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    TECHNICAL FACULTY,CHRISTIAN-ALBRECHTS-UNIVERSITYOF KIEL

    DIGITALSIGNAL PROCESSING AND

    SYSTEM THEORY

    Problem 1 (relationship between continuous and discrete signals)

    (a) Keeping in mind that after sampling , =T, the Fourier transform ofv(n) is

    Va(j)

    0 1 2 0 12

    V(ej)

    1

    T

    (b) A straight-forward application of the Nyquist criterion would lead to an incorrectconclusion that the sampling rate is at least twice the maximum frequency ofva(t),or 22. However, since the spectrum is bandpass, we only need to ensure that thereplications in frequency which occur as a result of sampling do not overlap withthe original. (See figure below ofVs(j ).) Therefore, we only need to ensure

    2 2/T < 1 T 22/T

    Digital Signal Processing and System Theory, Prof. Dr.-Ing. Gerhard Schmidt, www.dss.tf.uni-kiel.deAdvanced Digital Signal Processing, Exercise Solutions WS 2014/2015

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    TECHNICAL FACULTY,CHRISTIAN-ALBRECHTS-UNIVERSITYOF KIEL

    DIGITALSIGNAL PROCESSING AND

    SYSTEM THEORY

    Problem 2 (overall system for filtering a continuous-time signal in digitaldomain)

    (a) vi(t) =va(t) p(t)

    Vi(j)

    Vi(j)

    2/T 2/T

    V(ej)

    2 2

    1/T

    1/T

    (b) Since H(ej) in an ideal lowpass filter with c = /4, we dont care about anysignal aliasing that occurs in the region /4 . We require:

    2/T 2 10000 Hz /(4T)1/T 8

    7 10000 Hz

    T 78 104s

    Also, once all of the signal lies in the range || /4, the filter will be ineffective,i.e., /4 T(2 104 Hz). So, T 12.5s.

    Digital Signal Processing and System Theory, Prof. Dr.-Ing. Gerhard Schmidt, www.dss.tf.uni-kiel.de

    Advanced Digital Signal Processing, Exercise Solutions WS 2014/2015

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    TECHNICAL FACULTY,CHRISTIAN-ALBRECHTS-UNIVERSITYOF KIEL

    DIGITALSIGNAL PROCESSING AND

    SYSTEM THEORY

    (c) Sketch ofwc as a function of 1/T

    c

    Slope =/4

    8/7104 8104 1/T

    Digital Signal Processing and System Theory, Prof. Dr.-Ing. Gerhard Schmidt, www.dss.tf.uni-kiel.de

    Advanced Digital Signal Processing, Exercise Solutions WS 2014/2015

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    TECHNICAL FACULTY,CHRISTIAN-ALBRECHTS-UNIVERSITYOF KIEL

    DIGITALSIGNAL PROCESSING AND

    SYSTEM THEORY

    Problem 3 (quantization)

    (a) Number of quantization levelsL

    L= 2b; b= 4

    L= 24

    = 16

    Quantization step

    = R/L

    = 10/16 V

    = 0.625 V

    (b) Input-output characteristic of themidtreatquantizer(See lecture slide Slide II-22)

    Differences between a midriseand a midtreatquantizer:

    (i) Amidrisequantizer has no zero level.

    (ii) Amidrisequantizer is odd symmetric along the y-axis.

    (c) Forn = 1250

    v(n) = 2.925

    vq(n) = Q[v(n)]= 3.125

    eq(n) =v(n) vq(n)= 0.2

    Bipolar code (sign and magnitude representation) of the quantized value

    Code for 5 = 0101

    (d) Real system

    v(n)Q[ ]

    vq(n)

    Mathematical model

    Digital Signal Processing and System Theory, Prof. Dr.-Ing. Gerhard Schmidt, www.dss.tf.uni-kiel.de

    Advanced Digital Signal Processing, Exercise Solutions WS 2014/2015

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    TECHNICAL FACULTY,CHRISTIAN-ALBRECHTS-UNIVERSITYOF KIEL

    DIGITALSIGNAL PROCESSING AND

    SYSTEM THEORY

    v(n)

    eq(n)

    vq(n)

    (e) Power of the quantization noise PN

    PN = 2/12

    = (0.625)2

    12= 0.03255

    (f) SNR/dB = 6.02b + 10.8

    20log10

    (R/v

    )R is the range of the quantizerv is the RMS amplitude of the input signalR= 10 V, v=

    52

    = 3.5355, b = 4

    SNR/dB = 25.8477 dBLinear value = 384.388

    (g) New v= 1

    2= 0.707

    New SNR/dB = 11.8683 dB

    (h) Compute b from the equation 6.02b+ 10.8 20log10(R/v) by equating it to 45dB.For 1V input:b 10 ( Because b has to be an integer )

    For 5V input:b 8 ( Because b has to be an integer )

    Digital Signal Processing and System Theory, Prof. Dr.-Ing. Gerhard Schmidt, www.dss.tf.uni-kiel.de

    Advanced Digital Signal Processing, Exercise Solutions WS 2014/2015

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    TECHNICAL FACULTY,CHRISTIAN-ALBRECHTS-UNIVERSITYOF KIEL

    DIGITALSIGNAL PROCESSING AND

    SYSTEM THEORY

    Problem 4 (DFT and convolution)

    M= 8

    (a) H8() =7

    k=0h(n) W8n = 1 + W8

    Y8() = 1 + W8 + W8

    2 + W83

    (b) y(n) =v(n) h(n) =7

    k=0v(k)h((k n))M

    Y8() =V8() H8() V8() = 1 + W82v(k) = {1, 0, 1, 0, 0, 0, 0, 0}

    (c) v(n) has length 3 = M1h(n) has length 2= M2 M1 + M2 - 1 < M

    cyclic convolution equals linear convolution

    y(n) = v(n) h(n)

    Digital Signal Processing and System Theory, Prof. Dr.-Ing. Gerhard Schmidt, www.dss.tf.uni-kiel.de

    Advanced Digital Signal Processing, Exercise Solutions WS 2014/2015

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    TECHNICAL FACULTY,CHRISTIAN-ALBRECHTS-UNIVERSITYOF KIEL

    DIGITALSIGNAL PROCESSING AND

    SYSTEM THEORY

    n

    v(n)

    763210 54

    76543210

    0 1 2 3 4 5 6 7

    h((0 n))M

    h((1 n))M

    0 1 2 3 4 5 6 7

    h((2n))M

    h((3 n))M

    h((4 n))M76543210

    0 1 2 3 4 5 6 7

    0 1 2 3 4 5 6 7

    h((7 n))M

    n

    n

    n

    n

    n

    n

    Digital Signal Processing and System Theory, Prof. Dr.-Ing. Gerhard Schmidt, www.dss.tf.uni-kiel.de

    Advanced Digital Signal Processing, Exercise Solutions WS 2014/2015

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    TECHNICAL FACULTY,CHRISTIAN-ALBRECHTS-UNIVERSITYOF KIEL

    DIGITALSIGNAL PROCESSING AND

    SYSTEM THEORY

    Problem 5 (DFT)

    (a) LetTbe the period of the time-limited signal, v0(t).T = 2

    w0t= 4w0 = 2T (two periods)

    1

    t

    1

    vo(t)

    T T

    (b) v(n) =v0(t)

    t=nTA

    = v(nTA) = sin(w0 n 4w0 ) = sin(4 n)

    whereTA is the sampling periodv(n) = sin(4 n) n = 0, 1, 2, . . . , 15TA =

    4w0

    = T8

    wA= 8w0

    n

    -1

    2T A 8T ATA

    v(n)1

    Digital Signal Processing and System Theory, Prof. Dr.-Ing. Gerhard Schmidt, www.dss.tf.uni-kiel.de

    Advanced Digital Signal Processing, Exercise Solutions WS 2014/2015

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    TECHNICAL FACULTY,CHRISTIAN-ALBRECHTS-UNIVERSITYOF KIEL

    DIGITALSIGNAL PROCESSING AND

    SYSTEM THEORY

    (c) V() =DF T16{v(n)} =15n=0

    v(n)Wn16 =Z{v(n)}z=W

    16

    z= ej

    WM =ej 2M z = WM here, M= 16

    V() =V(z)

    z=e

    j2M

    ,

    =1

    V() = (1 + W816) I

    (1 W416) II

    ( W162

    + W216 +W316

    2)

    II I

    I) (1 + W816) = 2 if is even0 if is odd

    II) (1 W416) =

    0 = 0, 4, 8, 12

    1 (j) otherwise

    V() equals zero for all except = 2, 6, 10, 14 (III) needs to be computedonly for = 2, 6, 10, 14, however due to the symmetric property of the DFT (III)is computed only for = 2, 6

    III) W162

    + W216 +W316

    2

    for = 2: 12

    ( 12j 1

    2) + (j) + 1

    2( 1

    2j 1

    2) = 2j

    for = 6: 12

    ( 12j 1

    2) + (j) + 1

    2( 1

    2j 1

    2) = 0

    Now, using the results of (I), (II) and (III) we getV() as

    V() = (1 + W8

    16)

    I

    (1

    W4

    16)

    II

    (W16

    2+ W2

    16 +

    W316

    2)

    II I

    V(2) = (2)(2)(2j) = (8j)V(6) = (2)(2)(0) = 0

    for real valued sequences,

    V() =V(M )

    Digital Signal Processing and System Theory, Prof. Dr.-Ing. Gerhard Schmidt, www.dss.tf.uni-kiel.de

    Advanced Digital Signal Processing, Exercise Solutions WS 2014/2015

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    TECHNICAL FACULTY,CHRISTIAN-ALBRECHTS-UNIVERSITYOF KIEL

    DIGITALSIGNAL PROCESSING AND

    SYSTEM THEORY

    V(10) =V(16 10)=V(6)

    = 0

    V(14) =V(16 14)=V(2)

    = 8j

    V() =

    8j = 2

    8j = 14

    0 otherwise

    (1)

    (d) The discrete sequencev(n) is also time-limited (finite-length sequence)

    M= length of sequence v(n)v(n) = sin(4 n)

    1(n) 1(n M)

    fM(n)

    D TFT{fM(n)} =M1n=0

    1 ejn

    =1 ejM

    1 ej =ej

    M2 (ej

    M2 ejM2 )

    ej2(ej

    2 ej2)

    =ej(M12 ) sin(

    M2 )

    sin( 2 )

    v(n) =sin(

    4n) fM(n)

    F{v(n)} =V(ej)

    V(ej) = 1

    2 DTFT{v(n)}

    ej

    2(M1) sin

    M2

    sin 2

    = 1

    2

    j

    0( +

    4) 0(

    4)

    ej(M1)2 sin

    M2

    sin 2

    = j

    2ej (M1)2 (+4 ) sin[( +

    4

    )M

    2

    ]

    sin[+4

    2 ] ej

    (M1)

    2 (

    4 ) sin[(

    4

    )M

    2

    ]

    sin[4

    2 ]

    (e) V(ej) =

    n=v(n) fM(n).ejn =

    15n=0

    v(n) ejn

    DFT{v(n)} = V(ej)

    = 2M

    = 0, 1, 2, . . . , 15

    Digital Signal Processing and System Theory, Prof. Dr.-Ing. Gerhard Schmidt, www.dss.tf.uni-kiel.de

    Advanced Digital Signal Processing, Exercise Solutions WS 2014/2015

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    TECHNICAL FACULTY,CHRISTIAN-ALBRECHTS-UNIVERSITYOF KIEL

    DIGITALSIGNAL PROCESSING AND

    SYSTEM THEORY

    V(ej)

    = 216 . = 8

    =V()

    = j

    2

    ej

    152 (

    8 +

    4 ) sin[(

    8 +

    4 )8]

    sin[8 +

    4

    2 ] ej 152 (8 4 ) sin[(

    8 4 )8]

    sin[8

    4

    2 ]

    (2)

    (1) and (2) should be equal.

    Digital Signal Processing and System Theory, Prof. Dr.-Ing. Gerhard Schmidt, www.dss.tf.uni-kiel.de

    Advanced Digital Signal Processing, Exercise Solutions WS 2014/2015

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    TECHNICAL FACULTY,CHRISTIAN-ALBRECHTS-UNIVERSITYOF KIEL

    DIGITALSIGNAL PROCESSING AND

    SYSTEM THEORY

    Problem 6 (DFT, zero padding, leakage)

    Letva(t) be a time-continuous periodic signal

    va(t) = 1 + cos(240t) + 3 cos(2120t).

    The signal is sampled (s = 2280s1) to produce the sequence v(n). For practical

    purposes (delay, complexity) the sequence is limited to L samples. M is the length ofthe DFT.

    0 0.005 0.01 0.015 0.02 0.025 0.033

    2

    1

    0

    1

    2

    3

    4

    5

    a) one period L=7, DFTlength M=7, sampling frequency s=2280 s

    1

    Time [s]

    Amplitude

    0 1 2 3 4 5 6 70

    2

    4

    6

    8

    10

    12

    DFT VM

    () and Fourier transform V(ej

    )

    Amplitude

    0 pi/2 pi 3pi/2 2pi

    0 40 80 120 160 200 240 280

    Frequency , , /2

    Digital Signal Processing and System Theory, Prof. Dr.-Ing. Gerhard Schmidt, www.dss.tf.uni-kiel.de

    Advanced Digital Signal Processing, Exercise Solutions WS 2014/2015

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    TECHNICAL FACULTY,CHRISTIAN-ALBRECHTS-UNIVERSITYOF KIEL

    DIGITALSIGNAL PROCESSING AND

    SYSTEM THEORY

    0 0.005 0.01 0.015 0.02 0.025 0.033

    2

    1

    0

    1

    2

    3

    4

    5

    b) one period L=7, DFTlength M=14 (zero padding), sampling frequency s=2280 s

    1

    Zeit [s]

    Amplitude

    0 2 4 6 8 10 12 140

    2

    4

    6

    8

    10

    12

    DFT VM

    () and Fourier transform V(ej

    )

    Amplitude

    0 pi/2 pi 3pi/2 2pi

    0 40 80 120 160 200 240 280

    Frequency , , /2

    Problem 7 (FFT)

    (a) Even indexed sequence: ve(n) = [v(0), v(2), v(4), v(6)],

    Odd indexed sequency: vo(n) = [v(1), v(3), v(5), v(7)]

    Digital Signal Processing and System Theory, Prof. Dr.-Ing. Gerhard Schmidt, www.dss.tf.uni-kiel.de

    Advanced Digital Signal Processing, Exercise Solutions WS 2014/2015

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    TECHNICAL FACULTY,CHRISTIAN-ALBRECHTS-UNIVERSITYOF KIEL

    DIGITALSIGNAL PROCESSING AND

    SYSTEM THEORY

    0 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09 0.13

    2

    1

    0

    1

    2

    3

    4

    5

    c) four periods L=28, DFTlength M=28, sampling frequency s=2280 s

    1

    Zeit [s]

    Amplitude

    0 5 10 15 20 250

    10

    20

    30

    40

    50

    DFT VM

    () and Fourier transform V(ej

    )

    Amplitude

    0 pi/2 pi 3pi/2 2pi

    0 40 80 120 160 200 240 280

    Frequency , , /2

    DFT expressions of the sequences:

    Ve,() =DF T{ve(n)} =4

    n=0

    veWn4

    =4

    n=0

    veej 24 n

    Vo,() =DF T{vo(n)} =4

    n=0

    voWn4

    =4

    n=0

    voej 24 n

    (b) DFT ofv(n) is given by

    V8() =M/21n=0

    v(2n) ej 28 2n +M/21n=0

    v(2n + 1) ej 28 (2n+1)

    Digital Signal Processing and System Theory, Prof. Dr.-Ing. Gerhard Schmidt, www.dss.tf.uni-kiel.de

    Advanced Digital Signal Processing, Exercise Solutions WS 2014/2015

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    TECHNICAL FACULTY,CHRISTIAN-ALBRECHTS-UNIVERSITYOF KIEL

    DIGITALSIGNAL PROCESSING AND

    SYSTEM THEORY

    0 0.01 0.02 0.03 0.04 0.05 0.06 0.07 0.08 0.09 0.13

    2

    1

    0

    1

    2

    3

    4

    5

    d) four periods L=28, DFTlength M=56 (zero padding), sampling frequency s=2280 s

    1

    Zeit [s]

    Amplitude

    0 10 20 30 40 500

    10

    20

    30

    40

    50

    DFT VM

    () and Fourier transform V(ej

    )

    Amplitude

    0 pi/2 pi 3pi/2 2pi

    0 40 80 120 160 200 240 280

    Frequency , , /2

    ej28 (2n) =ej

    24 (n) =Wn4

    V8() =

    M/21n=0

    v1(n) Wn4 Ve,()

    + W8

    M/21n=0

    v2(n) Wn4 Vo,()

    (c)

    Direct DFT:

    Complexity: M2 = 64

    Modified method:

    Complexity: 2 (M/2)2 + M = 40

    (d) Yes, the complextiy can be further reduced by applying the same principle. Weget,

    Digital Signal Processing and System Theory, Prof. Dr.-Ing. Gerhard Schmidt, www.dss.tf.uni-kiel.de

    Advanced Digital Signal Processing, Exercise Solutions WS 2014/2015

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    TECHNICAL FACULTY,CHRISTIAN-ALBRECHTS-UNIVERSITYOF KIEL

    DIGITALSIGNAL PROCESSING AND

    SYSTEM THEORY

    0 0.01 0.02 0.03 0.04 0.053

    2

    1

    0

    1

    2

    3

    4

    5

    e) two periods L=14, DFTlength M=15 (zero padding), sampling frequency s=2280 s

    1

    Time [s]

    Amplitude

    0 5 10 150

    5

    10

    15

    20

    25

    DFT VM

    () and Fourier transform V(ej

    )

    Amplitude

    0 pi/2 pi 3pi/2 2pi

    0 40 80 120 160 200 240 280

    Frequency , , /2

    V8() =1

    n=0v1,1(n)W

    n2 +W

    28

    1n=0

    v1,2(n)Wn2 +

    1n=0

    v2,1(n)Wn2 +W

    28

    1n=0

    v2,2(n)Wn2

    Digital Signal Processing and System Theory, Prof. Dr.-Ing. Gerhard Schmidt, www.dss.tf.uni-kiel.de

    Advanced Digital Signal Processing, Exercise Solutions WS 2014/2015

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    TECHNICAL FACULTY,CHRISTIAN-ALBRECHTS-UNIVERSITYOF KIEL

    DIGITALSIGNAL PROCESSING AND

    SYSTEM THEORY

    0 0.01 0.02 0.03 0.04 0.053

    2

    1

    0

    1

    2

    3

    4

    5

    f) two periods L=14, DFTlength M=21 (zero padding), sampling frequency s=2280 s

    1

    Time [s]

    Amplitude

    0 2 4 6 8 10 12 14 16 18 200

    5

    10

    15

    20

    25

    DFT VM

    () and Fourier transform V(ej

    )

    Amplitude

    0 pi/2 pi 3pi/2 2pi

    0 40 80 120 160 200 240 280

    Frequency , , /2

    Problem 8 (FFT)

    Given x(n) =ej(/M)n2

    WhenM is even, X() = M ej/4

    ej(/M)2

    Digital Signal Processing and System Theory, Prof. Dr.-Ing. Gerhard Schmidt, www.dss.tf.uni-kiel.de

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    TECHNICAL FACULTY,CHRISTIAN-ALBRECHTS-UNIVERSITYOF KIEL

    DIGITALSIGNAL PROCESSING AND

    SYSTEM THEORY

    0 0.02 0.04 0.06 0.08 0.13

    2

    1

    0

    1

    2

    3

    4

    5

    g) L=30, DFTlength M=30, sampling frequency s=2280 s

    1

    Time [s]

    Amplitude

    0 5 10 15 20 25 300

    10

    20

    30

    40

    50

    DFT VM

    () and Fourier transform V(ej

    )

    Amplitude

    0 pi/2 pi 3pi/2 2pi

    0 40 80 120 160 200 240 280

    Frequency , , /2

    y(n) =ej(/M)n2

    Y() =2M1n=0

    y(n)ej(2/2M)n

    =M1

    n=0 ej(/M)n2ej(2/2M) +

    2M1

    n=M ej(/M)n2ej(2/2M)n

    =M1n=0

    ej(/M)n2

    ej(2/2M) +N1l=0

    ej(/M)(l+M)2

    ej(2/2M)(l+M)|n= l+ M

    =M1n=0

    ej(/M)n2

    ej(2/2M) +N1l=0

    ej(/M)(l+M)2

    ej(2/2M)(l+M)

    =M1n=0

    ej(/M)n2

    ej(2/2M) +N1l=0

    ej(/M)(l+M)2

    ej(2/2M)(l+M)

    = (After simplification)

    =

    M

    1n=0

    ej(/M)n2ej(2/2M) + (1)M

    1n=0

    ej(/M)n2ej(2/2M)

    = (1 + (1))M1n=0

    ej(/M)n2

    ej(2/M)/2

    Digital Signal Processing and System Theory, Prof. Dr.-Ing. Gerhard Schmidt, www.dss.tf.uni-kiel.de

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    TECHNICAL FACULTY,CHRISTIAN-ALBRECHTS-UNIVERSITYOF KIEL

    DIGITALSIGNAL PROCESSING AND

    SYSTEM THEORY

    0 0.01 0.02 0.03 0.04 0.05 0.063

    2

    1

    0

    1

    2

    3

    4

    5

    h) L=15, DFTlength M=30 (zero padding), sampling frequency s=2280 s

    1

    Time [s]

    Amplitude

    0 5 10 15 20 25 300

    5

    10

    15

    20

    25

    30

    DFT VM

    () and Fourier transform V(ej

    )

    Amplitude

    0 pi/2 pi 3pi/2 2pi

    0 40 80 120 160 200 240 280

    Frequency , , /2

    Y() =

    2X(/4) is even

    0 is odd

    Digital Signal Processing and System Theory, Prof. Dr.-Ing. Gerhard Schmidt, www.dss.tf.uni-kiel.de

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    TECHNICAL FACULTY,CHRISTIAN-ALBRECHTS-UNIVERSITYOF KIEL

    DIGITALSIGNAL PROCESSING AND

    SYSTEM THEORY

    v(0)v(0)

    v(1)v(2)

    v(3)

    v(4)

    v(5)

    v(6)

    v(7)

    V8(0)

    V8(1)V8(2)

    V8(3)

    V8(4)

    V8(5)

    V8(6)

    V8(7)

    DFT

    Order 8

    v(0)v(0)

    v(2)v(4)

    v(6)

    v(1)

    v(3)

    v(5)

    v(7)

    V8(0)

    V8(1)V8(2)

    V8(3)

    V8(4)

    V8(5)

    V8(6)

    V8(7)

    DFT

    DFT

    Order 4

    Order 4

    W08W18

    W2

    8W38

    W48W58W68W

    68

    W78

    Problem 9 (FFT)

    (a) Since x(n) is real valued x(n) =x(n)

    Compute theM-point DFT X()

    X() =M1

    n=0x(n)ej2/Mn

    =M1

    n=0

    x(n)ej2/Mn

    =M1

    n=0

    x(n)ej2/Mnej2/MM

    =X(M )

    XR() =XR(M ) & XI() =XI(M ) (3)

    Digital Signal Processing and System Theory, Prof. Dr.-Ing. Gerhard Schmidt, www.dss.tf.uni-kiel.de

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    (b) Given real valued sequencesx1(n) X1() and x2(n) X2()

    Complex sequence g(n) =x1(n) +jx2(n)G() =G

    R() +jG

    I()

    G() =X1() + X2()

    = (X1ER() +jX1OI()) +j(X2ER() +jX2OI())

    = (X1ER() X2OI()) Real part GR()

    +j(X1OI() + X2ER()) Imaginary part GI()

    Even and odd parts ofG()

    GER() = 1/2{

    GR() + GR(M)}

    =X1()

    Similarly,

    GOR() = X2OI()GEI() =X2ER()GOI() =X1OI()

    And finally,

    X1() =GER() +jGOI()X2() =GEI() jGOR()

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    Problem 10 (signal flow graph)

    The signal flow graph in figure of the problem describes the input-output relationshipofv(k) and y(k).

    X(z) = V(z) + 0.5 X(z)z1

    X(z) = V(z)

    1 0.5z1Y(z) = 2 (3V(z) + X(z)) + 2X(z)z1

    Y(z) = 6V(z) + 2V(z)

    1 0.5z1 + 2V(z)z1

    1 0.5z1

    Y(z) = 6V(z) 3V(z)z1 + 2V(z) + 2V(z)z1

    1 0.5z1

    Y(z) = 8 z11 0.5z1 V(z)

    h(k) = 8 (0.5)k1(k) (0.5)k11(k 1)

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    Problem 11 (signal flow graph)Bottom figure in the question:

    Y(z) =V(z)z1

    + 2rcos(0)Y(z)z1

    r2

    Y(z)z2

    H(z) =Y(z)

    V(z)=

    z1

    1 2rcos(0)z1 + r2z2

    Top figure in the question:

    X(z) = V(z) r2sin2(0)Y(z)z1W(z) = X(z) + rcos(0)W(z)z

    1

    W(z) = X(z)

    1 rcos(0)z1 =V(z) r2sin2(0)Y(z)z1

    1 rcos(0)z1

    Y(z) = W(z)z1 + rcos(0)Y(z)z1 = W(z)z

    11 rcos(0)z1

    Y(z) = (V(z) r2sin2(0)Y(z)z1)z1

    (1 rcos(0)z1)2

    Y(z)((1 rcos(0)z1)2 + r2sin2(0)z2) =V(z)z1

    H(z) =Y(z)

    V(z)=

    z1

    1 2rcos(0)z1 + r2z2

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    Problem 12 (round-off effects in digital filters)

    a)

    Y(z) = V(z) +1

    4Y(z)z1 =

    V(z)

    1 14 z1 =

    V(z)z

    z 1/4V(z) = .5

    z

    z 1Y(z) =

    12 z

    2

    (z 1/4)(z 1) =12 z

    2

    z2 54 z+ 1/4= 1/2 +

    58 z 1/8

    (z 1/4)(z 1)

    = 1/2 1/24z 1/4+

    2/3

    z 1invers transform

    y(n) = 1/2 o(n) 1/24 (1/4)n11(n 1) + 2/3 (1)n11(n 1)y(k)|n = 2/3

    b)unquantized case (working from the difference equation):

    y(n) = v(n) + 1/4 y(n 1)y(0) = 1/2, y(1) = 1/2 + 1/4 1/2 = 5/8, y(2) = 1/2 + 1/4 5/8 = 21/32,y(3) = 85/128, y(4) = 341/512, y(5) = 1364/2048

    quantized case (working from the difference equation):

    y(n) = v(n) + Q[1/4 y(n 1)]y(0) = 1/2,

    y(1) = 1/2 + Q[1/4 1/2] = 1/2 + Q[1/8] = 5/8y(2) = 1/2 + Q[1/4 5/8] = 1/2 + Q[5/32] truncation!= 1/2 + 1/8 = 5/8y(3) = 5/8 . . .

    c)direct form II:

    H(z) = 1 + z1

    1 14 z1

    V(z) = 1/2

    1 + z1

    Y(z) = H(z) V(z) = 1/21 14 z1

    invers transform

    y(n) = 1/2 (1/4)k

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    unquantized case:y(n)|n= 0

    quantized case (working from the difference equation):

    y(n) = v(n) + v(n 1) + Q[1/4 y(n 1)]y(0) = 1/2 + 0 + 0 = 1/2,

    y(1) = 1/2 + 1/2 + Q[1/4 1/2] = 1/8,y(2) = 1/2 1/2 + Q[1/4 1/8] = 0 . . .

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    Problem 13 (round-off effects in digital filters)

    Let h(n), h1(n), and h2(n) represent the unit sample responses corresponding to thesystem functions H(z), H1(z), and H2(z), respectively. It follows that

    h1(n) = (1/2)n1(n)

    h2(n) = (1/4)n1(n)

    H(z) = H1(z) H2(z)=

    1

    1 0.5z1 1

    1 0.25z1 = z2

    z2 34 z+ 1/8polynom division

    = 1 +34 z 1/8

    z2

    3

    4 z+ 1/8

    = 1 +34 z 1/8

    (z 1/2)(z 1/4)partial fraction expansion

    = 1 + A

    (z 1/2)+ B

    (z 1/4)

    A = limz1/2

    34 z 1/8(z 1/4) =

    3/8 1/81/4

    = 1

    B = limz1/4

    34 z 1/8(z 1/2) =

    3/16 1/81/4 = 1/4

    H(z) = 1 + 1

    z 1/2 1/4

    z 1/4

    inverse transform :h(n) = 0(n) + ( 1/2)

    n11(n 1) 1/4 (1/4)n11(n 1)= 0(n) + 2 (1/2)n1(n 1) (1/4)n1(n)= (2 (1/2)n (1/4)n)1(n)

    first cascade realization:

    v(n)

    12

    14

    z1 z1

    y(n)

    e1(n) e2(n)

    Figure 1: Cascade system realization 1

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    Qa1(z) lecture eq.: (4.39)

    = 1/2 Qa1(z)z1 + E1(z) = E1(z)1

    1

    2z

    1

    Qa2(z) lecture eq.: (4.39)

    = 1/4 Qa2(z)z1 + E2(z) + E1(z)1 12 z1

    = E2(z)

    1 14 z1 corresponds to H2(z)

    + E1(z)

    (1 12 z1)(1 14 z1) corresponds to H(z)

    So the quantization noise variance 2qa at the output of the first cascade realization canbe calculated with help of the impulse responses h2(n) and h(n) as

    2

    qa =

    2

    e

    n=0 h2(n) + 2

    e

    n=0 h22(n) , 2

    e denoting the variance ofe1/2(n)

    For the second cascade realization, the variance 2qb is calculated in the same way andgives

    2qb = 2e

    n=0

    h2(n) +n=0

    h21(n)

    n=0h21(n) =

    1

    1 1/4 = 4/3n=0

    h22(n) = 1

    1 1/16 = 16/15n=0

    h2(n) = 4

    1 1/4 4

    1 1/8+ 1

    1 1/16= 1.83

    Therefore,

    2qa = 2.90 2e2qb = 3.16 2e

    and the ratio of noise variances is

    2qb2qa

    = 1.09

    Consequently, the noise power in the second cascade realization is 9% larger than in thefirst realization.

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    Problem 14 (digital filter design)

    Determine the unit sample response hi of a linear-phase FIR filter of length L = 4 forwhich the amplitude frequency responseH0() at = 0 and = /2 is specified as

    H0(0) = 1, H0(/2) = 1/2.

    Even lengthL type-2 or type-4 linear phase system.H0(0) = 1 no type-4 linear phase system (H0(0) = 0!).

    Type-2 linear phase system:

    H0() = 2

    L/21i=0

    hi cos

    L 1

    2 i

    = 21

    i=0

    hi cos

    3

    2 i

    .

    At = 0,

    1 = 21

    i=0hi cos(0)

    1/2 = h0+ h1,

    at =/2,

    1/2 = 21

    i=0

    hi cos

    3

    2 i

    /2

    = 2 (h0 cos( 3

    4 ) + h1 cos(

    4))

    1/4 = 1

    2h1 1

    2h0.

    Solving these equations, we get

    h0 = 0.073

    h1 = 0.427

    and with symmetry

    h2 = h1

    h3 = h0

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    Problem 15 (digital filter design)(a)

    Hd(ej) = (1

    2

    1())ej(/2) for

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    (d) The delay is L12 = 211

    2 = 10 samples. L is odd, it is therefore a type III system.

    hi

    i

    0.5

    0.5

    0

    0 5 10 15 20

    |H(ej

    )|

    0.5

    00

    1

    Figure 2: Scetches to problem 15 part d)

    (e) The delay is L12 = 201

    2 = 9.5 samples. L is even, it is therefore a type IV system.

    hi

    i

    0.5

    0.5

    0

    0 5 10 15

    |H(ej)|

    0.5

    00

    1

    Figure 3: Scetches to problem 15 part e)

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    Problem 16 (digital filter design)

    From the given equations we havec(k) = 2 h(Sk), 1 k S. For type III linear-phasefilters h(S) = 0 andL is odd.

    H03( ) =Si=1

    ci sin(( )i)

    = Si=1

    ci sin(k)cos(i) =Si=1

    (1)i+1ci sin(i).

    Thus H03() =H03( ) impliesSi=1

    ci sin(i) =Si=1

    (1)i+1ci sin(i),

    or equivalently,Si=1

    (1 (1)i+1)ci sin(i) = 0 which in turn implies that ci = 0 fori= 2, 4, 6, . . ..

    ci= 2 h(S i), 1 i Scan be rewritten as hi= 1/2 cSi. As S is evenhi= 0 for ieven.

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    Problem 17 (digital filter design)

    (a) From the given equations, we get

    1 = 1 101/20 = 1 100.005 = 0.01144602 = 10

    2/20 = 101.75 = 0.01778279

    N = 10log10(12) 132.324

    =10log10(0.00020355796) 13

    2.324 2( 2kHz1.8kHz12kHz )= 98.2730

    Since the number must be an integer, we round up the value yielding N = 99.As the length L = N+ 1 is even, a type II FIR filter can be designed to meetthe specifications. A type I filter can be designed by increasing the order by 1 to

    N= 100.(b) Note that the width of the transition bands are not equal. We therefore use the

    width of the smallest transition band to compute the order N.

    1 = 2

    FP1 FS1

    FT

    = 0, 031416

    2 = 2

    FS2 FP2

    FT

    = 0, 062832

    N = 10log10(0.002 0.001) 132.324 2( 0.35kHz0.3kHz10kHz )

    = 602.51

    The order of the required FIR filter is N= 603. As the length L = N+ 1 is even,a type II FIR filter can be designed to meet the specifications.

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    Problem 18 (digital filter design)

    (a) In the impulse invariance design, the poles transform as zi= esiT and we have the

    relationship1

    s si 1

    1 esiTz1Therefore,

    Ha(s) = 2

    s + 0.1 1

    s + 0.2

    In this case the solution is unique, since ha(t) is real, and the poles are both on the-axis in the s-plane. Due to the periodicity of z = ej a more general answer for a

    complex impulse response ha(t) would be

    Ha(s) = 2

    s + (0.1 +j 2nT ) 1

    s + (0.2 +j 2mT )

    where n and m are integers.(b) Using the inverse relationship for the bilinear transform

    z =1 + (T /2)s

    1 (T /2)swe get

    Ha(s) = 2

    1 e0.2 1(T/2)s1+(T/2)s 1

    1 e0.4 1(T/2)s1+(T/2)sT=2=

    2

    1 e0.2 1s1+s 1

    1 e0.4 1s1+s=

    2(s + 1)

    s(1 + e0.2) + (1 e0.2) s + 1

    s(1 + e0.4) + ( 1 e0.4)=

    2

    1 + e0.2 s + 1

    s + 1e0.2

    1+e0.2

    11 + e0.4

    s + 1s + 1e

    0.4

    1+e0.4

    Since the bilinear transform does not introduce any ambiguity, the representation isunique.

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    Problem 19 (digital filter design)

    (a) Recall that =T, Tdenoting the sampling period. So the specifications for thecontinuous-time signal are

    0.89125 |H(ej)| 1, 0 || 0.2/T,|H(ej)| 0.17783, 0.3/T || /T.

    (b) At the passband edge, we have

    |H(j0.2/T)|2 = 11 + ( 0.2cT)

    2N

    != 0.891252. (4)

    At the stopband edge, we have

    |H(j0.3/T|2 = 11 + ( 0.3cT)

    2N = 0.177832. (5)

    We can solve these two equations for N and cTand we get

    N = 5.8858

    cT = 0.70474

    to solve the equations above exactly. Rounding up to the next integer N= 6 andinsertingNin (1) we getcT = 0.7032 to meet the specifications of the continuous-

    time filter for the passband edge exactly. Then the stopband edge specificationsof the continuous-time filter are exceeded.

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    Problem 20 (digital filter design)

    Given:

    - Filter C: Continous-time IIR-Filter with System fincrionH(s)

    - Filter B: Stable discrete-time filterH(z) derived through bilinear transform fromFilter C

    Question: Can Filter B be an FIR-Filter?

    -

    Excurs: IIR-Filter(System function):

    H(z)IIR = Y(z)X(z)

    = m=0 bzn=0 az

    relation to the Laplace-domain: zi= es,i/0,i contains poles and zeros

    FIR-Filter(System function):

    H(z)FIR=m=0

    bz

    contains m zeros andm-th order pole at z = 0

    Filter is stable, if the poles are located within the unit circle (z-domain) or within theleftLaplace-(s)-plane.

    -

    In this case, filter C is an IIR-Filter, this means, it will have poles, that are nonzero,because otherwise it woukd be an FIR-Filter. Therefore, and due to the fact, that thebilinear transform is unique in converting from s-domain to z-domain, also filter B willhabe poles. Thus, filter B cannot be a FIR-Filter.

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    Problem 21 (digital filter design)

    First we determine the values for 1 and 2. They are used in the magnitude represen-tation of filter specifications.

    1 = 1 101/20 =.1087490618662 = 10

    40/20 =.01

    1 is related to by

    (1 1)2 = 11 + 2

    2 = 1

    (1

    1)2

    1

    = 0.508847139905

    and is given by

    =

    1

    22 1 = 99, 995

    The normalized frequencies for the passband edge and stopband edge in the digitaldomain are given by

    p = 2 40/240s = 2 60/240

    As the bilinear transform warps the frequency scale, we have to determine the passband

    edge and stopband edge in the analog domain by inverse transformation of the valuesfor the digital domain:

    p = 2/T tan(p/2)s = 2/T tan(s/2)

    c/s = tan(p/2)/tan(s/2) = 1.73205080758

    This leads to the following filter length:

    Butterworth filter: Nmin log10(/)log10(s/p)

    = 9.613 10

    Chebyshev filter: Nmin log10((1 22+ 1 22(1 + 2))/(2))

    log10(s/c+

    (s/p)2 1) 5.212 N= 6

    Elliptic filter: Nmin K(p/s)K(

    1 (/)2)K(/)K(

    1 (p/s)2)

    = 3.2 N= 4

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    0 0.2 0.4 0.6 0.8 1100

    80

    60

    40

    20

    0

    20 log10

    (H(ej

    ))

    0 0.2 0.4 0.6 0.8 10

    0.2

    0.4

    0.6

    0.8

    1

    |H(ej

    )|

    0.1 0.2 0.3

    4

    3

    2

    1

    0

    Passband detail

    0.5 0.6 0.7 0.8 0.9

    120

    100

    80

    60

    40

    Stopband detail

    Figure 4: Butterworth MATLAB: [b_b,a_b]=butter(10,4/12);

    0 0.2 0.4 0.6 0.8 1100

    80

    60

    40

    20

    0

    20 log10

    (H(ej

    ))

    0 0.2 0.4 0.6 0.8 10

    0.2

    0.4

    0.6

    0.8

    1

    |H(ej

    )|

    0 0.2 0.4

    8

    6

    4

    2

    0

    Passband detail

    0.4 0.6 0.8 1

    60

    50

    40

    30

    20

    Stopband detail

    Figure 5: Chebyshev 1 MATLAB: [b_c1,a_c1]=cheby1(6,1,4/12);

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    0 0.2 0.4 0.6 0.8 1100

    80

    60

    40

    20

    0

    20 log10

    (H(ej

    ))

    0 0.2 0.4 0.6 0.8 10

    0.2

    0.4

    0.6

    0.8

    1

    |H(ej

    )|

    0.1 0.2 0.3 0.4

    1

    0.5

    0

    0.5

    Passband detail

    0.4 0.6 0.8 1

    70

    60

    50

    40

    Stopband detail

    Figure 6: Chebyshev 2 MATLAB: [b_c2,a_c2]=cheby2(6,40,6/12);

    0 0.2 0.4 0.6 0.8 1100

    80

    60

    40

    20

    0

    20 log10

    (H(ej

    ))

    0 0.2 0.4 0.6 0.8 10

    0.2

    0.4

    0.6

    0.8

    1

    |H(ej

    )|

    0.1 0.2 0.3 0.4

    10

    8

    6

    4

    2

    0

    Passband detail

    0.4 0.6 0.8 1

    55

    50

    45

    40

    35

    30

    25

    20

    Stopband detail

    Figure 7: Elliptic MATLAB: [b_e,a_e]=ellip(4,1,40,4/12);

    Digital Signal Processing and System Theory, Prof. Dr.-Ing. Gerhard Schmidt, www.dss.tf.uni-kiel.de

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    Problem 22 (multirate digital signal processing)

    The output y(n) = x(n) if no aliasing occurs as result of downsampling. That is,X(ej) = 0 for /3 || .

    (a) x(n) = cos(n/4). X(ej) has impulses at =/4, so there is no aliasing.y(k) =x(k).

    (b) x(n) = cos(n/2). X(ej) has impulses at = /2, so there is aliasing.y(n) =x(n).

    (c) x(n) = ( sin(n/8)n )2 = 1/64 ( sin(n/8)n/8 )2 = 1/64 (sinc(n/8))2. The spectrum

    of sinc(n/8) is a rectangular in the range of/8 /8. The squaredfunction leads to a triangular spectrum with double bandwidth (multiplication intime domain convolution in frequency domain). So the highest signal frequencyis|max| =/4< /3 and no aliasing will occur.

    Digital Signal Processing and System Theory, Prof. Dr.-Ing. Gerhard Schmidt, www.dss.tf.uni-kiel.de

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    DIGITALSIGNAL PROCESSING AND

    SYSTEM THEORY

    Problem 23 (multirate digital signal processing)

    We can analyze the system in the frequency domain:

    X(ej) Y(ej)

    X(e2j)

    2 2X(e2j)H1(e

    j)

    H1(ej)

    Y(ej) is X(e2j) H1(ej) downsampled by 2:

    Y(ej) = 1/2

    X(e2j/2)H1(ej/2) + X(e2j(2)/2)H1(e

    j(2)/2)

    = 1/2 X(ej)H1(ej/2) + X(ej(2))H1(ej(2))= 1/2

    H1(e

    j/2) + H1(ej(

    2))

    X(ej)

    = H2(ej)X(ej)

    H2(ej) = 1/2

    H1(e

    j/2) + H1(ej(2))

    Digital Signal Processing and System Theory, Prof. Dr.-Ing. Gerhard Schmidt, www.dss.tf.uni-kiel.de

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    SYSTEM THEORY

    Solution to Problem 24 (multirate digital signal processing)

    (a) h(n) = 0 for|n| > (RL 1). For a causal system we have a delay by RL 1samples.

    (b) General interpolation condition:

    h(0) = 1

    h(nL) = 0, n= 1,2, . . .

    (c)

    y(k) =

    RL1k=(RL1)

    h(k)v(n k) =h(0)v(n) +RL1k=1

    h(k)(v(n k) + v(n + k))

    This requires only RL 1 multiplications (assuming h(0) = 1).(d) Show, that only 2R Multiplications per output sample are required.

    y(n) =n+RL1

    k=n(RL1)v(k)h(n k)

    Due to part b) it has been shown, that only h(0) = 1, and h(Ln) = 0 for n =+

    1,+

    2,... This is a general condition related to the interpolation (include (L 1)zeros).

    Ifn = mL (man integer), then we dont have any multiplications since h(0) = 1and the other non-zero samples of v(n) hit at the zeros h(n). Otherwise theimpulse response spans 2RL 1 samples of v(n), but only 2R of these are non-zero. Therefore, we have 2R multiplications in total.

    Digital Signal Processing and System Theory, Prof. Dr.-Ing. Gerhard Schmidt, www.dss.tf.uni-kiel.de

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    10 5 0 5 101

    0.5

    0

    0.5

    1

    n

    Amplitude v(n)

    10 5 0 5 101

    0.5

    0

    0.5

    1

    n

    Amplitude h(0n)

    10 5 0 5 101

    0.5

    0

    0.5

    1

    n

    Amplitude h(1n)

    Solution to Problem 25 (multirate digital signal processing)

    Steps to do:

    a)b)[c) Polyphase decomposition of decimation filters -> moving of all decimation factors

    through alls branches before the filter decomposition (efficient structure)

    d)e) M= 2, L = 3 -> decimator and interpolator can be changed/turned

    f) Polyphase decomposition of interpolator filter -> moving of interpolator factorthrough all branches (efficient structure) (z3 > z)

    Digital Signal Processing and System Theory, Prof. Dr.-Ing. Gerhard Schmidt, www.dss.tf.uni-kiel.de

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    1

    Y(z) X(z)

    3

    3

    3

    3

    3

    3

    3

    3

    3

    3

    3

    3

    3 2

    2

    2

    2

    2

    2

    2

    2

    2

    2

    2

    G(z)

    G0(z)

    G0(z)

    G0(z)

    G0(z)

    G1(z)

    G1(z)

    G1(z)

    G1(z)

    G1(z)

    G00(z)

    G01(z)

    G02(z)

    G10(z)

    G12(z)

    z1

    z1

    z1

    z1

    z1z1

    z1z1

    z1

    z1

    z3

    z2

    z

    a)

    b)

    c)

    d)

    e)

    f)