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22/7/4 1 Zhongguo Liu_Biomedical Engineering_Shand ong 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 山山山山山山山 山山山山山山山 山山山山山山山山 山山山山山山山山 ( ( 山山 山山 ) ) http://course.sdu.edu.cn/bdsp.html http://course.sdu.edu.cn/bdsp.html

2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

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Page 1: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

23/4/21 1Zhongguo Liu_Biomedical Engineering_Shandong U

niv.

Biomedical Signal processingChapter 5 Transform Analysis

of Linear Time-Invariant Systems

Zhongguo Liu, Biomedical Engineering

School of Control Science and Engineering, Shandong University

山东省精品课程山东省精品课程《《生物医学信号处理生物医学信号处理 (( 双语双语 )) 》》http://course.sdu.edu.cn/bdsp.htmlhttp://course.sdu.edu.cn/bdsp.html

Page 2: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

2

Chapter 5 Transform Analysis of Linear Time-

Invariant Systems5.0 Introduction5.1 Frequency Response of LTI Systems5.2 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 Phase5.5 All-Pass System5.6 Minimum-Phase Systems5.7 Linear Systems with Generalized Linear

Phase

Page 3: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

3

5.0 IntroductionAn LTI system can be characterized in

time domain by impulse responseOutput of the LTI system:

h n

k

knhkxnhnxny

zXzHzY

in Z-domain by system function

in frequency-domain by Frequency response

jwjwjw eXeHeY

With Fourier Transform and Z-transform, an LTI system can be characterized H z

jwH e

Page 4: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

4

5.1 Frequency Response of LTI Systems

jwjwjw eXeHeY

jwjwjw eXeHeY

Phase response (phase shift) jweH

jwjwjw eXeHeY

jweHFrequency response

jweHMagnitude response (gain)

distortions

change on useful signal

syst

em

Usefulinput signal

+deleteriou

ssignal

Page 5: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

5

5.1.1 Ideal Frequency-Selective Filters

Ideal lowpass filter

1,

0,cjw

lpc

w wH e

w w

jweH

0 cwcw 22

1

sin,

c

lp

w n

nnh n

Noncausal, not computationally realizable

no phase distortion

Page 6: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

6

5.1.1 Ideal Frequency-Selective Filters

Ideal highpass filter

0,

1,cjw

hpc

w wH e

w w

sin,c

hp

w nh n n n

n

0 cwcw 22

jweH

1

1 jwlpH e

Page 7: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

7

5.1.1 Ideal Frequency-Selective Filters

Ideal bandpass filter

1 21,

0,

c cjwbp

w w wH e

others

01cw

1cw

jweH

1

2cw2cw

Page 8: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

8

5.1.1 Ideal Frequency-Selective Filters

Ideal bandstop filter

1 20,

1,

c cjwbs

w w wH e

others

0

jweH

1

1cw1cw

2cw2cw

Page 9: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

9

5.1.2 Phase Distortion and Delay

did nnnh

dnnxny

djwnjwid eeH

1jwid eH wwneH d

jwid ,

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:

Page 10: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

10

Group Delay(群延迟, grd )

For ideal delay system

argjw jwdw H e Hd eg

wr

d

d d

dwn n

dw

0arg jwdIf H e wn dthen w n

The group delay represents a convenient measure of the linearity of the phase.

arg arg djwnjwd dw H e e

dw dw

Page 11: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

Given a narrowband input x[n]=s[n]cos(w0n) for a system with frequency response H(ejw), it is assumed that X(ejw) is nonzero only around w =w0

11

Group Delay(群延迟, grd )

00 00[ ] cos( )d

jd

wy n H e s n wn wn n

0arg ,jwdI wf H e n dnthen w

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 .

dn

Group Delay

Page 12: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

12

25.0w85.0w

5.0w

Example 5.1 Effect of Attenuation and Group Delay

Three consecutive narrowband pulsesis applied to a filter

连贯的

Page 13: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

13

Ex. 5.1 Effect of Attenuation and Group Delay

Filter frequency response

Group Delay

magnitude

25.0w

85.0w5.0w

Page 14: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

14

25.0w85.0w 5.0w

Group Delay

50

Group Delay

200

Page 15: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

15

5.1.2 Phase Distortion and Delay

Ideal lowpass filter with linear phase delay

,

0,

djwncjw

lpc

e w wH e

w w

nnnn

nnwnh

d

dclp ,

sin

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 nd )

Page 16: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

16

5.2 System Functions For LTI Systems Characterized by Linear Constant-coefficient Difference

equation

Linear Constant-coefficient Difference equation

M

kk

N

kk knxbknya

00

M

k

kk

N

k

kk zXzbzYza

00

zXzbzYzaM

k

kk

N

k

kk

00

Page 17: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

17

5.2 LTI System Characterized by Linear Constant-coefficient

Difference equation

M

kk

N

kk knxbknya

00

M

k

kk

N

k

kk zXzbzYza

00

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]=an+1c + Kanu[n], for all n, x[n] have z-transform K, y[n] have no z-transform.)

Page 18: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

18

11 0 :k kz c zec roz

1

0 0 1

10

0 1

1

1

MMk

kkk kN N

kk k

k k

c zb zY z b

H zX z aa z d z

11 0 :k kz d pod lez

For an LTI system:

its poles and zeros:

5.2 System Functions For Systems Characterized by Linear Constant-coefficient

Difference equation

Page 19: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

19

Ex. 5.2 find difference equation for second-order System function

21

1 1

1

1 31 1

2 4

zH z

z z

zXzzzYzz 2121 218

3

4

11

21228

31

4

1 nxnxnxnynyny

1 2

1 2

1 21 3

14 8

Y zz z

X zz z

Solution:

Page 20: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

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.

Page 21: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

21

Causality

For a causal system the impulse response must be right-sided sequence.

nh

The region of convergence (ROC) of must be outside the outermost pole.

zH

0, 0h n for n

Page 22: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

22

Stability

n

nh

1

zforznhn

n

ROC of includes the unit circle

zH

For a stable system The impulse response must be absolutely summable, i.e.,

Page 23: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

23

Ex. 5.3 Determine the ROC, Stability and causality for LTI

system:

nxnynyny 212

5

1121 21

21

1

1

25

1

1

zzzz

zH

poles: 1/2, 2; zeros(two) : 0

Solution:

Page 24: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

24

Example 5.3 Determining the ROC

2 : ,z causal not stable

12 :

2,

z

stable not causal

stablenotcausalnotz ,:2

1

1)

2)

3)

Page 25: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

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.

Page 26: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

26

5.2.2 Inverse Systems

1,iG z H z H z 1

iH zH z

Time domain: nnhnhng i

Not all systems have an inverse. Ideal LPF hasn’t

For a LTI system , the inverse system

which cascaded with satisfies:

H z iH z zH

jwjw

i eHeH

1Frequency response

x[n] y [n] h n ih n( )H z ( )iH z

Page 27: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

27

5.2.2 Inverse Systems

N

kk

M

kk

zd

zc

a

bzH

1

1

1

1

0

0

1

1

N

kk

M

kk

i

zc

zd

b

azH

1

1

1

1

0

0

1

1

ROC of and ROC of must overlap, for convolution theorem to hold:

zH zH i

zHzH i

1systems with

rational system functions:

ih n h n n 1,iH z H z

Page 28: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

28

Ex. 5.4 analyse Inverse System for First-Order

System

1

1

1 0.5:

1 0.0

9.9

zH z R zOC

z

1

1

1 0.9:

1 0.0.5

5i

zH z ROC

zz

15.09.05.0 1 nununh nni

:i stable and cH z ausal

Solution:

Page 29: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

29

Ex. 5.5 find Inverse for System with a Zero in the

ROC

1

1

0.5:

1 0.0.9

9

zH z R zOC

z

1

1

1

1

21

8.12

5.0

9.01

z

z

z

zzH i

1

1: 2 2 1 1.8 22n n

iROC h n uz n u n

1

2: 2 2 1.82 2 1n n

iROC h n u n u nz

20.9Solution:

: ,i nos tta caH blez usal

1)

2)

: ,i noc tau stH salz able

Page 30: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

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

zH

Such systems are referred as minimum-phase systems

1

9.0:9.01

5.011

1

zROCz

zzH

5.0:5.01

9.011

1

zROCz

zzH i

Page 31: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

31

5.2.3 Impulse Response for Rational System Functions

For a LTI system

N

k k

kNM

r

rr zd

AzBzH

11

0 1

N

k

nkk

NM

rr nudArnBnh

10

can be infinite impulse response (IIR)

or finite impulse response (FIR)

If causal,

0

0

, M N

Mk

kkN

kk

k

b zH z

a z

Page 32: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

32

FIR System

0

, 0

0,

M

kn

k

b n Mh n n k

otherb

wise

0

Mk

kk

H z b z

0

M

kk

y n b x n k

( )

( )

Y Z

X Z

0

[ ]M

k

nb k k

Page 33: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

33

Ex.5.6 A First-Order IIR System

nxnayny 1

1

1, :

1H z ROC a

azz

1,a

nuanh n

Determine System function, condition of stability, h[n] for stable, causal System.

Solution:∵ it is causal

condition of stability:

Page 34: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

34

Ex.5.7 A Simple FIR System

otherwise

Mnanh

n

,0

0,

1

11

0 1

1

az

zazazH

MMM

n

nn

2 1: , 0,1, ,j k Mkz ae kzeros M

7M

Determine System function, zero-pole plot, stability, difference equation For h[n]:

Solution:

system is stable: kpole p a

, 0z

Page 35: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

35

Example 5.7 A Simple FIR System

Difference equation

0

Mk

k

y n a x n k

11 1My n ay n x n a x n M

0

( )

( )

Mn n

n

aY

HZ

z zX Z

1 1

1

1

1

M Ma z

az

Page 36: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

36

5.3 Frequency Response for Rational System

FunctionsIf a stable LTI system has a

rational system function

N

k

jwkk

M

k

jwkk

jw

ea

ebeH

0

0

Its frequency response is

N

k

kk

M

k

kk

za

zbzH

0

0

Page 37: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

37

5.3 Frequency Response for Rational System

Functions

N

k

jwk

M

k

jwk

jw

ed

ec

a

beH

1

1

0

0

1

1

N

k

jwk

M

k

jwk

jw

ed

ec

a

beH

1

1

0

0

1

1

2jw jw jwH e H e H e

22

0 1

0 *

1

1 1

1 1

Mjw

k kjw

j

jw kN

jwk k

w

k

c e c eb

H ea

d e d e

magnitude-squared function:

Page 38: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

38

Log magnitude

010 10 10

1 10

20log 20log 1 20log 1M N

jw jwk k

k k

bc e d e

a

1020log jwGain in d H eB

1020log jwAtt H eenuatio Gain in dn in dB B

1020log jwH e log magnitude in dB

N

k

jwk

M

k

jwk

jw

ed

ec

a

beH

1

1

0

0

1

1

Page 39: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

39

Output: Log magnitude, phase

jwjwjw eXeHeY

jwjwjw eXeHeY 101010 log20log20log20

jwjwjw eXeHeY

jwjwjw eXeHeY

Page 40: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

40

N

k

jwk

M

k

jwk

jw edeca

beH

110

0 11

1 1

arg 1 arg 1N M

jw jw jwk k

k k

gd d

H e d e c edw

rddw

0 1

0

1

1

1

Mjw

kjw k

Njw

kk

c eb

H ea

d e

Phase Response for a rational system function

group delay:

Page 41: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

41

Phase Response

1 1

a arg 11rg jwN M

jwk

j

kk

k

wd dgrd H e

dwe c

dd

we

22

22

{ }cos

1 2 cos 1 2 { }

jwk k

jwk k

d Re d er r w

r r w d Re d e

( )11 1j jw jk

jw we red ree

sinarg 1 arctan

1 cosjw

k

r wd e

r w

1 cos sinr w jr w

sinarctan

1 cos

r wd

dw r w

2

1arctan '

1x

x

Page 42: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

42

Phase Response

1 1

arg 1 arg 1N M

jw jwjk

k k

wk

dd e

dgrd H e

ddwe c

w

2

2

{ }

1 2 { }

jwk k

jwk k

d Re d e

d Re d e

sinarctan

1 cos

r wd

dw r w

2 2

2 21 1

{ } { }

1 2 { } 1 2 { }

jw jwN Mk k k k

jw jwk kk k k k

d Re d e c Re c e

d Re d e c Re c e

arg 1 jwk

dd e

dw

Page 43: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

43

Principal Value(主值)Principal Value of the phase of jweH

jwHARG e

2

where r w is a positive or negative integer

jw jwH e H eA r wRG

wredARG

ecARGa

bARGeHARG

N

k

jwk

M

k

jwk

jw

21

1

1

10

0

0 1

0

1

1

1

Mjw

kjw k

Njw

kk

c eb

H ea

d e

Page 44: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

441 2 3 4 5 6 7

2

jw jw

jw

arg

AR

H e H e

H e r wG

we refer to ARG [H(ejw)] as the "wrapped" phase,

continuous (unwrapped) phase curve is denotedas arg [H (ejw)]

卷绕的

解卷绕的

Page 45: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

45

5.3.1 Frequency Response of a Single Zero or Pole

1 1 1jw jwk kc e or d e

1 : , :j jw r radiusre e wher anglee

2

2

1 1 1

1 2 cos

j jw j jw j jwre e re e re e

r r w

wrrere jwj cos21log101log20 21010

1. formular method 2. Geometrical method

magnitude-squared function:

log magnitude in dB

Page 46: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

46

5.3.1 Frequency Response of a Single

Zero or Pole

wr

wrereARG jwj

cos1

sintan1 1

2 2

22

cos cos1

1 2 cos 1

j jw

j jw

r r w r r wgrd re e

r r w re e

1 1 cos sinj jwre e r w jr w

group delay:

Phase Response :

Page 47: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

47

Log Magnitude response for a single zero with r=0.9

0

2

wrrere jwj cos21log101log20 21010

1 j jwre e

Page 48: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

48

for a single zero with r=0.9

0

2

Group Delay

Phase response

1 sintan

1 cos

r w

r w

2

2

cos1

1 2 cosj jw r r w

grd re er r w

0.470.45 0.470.461 j jwre e

0

Page 49: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

49

frequency response is associated with vector diagrams in the complex plane and

pole-zero plots

2. Geometrical method

Page 50: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

50

frequency response is associated with vector diagrams in the complex plane and

pole-zero plots

2. Geometrical method

Page 51: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

51

Magnitude response for a single zero with

5.0r

7.0r

9.0r

1r

Page 52: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

52

Phase response for a single zero with

5.0r

7.0r9.0r

1r

Page 53: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

53

Group Delay for a single zero with

5.0r

7.0r

9.0r

Page 54: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

54

Page 55: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

55

for a single zero outside the unit circle, with

Page 56: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

56

Magnitude response for a single zero outside the unit circle, with

9.01r

25.1r

0.2r

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Phase response for a single zero outside the unit circle,

with

9.01r

25.1r

0.2r

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Group Delay for a single zero outside the unit circle, with

9.01r

25.1r

0.2r

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5.3.2 Examples with Multiple Poles and Zeros

( self study)

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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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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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5.4 Relationship Between Magnitude and Phase

2* * *1

jw

jw jw jw

z eH e H e H e H z H z

N

kk

M

kk

zd

zc

a

bzH

1

1

1

1

0

0

1

1

*

* 0 1*

*0

1

11

1

M

kkN

kk

zb

ad z

cH

z

1 *2

* * 0 1

1 *0

1

1 11

1 1

M

k kkM

k kk

c z cb

zC z H z H z

azd z d

kc *1 kc

kd*1 kd

共轭倒数对conjugate reciprocal pairs

* *1 1 ( ) 1jw

jw jw

z e

jwz e e e z

magnitude-squared system

function

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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).

zH

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

C z

* *1H z H z

* *1C z H z H z

but its zeros are not uniquely identified by C(z)

pz

*pz

1 pz

*1 pz

2z21 z

*11 z

1z

*1z

11 z

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64

Example 5.11

1

1 1 4 1

1

4

1

1 0.8 1 0.

2 1 5

8

0.j j

zH z

e z e z

z

1

2 1 1

1

4 4

1 21

1 0.8 1 0.8j j

zH z

e z e

z

z

* *2 2 2 1C z H z H z

Two systems with

have same magnitude-squared system function

* *1 1 1

1

4 1

1

4 1 4 4

1

1 1

1 0.8 1 0.

2 1 0

8 1 0.8 1 0

2 1

.8

0 5. .5j j j j

C z H z H z

z z

e z e

z

z e e z

z

z

11 12 1 0.5 1 22 1 0.5 1 2zzz zz z

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Example

1H z

1 1

2 4 1 4 1

1 1 2

1 0.8 1 0.8j j

z zH z

e z e z

2H z

* * * *1 1 2 21/ 1/C z H z H z H z H z

1 1

1 4 1 4 1

2 1 1 0.5

1 0.8 1 0.8j j

z zH z

e z e z

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Ex. 5.12 given

1 *

1 11

z aH z H z

az

1 *

11

z a

az

1

* 1 *

1

1

z a az

a z z a

* * * *1 11 1C H z H z H z H zz

apH z * *1apH z 1

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

* *1apH z apH z1

* *1C z H z H z

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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: p1, p2, p3;H(z) Zeros: (z1, z2, z3),

or (z1, z2, z6), or (z4, z5, z3), or (z4, z5, z6),

* *1C z H z H z

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5.5 All-Pass(全通 ) SystemA stable system function of the form

1 *

1,

1ap

z aH z

az

z a*1z a , Pole:

Zero:

*1 az

az

apH z * *1apH z 1

jw

jwjw

jw

jwjw

ap ae

eae

ae

aeeH

1

1

1

**

11

1 *

jw

jwjwjw

ap ae

eaeeH

frequency-response

magnitude is unity

,1 c la ausa

,1 non la causa*1 az

az

unit circle

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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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General Form of All-Pass System

1 * 11

1 1 * 11 11 1 1

tan''

cr MMk kk

apk kk

k

k

ap

ap

k

k

z e z ez dH z A

d z e z e zwhere A is a pd real pol

ositive cons ts are the of H zs are thee complex pol o zs

se f H

e

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5.5 All-Pass System

( )

( )

(1 )

(1 )

jw j w

j w

e re

re

sin2arctan

1 cosjw

ap

r wH e w

r w

j

jwj

jjw

jw

jwjw

ap reaifere

ree

ae

aeeH

11

*

(1 cos sin )

1 cos sin

jwe r w jr w

r w jr w

phase response

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5.5 All-Pass System group delay of a causal all-pass system is positive

1

jw j

j jw

e re

re e

sin2arctan

1 cos

r ww

r w

2

2

cos1 2

1 1 2 cos

jw j

j jw

r r we regrd

re e r r w

2 2

2

1 2 cos 2 2 cos

1 2 cos

r r w r r w

r r w

2

2

1

1 2 cos

r

r r w

2

2

1

1 j jw

r

re e

0

1then r

,if stable causal

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73

nonpositivity of the unwrapped Phase of All-Pass Systems

0

0arg argwjw j

ap ap apjH e grd H e d H e

0arg arg 0jap AeH 0jw

apgrd H e

0arg 0jwap fH o we r

1 * 11

1 1 * 11 11 1 1

cr MMk kk

apk kk k k

z e z ez dH z A

d z e z e z

0for w

*

*

0

1 1

1 11

1 1 1

crk kk

k k k

MMj

apk k

e ed

d e eH e A A

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Example 5.13 analyse First-Order All-Pass System

: 0.9, 0.9, 0rpole z

: 0.9, 0.9,rpole z

11

1 *

jw

jwjwjw

ap ae

eaeeH

Log magnitude 1

jw jjw

ap j jw

e reH e

re e

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76

Example 5.13 First-Order All-Pass System: "wrapped"

phase

: 0.9, 0.9,pole z r

: 0.9, 0.9, 0pole z r

sin2arctan

1 cos

r ww

r w

1

jw jjw

ap j jw

e reH e

re e

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Example 5.13 First-Order All-Pass System: group

delay

,9.0

,9.0:

r

zpole

0,9.0

,9.0:

r

zpole

2

2

1

1 j jw

r

re e

2

2

1

1 2 cos

r

r r w

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Second-Order All-Pass System

with poles at and

.

( )

(

( )

(1 )1 )

jw jjw

ap

j

j jw

w j

j jw

e re

re e

e re

re eH e

1

1

sin( )( )2 2 tan

(1 )(1 ) 1 cos

sin 2 tan

1 cos

jw j jw j

j jw j jw

r we re e rew

re e re e r w

r w

r w

jz re jz re

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Ex. 5.13 Second-Order All-Pass System :

4: 0.9 jpole z e Magnitude

Phase"wrapped"

Group delay 4

2

4

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Fig. 5.21 fourth order all-pass system

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81

Frequency response of Fig. 5.21

Magnitude

Phase

Group delay

"wrapped"

24

4

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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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11 0 :k kz c zec roz

1

0 0 1

10

0 1

1

1

MMk

kkk kN N

kk k

k k

c zb zY z b

H zX z aa z d z

11 0 :k kz d pod lez

5.6 Minimum-Phase Systems

For an LTI system:

its poles and zeros:

Its inverse:

1invH z

H z

:kz d zero:kz c pole

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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.

1p

3z

1z

2z 2p

3pUnit

Circle

1p

3z1z

2z

2p

3p

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.

1p

3z

1z

2z 2p

3pUnit

Circle

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86

5.6.1 Minimum-Phase and All-Pass Decomposition

Any rational system function can be expressed as

zHzHzH apminSuppose has one zero outside the

unit circle at , , and the remaining poles and zeros are inside the unit circle.

zH*1z c 1c

1

1min

*

1

z

cz

cH z

11 *zH z H z c

stable, causal in the text, but it applies more generally.

reflect the zero to conjugate reciprocal locations inside the unit circle:

1

*

1

1

11

1cz

z

z

cH z

c

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87

Example 5.14 Minimum-Phase/All-Pass Decomposition

11

11 31

12

z

zH z

circleunittheinsidezpole2

1:

: 3 :z outside the unit czero ircle1

3z

1

1

1

11

3 ,

3

apH zz

z

1

min1

11

31

13

2

H zz

z

reflect this zero to conjugate reciprocal locations inside the unit circle:

(1)

1 min apH z H z H z

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Example 5.14 Minimum-Phase/ All-Pass Decomposition

4

21

1 4 13 31

2

3

21

1

1 j je z

z

zz

eH

circleunittheinsidezpole3

1:

43: :

2j outside the uzer nito z c re i cle

42

3jz e reflect two zeros to conjugate

reciprocal locations inside the unit circle:

(2)

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Example 5.14 Minimum-Phase/All-Pass Decomposition

4 1

4 1

1 1

1 4

41

1

44 2 29 3

21

32

1

21

321

31

3

3

34 1

j jj j

jj

e z

e z

ee z

e z

z

z

ez

4 1

21

413 31

2

3

21

11

j jz ze

z

eH z

min apH z H z

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5.6.2 Frequency-Response Compensation

When a signal has been distorted by an LTI system with an undesirable frequency response, perfect compensation:

nsnsc zHzH

dc

1If poles and zeros of Hd(z)

are inside the unit circle :

Page 90: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

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

zH d

zH c

then perfect compensation is possible only if is a minimum-phase system.

dH z

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5.6.2 Frequency-Response Compensation

min

1

dc H

Hz

z

minmin

1d pc pd a

daH z H z HH z

H zG zzz H

min ,apdd H zH z H z

If isn’t minimum-phase, its inverse then isn’t stable, so we decompose

zH d

zH d

G z

cs n s n

stable

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Example 5.15 Compensation of an FIR System

0.6 1 0.6 1

0.8 1 0.8 11 1.25 1 1.

1 0.9 1

5

0.9

2j

j jd

j

H z e z e

e z e

z

z

for causal

unstable, is d

inverz

seH

zeros: outside the unit circle,

Solution:

min ,apdd H z HH z zdecomposition is needed:

min

1c

d

H zH z

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94

frequency response of

Magnitude

Phase

Group delay

zH d

"wrapped"

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95

Example 5.15 Compensation of an FIR System

18.018.0

16.016.0

25.1125.11

9.019.01

zeze

zezezHjj

jjd

1 0.8 1 0.8

0.8 1 0.8 11 0

0.8 0.

. 0

8

8 1 .8

j j

ap j j

zH

e

e z e

z ez

z

min ,apdd H z HH z z

2 1 0.8 1 0.81.25 0.8 0.8j jz e z e min ofCompe  nsation , causal, stable: dinverse H z

min

1c

d

H zH z

0.6 1 0.

0.8 1 0.8 1

6min

2 11 0.9 1 0

1 0.8 1 0.

1.25

8

.9j j

j

d

j

H z e z e z

e z e z

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96

Frequency response of

Magnitude

Phase

Group delay

mindH z

"wrapped"

Minimum Phase-Lag

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Frequency response of apH z

Magnitude

Phase

Group delay

"wrapped"Maxmum Phase-Lag

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5.6.3 Properties of Minimum-Phase Systems

1. Minimum Phase-Lag Property

jwap

jwjw eHeHeH min

minarg arg argjw jw jwapH e H e H e

arg 0jwapH e for all w

minarg argjw jwH e H e For all systems that have a given magnitude response , minimum-phase system has the Minimum Phase-Lag.

minjwH e

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99

0 0j

n

H e h n

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

jwH e

0.w

h n jwH eIts 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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5.6.3 Properties of Minimum-Phase Systems

2. Minimum Group-Delay Property

jwap

jwjw eHeHeH min

jwap

jwjw eHgrdeHgrdeHgrd min

0jwapgrd H e for all w

minjw jwgrd H e grd H e

For all systems that have a given magnitude response , minimum-phase system has the Minimum Group Delay.

minjwH e

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5.6.3 Properties of Minimum-Phase Systems

3. Minimum Energy-Delay PropertyFor any causal, stable, LTI systems

min ,jw jwH e H e min0 0h h

2

02

min

2

2

min0

1

21

2

n

w

jw

n

jH e dw

H e h nw

n

d

h

HW 5.65

If then

1 *

min 1lim ,

1z

z cH z H

zz

c

min0 0 ch h

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102

Minimum Energy-Delay Property

For any causal LTI systems, define the partial energy of the impulse response

n

m

mhnE0

2

2

mi

2

n00

n

m

n

m

h h mm

HW 5.66

For all systems that have a given magnitude response , minimum-phase system has the Minimum Energy-Delay.

minjwH e

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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.

0.60.9 je 0.80.9 je

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 ha[n]

maximum-phase sequence hb[n].

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106

Fig.5.32 Partial energies for the four sequences of Fig. 5.30. (Note that Ea[n] is for the minimum-phase sequence ha[n] and Eb[n] is for the maximum-phase sequence hb[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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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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5.7.1 System with Linear Phase

, :jw jwid reaH e w le

1jwid eH weH jw

id

jwid eHgrd

sin,

if is in t eger

id

nh n n

n

n

k kn

knkx

n

nnxny

sinsin

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5.7.1 System with Linear Phase

Specially, if : integerdn

did nnnh

dd nnxnnnxny

nn

nnhid ,

sin

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111

Interpretation of

ch t t T

Tjc ejH

( ) ,jw jwH e e w

, :jw jwid reaH e w le

sinC

n

nt T Tx n

nt x

t T T

c cy t x t T

c ny n x T T

sin

Ck

kt T Tx k

kt x

t T T

comes from sampling a continuous-time signal, if is not an integer *cx t t T

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112

Interpretation of

is not an integer

, :jw jwid reaH e w le

comes from sampling a continuous-time signal, if

sinC

k

kt T Tx k

kt x

t T T

c ny n x T T

sin

k

kxk

n

n

k

sin nx n

n

2T

Page 112: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

113

General frequency response with linear

phase

,jw jw jwH e H e e w

For nonconstant magnitude response

multiplication in frequency domain

Page 113: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

114

Linear-phase ideal lowpass filter

ww

wweeH

c

cjw

jwlp ,0

,

ww

wweH

c

cjwlp ,0

,1 jwe

n

nwnh c

sin

n

nwnh c

lp

sin

nx nw ny

sinid

nh n

n

The corresponding impulse response is

*

time domain

Page 114: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

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 integerdn

sin

c dlp

d

nnw n

hn n

sin 22

2c d d

lp dd d

w n n nh n n

n n n

sin

clp

w nh n

n

0.4 , 5c dw n

sin c d

lpd

w n nh n

n n

Solution: (1)

:

2lp lp

even symmetric abouth n h n

lph n 2 lph n lph n

Page 115: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

116

:

2

lp

lp lp

h n is even

symmetric about

h n h n

, .50.4 4 cw

n

nwnh c

lp

sin(2)

Ex. 5.16 symmetry of impulse response of Ideal Lowpass with Linear

Phase

is an integer2

4.5

Page 116: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

117

0. 3, 44 .cw

n

nwnh c

lp

sin(3) is not an integer2

4.3

Ex. 5.16 symmetry of impulse response of Ideal Lowpass with Linear

Phase

Page 117: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

118

2

n

nwnh c

lp

sin

ww

wweeH

c

cjw

jwlp ,0

,

Ex. 5.16 symmetry of impulse response of Ideal Lowpass with Linear

Phase

Page 118: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

, constant

( )j

jw j j

w

w jw and are

A e is a real b

H

i

e A e

pol

e

possibly funct war ion of

119

5.7.2 Generalized Linear phase

jwjw eHdw

deHgrd arg

1 2 22 111 2

sin 1 21

sin 2jw M M

M M

w M M

we

For moving average system (Ex.2.20, Page 45)

1 2

21

sin ( 1) 21,

si,

n0

2

jwMM

w M

wM M Me

1 2 0,if M M M if negtive, it’s not, strictly speaking,a linear-phase system, since π is added to the phase. It’s the form:

arg , 0jwH e w w

it is referred to Generalized Linear phase system

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120

cos sin

wjjw jw

jw jw

H e A e e

A e w jA e w

cos sinjwn

n nn

h n wn j hh n wne n

tan( )

sinsin

cc ososn

n

hw

n wn

h n wn

w

w

cos sin sin cos 0

n n

h n wn w h n wn w

If a system with h[n] has Linear phase

sin 0 n

for allh n w n w

, ,condition o h nn

Page 120: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

121

j wjw jwH e A e e

sin 0n

for alln w n wh

This equation is a necessary condition

on h[n], for the system to have constant group delay.

and

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

jw jw jw jH e A e e sin 0

n

h n w n for all w

2 : integerM 2h n h n

0 or sin 0

n

h n w n

:jwA e even function of w

0 M/2=α

sati

sf

y

Shown inType I,II FIR0 M/2=α M=5

M

M even

M odd sin i2 s nnw w n

sin sin 2 02n n n nwhwh

Page 122: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

123

Another set of condition : odd symmetry

2 : integerM 2h n h n

jw jw jw jH e A e e sin 0

n

h n w n for all w

2 3 2or cos 0

n

h n w n

woffunctionoddeA jw :

0

M

M/2

sati

sf

y

Shown inType III, IV FIR0 M/2

M=3

M even

M odd

cos cos 2 02n n n nwhwh

Page 123: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

124

5.7.3 Causal Generalized Linear-Phase Systems

0

sin 0n

h n w n for all w

0 0causal h n n

22 or n nh n hh hn

0 2, nh n M

0

sin 0M

n

h n w n for all w

Page 124: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

125

5.7.3 Causal Generalized Linear-Phase Systems

Causal FIR systems have generalized linear phase if they have impulse response length

and satisfy 1M

0 or

integer:2 M h M n h n

2 3 2or integer:2 M

h M n h n

jwjw jw jA e eH e

Page 125: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

126

5.7.3 Causal Generalized Linear-Phase Systems

If

, 0

0,

n Mh n

otherw

h M

ise

n

, ,jwe real even periodwhere A e is a function of w

2jwj jw wMeA e eH e

then

It’s sufficient condition, not necessary condition

Page 126: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

127

5.7.3 Causal Generalized Linear-Phase Systems

If

, 0

0,

n Mh n

otherw

M

s

h

i e

n

, ,jwo real odd periodwhere A e is a function of w

then

2 2 2jw jwM jw j jwMo o

jwH A e e A ej ee

It’s sufficient condition, not necessary condition

Page 127: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

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.

Page 128: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

M is even M is odd

h[Mn] = h[n]

h[Mn] = h[n]

5.7.3 Causal FIR Linear-Phase Systems

satisfies: symmetric or Antisymmetric impulse response

h[Mn] = ±h[n] for n = 0,1,…,M

Type I

Type III

Type II

Type VI

symmetric

Antisymmetric

0 M/2

M=3

0

M=6M/2

0 M/2 M=6 0 M/2 M=5

Page 129: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

130

Type I FIR Linear-Phase Systems

Symmetric impulse response

2M k

2

k 1

2 2 2( ) ( )

2 2 2

M M M Mjw k w jkj wh h hM M Mk ke e e

2M k

MnnMhnh 0,

0

Mjw jwn

n

H e h n e

2

k 1

2 2

2 2

M MM jwk jjw wk jwM Mh k he e ee

0 M/2 M=10K=0 1 2 M/212M/2

h[n] 2

Mh k 2Mh k

M: even integer,

M/2 : integer.

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131

Type I FIR Linear-Phase Systems

2

k 1

2 2

2 2

MM Mjwk jjw wk jwM Mh k he eee

0 2

2 1, , , 22 2

where a h M

a k h M k k M

2

2 2

0

cosM

jwM jw jwM

kea k wk e A e e

0

Mjw jwn

n

H e h n e

k 1

22

2 22 cos cos( 0)

M MjwM Mh k hwk w e

, ,real even period

Page 131: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

132

Type I FIR Linear-Phase Systems

Symmetric impulse response

MnnMhnh 0,

0

Mjw jwn

n

H e h n e

0 2

2 1, , , 22 2

where a h M

a k h M k k M

2

2 2

0

cosM

jwM jw jwMe

k

wka k e A e e

0 M/2 M=10K=01 2 M/212M/2

, ,real even period

M: even integer,

M/2 : integer.

Page 132: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

133

Ex. 5.17 determine H(ejw) of Type I FIR Linear-Phase Systems

2sin

25sin

1

1 254

0 w

we

e

eeeH jw

jw

jw

n

jwnjw

4 2

2 2

0

cos (1 2cos 2cos 2 )jwM j w

k

e a k wk e w w

Solution:

20 2 , 2 1,2, , 2 where a h M a k h M k k M

2

2

0

cosM

jw jwM

k

H e a ewk k

Page 133: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

134

22

0

cos jw

k

a ekk w

Frequency response

Magnitude

Phase

Group delay

252sin

sin 2j we

w

w

"wrapped"

2

5

4

5

6

5

8

5

Type I

Page 134: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

M: odd integer. integer plus one-half.

Type II FIR Linear-Phase Systems

Symmetric impulse response MnnMhnh 0,

2 :M

0

M/2

M=9K 1 212(M+1)/2 (M+1)/2

12

M k 12

M k 1

2Mh k 1

2Mh k

1

2

k

1 12

12( ) ( )1

21

2jw

M MMjw kjwk MMH e h kk he e

( )

1 2

k 1

21

221

12

M Mjw kj jw k wMh k e e e

( ) (( ) )

1

2M

2M 1

2M

Page 135: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

Type II FIR Linear-Phase Systems

1

21 2 1

cos2

M

k

jwMb k w k e

1 2 1,2, , 22 1where b k h M k k M

2jw jwMeB e e

1 2

k 1

21 1

1 2 22

Mjw

Mjw k jw k jwMH e h k e e e

( ) ( () )

1 2

k 1

212 co

1s2

2

M MjwM kh k w e

( )

, ,real even period

Page 136: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

M: odd integer. integer plus one-half.

Type II FIR Linear-Phase Systems

Symmetric impulse response

MnnMhnh 0,

2

21

1

1s

2co

jw jwM

M

k

H e b k w ek

2 1 2 11 2, , 2,whe M Mre b k h k k

2M

2jw jwMeB e e

, ,real even period

0 M/2 M=5

Page 137: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

138

Ex. 5.18 determine H(ejw) of Type II FIR Linear-Phase Systems

2sin

3sin

1

1 2565

0 w

we

e

eeeH jw

jw

jw

n

jwnjw

Solution:

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139

Frequency response Type II

Magnitude

Phase

3

5 2

1

cos1

2jw

k

wb k ek

"wrapped"

5 2sin 3

sin 2 jww

ew

Group delay

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140

Frequency response

Magnitude

Phase

Group delay

"wrapped"

Type I

22

0

cos jw

k

a ekk w

Page 140: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

141

Type III FIR Linear-Phase Systems

Antisymmetric impulse response

, 0h n h M n n M

2

1

2

sinM

jw jwM

k

H e ewkc kj

2,,2,122 MkkMhkcwhere

M: even integer.

integer.2M

2 22jw jwM jw jwMo

joA e e Aj e e

0 M/2

M=4

, ,real odd period

Page 141: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

142

Ex. 5.19 determine H(ejw) of Type III FIR Linear-Phase

Systems

jwwjjw ewjeeH sin21 2

Solution:

Page 142: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

143

Ex. 5.19 Frequency response Type III

Magnitude

Group delay

Phase"wrapped"

2sinjw jwH e j w e

Page 143: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

144

Type IV FIR Linear-Phase Systems

Antisymmetric impulse response

MnnMhnh 0,

2 22jw jwM jw jwMo

joA e e Aj e e

21,,2,1212 MkkMhkdwhere

1 2

2

1

1sin

2jw jwM

k

M

H e d w ekk j

M: odd integer. integer plus one-

half.2M 0 M/2

M=3

, ,real odd period

Page 144: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

145

Ex. 5.20 determine H(ejw) of Type IV FIR Linear-Phase Systems

22sin21 wjjwjw ewjeeH

Solution:

Page 145: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

146

Ex. 5.20 Frequency response Type IV

Magnitude

Phase"wrapped"

22sin 2 jwj ew

Group delay

Page 146: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

M is even M is oddh[Mn] = h[n]

h[Mn] = h[n]

5.7.3 Causal FIR Linear-Phase Systems

satisfies:

h[Mn] = ±h[n] for n = 0,1,…,M

Type I

Type III

Type II

Type VI

Page 147: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

148

Type I , I I FIR Linear-Phase Systems

Symmetric impulse response

MnnMhnh 0,

jwH e

2

2

0

cosM

jwM

k

a k wk e

0 M/2 M=10

1 2

2

1

1cos

2

Mjw jwM

k

H e b k w k e

M: odd integer. : integer plus one-half.

2M

0 M/2 M=7

M: even integer. integer.2M

, ,real even period

Page 148: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

149

Type III , IV FIR Linear-Phase Systems

Antisymmetric impulse response

MnnMhnh 0,

2

2

1

sinM

jw jwM

k

H e c k wk ej

M: even integer.

integer.2M

0 M/2

M=4

1 2

2

1

1sin

2

Mjw jwM

k

jH e d k w k e

M: odd integer. :integer plus one-

half.2M 0 M/2

M=3

, ,real odd period

Page 149: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

150

Locations of Zeros for FIR Linear-Phase Systems

For Type I and II, nhnMh

0

Mn

n

H z h n z

1 1

0

( )M

M k

k

Mz z zh k Hz

0

Mn

n

H z h M n z

0

( )M k

k M

h k z

M n k n M k

For Type III and IV,

1MH z z H z

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151

Type I and II

If is a zero of , 0z zH

This implies that if is a zero of

, then is also a zero of

0jz re zH

1 10

jz r e zH

1 MH z z H z nhnMh

01

0 0MozH H zz then

oz z

The same result for Type III and IV

factor

10z z 1

0 0H z has factor H z

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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 .

h n 0z zH

0jz re zH

1 10

jz r e

0

Mn

n

H z h n z

1Mz H z

0jz re

0jz re 1 1

0jz r e

1 10

jz r e

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

111111 1111 zerzerzrezre jjjj

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

h n

complex zeros on the unit circle

1 11 1j je z e z

10 0z z

1

0 0z z

Type IIType I

Page 153: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

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

H z

1 1 11 1rz r z

H z

Type IIType I

Page 154: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

155

Type I and IIThe case of a zero at is important in

designing filter of some types of frequency responses (such as high-pass,low-pass filter).

1z

1 1 1M

H H

so z=-1 must be zero of Type II generalized linear-phase systems.

1MH z z H z If M is even 1 1H H

If M is odd,

1 1H H 01 HType I can be HP filter

Type II cannot be HP filter

Both can be LP filter

z=1 is not zero for both,

Page 155: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

156

Type I and II

Type IIType I

cannot be HP filtercan be HP,LP filtercan be LP filter

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157

Type III and IV

nhnMh 1 zHzzH M

111111 1111 zerzerzrezre jjjj

Type IVType III

Page 157: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

158

Type III and IVThe case of 1z

11 HH 01 HFor both M is even and

odd,1z must be zero of Type III and IV generalized linear-phase systems.

1MH z z H z

Type IVType IIIcannot be LP filter

Page 158: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

159

Type III and IVThe case of 1z

111 1 HH M

must be zero of Type III generalized linear-phase systems.

1z

1 zHzzH M

01 HIf M is even, 1 1H H

Type IVType III

If M is odd (Type IV) ,

1 1H H

cannot be HP filter

can be HP filter

Page 159: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

160

Fig.5.41Typical plots of zeros for linear-phase systems

Type IV

(a) Type I

Type III

(b) Type II

z0=-1, 不能做 HP filter

z0=±1, 不能做 LP, HP filter

z0=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-

SystemsAll FIR linear-phase systems have zero of

111111 1111 zerzerzrezre jjjj

mi axn mucH z H z HH z z

has all zeros inside the unit circle.

zHmin iM

has all zeros on the unit circle.

zHuc oM

has all zeros outside the unit circle

zHmax iM

iMzzHzH 1minmax

2r 1rSame

magnitude

Page 161: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

162

Example 5.21 Decomposition of a Linear-Phase System

18.018.0

16.016.02min

8.018.01

9.019.0125.1

zeze

zezezHjj

jj

For Minimum-Phase System of Page 287, Eq. 5.109

2 0.6 1 0.6 1max

0.8 1 0.8 1

0.9 1 1.1111 1 1.1111

1 1.25 1 1.25

j j

j j

H z e z e z

e z e z

iMzzHzH 1minmax

min maxH z H z H z

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 zHzHzH maxmin

jw

jwjwjw

eH

eHeHeH

min10

max10min1010

log40

log20log20log20

iMzzHzH 1minmax

max min mini ijM w jM wjw jw jwH e H e e H e e

max minjw jwH e H e

Page 163: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

164

Example 5.21 Decomposition of a Linear-Phase System

min minjw jw jw

i iH e wM H e H e wM

4jwigrd H e M

min maxjw jw jwH e H e H e

iMzzHzH 1minmax

jwi

jw eHwMeH minmax

zHzHzH maxmin

max min mini ijM w jM wjw jw jwH e H e e H e e

min maxjw jw jwH e H e H e

Page 164: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

165

Frequency response of

Magnitude

Phase

Group delay

minH z

"wrapped"

2 0.6 1 0.6 1min

0.8 1 0.8 1

1.25 1 0.9 1 0.9

1 0.8 1 0.8

j j

j j

H z e z e z

e z e z

Page 165: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

166

Frequency response of

Magnitude

maxH z

Phase

Group delay

"wrapped"

1max min

iMH z H z z

Page 166: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

167

Frequency response of H z

Magnitude

Phase

Group delay

"wrapped"

min maxH z H z H z

Page 167: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

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 PropertyThe Minimum Group-Delay PropertyThe Minimum Energy-Delay Property

Page 168: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

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).

Page 169: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

170

Rational System Function has an equal number of poles and

zeros

zeroczzc kk :01 1

1

0 0 1

10

0 1

1

1

MMk

kkk kN N

kk k

k k

L L

c zb zY z b

H zX z aa z

z zd z

poledzzd kk :01 1

0H z

H z

Review

z=∞, z=0 may be poles or zeros

Page 170: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

171

1

0 0 1

10

0 1

1

1

MMk

kkk kN N

kk k

k k

L L

c zb zY z b

H zX z aa z

z zd z

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<0 then H(z) has L zeros at z=∞, L poles at z=0 [+(M-N) ,↑for M>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

Page 171: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

M is even M is odd

h[Mn] = h[n]

h[Mn] = h[n]

5.7.3 Causal FIR Linear-Phase Systems

satisfies: symmetric or Antisymmetric impulse response

h[Mn] = ±h[n] for n = 0,1,…,M

Type I

Type III

Type II

Type VI

symmetric

Antisymmetric

0 M/2

M=3

0

M=6M/2

0 M/2 M=6 0 M/2 M=5

Review

Page 172: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

173

Type I FIR Linear-Phase Systems

Symmetric impulse response

2M k

2

k 1

2 2 2( ) ( )

2 2 2

M M M Mjw k jw k jwM M Mh k h k he e e

2M k

MnnMhnh 0,

0

Mjw jwn

n

H e h n e

2

k 1

2 2

2 2

MM Mjwk jwkjw jwM Mh k he e e e

0 M/2 M=10K=0 1 2 M/212M/2

h[n] 2

Mh k 2Mh k

M: even integer,

M/2 : integer.

Review

Page 173: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

174

Type I FIR Linear-Phase Systems

2

k 1

2 2

2 2

MM Mjw jwjwk jwkM Mh k he e e e

2,,2,122

20

MkkMhka

Mhawhere

2

2 2

0

cosM

jwM jw jwMe

k

a k wk e A e e

0

Mjw jwn

n

H e h n e

2

k 1

22 cos cos( 0)2 2

M MjwM Mh k wk h w e

, ,real even period

Review

Page 174: 2015-10-201Zhongguo Liu_Biomedical Engineering_Shandong Univ. Biomedical Signal processing Chapter 5 Transform Analysis of Linear Time-Invariant Systems

23/4/21175Zhongguo Liu_Biomedical Engineering_Shandong U

niv.

Chapter 5 HW5.3, 5.4, 5.32, 5.12, 5.15, 5.19, 5.22, 5.43, 5.65, 5.66,

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