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− | + | [[Category:bonus point project]] | |
− | + | [[Category:lecture notes]] | |
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− | + | =[[Lecture21ECE301S11|Lecture 21]]= | |
− | + | == Multiplication Property == | |
− | + | <math> \mathcal{F}(x_1(t) x_2(t)) = \frac{1}{2\pi}\mathcal{F}(x_1(t))*\mathcal{F}(x_2(t))</math> | |
− | \ | + | |
− | + | ||
− | \ | + | == Causal LTI system defined by cst coeff diff equations == |
− | \ | + | <math> \sum_{k=0}^{N}a_k \frac{d^k}{dt^k}y(t) = \sum_{k=0}^{M}b_k \frac{d^k}{dt^k}x(t)</math> |
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− | \ | + | |
− | + | What is the frequency response of this system? Recall: | |
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− | + | ||
+ | <math> | ||
+ | \begin{align} | ||
+ | \mathcal{H}(\omega) &= \mathcal{F}(h(t)) \\ | ||
+ | \mathcal{Y}(\omega) &= \mathcal{H}(\omega)\mathcal{X}(\omega) | ||
+ | \end{align} | ||
+ | </math> | ||
− | + | Steps to solve: | |
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− | \begin{ | + | <math> |
− | + | \begin{align} | |
− | + | \mathcal{F}\left(\sum_{k=0}^{N}a_k \frac{d^k}{dt^k}y(t)\right) &= \mathcal{F}\left( \sum_{k=0}^{M}b_k \frac{d^k}{dt^k}x(t) \right) \\ | |
− | \ | + | \sum_{k=0}^{N}a_k \mathcal{F}\left(\frac{d^k}{dt^k}y(t)\right) &= \sum_{k=0}^{M}b_k \mathcal{F}\left(\frac{d^k}{dt^k}x(t)\right) \\ |
− | + | & \text{recall: }\mathcal{F}\left(\frac{d^n}{dt^n}y(t)\right) = (j\omega)^n Y(\omega) \\ | |
− | \ | + | \sum_{k=0}^{N}a_k \left( j \omega \right)^k \mathcal{Y}(\omega) &= \sum_{k=0}^{M}b_k \left( j \omega \right)^k \mathcal{X}(\omega) \\ |
− | \end{ | + | \mathcal{Y}(\omega) &= \frac{\sum_{k=0}^{M}b_k(j\omega)^{k}}{\sum_{k^\prime=0}^{N}a_k(j\omega)^{k^\prime}} \mathcal{X}(\omega) \\ |
+ | \mathcal{H}(\omega) &= \frac{\sum_{k=0}^{M}b_k(j\omega)^{k}}{\sum_{k^\prime=0}^{N}a_k(j\omega)^{k^\prime}} \\ | ||
+ | h(t) &= \mathcal{F}^{-1}\left(\mathcal{H}(\omega)\right) | ||
+ | \end{align} | ||
+ | </math> | ||
− | + | ==[[Table_DT_Fourier_Transforms|Def of DT F.T.]]== | |
− | + | Here are the practice problems that do this: [[Fourier_transform_3numinusn_DT_ECE301S11|Problem 1]], [[Fourier_transform_cosine_DT_ECE301S11|Problem 2]], [[Fourier_transform_window_DT_ECE301S11|Problem 3]] | |
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− | \begin{ | + | <math> |
− | + | \begin{align} | |
− | \ | + | x[n] &\xrightarrow{\mathcal{F}} \mathcal{X}(\omega) \text{ in book as }\mathcal{X}(e^{j\omega})& \\ |
− | \ | + | x[n] &\xleftarrow{\mathcal{F}^{-1}} \mathcal{X}(\omega) &\\ |
− | + | \mathcal{X}(\omega) & = \sum_{n=-\infty}^{\infty}x[n]e^{-j\omega n} &\\ | |
− | \end{ | + | x[n] &= \frac{1}{2\pi}\int_{0}^{2\pi} \mathcal{X}(\omega)e^{j \omega n} d\omega & |
− | Example of | + | \end{align} |
− | + | </math> | |
− | + | ===Example=== | |
− | + | Compute the FT of <math class="inline">x[n] = 2^{-n}u[n]</math> | |
− | + | ||
+ | <math> | ||
+ | \begin{align} | ||
+ | \mathcal{X}(\omega) &= \sum_{n=-\infty}^{\infty}x[n]e^{-j\omega n} \\ | ||
+ | &= \sum_{n=-\infty}^{\infty}2^{-n}u[n]e^{-j\omega n} \\ | ||
+ | &= \sum_{n=0}^{\infty}2^{-n}e^{-j\omega n} \\ | ||
+ | &= \sum_{n=0}^{\infty}\left(\frac{1}{2e^{-j\omega}}\right)^n \\ | ||
+ | &= \frac{1}{1-\frac{1}{2e^{j\omega}}} | ||
+ | \end{align} | ||
+ | </math> | ||
− | \ | + | ==[[Table_DT_Fourier_Transforms|Properties of DT FT]] == |
− | \ | + | ===Periodicity=== |
− | + | <math> | |
− | \ | + | \begin{align} |
− | \ | + | \mathcal{X}(\omega + 2\pi) &= \mathcal{X}\text{, for all } \omega \\ |
− | + | \text{because} & \\ | |
− | + | \mathcal{X}(\omega + 2 \pi) &= \sum_{n=-\infty}^{\infty}x[n]e^{-j(\omega + 2\pi)n} \\ | |
− | \ | + | &= \sum_{n=-\infty}^{\infty}x[n]e^{-j\omega n} e^{-j2\pi n} \\ |
+ | &= \sum_{n=-\infty}^{\infty}x[n]e^{-j\omega n} \\ | ||
+ | &= \mathcal{X}(\omega) | ||
+ | \end{align} | ||
+ | </math> | ||
+ | ===Linearity=== | ||
+ | <math> \text{for all }a,b,c \in \mathcal{C}\text{ and all } x_1[n],x_2[n]</math> | ||
− | + | <math> \mathcal{F}(ax_1[n] + bx_2[n]) = a\mathcal{F}(n_1[n]) + b\mathcal{F}(n_2[n])</math> | |
− | + | provided both FT's exist. | |
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− | \ | + | ===The FT of DT periodic signals === |
− | + | <math> x[n] \text{ periodic} \Rightarrow x[n] = \sum_{n=0}^{N-1}a_k e^{\omega_0 n k }</math> | |
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− | \ | + | |
− | \ | + | <math> \mathcal{F}(x[n]) = \sum_{n=0}^{N-1}a_k \mathcal{F}\left(e^{\omega_0 n k }\right) </math>, by linearity |
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− | + | so all we need is the FT of <math class="inline"> e^{j k \omega_0 n} </math> | |
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− | \ | + | |
− | + | we want <math class="inline"> \mathcal{X}(\omega)</math> such that | |
− | \ | + | <math> \frac{1}{2\pi}\int_{0}^{2\pi}\mathcal{X}(\omega)e^{j\omega t} d\omega = e^{j\omega_0 n k}</math> |
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− | + | try <math class="inline"> \mathcal{X}(\omega) = 2\pi \delta(\omega - k\omega_0)</math> and it works. So the real answer is | |
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− | \ | + | <math> \mathcal{X}(\omega) = \sum_{m = -\infty}^{\infty} 2\pi \delta(\omega - \omega_0 k + 2\pi m)</math> |
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− | \begin{ | + | =[[Lecture22ECE301S11|Lecture 22]]= |
− | + | === Time Shifting and Freq Shifting Property === | |
− | \ | + | <math> |
− | + | \begin{align} | |
− | + | \mathcal{F}(x[n-n_0]) &= e^{-j\omega n_0}\mathcal{F}(x[n]) \\ | |
− | \end{ | + | \mathcal{F}\left( e^{j \omega_0 n}x[n] \right) &= \mathcal{X}(\omega - \omega_0) |
+ | \end{align} | ||
+ | </math> | ||
− | + | === Conjugation and Conjugation Symmetry === | |
− | + | <math> \mathcal{F}\left( x^*[n] \right) = \mathcal{X}^*(-\omega)</math> | |
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− | + | Important Corrilary | |
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− | \ | + | if signal is real then <math class="inline"> \mathcal{X}(\omega) = \mathcal{X}^*(-\omega) </math> because <math class="inline"> x[n] </math> is real. |
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− | \ | + | <math> |
− | \ | + | \begin{align} |
− | \ | + | x^*[n] &= x[n] \\ |
+ | \mathcal{X}^*[-\omega] &= \mathcal{X}(\omega) | ||
+ | \end{align} | ||
+ | </math> | ||
− | + | This mean that <math class="inline"> x[n] </math> real | |
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− | \ | + | => Re <math class="inline"> \mathcal{X}(\omega) </math> is an odd function |
− | + | => Im <math class="inline"> \mathcal{X}(\omega) </math> is an odd function | |
− | \ | + | |
− | + | ===Panseval's relation === | |
− | \begin{ | + | <math> |
− | + | \sum_{n=-\infty}^{\infty}| x[n] |^2 = \frac{1}{2\pi} \int_{0}^{2\pi} | x[\omega] |^2 d\omega | |
− | \end{ | + | </math> |
+ | ===Convolution Property=== | ||
+ | <math> | ||
+ | \begin{align} | ||
+ | \mathcal{F}(x[n]*y[n]) &= \mathcal{F}(x[n])\mathcal{F}(y[n]) \\ | ||
+ | &= \mathcal{X}(\omega) \mathcal{X}(\omega) | ||
+ | \end{align} | ||
+ | </math> | ||
− | \ | + | so for any LTI system |
− | + | <math> x \rightarrow h[n] \rightarrow y[n] = x[n]*h[n] </math> | |
− | \ | + | |
− | + | =[[Lecture23ECE301S11|Lecture 23]]= | |
− | + | ===Multiplication Property=== | |
− | + | <math> x[n]y[n] \xrightarrow{\mathcal{F}} \frac{1}{2\pi} \mathcal{X}(\omega)*\mathcal{Y}(\omega)</math> | |
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− | \ | + | |
− | + | === Differentiation in frequency property === | |
− | + | <math> | |
− | + | nx[n] \xrightarrow{\mathcal{F}} j\frac{d}{d\omega}\mathcal{X}(\omega) | |
− | + | </math> | |
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− | + | ||
− | + | ====Example==== | |
− | \ | + | Assume <math class="inline">|\alpha | < 1</math> |
− | + | # Compute the FT of <math class="inline">x_1[n] = \alpha^n u[n]</math> | |
− | + | # Use your andwer to compute the FT of <math class="inline">x_2[n] = (n+1)\alpha^n u[n]</math> | |
− | + | Answer: | |
− | + | 1) | |
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− | + | <math> | |
− | \begin{ | + | \begin{align} |
− | \sum_{ | + | \mathcal{X}_1(\omega) &= \sum_{n=-\infty}^{\infty}x[n]e^{-j\omega n} \\ |
− | \ | + | &= \sum_{n=-\infty}^{\infty} \alpha^nu[n]e^{-j\omega n} \\ |
− | + | &= \sum_{n=0}^{\infty} \alpha^nu[n]e^{-j\omega n} \\ | |
− | \ | + | &= \sum_{n=0}^{\infty} \left(\alpha u[n]e^{-j\omega } \right) ^n \\ |
− | \sum_{ | + | &= \frac{1}{1-\alpha e^{-j\omega}} |
− | \frac{1}{1-\alpha | + | \end{align} |
− | + | </math> | |
− | \end{ | + | |
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− | + | 2) | |
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− | + | <math> | |
− | \begin{ | + | \begin{align} |
− | + | \mathcal{X}_2(\omega) &= \mathcal{F}((x+1)\alpha^n u[n])\\ | |
− | + | &= \mathcal{F}(n\alpha^n u[n]) + \mathcal{F}(\alpha^n u[n]) \\ | |
− | + | &= j\frac{d}{d\omega}\mathcal{X}_1(\omega) + \mathcal{X}_1(\omega) \\ | |
− | + | &= j\frac{d}{d\omega}\left( \frac{1}{1-\alpha e^{-j\omega}} \right) + \frac{1}{1-\alpha e^{-j\omega}} \\ | |
− | + | &= \frac{1}{\left( 1 - \alpha e^{-j\omega} \right)^2} | |
− | + | \end{align} | |
− | + | </math> | |
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− | + | == LTI systems defined by linear, constant coef diff eq's == | |
− | + | <math> | |
− | + | \sum_{k=0}^{N}a_k y[n-k] = \sum_{k=0}^{M}b_k y[n-k] | |
− | + | </math> | |
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− | \ | + | Example: <math class="inline"> y[n] - \frac{3}{4} y[n-1] + \frac{1}{8}y[n] = 2x[n] </math> |
− | + | can look at this eq in freq domain. | |
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− | + | <math> | |
− | \begin{ | + | \begin{align} |
− | + | \mathcal{F}(y[n] - \frac{3}{4} y[n-1] + \frac{1}{8}y[n]) &= 2\mathcal{F}(x[n]) \\ | |
− | \end{ | + | \mathcal{Y} - \frac{3}{4}\mathcal{F}(y[n-1]) + \frac{1}{8}\mathcal{F}(y[n-8]) &= 2\mathcal{X}(\omega) \\ |
+ | \mathcal{Y}(\omega) - \frac{3}{4}e^{-j\omega}\mathcal{Y}(\omega) + \frac{1}{8}e^{-2j\omega}\mathcal{Y}(\omega) &= 2\mathcal{X}(\omega) | ||
+ | \end{align} | ||
+ | </math> | ||
− | \ | + | <math> |
− | + | \begin{align} | |
− | \ | + | \mathcal{Y}(\omega) &= \frac{2}{1 - \frac{3}{4}e^{-j\omega} + \frac{1}{8}e^{-2j\omega}}\mathcal{X}(\omega) \\ |
− | + | \mathcal{H}(\omega) &= \frac{2}{1 - \frac{3}{4}e^{-j\omega} + \frac{1}{8}e^{-2j\omega}} \\ | |
− | \ | + | &= \frac{4}{1-\frac{1}{2}e^{-j\omega}} + \frac{-2}{1-\frac{1}{4}e^{-j\omega}} \\ |
− | + | h[n] &= 4\left(\frac{1}{2}\right)^n u[n] - 2 \left( \frac{1}{4} \right)^n u[n] | |
− | + | \end{align} | |
+ | </math> | ||
− | + | Now find the systems responce to <math class = "inline" > x[n] = \left( \frac{1}{4} \right)^n u[n] </math> | |
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− | \ | + | <math> |
− | \ | + | \begin{align} |
+ | \mathcal{Y}(\omega) &= \mathcal{X}(\omega)\mathcal{Y}(\omega) \\ | ||
+ | &= \left(\frac{4}{1-\frac{1}{2}e^{-j\omega}} + \frac{-2}{1-\frac{1}{4}e^{-j\omega}}\right)\frac{1}{1-\frac{1}{4}e^{-j\omega}} \\ | ||
+ | &= \frac{4}{\left(1-\frac{1}{2}e^{-j\omega}\right) \left(1-\frac{1}{4}e^{-j\omega}\right)} - \frac{2}{\left(1-\frac{1}{4}e^{-j\omega}\right)^2} \\ | ||
+ | &= \frac{-4}{1-\frac{1}{2}e^{-j\omega}} + \frac{8}{1-\frac{1}{4}e^{-j\omega}} - \frac{2}{\left(1-\frac{1}{4}e^{-j\omega}\right)^2} \\ | ||
+ | y[n] &= -4\left(\frac{1}{4}\right)^n u[n]+8\left(\frac{1}{2}\right)^n u[n] -2(n+1)\left(\frac{1}{4}\right)^n u[n] | ||
+ | \end{align} | ||
+ | </math> | ||
− | + | =[[Lecture24ECE301S11|Lecture 24]]= | |
− | \ | + | ==Section 7.1 Sampling \ Representing a CT signal by Sampling== |
− | + | What is sampling? The process of measuring a CT signal is to take samples ( at the same interval for [[ECE301]] ) so you get a vector of values that fit the equation <math class ="inline"> x(nT) </math> where n is an int and the distance between the samples is T. This makes a DT signal <math class="inline"> x_d[n] = x(nT) </math> | |
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− | + | Problem: given <math class="inline"> x_d[n] </math> can you reconstruct <math class="inline"> x(t) </math>? In general no. However, we can approximate <math class="inline"> x(t) </math> by interpolation values of <math class="inline"> x(t) </math> between the samples. | |
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− | + | Ex 1: Interpolation by using step function | |
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− | \ | + | <math> |
− | + | x(t) = \sum_{k =-\infty}^{\infty} x(kt)\left( u(t-kT) - u(t-(k+1)T) \right) | |
− | + | </math> | |
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− | + | Ex 2: Interpolation by using piecewise linear function | |
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− | + | Take take the current point and the next one and find a line that will connect the two | |
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− | + | Conclusion: There are infanately many ways to reconstruct the signal from samples and get an approximation. All of these could have been the initial <math class="inline"> x(t) </math>. So it is impossible to reconstruct <math class="inline"> x(t) </math> from samples. | |
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− | + | === Sampling Theorem=== | |
− | + | # Let <math class="inline"> \omega_m </math> be a non-neg number | |
− | \ | + | # Let <math class="inline"> x(t) </math> be a signal such that <math class="inline"> \mathcal{X}(\omega) = 0 </math> when <math class="inline"> |\omega| > \omega_m </math> (signal is band limited to <math class="inline"> -\omega_m \leq \omega \leq \omega_m</math> ) |
− | + | ||
− | + | If <math class="inline"> T < \frac{1}{2}\left( \frac{2\pi}{\omega_m} \right) </math> then <math class="inline"> x(t) </math> can be uniquely recovered from its samples | |
− | \ | + | |
− | + | =[[Lecture25ECE301S11|Lecture 25]]= | |
− | + | ||
− | + | ||
− | + | ---- | |
− | + | ||
− | + | Here are my lecture notes from [[ECE301]] you can download both files from my dropbox account by Prof. Boutin | |
− | + | ||
− | + | There are bound to be a few errors in the document, if you find them please let me know and I'll fix them ASAP. | |
− | + | ||
− | + | Lecture.pdf contains all lectures after lecture 5. | |
− | + | ||
− | + | [http://dl.dropbox.com/u/16176877/Lecture.pdf Lecture.pdf] | |
− | + | ||
− | + | [http://dl.dropbox.com/u/16176877/Lecture.tex Lecture.tex] | |
− | + | ||
+ | [http://dl.dropbox.com/u/16176877/Lecture_Notes_301_(5_-_10).pdf Lecture5.pdf] | ||
+ | |||
+ | [http://dl.dropbox.com/u/16176877/Lecture_Notes_301_(1_-_4).pdf Lectures 1 - 4] |
Latest revision as of 08:22, 11 April 2013
Lecture 21
Multiplication Property
$ \mathcal{F}(x_1(t) x_2(t)) = \frac{1}{2\pi}\mathcal{F}(x_1(t))*\mathcal{F}(x_2(t)) $
Causal LTI system defined by cst coeff diff equations
$ \sum_{k=0}^{N}a_k \frac{d^k}{dt^k}y(t) = \sum_{k=0}^{M}b_k \frac{d^k}{dt^k}x(t) $
What is the frequency response of this system? Recall:
$ \begin{align} \mathcal{H}(\omega) &= \mathcal{F}(h(t)) \\ \mathcal{Y}(\omega) &= \mathcal{H}(\omega)\mathcal{X}(\omega) \end{align} $
Steps to solve:
$ \begin{align} \mathcal{F}\left(\sum_{k=0}^{N}a_k \frac{d^k}{dt^k}y(t)\right) &= \mathcal{F}\left( \sum_{k=0}^{M}b_k \frac{d^k}{dt^k}x(t) \right) \\ \sum_{k=0}^{N}a_k \mathcal{F}\left(\frac{d^k}{dt^k}y(t)\right) &= \sum_{k=0}^{M}b_k \mathcal{F}\left(\frac{d^k}{dt^k}x(t)\right) \\ & \text{recall: }\mathcal{F}\left(\frac{d^n}{dt^n}y(t)\right) = (j\omega)^n Y(\omega) \\ \sum_{k=0}^{N}a_k \left( j \omega \right)^k \mathcal{Y}(\omega) &= \sum_{k=0}^{M}b_k \left( j \omega \right)^k \mathcal{X}(\omega) \\ \mathcal{Y}(\omega) &= \frac{\sum_{k=0}^{M}b_k(j\omega)^{k}}{\sum_{k^\prime=0}^{N}a_k(j\omega)^{k^\prime}} \mathcal{X}(\omega) \\ \mathcal{H}(\omega) &= \frac{\sum_{k=0}^{M}b_k(j\omega)^{k}}{\sum_{k^\prime=0}^{N}a_k(j\omega)^{k^\prime}} \\ h(t) &= \mathcal{F}^{-1}\left(\mathcal{H}(\omega)\right) \end{align} $
Def of DT F.T.
Here are the practice problems that do this: Problem 1, Problem 2, Problem 3
$ \begin{align} x[n] &\xrightarrow{\mathcal{F}} \mathcal{X}(\omega) \text{ in book as }\mathcal{X}(e^{j\omega})& \\ x[n] &\xleftarrow{\mathcal{F}^{-1}} \mathcal{X}(\omega) &\\ \mathcal{X}(\omega) & = \sum_{n=-\infty}^{\infty}x[n]e^{-j\omega n} &\\ x[n] &= \frac{1}{2\pi}\int_{0}^{2\pi} \mathcal{X}(\omega)e^{j \omega n} d\omega & \end{align} $
Example
Compute the FT of $ x[n] = 2^{-n}u[n] $
$ \begin{align} \mathcal{X}(\omega) &= \sum_{n=-\infty}^{\infty}x[n]e^{-j\omega n} \\ &= \sum_{n=-\infty}^{\infty}2^{-n}u[n]e^{-j\omega n} \\ &= \sum_{n=0}^{\infty}2^{-n}e^{-j\omega n} \\ &= \sum_{n=0}^{\infty}\left(\frac{1}{2e^{-j\omega}}\right)^n \\ &= \frac{1}{1-\frac{1}{2e^{j\omega}}} \end{align} $
Properties of DT FT
Periodicity
$ \begin{align} \mathcal{X}(\omega + 2\pi) &= \mathcal{X}\text{, for all } \omega \\ \text{because} & \\ \mathcal{X}(\omega + 2 \pi) &= \sum_{n=-\infty}^{\infty}x[n]e^{-j(\omega + 2\pi)n} \\ &= \sum_{n=-\infty}^{\infty}x[n]e^{-j\omega n} e^{-j2\pi n} \\ &= \sum_{n=-\infty}^{\infty}x[n]e^{-j\omega n} \\ &= \mathcal{X}(\omega) \end{align} $
Linearity
$ \text{for all }a,b,c \in \mathcal{C}\text{ and all } x_1[n],x_2[n] $
$ \mathcal{F}(ax_1[n] + bx_2[n]) = a\mathcal{F}(n_1[n]) + b\mathcal{F}(n_2[n]) $ provided both FT's exist.
The FT of DT periodic signals
$ x[n] \text{ periodic} \Rightarrow x[n] = \sum_{n=0}^{N-1}a_k e^{\omega_0 n k } $
$ \mathcal{F}(x[n]) = \sum_{n=0}^{N-1}a_k \mathcal{F}\left(e^{\omega_0 n k }\right) $, by linearity
so all we need is the FT of $ e^{j k \omega_0 n} $
we want $ \mathcal{X}(\omega) $ such that $ \frac{1}{2\pi}\int_{0}^{2\pi}\mathcal{X}(\omega)e^{j\omega t} d\omega = e^{j\omega_0 n k} $
try $ \mathcal{X}(\omega) = 2\pi \delta(\omega - k\omega_0) $ and it works. So the real answer is
$ \mathcal{X}(\omega) = \sum_{m = -\infty}^{\infty} 2\pi \delta(\omega - \omega_0 k + 2\pi m) $
Lecture 22
Time Shifting and Freq Shifting Property
$ \begin{align} \mathcal{F}(x[n-n_0]) &= e^{-j\omega n_0}\mathcal{F}(x[n]) \\ \mathcal{F}\left( e^{j \omega_0 n}x[n] \right) &= \mathcal{X}(\omega - \omega_0) \end{align} $
Conjugation and Conjugation Symmetry
$ \mathcal{F}\left( x^*[n] \right) = \mathcal{X}^*(-\omega) $
Important Corrilary
if signal is real then $ \mathcal{X}(\omega) = \mathcal{X}^*(-\omega) $ because $ x[n] $ is real.
$ \begin{align} x^*[n] &= x[n] \\ \mathcal{X}^*[-\omega] &= \mathcal{X}(\omega) \end{align} $
This mean that $ x[n] $ real
=> Re $ \mathcal{X}(\omega) $ is an odd function
=> Im $ \mathcal{X}(\omega) $ is an odd function
Panseval's relation
$ \sum_{n=-\infty}^{\infty}| x[n] |^2 = \frac{1}{2\pi} \int_{0}^{2\pi} | x[\omega] |^2 d\omega $
Convolution Property
$ \begin{align} \mathcal{F}(x[n]*y[n]) &= \mathcal{F}(x[n])\mathcal{F}(y[n]) \\ &= \mathcal{X}(\omega) \mathcal{X}(\omega) \end{align} $
so for any LTI system $ x \rightarrow h[n] \rightarrow y[n] = x[n]*h[n] $
Lecture 23
Multiplication Property
$ x[n]y[n] \xrightarrow{\mathcal{F}} \frac{1}{2\pi} \mathcal{X}(\omega)*\mathcal{Y}(\omega) $
Differentiation in frequency property
$ nx[n] \xrightarrow{\mathcal{F}} j\frac{d}{d\omega}\mathcal{X}(\omega) $
Example
Assume $ |\alpha | < 1 $
- Compute the FT of $ x_1[n] = \alpha^n u[n] $
- Use your andwer to compute the FT of $ x_2[n] = (n+1)\alpha^n u[n] $
Answer: 1)
$ \begin{align} \mathcal{X}_1(\omega) &= \sum_{n=-\infty}^{\infty}x[n]e^{-j\omega n} \\ &= \sum_{n=-\infty}^{\infty} \alpha^nu[n]e^{-j\omega n} \\ &= \sum_{n=0}^{\infty} \alpha^nu[n]e^{-j\omega n} \\ &= \sum_{n=0}^{\infty} \left(\alpha u[n]e^{-j\omega } \right) ^n \\ &= \frac{1}{1-\alpha e^{-j\omega}} \end{align} $
2)
$ \begin{align} \mathcal{X}_2(\omega) &= \mathcal{F}((x+1)\alpha^n u[n])\\ &= \mathcal{F}(n\alpha^n u[n]) + \mathcal{F}(\alpha^n u[n]) \\ &= j\frac{d}{d\omega}\mathcal{X}_1(\omega) + \mathcal{X}_1(\omega) \\ &= j\frac{d}{d\omega}\left( \frac{1}{1-\alpha e^{-j\omega}} \right) + \frac{1}{1-\alpha e^{-j\omega}} \\ &= \frac{1}{\left( 1 - \alpha e^{-j\omega} \right)^2} \end{align} $
LTI systems defined by linear, constant coef diff eq's
$ \sum_{k=0}^{N}a_k y[n-k] = \sum_{k=0}^{M}b_k y[n-k] $
Example: $ y[n] - \frac{3}{4} y[n-1] + \frac{1}{8}y[n] = 2x[n] $ can look at this eq in freq domain.
$ \begin{align} \mathcal{F}(y[n] - \frac{3}{4} y[n-1] + \frac{1}{8}y[n]) &= 2\mathcal{F}(x[n]) \\ \mathcal{Y} - \frac{3}{4}\mathcal{F}(y[n-1]) + \frac{1}{8}\mathcal{F}(y[n-8]) &= 2\mathcal{X}(\omega) \\ \mathcal{Y}(\omega) - \frac{3}{4}e^{-j\omega}\mathcal{Y}(\omega) + \frac{1}{8}e^{-2j\omega}\mathcal{Y}(\omega) &= 2\mathcal{X}(\omega) \end{align} $
$ \begin{align} \mathcal{Y}(\omega) &= \frac{2}{1 - \frac{3}{4}e^{-j\omega} + \frac{1}{8}e^{-2j\omega}}\mathcal{X}(\omega) \\ \mathcal{H}(\omega) &= \frac{2}{1 - \frac{3}{4}e^{-j\omega} + \frac{1}{8}e^{-2j\omega}} \\ &= \frac{4}{1-\frac{1}{2}e^{-j\omega}} + \frac{-2}{1-\frac{1}{4}e^{-j\omega}} \\ h[n] &= 4\left(\frac{1}{2}\right)^n u[n] - 2 \left( \frac{1}{4} \right)^n u[n] \end{align} $
Now find the systems responce to $ x[n] = \left( \frac{1}{4} \right)^n u[n] $
$ \begin{align} \mathcal{Y}(\omega) &= \mathcal{X}(\omega)\mathcal{Y}(\omega) \\ &= \left(\frac{4}{1-\frac{1}{2}e^{-j\omega}} + \frac{-2}{1-\frac{1}{4}e^{-j\omega}}\right)\frac{1}{1-\frac{1}{4}e^{-j\omega}} \\ &= \frac{4}{\left(1-\frac{1}{2}e^{-j\omega}\right) \left(1-\frac{1}{4}e^{-j\omega}\right)} - \frac{2}{\left(1-\frac{1}{4}e^{-j\omega}\right)^2} \\ &= \frac{-4}{1-\frac{1}{2}e^{-j\omega}} + \frac{8}{1-\frac{1}{4}e^{-j\omega}} - \frac{2}{\left(1-\frac{1}{4}e^{-j\omega}\right)^2} \\ y[n] &= -4\left(\frac{1}{4}\right)^n u[n]+8\left(\frac{1}{2}\right)^n u[n] -2(n+1)\left(\frac{1}{4}\right)^n u[n] \end{align} $
Lecture 24
Section 7.1 Sampling \ Representing a CT signal by Sampling
What is sampling? The process of measuring a CT signal is to take samples ( at the same interval for ECE301 ) so you get a vector of values that fit the equation $ x(nT) $ where n is an int and the distance between the samples is T. This makes a DT signal $ x_d[n] = x(nT) $
Problem: given $ x_d[n] $ can you reconstruct $ x(t) $? In general no. However, we can approximate $ x(t) $ by interpolation values of $ x(t) $ between the samples.
Ex 1: Interpolation by using step function
$ x(t) = \sum_{k =-\infty}^{\infty} x(kt)\left( u(t-kT) - u(t-(k+1)T) \right) $
Ex 2: Interpolation by using piecewise linear function
Take take the current point and the next one and find a line that will connect the two
Conclusion: There are infanately many ways to reconstruct the signal from samples and get an approximation. All of these could have been the initial $ x(t) $. So it is impossible to reconstruct $ x(t) $ from samples.
Sampling Theorem
- Let $ \omega_m $ be a non-neg number
- Let $ x(t) $ be a signal such that $ \mathcal{X}(\omega) = 0 $ when $ |\omega| > \omega_m $ (signal is band limited to $ -\omega_m \leq \omega \leq \omega_m $ )
If $ T < \frac{1}{2}\left( \frac{2\pi}{\omega_m} \right) $ then $ x(t) $ can be uniquely recovered from its samples
Lecture 25
Here are my lecture notes from ECE301 you can download both files from my dropbox account by Prof. Boutin
There are bound to be a few errors in the document, if you find them please let me know and I'll fix them ASAP.
Lecture.pdf contains all lectures after lecture 5.