier Transform FREQUENCY-DOMAIN ANALYSIS Spectral leakage 103 Leakage, more explicitly called spectral leakage, is a smearing of power across a frequency spectrum that occurs when the signal being measured is not periodic in the sample interval. It occurs because discrete sampling results in the effective computation of a Fourier series of a waveform having discontinuities, which result in additional frequency components. Leakage is the most common error encountered in digital signal processing, and while its effects cannot be entirely eliminated, they may sometimes be reduced with the aid of a suitable window functions (or apodization functions).
- 101. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 2 Fourier Transform FREQUENCY-DOMAIN ANALYSIS Spectral leakage 104 • Window Functions To reduce spectral leakage, a mathematical function called a window function is applied to the data. Window functions are designed to reduce the sharp transient in the re-created signal as much as possible. They are typically shaped as functions that start at a value of zero, move to a value of one, and then return to a value of zero over one frame.
- 102. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 2 Fourier Transform FREQUENCY-DOMAIN ANALYSIS Spectral leakage 105 • Window Functions
- 103. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 2 Fourier Transform FREQUENCY-DOMAIN ANALYSIS Spectral leakage 106 • Window Functions • rectwin • hamming • hann • gausswin
- 104. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 2 Fourier Transform FREQUENCY-DOMAIN ANALYSIS Spectral leakage 107 • Sidelobes (or Ripples) The sidelobes (or ripples) from a strong source, or the combined sidelobes from an extended source, make it impossible to analyze subtle features in the raw signals (the raw signals being that formed by simply transforming the Fourier data).
- 105. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 2 Fourier Transform FREQUENCY-DOMAIN ANALYSIS Spectral leakage 108 • Effect of Window Functions 3.3 Hz Sine Waves
- 106. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 2 Fourier Transform FREQUENCY-DOMAIN ANALYSIS Spectral leakage 109 • Effect of Window Functions 3.3 Hz Sine Waves
- 107. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 2 Fourier Transform FREQUENCY-DOMAIN ANALYSIS Spectral leakage 110 • Effect of Window Functions The window functions can effectively reduce the spectral leakage in the discrete frequency domain.
- 108. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 2 Fourier Transform FREQUENCY-DOMAIN ANALYSIS Spectral leakage 111 • Effect of Zero Padding 3.3 Hz Sine Waves
- 109. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 2 Fourier Transform FREQUENCY-DOMAIN ANALYSIS Spectral leakage 112 • Effect of Zero Padding 3.3 Hz Sine Waves
- 110. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 2 Fourier Transform FREQUENCY-DOMAIN ANALYSIS Spectral leakage 113 • Effect of Zero Padding The zero padding can not only improve the resolution of the frequency axis, but also reduce the spectral leakage in the discrete frequency domain.
- 111. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 2 Fourier Transform FREQUENCY-DOMAIN ANALYSIS FFT of free decay responses 114 • Free Decay Responses (Zero-input Responses)
- 112. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 2 Fourier Transform FREQUENCY-DOMAIN ANALYSIS FFT of free decay responses 115 • FFT of Free Decay Responses
- 113. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 2 Fourier Transform FREQUENCY-DOMAIN ANALYSIS FFT of free decay responses 116 • FFT of Free Decay Responses 0 ( ) 0 0 2 ( ) (cos sin ) (cos sin ) where 1 n i t st t t D D D n x t e e e t i t e t i t + − = = = + = + = −
- 114. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. SAMPLING OF SIGNALS Chapter Outline 117 3.1 Sampling of Signals 3.2 Aliasing 3.3 Quantization CHAPTER 3
- 115. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Continuous-time and Analog Signals Discrete-time and Digital Signals SAMPLING OF SIGNALS Measurement process 118 • Typical Process • Data Acquisition The process of representing an analog signal as a series of digital values is a basic requirement of modern digital signal processing analyzers. This process is called data acquisition. In practice, the goal of the analog to digital conversion process is to obtain the conversion while maintaining sufficient accuracy in terms of frequency, magnitude, and phase. Physical Response Sensor Sensor Gain Analog-to-digital Converter (ADC) Digital Computer Sampling & Quantization Chapter 3 Sampling of Signals
- 116. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 3 Sampling of Signals SAMPLING OF SIGNALS Sampling theorem 119 • Sampling In signal processing, sampling is the reduction of a continuous-time signal to a discrete-time signal. A sampler is a subsystem or operation that extracts samples from a continuous signal. A theoretical ideal sampler produces samples equivalent to the instantaneous value of the continuous signal at the desired points. • Nyquist Frequency In signal processing, the Nyquist frequency (or folding frequency), named after Harry Nyquist, is a characteristic of a sampler, which converts a continuous function or signal into a discrete sequence. For a given sampling rate (samples per second), the Nyquist frequency (cycles per second) is the frequency whose cycle-length (or period) is twice the interval between samples, thus 0.5 cycle/sample. 2 s n f f =
- 117. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 3 Sampling of Signals SAMPLING OF SIGNALS Sampling theorem 120 • General Description of Sampling Theorem A baseband signal x(t), band-limited to 2f radians/s, can be reconstructed accurately from its samples x[k] := x(kΔt) if the sampling rate s, in radians/s, satisfies the following condition: Alternatively, the sampling theorem may be expressed in terms of the sampling rate s = 2fs in samples/s, or the sampling interval Δt = Ts. To prevent aliasing sampling rate (samples/s) or sampling interval The minimum sampling rate fs (Hz) required for perfect reconstruction of the original band-limited signal is referred to as the Nyquist rate. 4 s f 1 2 s T t f = 2 s f f
- 118. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 3 Sampling of Signals SAMPLING OF SIGNALS Sampling theorem 121 • Illustration of Sampling Theorem
- 119. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 3 Sampling of Signals ALIASING EFFECT Aliasing 122 In signal processing and related disciplines, aliasing is the overlapping of frequency components resulting from a sample rate below the Nyquist rate. This overlap results in distortion or artifacts when the signal is reconstructed from samples which causes the reconstructed signal to differ from the original continuous signal.
- 120. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 3 Sampling of Signals ALIASING EFFECT Aliasing effect 123 • Illustration of Aliasing in Frequency Domain
- 121. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 3 Sampling of Signals ALIASING EFFECT Aliasing effect 124 • Illustration of Aliasing in Frequency Domain
- 122. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 3 Sampling of Signals • Examples of Aliasing Aliasing that occurs in signals sampled in time, for instance in digital audio or the stroboscopic effect, is referred to as temporal aliasing. Aliasing in spatially sampled signals (e.g., moiré patterns in digital images) is referred to as spatial aliasing. Aliasing is generally avoided by applying low-pass filters or anti-aliasing filters (AAF) to the input signal before sampling and when converting a signal from a higher to a lower sampling rate. Suitable reconstruction filtering should then be used when restoring the sampled signal to the continuous domain or converting a signal from a lower to a higher sampling rate. For spatial anti-aliasing, the types of anti-aliasing include fast approximate anti-aliasing (FXAA), multisample anti-aliasing, and supersampling. ALIASING EFFECT Aliasing effect 125 lower sampling rate. Suitable reconstruction filtering should then be used when restoring the sampled signal to the continuous domain or converting a signal from a lower to a higher sampling rate.
- 123. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 3 Sampling of Signals QUANTIZATION Quantization 126 • Uniform and Non-uniform Quantization Quantization, in mathematics and digital signal processing, is the process of mapping input values from a large set (often a continuous set) to output values in a (countable) smaller set, often with a finite number of elements. Rounding and truncation are typical examples of quantization processes. The following figure illustrates the input–output relationship for an L-level uniform and non-uniform quantizer. The quantization levels from d0 to dL are referred to as the decision levels, while the output levels from r0 to rL−1 are referred to as the reconstruction levels.
- 124. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 3 Sampling of Signals QUANTIZATION Quantization 127 • Analog-to-digital Converter (ADC) An analog-to-digital converter (ADC) can be modeled as two processes: sampling and quantization. Sampling converts a time-varying voltage signal into a discrete-time signal, a sequence of real numbers. Quantization replaces each real number with an approximation from a finite set of discrete values. Most commonly, these discrete values are represented as fixed-point words. Though any number of quantization levels is possible, common word-lengths are 8-bit (256 levels), 16-bit (65,536 levels) and 24-bit (16.8 million levels). Quantizing a sequence of numbers produces a sequence of quantization errors which is sometimes modeled as an additive random signal called quantization noise because of its stochastic behavior. The more levels a quantizer uses, the lower is its quantization noise power.
- 125. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 3 Sampling of Signals QUANTIZATION Examples of quantization 128 • Examples of Sinusoidal Signal
- 126. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 3 Sampling of Signals QUANTIZATION Examples of quantization 129 • Examples of Ramp Signal
- 127. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 3 Sampling of Signals QUANTIZATION Examples of quantization 130 • Examples of Random Signal
- 128. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 3 Sampling of Signals QUANTIZATION Examples of quantization 131 • Examples of Random (Small Noise) Signal
- 129. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. FILTERS Chapter Outline 132 4.1 Introduction of Filters 4.2 Classification of digital filter 4.3 Filter realization 4.4 Filter Design 4.5 Filter Implementation 4.6 Applications of Filters CHAPTER 4
- 130. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 4 Filters INTRODUCTION OF FILTERS General description of filters 133 A filter is defined as a system that transforms a signal, applied at the input of the filter, by changing its frequency characteristics in a predefined manner. A convenient classification of filters is obtained by specifying the shape of their magnitude and phase spectra in the frequency domain.
- 131. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 4 Filters CLASSIFICATION OF DIGITAL FILTER Analog and digital filters 134 In signal processing, a digital filter is a system that performs mathematical operations on a sampled, discrete-time signal to reduce or enhance certain aspects of that signal. This is in contrast to the other major type of electronic filter, the analog filter, which is typically an electronic circuit operating on continuous-time analog signals.
- 132. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 4 Filters CLASSIFICATION OF DIGITAL FILTER Ideal lowpass, highpass, bandpass, and bandstop filters 135 A filter is often classified on the basis of the magnitude and phase spectra derived from its transfer function. In the case of ideal filters, the shape of the magnitude spectrum is rectangular with a sharp transition between the range of frequencies passed and the range of frequencies blocked by the filter. The range of frequencies passed by the filter is referred to as the passband of the filter, while the range of blocked frequencies is referred to as the stopband. Lowpass filter Highpass filter Bandpass filter Bandstop filter
- 133. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 4 Filters CLASSIFICATION OF DIGITAL FILTER Ideal lowpass, highpass, bandpass, and bandstop filters 136 Typically in electronic systems such as filters and communication channels, cut-off frequency applies to an edge in a lowpass, highpass, bandpass, or band-stop characteristic – a frequency characterizing a boundary between a passband and a stopband. It is sometimes taken to be the point in the filter response where a transition band and passband meet, for example, as defined by a half-power point (a frequency for which the output of the circuit is −3 dB of the nominal passband value).
- 134. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 4 Filters CLASSIFICATION OF DIGITAL FILTER Ideal lowpass, highpass, bandpass, and bandstop filters 137 • Decibel The decibel (symbol: dB) is a relative unit of measurement equal to one tenth of a bel (B). It expresses the ratio of two values of a power or root-power quantity on a logarithmic scale. Two signals whose levels differ by one decibel have a power ratio of 101/10 (approximately 1.26) or root-power ratio of 101⁄20 (approximately 1.12). 1 10 0 2 1 1 10 10 2 0 0 10log ( ) 10log ( ) 20log ( ) db db P L P A A L A A = = =
- 135. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 4 Filters CLASSIFICATION OF DIGITAL FILTER Finite impulse response (FIR) and infinite impulse response (IIR) filters 138 Another classification of filters is made on the length of their impulse response h(t). A finite impulse response (FIR) filter is defined as a filter whose length is finite. The length (or width) of a filter is limited beyond which the impulse response h(t) is zero in both directions along the t-axis. On the other hand, if the length of the filter is infinite, the filter is called an infinite impulse response (IIR) filter. A IIR Lowpass Filter A FIR Lowpass Filter
- 136. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 4 Filters FILTER REALIZATION Infinite impulse response (IIR) filters 139 In the time domain, the output response (or filtered response) y[k] can be determined from its input x[k] either by solving a linear, constant-coefficient, difference equation of the following form: or, alternatively, by calculating the convolution sum between the input x[k] and the impulse response h[k]. The convolution sum is given by In the frequency domain, the convolution property is used to express the convolution sum in terms of the transfer function H() and the continuous-time Fourier transform X() of the input as follows: 1 0 1 [ ] [ 1] [ ] [ ] [ 1] [ ] N M y k a y k a y k N b x k b x k b x k M + − + + − = + − + + − [ ] [ ] [ ] [ ] [ ] m y k x k h k x m h k m =− = = − ( ) ( ) ( ) Y X H =
- 137. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 4 Filters FILTER REALIZATION Finite impulse response (FIR) filters 140 The previous slide is a non-causal IIR filter; for a causal FIR filter, the output response (or filtered response) y[k] can be determined from its input x[k]: or, alternatively, by calculating the convolution sum between the input x[k] and the impulse response h[k]. The convolution sum is given by In the frequency domain, the convolution property is also expressed in terms of the transfer function H() and the continuous-time Fourier transform X() of the input as follows: 0 1 [ ] [ ] [ 1] [ ] M y k b x k b x k b x k M = + − + + − ( ) ( ) ( ) Y X H = 0 [ ] [ ] [ ] [ ] [ ] M m y k x k h k h m x k m = = = −
- 138. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 4 Filters FILTER REALIZATION Transfer function of filters 141 • Bode Plots Sketching frequency response plots is considerably facilitated by the use of logarithmic scales. The amplitude and phase response plots as a function of on a logarithmic scale are known as the Bode plots. By using the asymptotic behavior of the amplitude and the phase response, we can sketch these plots with remarkable ease, even for higher-order transfer functions.
- 139. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 4 Filters FILTER REALIZATION Transfer function of filters 142 • Bode Plots
- 140. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 4 Filters FILTER REALIZATION Transfer function of filters 143 • Bode Plots
- 141. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 4 Filters FILTER REALIZATION Other mathematical models 144 • Representations of Filters, Systems, or Processes Typically, engineers have several ways to develop a mathematical description of the filters that they want. The filters to be realized are also a system with their impulse response. • Transform Function (TF) Models A transfer function (TF) relates a particular input/output pair of (possibly vector) signals. • Zero/Pole/Gain (ZPK) Models Like the TF format, the zero/pole/gain (ZPK) format relates an input/output pair of (possibly vector) signals. The difference is that the ZPK numerator and denominator polynomials are factored. • State-Space (SS) Models The state-space format is convenient if your model is a set of (linear time invariant) LTI differential and algebraic equations. 2 0 1 2 2 0 1 2 ( ) ( ) ( ) M M N N Y s b b s b s b s H s X s a a s a s a s + + + + = = + + + + 0 1 2 0 1 2 ( ) ( )( )( ) ( ) ( ) ( ) ( )( )( ) ( ) M N Y s s b s b s b s b H s k X s s a s a s a s a − − − − = = − − − − ( ) ( ) ( ) ( ) ( ) ( ) t t x t y t t x t = + = + q Aq B Cq D
- 142. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 4 Filters FILTER REALIZATION Other mathematical models 145 • Representations of Filters, Systems, or Processes Discrete-time Model Continuous-time Model Transform Function (TF) Model Zero/Pole/Gain (ZPK) Model State-Space (SS) Model 2 0 1 2 2 0 1 2 [ ] M M N N b b z b z b z H z a a z a z a z − − − − + + + + = + + + + 2 0 1 2 2 0 1 2 ( ) M M N N b b s b s b s H s a a s a s a s + + + + = + + + + 0 1 2 0 1 2 ( )( )( ) ( ) ( ) ( )( )( ) ( ) M N s b s b s b s b H s k s a s a s a s a − − − − = − − − − 0 1 2 0 1 2 ( )( )( ) ( ) [ ] ( )( )( ) ( ) M N z b z b z b z b H z k z a z a z a z a − − − − = − − − − [ 1] [ ] [ ] [ ] [ ] [ ] d d d d k k x k y k k x k + = + = + q A q B C q D ( ) ( ) ( ) ( ) ( ) ( ) t t x t y t t x t = + = + q Aq B Cq D
- 143. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 4 Filters FILTER REALIZATION Other mathematical models 146 • Representations of Filters, Systems, or Processes Numeric linear-time-invariant (LTI) models are the basic building blocks that you use to represent linear systems. Numeric LTI model objects let you store filters (as well as dynamic systems) in commonly-used representations. For example, tf models represent transfer functions in terms of the coefficients of their numerator and denominator polynomials, and ss models represent LTI systems in terms of their state-space matrices.
- 144. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 4 Filters FILTER REALIZATION Table list of MATLAB conversion between models 147 • Representations of Filters, Systems, or Processes Transfer Function State-Space Zero-pole- gain Form Partial Fraction Expansion Lattice Filter Form Second- order Sections Form Convolution Matrix Transfer Function tf2ss tf2zp roots residuez residue tf2latc tf2sos convmtx State-Space ss2tf ss2zp ss2sos Zero-pole- gain Form zp2tf poly zp2ss zp2sos Partial Fraction Expansion residuez residue Lattice Filter Form latc2tf Second- order Sections Form sos2tf sos2ss sos2zp Convolution Matrix
- 145. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 4 Filters FILTER DESIGN Practical lowpass, highpass, bandpass, and bandstop filters 148 Lowpass filter Highpass filter Bandpass filter Bandstop filter
- 146. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 4 Filters FILTER DESIGN Practical filter design 149 In the design of lowpass and highpass filters, we need to first select the pass-band frequency Wp and stop-band frequency Ws. Sometimes, the stop-band frequency Ws is determined by the pass-band frequency Wp and filter order n.
- 147. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 4 Filters FILTER DESIGN Practical filter design 150 Similarly, in the design of bandpass and bandstop filters, we need to select the pass-band frequency pair and stop-band frequency pair. Sometimes, the stop-band frequency pair is determined by the pass- band frequency pair and filter order n.
- 148. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 4 Filters FILTER DESIGN MATLAB filters design toolbox 151 The design of digital filters can be easily done through the function filterDesigner provided by MATLAB.
- 149. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 4 Filters FILTER DESIGN MATLAB filters design toolbox 152 Various design functions are also provided by MATLAB.
- 150. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 4 Filters FILTER DESIGN Comparison of different filters 153 Comparison of digital filters provided by MATLAB.
- 151. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 4 Filters FILTER DESIGN Comparison of different filters 154 Various design functions are also provided by MATLAB. 2 1 | ( ) | 1 ( ) n c H i = +
- 152. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 4 Filters FILTER DESIGN Comparison of different filters 155 • Characteristics of Butterworth Filter
- 153. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 4 Filters FILTER DESIGN Comparison of different filters 156 • Characteristics of Butterworth Filter
- 154. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 4 Filters FILTER DESIGN Comparison of different filters 157 • Characteristics of Butterworth Filter
- 155. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 4 Filters FILTER DESIGN Design of Ormsby filter 158 Ormsby filter can be composed of a common type of synthetic wavelet in reflection seismology. According to frequency convolution, the filter can be designed as where fa is central pass frequency and B is transition band. Or, alternatively, the filter can be designed with superposition as where fp is pass-band frequency and fs is stop-band frequency. ( ) 2 sinc(2 )sinc( ) a a h t f f t Bt = 2 2 2 2 ( ) ( ) ( ) sinc ( ) sinc ( ) p s s p p s p s f f h t f t f t f f f f = − − −
- 156. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 4 Filters FILTER IMPLEMENTATION Filter Implementation 159 There are several ways to implement digital filters. The simplest way is recursively to compute (convolution integral) the filtered value. Fortunately, MATLAB provides filter and filtfilt to implement the digital filter. • filter Function: Filters a signal using a digitalFilter
- 157. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 4 Filters FILTER IMPLEMENTATION Filter Implementation 160 • filtfilt Function: Performs zero-phase filtering of a signal with a digitalFilter
- 158. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 4 Filters FILTER IMPLEMENTATION Phase distortion 161 Filtering a signal introduces a delay. This means that the output signal is shifted in time with respect to the input. When the shift is constant, you can correct for the delay by shifting the signal back in time. Sometimes the filter delays some frequency components more than others. This phenomenon is called phase distortion. MATLAB provide phasedelay and grpdelay to estimate the delay produced by the filter.
- 159. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 4 Filters FILTER IMPLEMENTATION Phase distortion 162 • phasedelay Function: Phase delay of digital filter ( ) ( ) p =
- 160. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 4 Filters FILTER IMPLEMENTATION Phase distortion 163 • grpdelay Function: Average filter delay (group delay) ( ) ( ) g d d =
- 161. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 4 Filters APPLICATIONS OF FILTERS Baseline correction 164 • Remove Offset from Numerical Integration
- 162. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 4 Filters APPLICATIONS OF FILTERS Baseline correction 165 • Remove Offset from Numerical Integration Characteristics of Butterworth Filter
- 163. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 4 Filters APPLICATIONS OF FILTERS Noise reduction 166 • Enhancement of Experimental Measurement
- 164. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 4 Filters APPLICATIONS OF FILTERS Noise reduction 167 • Enhancement of Experimental Measurement DAQ Sampling Rate is 200 Hz Load Cell Velocimeter LVDT
- 165. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 4 Filters APPLICATIONS OF FILTERS Noise reduction 168 • Enhancement of Experimental Measurement • Sine Wave with f = 1.5 Hz and A = +/- 40 mm • MR Damper with 0 Volt • Sampling Rate is 200 Hz The raw data were too noisy for velocity.
- 166. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 4 Filters APPLICATIONS OF FILTERS Noise reduction 169 • Enhancement of Experimental Measurement • Noisy Corruption • Undesirable Components
- 167. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 4 Filters APPLICATIONS OF FILTERS Noise reduction 170 • Enhancement of Experimental Measurement n = 12 Wn = 0.05
- 168. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. SHORT-TIME FOURIER TRANSFORM Chapter Outline 171 5.1 Introduction of Time-frequency Analysis 5.2 Short-time Fourier Transform 5.3 Short-time Fourier Transform Implementation 5.4 Examples of Short-time Fourier Transform 5.5 Map of Time-frequency Analysis CHAPTER 5
- 169. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 5 Short-time Fourier Transform INTRODUCTION OF TIME-FREQUENCY ANALYSIS Time-frequency representation of chirp signals 172 • Chirp Signals A chirp is a signal in which the frequency increases (up-chirp) or decreases (down-chirp) with time. In some sources, the term chirp is used interchangeably with sweep signal. It is commonly applied to sonar, radar, and laser systems, and to other applications, such as in spread-spectrum communications (see chirp spread spectrum). This signal type is biologically inspired and occurs as a phenomenon due to dispersion (a non-linear dependence between frequency and the propagation speed of the wave components). Start from 1 Hz End with 3.3 Hz
- 170. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 5 Short-time Fourier Transform INTRODUCTION OF TIME-FREQUENCY ANALYSIS Time-frequency representation of chirp signals 173 • Spectrogram A spectrogram is a visual representation of the spectrum of frequencies of a signal as it varies with time. They are used extensively in the fields of music, linguistics, sonar, radar, speech processing, seismology, and others. When applied to an audio signal, spectrograms are sometimes called sonographs, voiceprints, or voicegrams. When the data are represented in a 3D plot they may be called waterfall displays. 2 ( , ) | ( , ) | x SP t X t =
- 171. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 5 Short-time Fourier Transform INTRODUCTION OF TIME-FREQUENCY ANALYSIS Time-frequency representation of shifted frequency signals 174 • Example for Shifted Frequency Signals The following signal starts from 1 Hz and is shifted to 5 Hz after 7 seconds. Then, the signal is shifted again to 3 Hz after 13 seconds. From the Fourier spectra, we cannot observe any time information about the signal but only see the frequency information. In short, It is hard to observe the variation of spectrum with time by the Fourier transform.
- 172. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 5 Short-time Fourier Transform INTRODUCTION OF TIME-FREQUENCY ANALYSIS Time-frequency representation of shifted frequency signals 175
- 173. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 5 Short-time Fourier Transform INTRODUCTION OF TIME-FREQUENCY ANALYSIS Hilbert transform 176 • Analytic Signal If a real signal, xr(t), with the spectrum, X(), is given, then the complex signal, z(t), whose spectrum is composed of the positive frequencies of X() only, is given by the inverse transform of X(), where the integration goes only over the positive frequencies, The factor of 2 is inserted so that the real part of the analytic signal will be xr(t); otherwise it would be one half of that. We now obtain the explicit form for z(t) in terms of the real signal xr(t). Since After some derivation, we obtain We use denote the analytic signal, z(t), corresponding to the signal xr(t). The reason for the name analytic is that these types of complex functions satisfy the Cauchy-Riemann conditions for differentiability and have been traditionally called analytic functions. The second part of the third equation is the Hilbert transform of the signal and there are two conventions to denote the Hilbert transform as 1 ( ) ( ) ( ) ( ) ( ) r r i r x z t x t ix t x t i d t − = + = + − 1 ( ) ˆ ( ) ( ) r x H x t x t d t − = = − 0 2 ( ) ( ) 2 i t z t X e dt = ( ) ( ) i t r X x t e dt − − =
- 174. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 5 Short-time Fourier Transform FAST FOURIER TRANSFORM Hilbert transform 177 • hilbert Function The MATLAB function hilbert can compute the Hilbert transform easily.
- 175. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 5 Short-time Fourier Transform INTRODUCTION OF TIME-FREQUENCY ANALYSIS Hilbert transform 178 • Instantaneous Frequency We seek a complex signal, z(t), whose real part is the "real signal", xr(t), and whose imaginary part, xi(t), is our choice, chosen to achieve a sensible physical and mathematical description, If we can analytically find the imaginary part we can then unambiguously define the amplitude A(t) and phase (t) by which gives for the instantaneous frequency. ( ) ( ) ( ) ( ) ( ) i t r i z t x t ix t A t e = + = 2 2 1 ( ) ( ) ( ) ( ) ( ) tan ( ) i r i r x t A t x t x t t x t − = + = ( ) ( ) i d t t dt =
- 176. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 5 Short-time Fourier Transform FAST FOURIER TRANSFORM Hilbert transform 179 • Related Functions The MATLAB function angle and unwrap can compute the Hilbert transform easily.
- 177. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 5 Short-time Fourier Transform SHORT-TIME FOURIER TRANSFORM Short-time Fourier transform 180 For a given signal x(t) the Fourier transform X() (with the independent variable ) can be calculated as However, in order to estimate the time evolution of the frequency components present in the signal, the short-time Fourier transform (STFT) parses the signal into smaller segments. Hence, we can fix a non- zero function w(t) (called the window function or mask function). Then, the STFT of a given signal x(t) with respect to the window function is defined as where STFT[ ·] denotes STFT. It is also known as windowed Fourier transform or time-dependent Fourier transform. The inverse short-time Fourier transform can be written as ( ) ( ) ( ) i t X F x t x t e dt − − = = ( , ) ( ) ( ) ( ) i X t STFT x t x w t e d − − = = − 1 1 ( ) ( , ) ( , ) 2 i t x t STFT X t X e d d − − − = =
- 178. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 5 Short-time Fourier Transform SHORT-TIME FOURIER TRANSFORM Short-time Fourier transform 181 • STFT in Discrete-time Signals The discrete-time Fourier transform of each segment is calculated separately and plotted as a function of time k. The STFT is therefore a function of both frequency W and time k. Mathematically, the STFT of a discrete-time signal x[k] is defined as follows: where the subscript s in X(W, j) denotes the STFT and j indicates the amount of shift in the time- localized window w[k] along the time axis. Typical windows used to calculate the STFT are rectangular, Hanning, Hamming, Blackman, and Kaiser windows. Compared to the rectangular window, the tapered windows, such as Hanning and Blackman, reduce the amount of sidelobes (or ripples) and are generally preferred. ( , ) [ ] [ ] i k k X j x k w j k e − W =− W = −
- 179. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 5 Short-time Fourier Transform SHORT-TIME FOURIER TRANSFORM Properties of short-time Fourier transform 182 Given the short-time Fourier transform of a continuous-time function x(t), the linear operations being considered include superposition, time shifting, scaling, differentiation and integration have almost the same properties with the Fourier transform. • Linearity • Time & Frequency Shifting • Time & Frequency Scaling
- 180. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 5 Short-time Fourier Transform SHORT-TIME FOURIER TRANSFORM Windowed Fourier transform 183 • Window Functions Generally, any non-zero function can be a window function, including those we used to reduce spectral leakage. They are typically shaped as functions that start at a value of zero, move to a value of one, and then return to a value of zero over one frame. Usually, the window functions used for the short-time Fourier transform have the following properties 1 2 2 1 ( ) ( ) max( ( )) (0) ( ) ( ) when | | | | ( ) 0 when | |is large w t w t w t w w t w t t t w t t = − =
- 181. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 5 Short-time Fourier Transform SHORT-TIME FOURIER TRANSFORM Windowed Fourier transform 184 • Rec-STFT The simplest way is to choose a rectangular window to perform a short-time Fourier transform as It’s called Rec-STFT for short. 2 2 ( , ) ( ) T t i T t X t x e d + − − =
- 182. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 5 Short-time Fourier Transform SHORT-TIME FOURIER TRANSFORM Windowed Fourier transform 185 • Rec-STFT The rec-STFT has an advantage of the least computation time for digital implementation but its performance is worse than other types of time-frequency analysis. Sidelobes Sidelobes
- 183. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 5 Short-time Fourier Transform SHORT-TIME FOURIER TRANSFORM Windowed Fourier transform 186 • STFT with Hanning window
- 184. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 5 Short-time Fourier Transform SHORT-TIME FOURIER TRANSFORM Windowed Fourier transform 187 • STFT with Hanning window Sidelobes
- 185. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 5 Short-time Fourier Transform SHORT-TIME FOURIER TRANSFORM Gabor transform 188 • Gabor Transform Theoretically, the best way is to choose a Gaussian-like function as a window to perform a short- time Fourier transform as And, the Gabor transform is written as Although the range of integration is from −∞ to +∞, due to the fact that So, the Gabor transform can be simplified as: The reason why we choose the Gaussian function as a mask is because, among all functions, the Gaussian function has the advantage that the area in time-frequency distribution is minimal. Moreover, the properties of the Gabor transform in the time and frequency domains is symmetric because the Gaussian function is the eigenfunction of the Fourier transform. 2 ( ) ( , ) ( ) t i X t x e e d − − − − = 2 ( ) t w t − = 2 0.00001 when | | 1.9143 t e t − 2 1.9143 ( ) 1.9143 ( , ) ( ) t t i t X t x e e d + − − − − =
- 186. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 5 Short-time Fourier Transform SHORT-TIME FOURIER TRANSFORM Gabor transform 189 • Scaled Gabor Transform As in short time Fourier transform, the resolution in time and frequency domain can be adjusted by choosing different window function width. In Gabor transform cases, by adding variance , as following equation: And, the scaled Gabor transform is written as With a large , the window function will be narrow, causing higher resolution in time domain but lower resolution in frequency domain. Similarly, a small will lead to a wide window, with higher resolution in frequency domain but lower resolution in time domain. 2 ( ) 4 ( , ) ( ) t i X t x e e d − − − − = 2 ( ) t w t − =
- 187. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 5 Short-time Fourier Transform SHORT-TIME FOURIER TRANSFORM Gabor transform 190 • Scaled Gabor Transform Gaussian function is also an eigenmode in optics, radar system, and other electromagnetic wave systems. Gabor transform for Gaussian function exp(−t2) t-axis f-axis -4 -3 -2 -1 0 1 2 3 4 -4 -3 -2 -1 0 1 2 3 4 f-axis t-axis -4 -3 -2 -1 0 1 2 3 4 -4 -3 -2 -1 0 1 2 3 4 rec-STFT, T = 0.5 for Gaussian function exp(−t2) -4 -3 -2 -1 0 1 2 3 4 -4 -3 -2 -1 0 1 2 3 4 Gabor transform for Gaussian function exp(−t2) = 0.2 f-axis t-axis Gabor transform for Gaussian function exp(−t2) = 5 -4 -3 -2 -1 0 1 2 3 4 -4 -3 -2 -1 0 1 2 3 4 f-axis t-axis
- 188. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 5 Short-time Fourier Transform SHORT-TIME FOURIER TRANSFORM IMPLEMENTATION Uncertainty principle 191 The time-bandwidth product theorem, or uncertainty principle, is a fundamental statement regarding Fourier transform pairs. The uncertainty principle has played a prominent role in discussions, metaphysical and otherwise, of joint time-frequency analysis. where It’s a little bit complex to prove the uncertainty principle. However, remember that Δf and Δt in the Fourier transform need to follow the equation The equation can be re-written as The equation shows that Δf and Δt cannot go infinitely small at the same time, which is one kind of uncertainty principle. 2 2 1 2 t 2 2 2 2 2 2 2 2 2 2 2 2 ( ) | ( ) | ( ) | ( ) | | ( ) | | ( ) | | ( ) | | ( ) | . | ( ) | | ( ) | t f t t f t x t dt f X f df x t dt X f df t x t dt f X f df x t dt X f df − − = = = = s f f N = 1 N f t =
- 189. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 5 Short-time Fourier Transform SHORT-TIME FOURIER TRANSFORM IMPLEMENTATION Practical Implementation 192 After the window function is selected, we first compute the effective window length, l, as Noteworthily, the window length is under the constraint as where Δf and Δt are the sampling rate in the frequency and time axis, respectively. The STFT can be implemented from the definition of the STFT. By limiting the integration within the effective window where W and j are the discrete points in the frequency and time axis, respectively. The summation range of the above formulation can be re-written as The, we can further simplify the equation as The zero padding may be applied if 2l is smaller than N. ( , ) [ ] [ ] j l i k f t k j l X f j t x k w j k e t + − W = − W = − when [ ] 0 k l w k 1 2 1 N l f t = + ( ) 2 0 ( , ) [ ] [ ] if ( ) q j l l i N q X f j t x q l j w l q e t q k j l W + − − = W = − + − = − − ( ) 2 0 ( , ) [ , ] [ ] [ ] where [ , ] [ , ] [ ] where [ ] [ ] [ ] q l j l i i N N q X f j t C j x q l j w l q e C j e t C j FFT x q x q x q l j w l q W W − − = W = W − + − W = = W = − + −
- 190. Shieh-Kung Huang Copyright © 2018 by McGraw-Hill Education. All rights reserved. Chapter 5 Short-time Fourier Transform SHORT-TIME FOURIER TRANSFORM IMPLEMENTATION Practical Implementation 193 1 2 1 N l f t = + [ , ] [ ] C j FFT x q W select l select Δf compute N (FFT points) compute C[W, j] compute FFT of windowed signal pad windowed signal with zeros compute STFT by multiplication given signal x[k] and other sampling information ( ) [ , ] l j i N C j e t W − W = [ ] [ ] [ ] x q x q l j w l q = − + − [ ] FFT x q