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We can think of the long term trend as low frequency component and annual cycle as high frequency component. In order to remove the annual cycle, we need a low pass filter.
 
We can think of the long term trend as low frequency component and annual cycle as high frequency component. In order to remove the annual cycle, we need a low pass filter.
 +
The sampling rate <math>f_s=12</math>samples/year. The periodic component has frequency of <math>f_c=1</math>cycle/year.
 +
So the low pass filter has cutoff frequency of <math>\omega_s=\frac{2\pi \cdot 1}{12}=\frac{\pi}{6}</math>samples/year
  
 
==Question 3==
 
==Question 3==

Revision as of 10:47, 30 September 2013


Homework 6, ECE438, Fall 2013, Prof. Boutin

Please leave all mistakes and instructor's comments as is, unless otherwise noted by Prof. Mimi.


Question 1

The sampling rate should be at least twice of the highest frequency of the signal to avoid aliasing. Let's make it just twice of the highest frequency for illustration.

$ \begin{align} f_s=2 \cdot 2500=5000Hz \end{align} $

  • Instructor's comment: Actually, strictly speaking, it should be greater than 5000HZ. -pm

We'd like a high pass filter that filters our everything below 60 Hz.

$ \begin{align} \omega_c=\frac{2\pi \cdot f_c }{f_s}=\frac{2\pi \cdot 60 }{5000} \end{align} $

Hw6 1.jpg

Question 2

We can think of the long term trend as low frequency component and annual cycle as high frequency component. In order to remove the annual cycle, we need a low pass filter. The sampling rate $ f_s=12 $samples/year. The periodic component has frequency of $ f_c=1 $cycle/year. So the low pass filter has cutoff frequency of $ \omega_s=\frac{2\pi \cdot 1}{12}=\frac{\pi}{6} $samples/year

Question 3

Question 4

a) For $ k=0,1,...,N-1 $

$ \begin{align} X_N(k) &= \sum_{k=0}^{N-1}x[n]e^{-\frac{j2\pi nk}{N}} \\ &= x[0]e^{-\frac{j2\pi 0\cdot k}{N}} \\ &= 1 \end{align} $

  • Instructor's comments: How about the other values of k? -pm

b) Using Euler Formula, we have

$ \begin{align} x[n] &= e^{\frac{j\pi n}{3}}(\frac{ e^{\frac{j\pi n}{6}} + e^{-\frac{j\pi n}{6}} }{2}) \\ &= \frac{1}{2}e^{\frac{j\pi n}{2}} + \frac{1}{2}e^{\frac{j\pi n}{6}} \end{align} $

Observing that $ x[n] $ has fundamental period $ N=12 $. Using IDFT, we have

$ \begin{align} x[n] &= \frac{1}{N}\sum_{n=0}^{N-1}e^{\frac{j2\pi nk}{N}} \\ \frac{1}{2}e^{\frac{j\pi n}{2}} + \frac{1}{2}e^{\frac{j\pi n}{6}} &= \frac{1}{12}\sum_{n=0}^{11}e^{\frac{j2\pi nk}{12}} \end{align} $

By comparison, we know for $ k=0,1,...,11 $

$ X_{12}[k] = \left\{ \begin{array}{ll} 6, & k=1,3 \\ 0, & otherwise. \end{array} \right. $

  • Instructor's comments: How about k=12, k=13, and all the other values of k? -pm

c)

$ x[n]=(\frac{1}{\sqrt 2} + j\frac{1}{\sqrt 2})^n = (e^{\frac{j\pi}{4}})^n $

Then $ x[n] $ has fundamental period $ N=8 $. Using IDFT, we have

$ \begin{align} x[n] &= \frac{1}{N}\sum_{n=0}^{N-1}e^{\frac{j2\pi nk}{N}} \\ e^{\frac{j\pi n}{4}} &= \frac{1}{8}\sum_{n=0}^{7}e^{\frac{j2\pi nk}{8}} \end{align} $

By comparison, we know for $ k=0,1,...,7 $

$ X_{8}[k] = \left\{ \begin{array}{ll} 8, & k=1 \\ 0, & otherwise. \end{array} \right. $

  • Instructor's comments: Don't forget to say that K[k} repeats periodically with period 8. THat way, all values of k are covered. -pm

Question 5

Observing that $ X(k) $ has a fundamental period $ N=4 $

$ \begin{align} x[n] &= \frac{1}{N}\sum_{k=0}^{N-1}(e^{j \pi k }+e^{-j \frac{\pi}{2} k})e^{\frac{j2\pi nk}{N}} \\ &= \frac{1}{4}\sum_{k=0}^{3}(e^{\frac{j2\pi (n+2)k}{4}} + e^{\frac{j2\pi (n-1)k}{4}}) \\ &= \frac{1}{4}\sum_{k=0}^{3}(e^{\frac{j2\pi (n+2)k}{4}-j2\pi k} + e^{\frac{j2\pi (n-1)k}{4}}) \\ &= \frac{1}{4}\sum_{k=0}^{3}(e^{\frac{j2\pi (n-2)k}{4}} + e^{\frac{j2\pi (n-1)k}{4}}) \\ \end{align} $

when $ n\neq 1 \text{ or } 2 $, using geometric series summation formula we have

$ x[n]=\frac{1}{4}( \frac{1-e^{j2\pi (n-2)}}{1-e^{\frac{j2\pi (n-2)}{4}}} + \frac{1-e^{j2\pi (n-1)}}{1-e^{\frac{j2\pi (n-1)}{4}}} ) = 0 $

when $ n=1 \text{ or } 2 $

$ x[n]=\sum_{k=0}^{3}1=4 $

$ x[n] $ will be periodic with 4.

NOTE: In general, $ X(k) $ does not need to have a length equal to the fundamental period. Suppose N is an arbitrary number, we can still derive the IDFT using argument that is similar to the one described above.


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