Z transform Defined as power series Examples 1

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Z - transform • Defined as power series • Examples: 1

Z - transform • Defined as power series • Examples: 1

Z - transform • And since • We get 2

Z - transform • And since • We get 2

Z - transform • Define +ve and > 1 +ve and = 1 +ve

Z - transform • Define +ve and > 1 +ve and = 1 +ve and < 1 3

Z - transform • We have • ie • Note that has a pole

Z - transform • We have • ie • Note that has a pole at on the zplane. 4

Z - transform Note: • (i) If magnitude of pole is > 1 then

Z - transform Note: • (i) If magnitude of pole is > 1 then increases without bound • (ii) If magnitude of pole is < 1 then has a bounded variation • i. e. the contour on the z-plane is of crucial significance. • It is called the Unit circle 5

The unit circle 1 1 6

The unit circle 1 1 6

Z – transform properties (i) Linearity • The z-transform operation is linear • Z

Z – transform properties (i) Linearity • The z-transform operation is linear • Z • Where Z (ii) Shift Theorem Z 7 , i = 1, 2

Z - transform • Let. . • Z • But 8 for negative i.

Z - transform • Let. . • Z • But 8 for negative i.

Z - transform Examples: • (i) Consider generation of new discrete time signal from

Z - transform Examples: • (i) Consider generation of new discrete time signal from via • Recall linearity and shift • (ii) Z write 9

Z - transform • From • With from earlier result Z • We obtain

Z - transform • From • With from earlier result Z • We obtain Z 10

Inverse Z - transform • Given F(z) to determine . • Basic relationship is

Inverse Z - transform • Given F(z) to determine . • Basic relationship is • may be obtained by power series expansion. It suffers from cumulative errors 11

Inverse Z - transform • Alternatively • Use for m = -1 • otherwise

Inverse Z - transform • Alternatively • Use for m = -1 • otherwise • where closed contour encloses origin 12

Inverse Z - transform • Integrate to yield Examples • (i) write 13

Inverse Z - transform • Integrate to yield Examples • (i) write 13

Inverse Z - transform • And hence Pole at of Residue (ii) Let where

Inverse Z - transform • And hence Pole at of Residue (ii) Let where and • To determine 14

Inverse Z - transform • From inversion formula • But 15

Inverse Z - transform • From inversion formula • But 15

Inverse Z - transform • Hence • Thus 16

Inverse Z - transform • Hence • Thus 16

Inverse Z - transform Note: • (i) For causal signals for negative i. Thus

Inverse Z - transform Note: • (i) For causal signals for negative i. Thus upper convolution summation limit is in this case equal to k. • (ii) Frequency representation of a discretetime signal is obtained from its z-transform by replacing where T is the sampling period of interest. (Justification will be given later. ) 17

System Function of discretetime systems • System representation {x(n)} X(z) {h(n)} G(z) {y(n)} Y(z)

System Function of discretetime systems • System representation {x(n)} X(z) {h(n)} G(z) {y(n)} Y(z) • Where the input signal is {x(n)} of ztransform X(z) • The output is {y(n)} of z-transform Y(z). 18

System Function of discretetime systems • The system has an impulse response h(n) •

System Function of discretetime systems • The system has an impulse response h(n) • Define so that and hence 19 • Clearly when X(z) = 1 then G(z) = Y(z) i. e. G(z) is the z-transform of the impulse response h(n)

Frequency Response • Let the input be • Then the output is • Where

Frequency Response • Let the input be • Then the output is • Where • and 20

System Function of discretetime systems • However • While the amplitude & phase responses

System Function of discretetime systems • However • While the amplitude & phase responses are • And hence 21

System Functions-Amplitude response • Evidently 22 • And hence • Thus • ie for

System Functions-Amplitude response • Evidently 22 • And hence • Thus • ie for real systems amplitude is an even function, and phase an odd function of frequency

System Functions-Amplitude response • Moreover from • Since at is finite we obtain 23

System Functions-Amplitude response • Moreover from • Since at is finite we obtain 23

System Functions-Phase response • From • At we have • Thus for real systems

System Functions-Phase response • From • At we have • Thus for real systems the amplitude response must approach zero frequency with zero slope, while the phase rsponse must be zero at the origin 24

System Functions-Phase response • For , • Hence 25

System Functions-Phase response • For , • Hence 25

System Functions-Group delay • Thus • where 26

System Functions-Group delay • Thus • where 26

Suppression of a frequency band • A real rational transfer function H(z) cannot suppress

Suppression of a frequency band • A real rational transfer function H(z) cannot suppress a band of frequencies completely. i. e. cannot be identically zero for in • This may be demonstrated as follows 27

System Function of discretetime systems • To produce a zero at say we must

System Function of discretetime systems • To produce a zero at say we must have in the numerator of H(z) a factor of the form • Therefore for one zero in the band the factor is • • and since there an infinite number of points in the band we need factors in the numerator as 28

System Function of discretetime systems • Clearly the result is not a rational function

System Function of discretetime systems • Clearly the result is not a rational function • Hence it cannot be the transfer function of a digital signal processing system. 29

Stability Test • For stability a DSP transfer function must have poles inside the

Stability Test • For stability a DSP transfer function must have poles inside the unit circle on the zplane. • We need to have a means of determining whether the denominator of a given transfer function has all its zeros inside the unit circle. • The procedures for doing so are called stability tests. 30

Stability Test • Let the transfer function to be tested be • where n

Stability Test • Let the transfer function to be tested be • where n is the order of the transfer function. Set A = 1. • For stability Dn(z) must have no zeros in the region 31

Stability Test • Consider the simple case of a quadratic denominator • Rewrite as

Stability Test • Consider the simple case of a quadratic denominator • Rewrite as (ignore the factor ) • If the roots are complex, say then 32

Stability Test • Thus and • For stability and thus • For real roots

Stability Test • Thus and • For stability and thus • For real roots • If choose root with largest absolute value and make less than 1 33

Stability Test • Thus • And since quantities are positive we obtain • Similarly

Stability Test • Thus • And since quantities are positive we obtain • Similarly for • Thus jointly we have 34

Stability Test • These conditions form the Stability Triangle Stability region inside triangle 35

Stability Test • These conditions form the Stability Triangle Stability region inside triangle 35

Stability Test • For higher order functions most tests rely on an iterative precedure

Stability Test • For higher order functions most tests rely on an iterative precedure that involves – reduction of the polynomial degree by unity – a simple test • Jury-Marden Test: We write Dn(z) as 36 • where is a constant chosen to make of degree (n - 1)

Stability Test • • Repeat equation Hence And thus Set so that is of

Stability Test • • Repeat equation Hence And thus Set so that is of degree (n-1) when 37

Stability Test • Rouche’s Theorem: If the polynomials and are such that in the

Stability Test • Rouche’s Theorem: If the polynomials and are such that in the same region then has the same number of zeros in that region as 38

Stability Test • we observe that Dn(z) has as many zeros as either or

Stability Test • we observe that Dn(z) has as many zeros as either or depending on whether • or • Ie or 39

Stability Test • Thus if then is unstable as it has as many zeros

Stability Test • Thus if then is unstable as it has as many zeros as which has at most (n - 1) zeros within |z| < 1. • If then can have as many zeros within |z| < 1 as • The zero at z = 0 can be removed and the procedure repeated for the remaining polynomial 40

Stability Test • An alternative test: Consider • So that 41 • For this

Stability Test • An alternative test: Consider • So that 41 • For this equation to be a polynomial we require the constant term in the numerator to be zero so as to be able to cancel through a factor z

Stability Test • Thus or • The rest of the argument is similar to

Stability Test • Thus or • The rest of the argument is similar to the previous case 42

Further Stability Test • Given that and show that on the unit circle for

Further Stability Test • Given that and show that on the unit circle for any real • Construct • Repeat the previous arguments 43

Digital Two-Pairs • The LTI discrete-time systems considered so far are single-input, single-output •

Digital Two-Pairs • The LTI discrete-time systems considered so far are single-input, single-output • Often such systems can be efficiently realised by interconnecting two-input, twooutput structures, known as two-pairs 44

Digital Two-Pairs • Figures below show two commonly used block diagram representations of a

Digital Two-Pairs • Figures below show two commonly used block diagram representations of a two-pair • Here and denote the two outputs, and denote the two inputs, where the dependencies on the variable z has been omitted for simplicity 45

Digital Two-Pairs • The input-output relation of a digital two-pair is given by •

Digital Two-Pairs • The input-output relation of a digital two-pair is given by • In the above relation the matrix t given by t is called the transfer matrix of the two-pair 46

Digital Two-Pairs • An alternate characterisation of the two-pair is in terms of its

Digital Two-Pairs • An alternate characterisation of the two-pair is in terms of its chain parameters as where the matrix G given by G - - is called the chain matrix of the two-pair 47

Digital Two-Pairs • The transfer and chain parameters are related as 48

Digital Two-Pairs • The transfer and chain parameters are related as 48

Two-Pair Interconnections Cascade Connection - G-cascade - • Here 49 - - -

Two-Pair Interconnections Cascade Connection - G-cascade - • Here 49 - - -

Two-Pair Interconnections • But from figure, and • Substituting the above relations in the

Two-Pair Interconnections • But from figure, and • Substituting the above relations in the first equation on the previous slide and combining the two equations we get • Hence, 50

Two-Pair Interconnections Cascade Connection - t-cascade - • Here 51 - - -

Two-Pair Interconnections Cascade Connection - t-cascade - • Here 51 - - -

Two-Pair Interconnections • But from figure, and • Substituting the above relations in the

Two-Pair Interconnections • But from figure, and • Substituting the above relations in the first equation on the previous slide and combining the two equations we get • Hence, 52

Two-Pair Interconnections Constrained Two-Pair G(z) H(z) • It can be shown that 53

Two-Pair Interconnections Constrained Two-Pair G(z) H(z) • It can be shown that 53

Signal Flow Graphs Linear Time Invariant Discrete Time Systems can be made up from

Signal Flow Graphs Linear Time Invariant Discrete Time Systems can be made up from the elements { Storage, Scaling, Summation } • Storage: (Delay, Register) T or z -1 xk • Scaling: (Weight, Product, Multiplier A yk xk 54 A or xk yk = A. xk yk xk-1

Signal Flow Graphs • Summation: (Adder, Accumulator) • + X X+Y + Y •

Signal Flow Graphs • Summation: (Adder, Accumulator) • + X X+Y + Y • A linear system equation of the type considered so far, can be represented in terms of an interconnection of these elements • Conversely the system equation may be obtained from the interconnected components (structure). 55

Signal Flow Graphs • For example xk b yk z-1 a 2 56 yk-1

Signal Flow Graphs • For example xk b yk z-1 a 2 56 yk-1 yk-2

Signal Flow Graphs • A SFG structure indicates the way through which the operations

Signal Flow Graphs • A SFG structure indicates the way through which the operations are to be carried out in an implementation. • In a LTID system, a structure can be: i) computable : (All loops contain delays) ii) non-computable : (Some loops contain no delays) 57

Signal Flow Graphs • Transposition of SFG is the process of reversing the direction

Signal Flow Graphs • Transposition of SFG is the process of reversing the direction of flow on all transmission paths while keeping their transfer functions the same. • This entails: – Multipliers replaced by multipliers of same value – Adders replaced by branching points – Branching points replaced by adders • For a single-input / output SFG the transpose SFG has the same transfer function overall, as the original. 58

Structures • STRUCTURES: (The computational schemes for deriving the input / output relationships. )

Structures • STRUCTURES: (The computational schemes for deriving the input / output relationships. ) • For a given transfer function there are many realisation structures. • Each structure has different properties w. r. t. • i) Coefficient sensitivity • ii) Finite register computations 59

Signal Flow Graphs Direct form 1 : Consider the transfer function • So that

Signal Flow Graphs Direct form 1 : Consider the transfer function • So that • Set 60

Signal Flow Graphs • For which a 0 z-1 a 1 z-1 a 2

Signal Flow Graphs • For which a 0 z-1 a 1 z-1 a 2 an + + • Moreover 61 W(z) n delays

Signal Flow Graphs • For which W(z) Y(z) + + - z-1 b 2

Signal Flow Graphs • For which W(z) Y(z) + + - z-1 b 2 z-1 b 3 z-1 62 bm m delays

Signal Flow Graphs • This figure and the previous one can be combined by

Signal Flow Graphs • This figure and the previous one can be combined by cascading to produce overall structure. • Simple structure but NOT used extensively in practice because its performance degrades rapidly due to finite register computation effects 63

Signal Flow Graphs • Canonical form: Let • ie • and 64

Signal Flow Graphs • Canonical form: Let • ie • and 64

Signal Flow Graphs • Hence SFG (n > m) a 0 a 1 X(z)

Signal Flow Graphs • Hence SFG (n > m) a 0 a 1 X(z) + - - a 2 W(z) an b 1 b 2 bm 65 + + Y(z)

Signal Flow Graphs • Direct form 2 : Reduction in effects due to finite

Signal Flow Graphs • Direct form 2 : Reduction in effects due to finite register can be achieved by factoring H(z) and cascading structures corresponding to factors • In general with • or 66

Signal Flow Graphs • Parallel form: Let • with Hi(z) as in cascade but

Signal Flow Graphs • Parallel form: Let • with Hi(z) as in cascade but a 0 i = 0 • With Transposition many more structures can be derived. Each will have different performance when implemented with finite precision 67

Signal Flow Graphs • Sensitivity: Consider the effect of changing a multiplier on the

Signal Flow Graphs • Sensitivity: Consider the effect of changing a multiplier on the transfer function U(z) V(z) 2 1 X(z) 4 3 Y(z) Linear T-I Discrete System • Set 68 • With constraint

Signal Flow Graphs • Hence And thus 69

Signal Flow Graphs • Hence And thus 69

Signal Flow Graphs • Two-ports X 1(z) Y 1(z) 70 Linear Systems X 2(z)

Signal Flow Graphs • Two-ports X 1(z) Y 1(z) 70 Linear Systems X 2(z) T(z) S Y 2(z)

Signal Flow Graphs • Example: Complex Multiplier x 1(n) y 1(n) M x 2(n)

Signal Flow Graphs • Example: Complex Multiplier x 1(n) y 1(n) M x 2(n) 71 y 2(n)

Signal Flow Graphs • So that • Its SFD can be drawn as x

Signal Flow Graphs • So that • Its SFD can be drawn as x 1(n) x 2(n) 72 + + - + + + y 1(n) y 2(n)

Signal Flow Graphs • Special case • We have a rotation of t o

Signal Flow Graphs • Special case • We have a rotation of t o by an angle • We can set so that and 73 • • This is the basis for designing i) Oscillators ii) Discrete Fourier Transforms (see later) iii) CORDIC operators in SONAR

Signal Flow Graphs • Example: Oscillator • Consider and externally impose the constraint So

Signal Flow Graphs • Example: Oscillator • Consider and externally impose the constraint So that • For oscillation 74

Signal Flow Graphs • Set • Hence 75

Signal Flow Graphs • Set • Hence 75

Signal Flow Graphs • With and , the oscillation frequency • Set then 76

Signal Flow Graphs • With and , the oscillation frequency • Set then 76 and • We obtain • Hence x 1(n) and x 2(n) correspond to two sinusoidal oscillations at 90 w. r. t. each other

Signal Flow Graphs Alternative SFG with three real multipliers + + + 77

Signal Flow Graphs Alternative SFG with three real multipliers + + + 77

Digital Filters • Filtering operation Time k Given signal OPERATION 0 78 1 4.

Digital Filters • Filtering operation Time k Given signal OPERATION 0 78 1 4. 0 14. 0 2 1. 1 3 -21. 6 4 -3. 6 -20. 1 5 -4. 7 -28. 8 ADD 4. 0 + 1. 1 - 21. 6 - 3. 6 = 2. 5 -9. 3

Digital Filters Filtering 79

Digital Filters Filtering 79

Digital Filters Filtering + 80 -

Digital Filters Filtering + 80 -

Digital Filters Filtering • Basic operations required • (a) Delay • (b) Addition •

Digital Filters Filtering • Basic operations required • (a) Delay • (b) Addition • (c) Multiplication (Scaling) 81

Digital Filters Filtering: More general operation INPUT + ++ + + 82 OUTPUT

Digital Filters Filtering: More general operation INPUT + ++ + + 82 OUTPUT

Digital Filters Impulse response • Most general linear form • Recursive or Infinite Impulse

Digital Filters Impulse response • Most general linear form • Recursive or Infinite Impulse Response (IIR) filters 83

Digital Filters A simple first order 84

Digital Filters A simple first order 84

Digital Filters Transfer function • For FIR 85

Digital Filters Transfer function • For FIR 85

Digital Filters-Stability For IIR • Stability: Note that 86

Digital Filters-Stability For IIR • Stability: Note that 86

Digital Filters Thus there is a pole at • if its magnitude is more

Digital Filters Thus there is a pole at • if its magnitude is more than 1 then the impulse response increases without bound • if its magnitude is less than 1 decreases exponentially to zero • Frequency Response: Set and 87

Digital Filters So that • And hence • Compare with transfer function 88

Digital Filters So that • And hence • Compare with transfer function 88

Digital Filters In the initial example or • And thus 89

Digital Filters In the initial example or • And thus 89

2 -D z tranform 2 -D z-transform • Example : 90

2 -D z tranform 2 -D z-transform • Example : 90

2 -D z tranform • And hence (i) (ii) 91 Separable transforms. Non-separable transforms.

2 -D z tranform • And hence (i) (ii) 91 Separable transforms. Non-separable transforms.

2 -D Digital Filters 2 -D filters • Thus we can have • (a)

2 -D Digital Filters 2 -D filters • Thus we can have • (a) FIR 2 -D filters and • (b) IIR 2 -D filters 92

2 -D Digital Filters Transfer function • For convolution set 93

2 -D Digital Filters Transfer function • For convolution set 93

2 -D Digital Filters Filtering a 02 a 01 a 00 a 12 a

2 -D Digital Filters Filtering a 02 a 01 a 00 a 12 a 11 a 10 a 22 a 21 a 20 Typical N 1 = N 2 = M 1 = M 2 IIR= 2 arrangement. 94 b 02 b 01 b 12 b 11 b 10 b 22 b 21 b 20

2 -D Digital Filters (a) Separable filters (b) Non-separable filters is not expressible as

2 -D Digital Filters (a) Separable filters (b) Non-separable filters is not expressible as a product of separate and independent factors 95

Ideal filters 1 0 1 0 1 96 0

Ideal filters 1 0 1 0 1 96 0

Ideal filters 97

Ideal filters 97