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ESE 531: Digital Signal Processing
Lec 13: February 28, 2018 Frequency Response of LTI Systems
Penn ESE 531 Spring 2018 – Khanna Adapted from M. Lustig, EECS Berkeley
Lecture Outline
2
! Noise Shaping ! Frequency Response of LTI Systems
" Magnitude Response " Simple Filters
" Phase Response " Group Delay
" Example: Zero on Real Axis
Penn ESE 531 Spring 2018 – Khanna Adapted from M. Lustig, EECS Berkeley
Noise Shaping
Oversampled ADC
4 Penn ESE 531 Spring 2019 - Khanna
Quantization Noise with Oversampling
5 Penn ESE 531 Spring 2019 - Khanna
Noise Shaping
! Idea: "Somehow" build an ADC that has most of its quantization noise at high frequencies
! Key: Feedback
6 Penn ESE 531 Spring 2019 - Khanna
Uniform quantization noise
Shaped quantization noise
Noise Shaping Using Feedback
7 Penn ESE 531 Spring 2019 - Khanna
Noise Shaping Using Feedback
8 Penn ESE 531 Spring 2019 - Khanna
Noise Shaping Using Feedback
! Objective " Want to make STF unity in the signal frequency band " Want to make NTF "small" in the signal frequency band
! If the frequency band of interest is around DC (0...fB) we achieve this by making |A(z)|>>1 at low frequencies " Means that NTF << 1 " Means that STF ≅ 1
9 Penn ESE 531 Spring 2019 - Khanna
First Order Sigma-Delta Modulator
! Output is equal to delayed input plus filtered quantization noise
10 Penn ESE 531 Spring 2019 - Khanna
NTF Frequency Domain Analysis
! "First order noise Shaping" " Quantization noise is attenuated at low frequencies,
amplified at high frequencies
11 Penn ESE 531 Spring 2019 - Khanna
Higher Order Noise Shaping
! Lth order noise transfer function
12 Penn ESE 531 Spring 2019 - Khanna
Frequency Response of LTI Systems
Penn ESE 531 Spring 2018 - Khanna 13
Frequency Response of LTI System
! LTI Systems are uniquely determined by their impulse response
! We can write the input-output relation also in the z-domain
! Or we can define an LTI system with its frequency response ! H(ejω) defines magnitude and phase change at each frequency
14
y n⎡⎣ ⎤⎦= x k⎡⎣ ⎤⎦ h n− k⎡⎣ ⎤⎦k=−∞
∞
∑ = x k⎡⎣ ⎤⎦∗h k⎡⎣ ⎤⎦
Y z( ) = H z( ) X z( )
Y e jω( ) = H e jω( ) X e jω( )
Penn ESE 531 Spring 2018 – Khanna Adapted from M. Lustig, EECS Berkeley
Frequency Response of LTI System
! We can define a magnitude response
! And a phase response
15
Y e jω( ) = H e jω( ) X e jω( )
Y e jω( ) = H e jω( ) X e jω( )
∠Y e jω( ) =∠H e jω( )+∠X e jω( )
Penn ESE 531 Spring 2018 – Khanna Adapted from M. Lustig, EECS Berkeley
Phase Response
! Limit the range of the phase response
16 Penn ESE 531 Spring 2018 – Khanna Adapted from M. Lustig, EECS Berkeley
Phase Response
! Limit the range of the phase response
17 Penn ESE 531 Spring 2018 – Khanna Adapted from M. Lustig, EECS Berkeley
Group Delay
! General phase response at a given frequency can be characterized with group delay, which is related to phase
! More later…
18 Penn ESE 531 Spring 2018 – Khanna Adapted from M. Lustig, EECS Berkeley
Unwrapped phase
Linear Difference Equations
19 Penn ESE 531 Spring 2018 – Khanna Adapted from M. Lustig, EECS Berkeley
Magnitude Response
20 Penn ESE 531 Spring 2018 – Khanna Adapted from M. Lustig, EECS Berkeley
Magnitude Response
21 Penn ESE 531 Spring 2018 – Khanna Adapted from M. Lustig, EECS Berkeley
Magnitude Response
22 Penn ESE 531 Spring 2018 – Khanna Adapted from M. Lustig, EECS Berkeley
dk
Magnitude Response
23
e jω
ω
dk
v1
Penn ESE 531 Spring 2018 – Khanna Adapted from M. Lustig, EECS Berkeley
Magnitude Response
24
e jω
ω
dk
v1
Penn ESE 531 Spring 2018 – Khanna Adapted from M. Lustig, EECS Berkeley
Magnitude Response
25
e jω
ω
dk
v1
Penn ESE 531 Spring 2018 – Khanna Adapted from M. Lustig, EECS Berkeley
Magnitude Response
26
e jω
ω
dk
v1
Penn ESE 531 Spring 2018 – Khanna Adapted from M. Lustig, EECS Berkeley
Magnitude Response
27
e jω
ω
dk
v1
Penn ESE 531 Spring 2018 – Khanna Adapted from M. Lustig, EECS Berkeley
Magnitude Response
28
e jω
ω
dk
v1
Penn ESE 531 Spring 2018 – Khanna Adapted from M. Lustig, EECS Berkeley
Magnitude Response
29
e jω
ω
dk
v1
Penn ESE 531 Spring 2018 – Khanna Adapted from M. Lustig, EECS Berkeley
Magnitude Response
30
e jω
ω
dk
v1
Penn ESE 531 Spring 2018 – Khanna Adapted from M. Lustig, EECS Berkeley
Magnitude Response
31
e jω
dk v1
Penn ESE 531 Spring 2018 – Khanna Adapted from M. Lustig, EECS Berkeley
ω
Magnitude Response
32
e jω
ω
dk
v1
Penn ESE 531 Spring 2018 – Khanna Adapted from M. Lustig, EECS Berkeley
Magnitude Response Example
33 Penn ESE 531 Spring 2018 – Khanna Adapted from M. Lustig, EECS Berkeley
Magnitude Response Example
34 Penn ESE 531 Spring 2018 – Khanna Adapted from M. Lustig, EECS Berkeley
Magnitude Response Example
35
e jω
ωv1
v2
Penn ESE 531 Spring 2018 – Khanna Adapted from M. Lustig, EECS Berkeley
Magnitude Response Example
36
e jω
ωv1
v2
π 2πω
H (e jω )
1
Penn ESE 531 Spring 2018 – Khanna Adapted from M. Lustig, EECS Berkeley
Simple Low Pass Filter
37 Penn ESE 531 Spring 2018 – Khanna Adapted from M. Lustig, EECS Berkeley
Simple Low Pass Filter
38
πω
H (e jω )
1
ωc
1 2
Penn ESE 531 Spring 2018 – Khanna Adapted from M. Lustig, EECS Berkeley
Simple High Pass Filter
39 Penn ESE 531 Spring 2018 – Khanna Adapted from M. Lustig, EECS Berkeley
Simple High Pass Filter
40
e jω
ωv1v2
Penn ESE 531 Spring 2018 – Khanna Adapted from M. Lustig, EECS Berkeley
Simple High Pass Filter
41
πω
H (e jω )
1
ωc
1 2
e jω
ωv1v2
Penn ESE 531 Spring 2018 – Khanna Adapted from M. Lustig, EECS Berkeley
Simple Band-Stop (Notch) Filter
42 Penn ESE 531 Spring 2018 – Khanna Adapted from M. Lustig, EECS Berkeley
Simple Band-Stop (Notch) Filter
43
ω0
Penn ESE 531 Spring 2018 – Khanna Adapted from M. Lustig, EECS Berkeley
Simple Band-Stop (Notch) Filter
44
ω0
πω
H (e jω )
1
ω0Penn ESE 531 Spring 2018 – Khanna Adapted from M. Lustig, EECS Berkeley
Simple Band-Stop (Notch) Filter
45
ω0
πω
H (e jω )
1
ω0Penn ESE 531 Spring 2018 – Khanna Adapted from M. Lustig, EECS Berkeley
Simple Band-Stop (Notch) Filter
46
ω0
πω
H (e jω )
1
ω0Penn ESE 531 Spring 2018 – Khanna Adapted from M. Lustig, EECS Berkeley
Simple Band-Pass Filter
47 Penn ESE 531 Spring 2018 – Khanna Adapted from M. Lustig, EECS Berkeley
Simple Band-Pass Filter
48 Penn ESE 531 Spring 2018 – Khanna Adapted from M. Lustig, EECS Berkeley
Simple Band-Pass Filter
49
πω
H (e jω )
1
ω0Penn ESE 531 Spring 2018 – Khanna Adapted from M. Lustig, EECS Berkeley
Simple Band-Pass Filter
50
πω
H (e jω )
1
ω0
Larger α reduces pass band
Penn ESE 531 Spring 2018 – Khanna Adapted from M. Lustig, EECS Berkeley
Phase Response
! Limit the range of the phase response
51 Penn ESE 531 Spring 2018 – Khanna Adapted from M. Lustig, EECS Berkeley
Phase Response Example
52 Penn ESE 531 Spring 2018 – Khanna Adapted from M. Lustig, EECS Berkeley
Phase Response Example
53 Penn ESE 531 Spring 2018 – Khanna Adapted from M. Lustig, EECS Berkeley
Phase Response Example
54
ωπ
−π
ARG
Penn ESE 531 Spring 2018 – Khanna Adapted from M. Lustig, EECS Berkeley
Group Delay
! General phase response at a given frequency can be characterized with group delay, which is related to phase
55
ωω1 ω2
- slope Penn ESE 531 Spring 2018 – Khanna Adapted from M. Lustig, EECS Berkeley
Phase Response Example
56
ωπ
−π
ARG
For linear phase system, group delay is nd Penn ESE 531 Spring 2018 – Khanna Adapted from M. Lustig, EECS Berkeley
Group Delay
! General phase response at a given frequency can be characterized with group delay, which is related to phase
57
ωω1 ω2
- slope Penn ESE 531 Spring 2018 – Khanna Adapted from M. Lustig, EECS Berkeley
Group Delay
58
ωω1 ω2
- slope
Penn ESE 531 Spring 2018 – Khanna Adapted from M. Lustig, EECS Berkeley
Group Delay
59
ωω1 ω2
- slope
Penn ESE 531 Spring 2018 – Khanna Adapted from M. Lustig, EECS Berkeley
Group Delay Math
60
H (z) =b0a0
(1− ck z−1)
k=1
M
∏
(1− dk z−1)
k=1
N
∏H (e jω ) =
b0a0
(1− cke− jω )
k=1
M
∏
(1− dke− jω )
k=1
N
∏
Penn ESE 531 Spring 2018 – Khanna Adapted from M. Lustig, EECS Berkeley
Group Delay Math
61
H (z) =b0a0
(1− ck z−1)
k=1
M
∏
(1− dk z−1)
k=1
N
∏H (e jω ) =
b0a0
(1− cke− jω )
k=1
M
∏
(1− dke− jω )
k=1
N
∏
arg[H (e jω )]= arg[1− cke− jω ]
k=1
M
∑ − arg[1− dke− jω ]
k=1
N
∑
grd[H (e jω )]= grd[1− cke− jω ]
k=1
M
∑ − grd[1− dke− jω ]
k=1
N
∑
arg of products is sum of args
Penn ESE 531 Spring 2018 – Khanna Adapted from M. Lustig, EECS Berkeley
Group Delay Math
62
arg[1− re jθe− jω ]= tan−1 rsin(ω −θ )1− rcos(ω −θ )⎛
⎝⎜
⎞
⎠⎟
grd[H (e jω )]= grd[1− cke− jω ]
k=1
M
∑ − grd[1− dke− jω ]
k=1
N
∑
! Look at each factor:
grd[1− re jθe− jω ]= r2 − rcos(ω −θ )
1− re jθe− jω2
Penn ESE 531 Spring 2018 – Khanna Adapted from M. Lustig, EECS Berkeley
Example: Zero on Real Axis
! Geometric Interpretation for (θ=0)
63
arg[1− re− jω ]
r
Penn ESE 531 Spring 2018 – Khanna Adapted from M. Lustig, EECS Berkeley
Example: Zero on Real Axis
! Geometric Interpretation for (θ=0)
64
arg[1− re− jω ]= arg[(e jω − r)e− jω ]= arg[e jω − r]− arg[e jω ]
ωϕ
r
Penn ESE 531 Spring 2018 – Khanna Adapted from M. Lustig, EECS Berkeley
Example: Zero on Real Axis
! Geometric Interpretation for (θ=0)
65
arg[1− re− jω ]= arg[(e jω − r)e− jω ]= arg[e jω − r]− arg[e jω ]
ωϕ
ωr
Penn ESE 531 Spring 2018 – Khanna Adapted from M. Lustig, EECS Berkeley
Example: Zero on Real Axis
! Geometric Interpretation for (θ=0)
66 Penn ESE 531 Spring 2018 - Khanna
arg[1− re− jω ]= arg[(e jω − r)e− jω ]= arg[e jω − r]− arg[e jω ]
ωϕ
ωϕ
r
Example: Zero on Real Axis
! Geometric Interpretation for (θ=0)
67 Penn ESE 531 Spring 2018 - Khanna
arg[1− re− jω ]= arg[(e jω − r)e− jω ]= arg[e jω − r]− arg[e jω ]
ωϕ
ωϕ
r
ϕ −ω
Example: Zero on Real Axis
! Geometric Interpretation for (θ=0)
68 Penn ESE 531 Spring 2018 - Khanna
arg[1− re− jω ]= arg[(e jω − r)e− jω ]= arg[e jω − r]− arg[e jω ]
ωϕ
ωϕ
r
ϕ −ω
ω
arg
π
Example: Zero on Real Axis
! Geometric Interpretation for (θ=0)
69
arg[1− re− jω ]= arg[(e jω − r)e− jω ]= arg[e jω − r]− arg[e jω ]
ωϕ
r ω
arg
π
ω = 0
Penn ESE 531 Spring 2018 – Khanna Adapted from M. Lustig, EECS Berkeley
Example: Zero on Real Axis
! Geometric Interpretation for (θ=0)
70
arg[1− re− jω ]= arg[(e jω − r)e− jω ]= arg[e jω − r]− arg[e jω ]
ωϕ
ωϕ
r
ϕ −ω
ω
arg
π
Penn ESE 531 Spring 2018 – Khanna Adapted from M. Lustig, EECS Berkeley
Example: Zero on Real Axis
! Geometric Interpretation for (θ=0)
71
arg[1− re− jω ]= arg[(e jω − r)e− jω ]= arg[e jω − r]− arg[e jω ]
ωϕ
r
ϕ −ω
ω
arg
π
Penn ESE 531 Spring 2018 – Khanna Adapted from M. Lustig, EECS Berkeley
Example: Zero on Real Axis
! Geometric Interpretation for (θ=0)
72
arg[1− re− jω ]= arg[(e jω − r)e− jω ]= arg[e jω − r]− arg[e jω ]
ωϕ
r ω
arg
π
ω = π
Penn ESE 531 Spring 2018 – Khanna Adapted from M. Lustig, EECS Berkeley
Example: Zero on Real Axis
! Geometric Interpretation for (θ=0)
73
arg[1− re− jω ]= arg[(e jω − r)e− jω ]= arg[e jω − r]− arg[e jω ]
ωϕ
r
ϕ −ω
ω
arg
π
Penn ESE 531 Spring 2018 – Khanna Adapted from M. Lustig, EECS Berkeley
Example: Zero on Real Axis
! Geometric Interpretation for (θ=0)
74
arg[1− re− jω ]= arg[(e jω − r)e− jω ]= arg[e jω − r]− arg[e jω ]
ωϕ
ω
arg
π
grd
πω
Penn ESE 531 Spring 2018 – Khanna Adapted from M. Lustig, EECS Berkeley
Group Delay Math
75
arg[1− re jθe− jω ]= tan−1 rsin(ω −θ )1− rcos(ω −θ )⎛
⎝⎜
⎞
⎠⎟
grd[H (e jω )]= grd[1− cke− jω ]
k=1
M
∑ − grd[1− dke− jω ]
k=1
N
∑
! Look at each factor:
grd[1− re jθe− jω ]= r2 − rcos(ω −θ )
1− re jθe− jω2
Penn ESE 531 Spring 2018 – Khanna Adapted from M. Lustig, EECS Berkeley
θ≠0?
Example: Zero on Real Axis
76
! For θ≠0
Penn ESE 531 Spring 2018 – Khanna Adapted from M. Lustig, EECS Berkeley
arg grd
Example: Zero on Real Axis
! Magnitude Response
77 Penn ESE 531 Spring 2018 – Khanna Adapted from M. Lustig, EECS Berkeley
1− re jθe− jω =1− re− jω
r
Example: Zero on Real Axis
! Magnitude Response
78 Penn ESE 531 Spring 2018 – Khanna Adapted from M. Lustig, EECS Berkeley
1− re jθe− jω
r
Example: Zero on Real Axis
! For θ=π, how does zero location effect magnitude, phase and group delay?
79 Penn ESE 531 Spring 2018 – Khanna Adapted from M. Lustig, EECS Berkeley
1− re jθe− jω
Example: Zero on Real Axis
! For θ=π, how does zero location effect magnitude, phase and group delay?
80 Penn ESE 531 Spring 2018 – Khanna Adapted from M. Lustig, EECS Berkeley
Example: Zero on Real Axis
! For θ=π, how does zero location effect magnitude, phase and group delay?
81 Penn ESE 531 Spring 2018 – Khanna Adapted from M. Lustig, EECS Berkeley
2nd Order IIR with Complex Poles
82 Penn ESE 531 Spring 2018 - Khanna
magnitude
r=0.9, θ=π/4
2nd Order IIR with Complex Poles
83 Penn ESE 531 Spring 2018 - Khanna
magnitude
phase
group delay
r=0.9, θ=π/4
3rd Order IIR Example
84 Penn ESE 531 Spring 2018 - Khanna
3rd Order IIR Example
85 Penn ESE 531 Spring 2018 - Khanna
3rd Order IIR Example
86 Penn ESE 531 Spring 2018 - Khanna
3rd Order IIR Example
87 Penn ESE 531 Spring 2018 - Khanna
3rd Order IIR Example
88 Penn ESE 531 Spring 2018 - Khanna
Big Ideas
89
! Frequency Response of LTI Systems " Magnitude Response
" Simple Filters
" Phase Response " Group Delay
" Example: Zero on Real Axis
Penn ESE 531 Spring 2018 – Khanna Adapted from M. Lustig, EECS Berkeley
Admin
! HW 5 due Sunday ! Midterm after spring break 3/12
" During class " Starts at exactly 4:30pm, ends at exactly 5:50pm (80 minutes)
" Location DRLB A2 " Old exams posted on previous years’ website
" Disclaimer: old exams covered more material
" Covers Lec 1- 11 #changed from last lecture " Closed book, one page cheat sheet allowed " Calculators allowed, no smart phones " Review session (likely Sunday before exam)
" Keep an eye on Piazza
90 Penn ESE 531 Spring 2019 - Khanna