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2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems Zhongguo Liu, Biomedical Engineering School of Control Science and Engineering, Shandong University 山东省精品课程《生物医学信号处理 ( 双语 ) 》 http://course.sdu.edu.cn/bdsp.html
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2 Chapter 5 Transform Analysis of Linear Time-Invariant Systems 5.0 Introduction 5.1 Frequency Response of LTI Systems 5.2 System Functions For Systems Characterized by Linear Constant-coefficient Difference equation 5.3 Frequency Response for Rational System Functions 5.4 Relationship Between Magnitude and Phase 5.5 All-Pass System 5.6 Minimum-Phase Systems 5.7 Linear Systems with Generalized Linear Phase
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3 5.0 Introduction An LTI system can be characterized in time domain by impulse response Output of the LTI system: in Z-domain by system function in frequency-domain by Frequency response With Fourier Transform and Z-transform, an LTI system can be characterized
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4 5.1 Frequency Response of LTI Systems Phase response (phase shift) Frequency response Magnitude response (gain) distortions change on useful signal system Useful input signal + deleterious signal
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5 5.1.1 Ideal Frequency-Selective Filters Ideal lowpass filter Noncausal, not computationally realizable no phase distortion
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6 5.1.1 Ideal Frequency-Selective Filters Ideal highpass filter
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7 5.1.1 Ideal Frequency-Selective Filters Ideal bandpass filter
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8 5.1.1 Ideal Frequency-Selective Filters Ideal bandstop filter
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9 5.1.2 Phase Distortion and Delay The frequency response The impulse response To understand the effect of the phase and the group delay of a linear system, first consider the ideal delay system:
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10 Group Delay( 群延迟, grd ) For ideal delay system The group delay represents a convenient measure of the linearity of the phase.
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Given a narrowband input x[n]=s[n]cos(w 0 n) for a system with frequency response H(e jw ), it is assumed that X(e jw ) is nonzero only around w =w 0 11 Group Delay( 群延迟, grd ) it can be shown (see Problem 5.57) that the response y[n] to x[n] is the time delay of the envelope s[n] is. Group Delay
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12 Example 5.1 Effect of Attenuation and Group Delay Three consecutive narrowband pulses is applied to a filter 连贯的
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13 Ex. 5.1 Effect of Attenuation and Group Delay Filter frequency response Group Delay magnitude
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14 Group Delay 50 Group Delay 200
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15 5.1.2 Phase Distortion and Delay Ideal lowpass filter with linear phase delay delay distortion is a rather mild form of phase distortion, its effect is to shift the sequence in time. we accept linear phase response rather than zero phase response. The impulse response (delayed by time n d )
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16 5.2 System Functions For LTI Systems Characterized by Linear Constant- coefficient Difference equation Linear Constant-coefficient Difference equation
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17 5.2 LTI System Characterized by Linear Constant-coefficient Difference equation If a system is not LTI, then the following Z-transform cannot be derived. (see P37, example 2.16, for x[n]=kδ[n], y[n]=a n+1 c + Ka n u[n], for all n, x[n] have z-transform K, y[n] have no z-transform.)
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18 For an LTI system: its poles and zeros: 5.2 System Functions For Systems Characterized by Linear Constant- coefficient Difference equation
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19 Ex. 5.2 find difference equation for second-order System function Solution:
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20 5.2.1 Stability and Causality The difference equation does not uniquely specify the impulse response of a linear time-invariant system. Each possible choice for the ROC of the system function will lead to a different impulse response, but they will all correspond to the same difference equation.
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21 Causality For a causal system the impulse response must be right-sided sequence. The region of convergence (ROC) of must be outside the outermost pole.
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22 Stability ROC of includes the unit circle For a stable system The impulse response must be absolutely summable, i.e.,
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23 Ex. 5.3 Determine the ROC, Stability and causality for LTI system: poles: 1/2, 2; zeros(two) : 0 Solution:
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24 Example 5.3 Determining the ROC 1) 2) 3)
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25 Causal and Stable system Causal: ROC must be outside the outermost pole Stable: ROC includes the unit circle Causal and stable: all the poles of the system function are inside the unit circle. ROC is outside the outermost pole, and includes the unit circle.
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26 5.2.2 Inverse Systems Time domain: Not all systems have an inverse. Ideal LPF hasn’t For a LTI system, the inverse system which cascaded with satisfies: Frequency response x[n]x[n]y [n]y [n]
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27 5.2.2 Inverse Systems ROC of and ROC of must overlap, for convolution theorem to hold: systems with rational system functions:
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28 Ex. 5.4 analyse Inverse System for First-Order System Solution:
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29 Ex. 5.5 find Inverse for System with a Zero in the ROC Solution: 1) 2)
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30 Minimum-phase Systems A LTI system is stable and causal and also has a stable and causal inverse if and only if both the poles and the zeros of are inside the unit circle Such systems are referred as minimum- phase systems
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31 5.2.3 Impulse Response for Rational System Functions For a LTI system can be infinite impulse response (IIR) or finite impulse response (FIR) If causal,
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32 FIR System
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33 Ex.5.6 A First-Order IIR System Determine System function, condition of stability, h[n] for stable, causal System. Solution: ∵ it is causal condition of stability:
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34 Ex.5.7 A Simple FIR System Determine System function, zero-pole plot, stability, difference equation For h[n]: Solution:
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35 Example 5.7 A Simple FIR System Difference equation
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36 5.3 Frequency Response for Rational System Functions If a stable LTI system has a rational system function Its frequency response is
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37 5.3 Frequency Response for Rational System Functions magnitude-squared function:
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38 Log magnitude
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39 Output: Log magnitude, phase
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40 Phase Response for a rational system function group delay:
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41 Phase Response
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42 Phase Response
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43 Principal Value (主值) Principal Value of the phase of
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44 we refer to ARG [ H ( e jw )] as the "wrapped" phase, continuous (unwrapped) phase curve is denoted as arg [H (e jw )] 卷绕的 解卷绕的
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45 5.3.1 Frequency Response of a Single Zero or Pole 1. formular method 2. Geometrical method magnitude-squared function:
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46 5.3.1 Frequency Response of a Single Zero or Pole group delay: Phase Response :
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47 Log Magnitude response for a single zero with r=0.9
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48 for a single zero with r=0.9 Group Delay Phase response 0.47 0.45 0.470.46
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49 frequency response is associated with vector diagrams in the complex plane and pole-zero plots 2. Geometrical method
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50 frequency response is associated with vector diagrams in the complex plane and pole-zero plots 2. Geometrical method
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51 Magnitude response for a single zero with
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52 Phase response for a single zero with
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53 Group Delay for a single zero with
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55 for a single zero outside the unit circle, with
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56 Magnitude response for a single zero outside the unit circle, with
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57 Phase response for a single zero outside the unit circle, with
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58 Group Delay for a single zero outside the unit circle, with
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59 5.3.2 Examples with Multiple Poles and Zeros ( self study )
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60 5.4 Relationship Between Magnitude and Phase In general, knowledge about the magnitude provides no information about the phase, and vice versa. If the magnitude of the frequency response and the number of poles and zeros are known, then there are only a finite number of choices for the associated phase. For frequency response of LTI system
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61 5.4 Relationship Between Magnitude and Phase Under a constraint referred to as minimum phase, the frequency-response magnitude specifies the phase uniquely, and the frequency-response phase specifies the magnitude to within a scale factor. If the number of poles and zeros and the phase are known, then, to within a scale factor, there are only a finite number of choices for the magnitude.
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62 5.4 Relationship Between Magnitude and Phase 共轭倒数对 conjugate reciprocal pairs magnitude-squared system function
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63 5.4 Relationship Between Magnitude and Phase If is causal and stable, then all its poles are inside the unit circle , the poles of H (z) can be identified from the poles of C(z). The poles and zeros of occur in conjugate reciprocal pairs, with one element of each pair associated with and one element of each pair associated with but its zeros are not uniquely identified by C(z)
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64 Example 5.11 Two systems with have same magnitude-squared system function
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65 Example
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66 Ex. 5.12 given Determine zeros and poles of stable,causal system H(z), if coefficients are real. number of poles, zeros is known(3) H(z): conjugate pole,zero pairs
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67 Ex. 5.12 given Determine zeros and poles of stable,causal system H(z), if coefficients are real. number of poles, zeros is known(3) H(z): conjugate pole,zero pairs Solution: H(z) poles: p 1, p 2, p 3; H(z) Zeros: (z 1, z 2, z 3 ), or (z 1, z 2, z 6 ), or (z 4, z 5, z 3 ), or (z 4, z 5, z 6 ),
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68 5.5 All-Pass( 全通 ) System A stable system function of the form, Pole: Zero: frequency-response magnitude is unity unit circle
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69 General Form of All-Pass System An all-pass system is always stable, since when frequency response characteristics (such as allpass) are discussed, it is naturally assumed that the Fourier transform exists, thus stability is implied. all-pass system: A system for which the frequency-response magnitude is a constant. It passes all frequency components of its input with a constant gain A (is not restricted to be unity in this text).
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70 General Form of All-Pass System
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71 5.5 All-Pass System phase response
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72 5.5 All-Pass System group delay of a causal all-pass system is positive
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73 nonpositivity of the unwrapped Phase of All-Pass Systems
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74 Example 5.13 analyse First-Order All-Pass System Log magnitude
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75 5.5 All-Pass System phase response
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76 Example 5.13 First-Order All- Pass System: "wrapped" phase
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77 Example 5.13 First-Order All- Pass System: group delay
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78 Second-Order All-Pass System with poles at and.
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79 Ex. 5.13 Second-Order All-Pass System : Magnitude Phase "wrapped" Group delay
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80 Fig. 5.21 fourth order all-pass system
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81 Frequency response of Fig. 5.21 Magnitude Phase Group delay "wrapped"
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82 Application of All-Pass Systems Used as compensators for phase or group delay (Chapter 7) Be useful in the theory of minimum- phase systems (Section 5.6) Be useful in transforming frequency- selective lowpass filters into other frequency-selective forms and in obtaining variable-cutoff frequency- selective filters (chapter 7)
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83 5.6 Minimum-Phase Systems For an LTI system: its poles and zeros: Its inverse:
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84 5.6 Minimum-Phase Systems For a stable and causal LTI system, all the poles must be inside the unit circle. If its inverse system is also stable and causal, all the zeros must be inside the unit circle. Unit Circle
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85 5.6 Minimum-Phase Systems Minimum-phase system: all the poles and zeros of an LTI system are inside unit circle, so the system and its inverse is stable and causal. Unit Circle
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86 5.6.1 Minimum-Phase and All- Pass Decomposition Any rational system function can be expressed as Suppose has one zero outside the unit circle at,, and the remaining poles and zeros are inside the unit circle. stable, causal in the text, but it applies more generally. reflect the zero to conjugate reciprocal locations inside the unit circle:
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87 Example 5.14 Minimum- Phase/All-Pass Decomposition reflect this zero to conjugate reciprocal locations inside the unit circle: (1)
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88 Example 5.14 Minimum-Phase/ All-Pass Decomposition reflect two zeros to conjugate reciprocal locations inside the unit circle: (2)
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89 Example 5.14 Minimum-Phase/All- Pass Decomposition
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90 5.6.2 Frequency-Response Compensation When a signal has been distorted by an LTI system with an undesirable frequency response, perfect compensation: If poles and zeros of H d (z) are inside the unit circle :
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assume that the distorting system is stable and causal and require the compensating system to be stable and causal, 91 5.6.2 Frequency-Response Compensation then perfect compensation is possible only if is a minimum-phase system.
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92 5.6.2 Frequency-Response Compensation If isn’t minimum-phase, its inverse then isn’t stable, so we decompose stable
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93 Example 5.15 Compensation of an FIR System zeros: outside the unit circle, Solution: decomposition is needed:
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94 frequency response of Magnitude Phase Group delay "wrapped"
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95 Example 5.15 Compensation of an FIR System
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96 Frequency response of Magnitude Phase Group delay "wrapped" Minimum Phase-Lag
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97 Frequency response of Magnitude Phase Group delay "wrapped" Maxmum Phase-Lag
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98 5.6.3 Properties of Minimum-Phase Systems 1. Minimum Phase-Lag Property For all systems that have a given magnitude response, minimum-phase system has the Minimum Phase-Lag.
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99 1. Minimum Phase-Lag Property to make the interpretation of Minimum Phase-Lag systems more precise, it is necessary to impose the additional constraint that be positive at Its system function with same poles and zeros, is also a minimum-phase system, according to its defination, but the phase is altered by π. since
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100 5.6.3 Properties of Minimum-Phase Systems 2. Minimum Group-Delay Property For all systems that have a given magnitude response, minimum-phase system has the Minimum Group Delay.
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101 5.6.3 Properties of Minimum-Phase Systems 3. Minimum Energy-Delay Property For any causal, stable, LTI systems HW 5.65 If then
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102 Minimum Energy-Delay Property For any causal LTI systems, define the partial energy of the impulse response HW 5.66 For all systems that have a given magnitude response, minimum-phase system has the Minimum Energy-Delay.
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103 Four systems, all having the same frequency-response magnitude. Zeros are at all combinations of the complex conjugate zero pairs and and their reciprocals. Fig. 5.30 minimum -phase maximum- phase
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104 Minimum-Phase System and Maximum-Phase System A maximum-phase system is the opposite of a minimum-phase system. A causal and stable LTI system is a maximum-phase system if its inverse is causal and unstable. (From Wikipedia) Maximum-Phase System: poles are all in the unit circle, zeros are all outside the unit circle. It’s causal and stable. (noncausal)Maximum-Phase System: anti-causal, stable System whose System function has all its poles and zeros outside the unit circle. (problem5.63).
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Maximum energy-delay systems are also often called maximum-phase systems. 105 Sequences corresponding to the pole-zero plots of Fig. 5.30 minimum-phase sequence h a [n] maximum-phase sequence h b [n].
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106 Fig.5.32 Partial energies for the four sequences of Fig. 5.30. (Note that E a [n] is for the minimum-phase sequence h a [n] and E b [n] is for the maximum-phase sequence h b [n]. the maximum energy delay occurs for the system that has all its zeros outside the unit circle. Maximum energy-delay systems are also often called maximum-phase systems.
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107 5.7 Linear Systems with Generalized Linear Phase In designing filters, it’s desired to have nearly constant magnitude response and zero phase in passband. For causal systems, zero phase is not attainable, and some phase distortion must be allowed.
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108 5.7 Linear Systems with Generalized Linear Phase The effect of linear phase (constant group delay) with integer slope is a simple time shift. A nonlinear phase, on the other hand, can have a major effect on the shape of a signal, even when the frequency- response magnitude is constant
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109 5.7.1 System with Linear Phase
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110 5.7.1 System with Linear Phase Specially, if
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111 Interpretation of comes from sampling a continuous-time signal, if
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112 Interpretation of comes from sampling a continuous-time signal, if
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113 General frequency response with linear phase For nonconstant magnitude response multiplication in frequency domain
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114 Linear-phase ideal lowpass filter The corresponding impulse response is time domain
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115 Ex. 5.16 symmetry of impulse response of Ideal Lowpass with Linear Phase in three cases: α is integer; 2α is integer; 2α is not integerIdeal Lowpass with Linear Phase Solution: (1)
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116 (2) Ex. 5.16 symmetry of impulse response of Ideal Lowpass with Linear Phase is an integer
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117 (3) is not an integer Ex. 5.16 symmetry of impulse response of Ideal Lowpass with Linear Phase
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118 Ex. 5.16 symmetry of impulse response of Ideal Lowpass with Linear Phase
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119 5.7.2 Generalized Linear phase For moving average system (Ex.2.20, Page 45) if negtive, it’s not, strictly speaking,a linear-phase system, since π is added to the phase. It’s the form: it is referred to Generalized Linear phase system
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120 If a system with h[n] has Linear phase
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121 This equation is a necessary condition on h[n], for the system to have constant group delay. It is not a sufficient condition, however, and, owing to its implicit nature,it does not tell us how to find a linear-phase system. If a system with h[n] has Linear phase
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122 One set of condition: even symmetry 0 M/2= α satisfy Shown inType I,II FIR 0 M/2= α M=5 M M even M odd
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123 Another set of condition : odd symmetry 0 M M/2 satisfy Shown inType III, IV FIR 0 M/2 M=3 M even M odd
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124 5.7.3 Causal Generalized Linear-Phase Systems
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125 5.7.3 Causal Generalized Linear-Phase Systems Causal FIR systems have generalized linear phase if they have impulse response length and satisfy
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126 5.7.3 Causal Generalized Linear-Phase Systems If then It’s sufficient condition, not necessary condition
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127 5.7.3 Causal Generalized Linear-Phase Systems If then It’s sufficient condition, not necessary condition
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128 5.7.3 Causal Generalized Linear-Phase Systems The above two FIR conditions are sufficient to guarantee a causal system with generalized linear phase. Clements (1989) showed that causal IIR can also have Fourier transforms with generalized linear phase. The corresponding system function, however, are not rational, and thus, the systems cannot be implemented with difference equations.
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M is even M is odd h[M n] = h[n] h[M n] = h[n] 5.7.3 Causal FIR Linear-Phase Systems satisfies: symmetric or Antisymmetric impulse response h[M n] = ± h[n] for n = 0,1,…,M Type I Type III Type II Type VI symmetric Antisymmetric 0 M/2 M=3 0 M=6 M/2 0 M=6 0 M/2 M=5
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130 Type I FIR Linear-Phase Systems Symmetric impulse response 0 M/2 M=10 K=012 M/2 1 2 h[n] M: even integer, M/2 : integer.
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131 Type I FIR Linear-Phase Systems
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132 Type I FIR Linear-Phase Systems Symmetric impulse response 0 M/2 M=10 K=012 M/2 1 2 M: even integer, M/2 : integer.
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133 Ex. 5.17 determine H(e jw ) of Type I FIR Linear-Phase Systems Solution:
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134 Frequency response Magnitude Phase Group delay "wrapped" Type I
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M: odd integer. integer plus one-half. Type II FIR Linear-Phase Systems Symmetric impulse response 0 M/2 M=9 K121 2 (M+1)/2
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Type II FIR Linear-Phase Systems
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M: odd integer. integer plus one-half. Type II FIR Linear-Phase Systems Symmetric impulse response 0 M/2 M=5
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138 Ex. 5.18 determine H(e jw ) of Type II FIR Linear-Phase Systems Solution:
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139 Frequency response Type II Magnitude Phase "wrapped" Group delay
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140 Frequency response Magnitude Phase Group delay "wrapped" Type I
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141 Type III FIR Linear-Phase Systems Antisymmetric impulse response M: even integer. integer. 0 M/2 M=4
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142 Ex. 5.19 determine H(e jw ) of Type III FIR Linear-Phase Systems Solution:
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143 Ex. 5.19 Frequency response Type III Magnitude Group delay Phase "wrapped"
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144 Type IV FIR Linear-Phase Systems Antisymmetric impulse response M: odd integer. integer plus one-half. 0 M/2 M=3
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145 Ex. 5.20 determine H(e jw ) of Type IV FIR Linear-Phase Systems Solution:
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146 Ex. 5.20 Frequency response Type IV Magnitude Phase "wrapped" Group delay
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M is evenM is odd h[M n] = h[n] h[M n] = h[n] 5.7.3 Causal FIR Linear-Phase Systems satisfies: h[M n] = ± h[n] for n = 0,1,…,M Type I Type III Type II Type VI
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148 Type I , I I FIR Linear-Phase Systems Symmetric impulse response 0 M/2 M=10 M: odd integer. : integer plus one-half. 0 M/2 M=7 M: even integer. integer.
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149 Type III, IV FIR Linear-Phase Systems Antisymmetric impulse response M: even integer. integer. 0 M/2 M=4 M: odd integer. :integer plus one-half. 0 M/2 M=3
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150 Locations of Zeros for FIR Linear-Phase Systems For Type I and II, For Type III and IV,
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151 Type I and II If is a zero of, This implies that if is a zero of, then is also a zero of then The same result for Type III and IV factor has factor
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152 Type I and II When is real and is a zero of, will also be a zero of, so will. real coefficient equation has conjugate complex roots pair: So there are four possible complex zeros: same result for Type III and IV
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153 Type I and II,Type III and IV When is real, each complex zero not on the unit circle will be part of a set of four conjugate reciprocal zeros of the form complex zeros on the unit circle Type II Type I
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154 Type I and II,Type III and IV if a zero of is real, and not on the unit circle, the reciprocal is also a zero, and have the factors of the form Type II Type I
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155 Type I and II The case of a zero at is important in designing filter of some types of frequency responses (such as high-pass,low-pass filter). so z=-1 must be zero of Type II generalized linear-phase systems. If M is even If M is odd, Type I can be HP filter Type IIcannot be HP filter Both can be LP filter z=1 is not zero for both,
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156 Type I and II Type II Type I cannot be HP filter can be HP,LP filter can be LP filter
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157 Type III and IV Type IV Type III
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158 Type III and IV The case of For both M is even and odd, must be zero of Type III and IV generalized linear-phase systems. Type IV Type III cannot be LP filter
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159 Type III and IV The case of must be zero of Type III generalized linear-phase systems. If M is even, Type IV Type III If M is odd ( Type IV), cannot be HP filter can be HP filter
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160 Fig.5.41Typical plots of zeros for linear-phase systems Type IV (a) Type I Type III (b) Type II z 0 =-1, 不能做 HP filter z 0 =±1, 不能做 LP, HP filter z 0 =1, 不能做 LP filter 能做 LP, HP filter
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161 5.7.4 Relation of FIR Linear-Phase Systems to Minimum- Systems All FIR linear-phase systems have zero of has all zeros inside the unit circle. has all zeros on the unit circle. has all zeros outside the unit circle Same magnitude
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162 Example 5.21 Decomposition of a Linear-Phase System For Minimum-Phase System of Page 287, Eq. 5.109 Determine the frequecny response of Maximum-Phase System and the system cascaded by two. Solution:
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163 Example 5.21 Decomposition of a Linear-Phase System
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164 Example 5.21 Decomposition of a Linear-Phase System
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165 Frequency response of Magnitude Phase Group delay "wrapped"
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166 Frequency response of Magnitude Phase Group delay "wrapped"
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167 Frequency response of Magnitude Phase Group delay "wrapped"
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Review 168 Minimum-Phase System and Maximum-Phase System a LTI bsystem is said to be minimum- phase if the system and its inverse are causal and stable. Minimum-Phase System: all the zeros and poles are in the unit circle. Properties: The Minimum Phase-Lag Property The Minimum Group-Delay Property The Minimum Energy-Delay Property
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Review 169 Minimum-Phase System and Maximum-Phase System A maximum-phase system is the opposite of a minimum-phase system. A causal and stable LTI system is a maximum-phase system if its inverse is causal and unstable. (From Wikipedia) Maximum-Phase System: poles are all in the unit circle, zeros are all outside the unit circle. It’s causal and stable. (noncausal)Maximum-Phase System: anti-causal, stable System whose System function has all its poles and zeros outside the unit circle. (problem5.63).
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170 Rational System Function has an equal number of poles and zeros Review z= ∞, z=0 may be poles or zeros
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171 If L=0 and M>N, then M−N extra poles at z = 0 are induced by the numerator. If L=0 and M<N, then N−M zeros at z = 0 appear from the denominator. if L N, ↓ for M<N]. If L>0, then H(z) has L poles at z= ∞, L zeros at z = 0 [-(M-N), ↓ for M>N, ↑ for M<N]. Review Rational System Function has an equal number of poles and zeros
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M is even M is odd h[M n] = h[n] h[M n] = h[n] 5.7.3 Causal FIR Linear-Phase Systems satisfies: symmetric or Antisymmetric impulse response h[M n] = ± h[n] for n = 0,1,…,M Type I Type III Type II Type VI symmetric Antisymmetric 0 M/2 M=3 0 M=6 M/2 0 M=6 0 M/2 M=5 Review
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173 Type I FIR Linear-Phase Systems Symmetric impulse response 0 M/2 M=10 K=012 M/2 1 2 h[n] M: even integer, M/2 : integer. Review
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174 Type I FIR Linear-Phase Systems Review
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2015-10-20 175 Zhongguo Liu_Biomedical Engineering_Shandong Univ. Chapter 5 HW 5.3, 5.4, 5.32, 5.12, 5.15, 5.19, 5.22, 5.43, 5.65, 5.66, 上一页下一页 返 回
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