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Signal Statistics
and Noise
Signal :
How one parameter
Relates to another
voltage
time
continuous signal
continuous
signal
Discrete signal
or
Digitizedsignal
ADC
Y-axis,dependent variable,
range, ordinate, amplitude
X-axis, Independent variable,
domain, abscissa
SampleNumber
100 200 300 400 500 600 700 800 900 1000 1010
N:Total Noof Sample
(1 to N)
(0 to N-1)
Mean and
Standard Deviation
Mean (DC)=µ
𝑖=0
𝑁−1
𝑥𝑖
µ =
1
𝑁
𝑥0
+ 𝑥1
+ 𝑥2
+ 𝑥3
… + 𝑥 𝑁 − 1
𝑁
µ =
|𝑥𝑖
− µ|Howfar 𝒊 deviates =
fromthe mean
σ =
𝑖=0
𝑁−1
(𝑥𝑖
− µ) 2
1
𝑁 − 1
𝑥0
− µ 2
+ 𝑥1
− µ 2
+ ⋯ + 𝑥 𝑁 − 1 −
µ 2
(𝑁 − 1)
σ =
P = V 2
Standard Deviation
σ2
= 1
𝑁 − 1 𝑖=0
𝑁−1
(𝑥𝑖
− µ)2
Variance
No DC component :
R .M.S = σ
RMS : Root Mean Square
SNR =
Signal-to-Noise ratio
µ
σ
cv =
Coefficient of Variation
µ
σ X 100
Quantization
S/H Q
ADC
Sample/ Hold :
Quantizer :
Converts dependent
variable from continuous
To discrete
Converts independent
Variable from continuous
To discrete
Sampling Theorem
Ability to reconstruct
exact analog signal
from samples.
Proper Sampling =
fs 2fmax>=NyquistTheorem =
Analog
Filter
ADC DSP DAC
Analog
Filter
• Chebyshev
• Bessel
• Butterworth
fc
dB -3dB point
R
C
𝑓
𝑐𝑢𝑡𝑜𝑓𝑓
1
2𝜋𝑅𝐶
=
Frequency (Hz)
RC Passive Low Pass Filter
1 2 3 4 6 7 8
𝑓
𝑐𝑢𝑡𝑜𝑓𝑓
= 5 Hz
Passband Stopbandtransition
-3dB = 20 Log(0.707)
to ADC
From sensor
How does this work ?
• At high frequency capacitor
becomes a short circuit
• At low frequency capacitor
is an open circuit
fc
dB
-3dB point
R
C
𝑓
𝑐𝑢𝑡𝑜𝑓𝑓
1
2𝜋𝑅𝐶
=
Frequency (Hz)
RC Passive High Pass Filter
From sensor
to ADC
How does this work ?
• At high frequency capacitor
becomes a short circuit
• At low frequency capacitor
is an open circuit
fc
dB -3dB point
Frequency (Hz)
1 2 3 4 6 7 8
Passband Stopbandtransition
fc
dB
Frequency (Hz)
1 2 3 4 6 7 8
Passband Stopband
IDEALPRACTICAL
R
C
Modified Sallen-Key High Pass Filter
R
R f
R 1
C
+
-
𝑘1
𝐶𝑓 𝑐
=R
R1k2=R f
Digital signal processing on arm new
R
C
Modified Sallen-Key High Pass Filter
R
R f
R 1
C
+
-
𝑘1
𝐶𝑓 𝑐
=R
R1k2=R f
R
C
R
R f
R 1
C
+
-
R
C
R
R f
R 1
C
+
-
R
C
R
R f
R 1
C
+
-
6 POLE BESSEL FILTER
STAGE 1 STAGE 2 STAGE 3
• Chebyshev
• Bessel
• Butterworth
Digital signal processing on arm new
Passband
Stopband
Roll-off
Frequencies NOT allowed to pass
Frequencies allowed to pass
Drop in amplitude
Frequency Response
Chebyshev
Butterworth Bessel
Filter response to rapid
input value change
Step Response =
Ringing and overshoot
Chebyshev
ButterworthBessel
Information Encoding
Informationis encoded
in sine waves of signal
Frequencydomain=
Time domain= Informationis encoded
in shape of waveform
Linear Systems
How one parameter
Varies with anotherSignal
Output and input
relation.System
Continuous signal : x(t) y(t)
Discrete signal : x[t] y[t]
Linear System :
Homogeneity
Additivity
Shift invariance
x[n] SYSTEM y[n]
SYSTEMkx[n] ky[n]
Homogeneity
x1
[n] SYSTEM
y1
[n]
Additivity
x2
[n] SYSTEM y2
[n]
x1
[n] + SYSTEM y1
[n] +x2
[n] y2
[n]
x[n] SYSTEM y[n]
SYSTEMx[n + s] y[n + s]
ShiftInvariance
Combining signals
through scaling andaddition
SYNTHESIS
Breaking a signal
Into additive components
DECOMPOSITION
Superposition
+
+
x0
[n]
x1
[n]
x2
[n]
x[n]
SYNTHESIS
DECOMPOSITION
x[n]
DECOMPOSITION
x0
[n]
x1
[n]
x2
[n]
SYSTEM y0
[n]
SYSTEM
SYSTEM
y1
[n]
y2
[n]
y[n]
SYNTHESIS
Impulse
Decomposition
x[n]
x0
[n] x1
[n] x2
[n] x27
[n]
IMPULSE DECOMPOSITION
Step Decomposition
x[n]
x0
[n] x1
[n] x2
[n] x27
[n]
STEP DECOMPOSITION
Fourier
Decomposition
Convolution
Input`
Impulse`
output
*
SYSTEM
δ[n] h[n]
Impulse ResponseDelta Function
1 2 3 4 5 6 7 8 9 10 11
0
1
2
3
4
-4
-3
-2
-1
a[n] = -3δ[n-8]
SYSTEMδ[n] h[n]
SYSTEM-3δ[n-8] -3h[n-8]
x[n] h[n] y[n]=*Input Signal Impulse response Output signal
h[n]]x[n] y[n]
* =
* =
x[n] h[n] y[n]
x[0] h[n-0] x[1] h[n-1] x[2] h[n-2] x[3] h[n-3]
x[5] h[n-5] x[8] h[n-8]x[4] h[n-4] x[6] h[n-6]
0δ[n-0] 0h[n-0]
1.4δ[n-4] 1.4h[n-4] -0.5 δ[n-8] -0.5h[n-8]
* =
x[n] h[n] y[n]
x[0] h[n-0] x[1] h[n-2]
x[3] h[n-3] x[4] h[n-4]
Commutative property of convolution
Outputside analysis
* =
x[n] h[n] y[n]
x[0] h[n-0] x[1] h[n-1] x[3] h[n-3]x[2] h[n-2]
x[5] h[n-5] x[8] h[n-8]x[4] h[n-4] x[6] h[n-6]
y[6]
y[n] where n= 6
y[6]
x[5] h[n-5]x[4] h[n-4] x[6] h[n-6]x[3] h[n-3]
x[3] x[4] x[5] x[6]
= x[3]h[n-3] x[4]h[n-4] x[5]h[n-5] x[6]h[n-6]+ + +
x[3]h[6-3] x[4]h[6-4] x[5]h[6-5] x[6]h[6-6]+ + +=
= x[3]h[3] x[4]h[2] x[5]h[1] x[6]h[0]+ + +
y[n] where n= 6
y[ i ] =
𝑗=0
𝑀−1
ℎ j x[ i−j ]
Convolution Sum
y[n] =h[n] * x[n]
Convolution Properties
1. Identity
* δ[n] =𝒙[n] 𝒙[n]
𝒙[n] * kδ[n] = 𝒌𝒙[n]
𝒙[n] * δ[n+s] = 𝒙[n+s]
1. First Differenceand Running sum
𝒚[n] = 𝒙[n] - 𝒙[n-1]
First difference
2. First Differenceand Running sum
𝒚[n] = 𝒙[n] + 𝒚[n-1]
Running Sum
𝒚[21] = 𝒙[21] + 𝒚[20]
3. MathematicalProperties
Commutative
Associative
𝒂[n] * 𝒃[n] = 𝒂𝒃[n] * 𝒂[n]
(𝒂[n] *𝒃[n] )* 𝒄[n] = 𝒂[n]*( 𝒃[n] *c [n])
Distributive
𝒂[n] *𝒃[n] + 𝒂 𝒏 𝒂[n]*( 𝒃[n] +c [n])*𝒄[n] =
FourierTransform
Periodic-Discrete
Periodic - Continuous
Aperiodic-Discrete
Aperiodic -Continuous
-Discrete FourierTransform
- FourierSeries
-Discrete Time Fourier Transform
- FourierTransform
Discrete Fourier
Transform( DFT )
Digital signal processing on arm new
Cosine Waves
Sine
Waves
Digital signal processing on arm new
N point input DFT
𝑁
2
+ 1 𝑐𝑜𝑠𝑖𝑛𝑒waveamplitudes
𝑁
2
+ 1 𝑠𝑖𝑛𝑒waveamplitudes
Time domain
Frequency domain
𝑅𝑒 𝑋[ ]
Im 𝑋[ ]
x[ ]
Time domain Frequency domain
-Decomposition
-Analysis
-Forward DFT
-DFT
Time domain
-Synthesis
-InverseDFT
Frequency domain
𝑥[ ] X[ ]
• Letnumberofpoints=N
DFT
𝑅𝑒 𝑋[ ]
𝑋[ ]𝑥 [ ]
Im 𝑋[ ]𝑥 0 … 𝑥[𝑁 − 1]
Im 0 … 𝐼𝑚[𝑁/2]
Re 0 … 𝑅𝑒[𝑁/2]
-8
-4
0
4
8
0
-8
-4
0
4
8
-8
-4
0
4
8
0 16 32 48 64
-2
-1
0
1
2
0 16 32 48 64 80 96 112 127
0 16 32 48 64 80
-8
-4
0
4
8
0 0.1𝑓 0.2 𝑓 0.3 𝑓 0.4 𝑓 0.5 𝑓
-8
-4
0
4
8
0 4
5
𝜋 π
-8
-4
0
4
8
3
5
𝜋
2
5
𝜋
1
5
𝜋
SampleNumber
Amplitude
AmplitudeAmplitude
Amplitude
frequency frequency
frequency frequency
frequency frequency
DFT
𝒙 [ ]
𝑅𝑒 𝑋[ ]
𝑅𝑒 𝑋[ ]
𝑅𝑒 𝑋[ ]
Im 𝑋[ ]
Im 𝑋[ ]
Im 𝑋[ ]
k : 0 to
𝑁
2
𝜔 ∶
0 to 0.5f :
0 to 𝜋
1
5
𝜋
2
5
𝜋
3
5
𝜋
4
5
𝜋
0 0.1𝑓 0.2 𝑓 0.3 𝑓 0.4 𝑓
DFT
Basis Functions
A set of sine and cosine waves with unity
amplitude.
𝑐 𝑘[𝑖]
s 𝑖𝑛( )2𝜋𝑘𝑖
𝑁
𝑠 𝑘[𝑖]
=
=
cos( )
2𝜋𝑘𝑖
𝑁 𝑅𝑒𝑋[𝑘]
𝐼𝑚𝑋[𝑘]
𝑠 𝑘 =
cosine wave for
amplitudeheld at
sine wave for
amplitude held at
𝐶 𝑘 =
𝑆0[ ]
𝑆2[ ] 𝑆10[ ] 𝑆16[ ]
𝐶0[ ] 𝐶2[ ] 𝐶10[ ] 𝐶16[ ]
N= 32
𝑅𝑒𝑋[0] 𝑅𝑒𝑋[2] 𝑅𝑒𝑋[10] 𝑅𝑒𝑋[16]
𝐼𝑚𝑋[0] 𝐼𝑚𝑋[2] 𝐼𝑚𝑋[10] 𝐼𝑚𝑋[16]
Synthesis:
Deducing Inverse DFT
𝑘=0
𝑁/2
𝑅𝑒 𝑋 𝑘 cos( )
2𝜋𝑘𝑖
𝑁
𝑘=0
𝑁/2
𝐼𝑚 𝑋 𝑘 sin( )
2𝜋𝑘𝑖
𝑁
+=𝑥[𝑖]
IDFT
𝑖 ∶ 0 𝑡𝑜 𝑁 − 1
𝑅𝑒 𝑋 𝑘 , 𝐼𝑚 𝑋 𝑘𝐼𝑚 𝑋 𝑘𝑅𝑒 𝑋 𝑘 ,
Frequency domain
signals
Amplitudes needed
for synthesis
𝑅𝑒 𝑋 𝑘 =
𝑁/2
𝑅𝑒 𝑋 𝑘
𝐼𝑚 𝑋 𝑘 =
𝑁/2
𝐼𝑚 𝑋 𝑘
𝑅𝑒 𝑋 0 =
𝑁
𝑅𝑒 𝑋 𝑘
Except :
𝐼𝑚 𝑋 0 =
𝑁
Except :
𝐼𝑚 𝑋 𝑘
𝑘=0
𝑁/2
𝑅𝑒 𝑋 𝑘 cos( )
2𝜋𝑘𝑖
𝑁
𝑘=0
𝑁/2
𝐼𝑚 𝑋 𝑘 sin( )
2𝜋𝑘𝑖
𝑁
+=𝑥[𝑖]
IDFT
𝑖 ∶ 0 𝑡𝑜 𝑁 − 1
IDFT
𝑁/2
𝑅𝑒 𝑋 𝑘
𝑘=0
𝑁/2
𝑅𝑒 𝑋 𝑘 cos( )
2𝜋𝑘𝑖
𝑁
Timedomain ReX[ ] : Frequencydomain
Re X [ ] : cosinewave amplitude
Calculating
DFT
• Simultaneous equations
• Correlation
• FFT
DFT using correlation
s3[ ] : basis function being soughtx1[ ] : signal being analyzed x1[ ] x s3 [ ]
x2[ ] : signal being analyzed s3[ ] : basis function being sought x2[ ] x s3 [ ]
Sum of all points = 32
Sum of all points = 0
𝑖=0
𝑁−1
cos( )
2𝜋𝑘𝑖
𝑁= 𝑥[𝑖]Re X [k]
𝑖=0
𝑁−1
sin( )
2𝜋𝑘𝑖
𝑁= 𝑥[𝑖]Im X [k] -
DFT equations
Duality
Time
DomainFrequency Domain
Single point Sinusoid
Single pointSinusoid
Convolution
Convolution
Multiplication
Multiplication
Polar Notation
𝑅𝑒 𝑋 𝑘 , 𝐼𝑚 𝑋 𝑘
Rectangular Notation
𝑀𝑎𝑔𝑋 𝑘 , 𝑃ℎ𝑎𝑠𝑒𝑋 𝑘
Polar Notation
𝐴𝑐𝑜𝑠 𝑥 + 𝐵𝑠𝑖𝑛 𝑥 = 𝑀𝑐𝑜𝑠(𝑥 + θ)
𝑀 = 𝐴2 + 𝐵2
Θ =
𝐵
𝐴
arctan( )
Θ
A
B
M
𝑀𝑎𝑔 𝑘 =
𝑃ℎ𝑎𝑠𝑒𝑋 𝑘 =
(𝑅𝑒 𝑋 𝑘 2 + 𝐼𝑚 𝑋 𝑘 2
)
𝐼𝑚𝑋[𝑘]
𝑅𝑒𝑋[𝑘]
arctan( )
Rectangular-to-Polarconversion
𝑅𝑒𝑋 𝑘 = 𝑀𝑎𝑔𝑋 𝑘 cos(𝑃ℎ𝑎𝑠𝑒𝑋 𝑘 )
𝐼𝑚𝑋 𝑘 = 𝑀𝑎𝑔𝑋 𝑘 sin(𝑃ℎ𝑎𝑠𝑒𝑋 𝑘 )
Polar-to-Rectangularconversion
Re X[ ] Mag X[ ]
Im X[ ] Phase X[ ]
Applicationsof DFT
DFT
Spectral Analysis
Frequency response
Signal processing
Spectral Analysis
Phase
AmplitudeFrequency
X
=
WindowedSignal
HammingWindowMeasuredSignal
WindowedSignal
DFT
( Polar Notation )
Averaging
100Spectra
SingleSpectrum
AveragedSpectrum
Interference signal
Realsignal
Harmonics of Real Signal
FrequencyResponse
Changesin amplitudeandphase
of output cosinewaves.
𝑦 𝑛ℎ 𝑛𝑥 𝑛
𝑋 𝑛 𝐻 𝑛 𝑌 𝑛
𝑥 𝑛 ℎ 𝑛 y 𝑛=∗
𝑋 𝑛 𝐻 𝑛 𝑌 𝑛=X
DFT
IDFT
DFT
DFT
IDFT
IDFT
Impulse Response Frequency Response
Frequency ResponseImpulse Response padded with zeros
Complex Numbers
-1 - 2j
B =
C =
Real(Re)
-6 +2j
3 + 8jA =
Imaginary(Im)
3 8
-6 2
-1 2
𝑎 + 𝑏𝑗 + 𝑐 + 𝑑𝑗 = (𝑎 + 𝑐) +𝑗(𝑏 + 𝑑)
𝑎 + 𝑏𝑗 − 𝑐 + 𝑑𝑗 = (𝑎 − 𝑐) +𝑗(𝑏 − 𝑑)
𝑎 + 𝑏𝑗 𝑐 + 𝑑𝑗 = (𝑎𝑐 − 𝑏𝑑) +𝑗(𝑏𝑐 + 𝑎𝑑)
Addition
Subtraction
Multiplication
𝑅𝑒𝐴 = 𝑀𝑐𝑜𝑠(θ)
𝑀 = (𝑅𝑒𝐴)2 + 𝐼𝑚𝐴)2
Θ =
𝐼𝑚𝐴
𝑅𝑒𝐴
arctan[ ]
𝐼𝑚𝐴 = 𝑀𝑠𝑖𝑛(θ)
PolarNotation
𝑎 + 𝑗𝑏 = 𝑀(𝑐𝑜𝑠θ + 𝑗 𝑠𝑖𝑛θ)
𝑅𝑒𝐴 = 𝑀𝑐𝑜𝑠(θ)
𝐼𝑚𝐴 = 𝑀𝑠𝑖𝑛(θ)
Euler’s Relation
𝑒 𝑗𝑥
= 𝑐𝑜𝑠𝑥 + 𝑗𝑠𝑖𝑛𝑥
Complex exponential
𝑒 + 𝑗𝑏 = 𝑀𝑒 𝑗θ
𝑒 𝑗𝑥
= 𝑐𝑜𝑠𝑥 + 𝑗𝑠𝑖𝑛𝑥
𝑀1
𝑒 𝑗θ1 𝑀2
𝑒 𝑗θ2 = 𝑀1
𝑀2
𝑒 𝑗(θ1+θ2)
Multiplication
𝑀1
𝑒 𝑗θ1
Division
𝑀2
𝑒 𝑗θ2
𝑀1
𝑀2
[ ]= 𝑒 𝑗(θ1- θ2)
𝐴𝑐𝑜𝑠 ω𝑥 + 𝐵𝑠𝑖𝑛 ω𝑥 𝑎 + 𝑗𝑏
Representation of Sinusoids
𝐴 𝑎
𝐵 − 𝑏
: Amplitude ofcosinewave
: Negative amplitude of sine wave
Representation of Sinusoids
M 𝑀 : Amplitude ofcosinewave
: Negative amplitude of sine wave
𝑀𝑐𝑜𝑠 ω𝑡 + ϕ 𝑀𝑒 𝑗θ
θ − ϕ
LINEAR
SYSTEM
3 𝑐𝑜𝑠 ω𝑡 + π/4 1.5 𝑐𝑜𝑠 ω𝑡 + π/8
3𝑒 𝑗π 4 0.5𝑒 𝑗3π 8 1.5𝑒 𝑗π 8
=x
Complex Fourier Transform
𝑖=0
𝑁−1
sin( )
2𝜋𝑘𝑛
𝑁= 𝑥[𝑛]Im X [k] -
2
𝑁
𝑖=0
𝑁−1
cos( )
2𝜋𝑘𝑛
𝑁= 𝑥[𝑛]Re X [k]
2
𝑁
Mathematicalequivalence
𝑒 𝑗𝑥
= cos(𝑥) + 𝑗𝑠𝑖𝑛(𝑥)
cos 𝑥 = 𝑒
𝑗𝑥
+ 𝑒
𝑗𝑥
2
sin 𝑥 = 𝑒
𝑗𝑥
− 𝑒
𝑗𝑥
2
cos ω𝑡 = 𝑒 𝑗 ω 𝑡
+ 𝑒
𝑗ω𝑡1
2
1
2
sin ω𝑡 = 𝑒 𝑗 ω 𝑡
𝑒
𝑗ω𝑡1
2
1
2
Sinusoidal complex number
Complex DFT
𝑖=0
𝑁−1
= 𝑥 𝑛 𝑒 𝑗2𝑘π𝑛 𝑁
X [k]
1
𝑁
UsingPolarnotation
InverseComplex DFT
𝑖=0
𝑁−1
= 𝑥 𝑛 𝑒 𝑗2𝑘π𝑛 𝑁
X [k]
1
𝑁
UsingPolarnotation
Complex DFT
𝑖=0
𝑁−1
= 𝑥 𝑛 ( cos
2π𝑘𝑛
𝑁
− 𝑗𝑠𝑖𝑛
2π𝑘𝑛
𝑁
)X [k]
1
𝑁
UsingRectangularnotation
Complex DFT
𝑖=0
𝑁−1
= 𝑥 𝑛 ( cos
2π𝑘𝑛
𝑁
− 𝑗𝑠𝑖𝑛
2π𝑘𝑛
𝑁
)X [k]
1
𝑁
𝑖=0
𝑁−1
cos( )
2𝜋𝑘𝑖
𝑁= 𝑥[𝑖]Re X [k]
𝑖=0
𝑁−1
sin( )
2𝜋𝑘𝑖
𝑁= 𝑥[𝑖]Im X [k] -
Real DFT
Fast Fourier Transform (FFT)
𝑖=0
𝑁−1
= 𝑥 𝑛 𝑒 𝑗2𝑘π𝑛 𝑁
X [k]
1
𝑁ComplexDFTequation
--------------equation(1)
EachDFTcoefficient : 2N+2(N−1)=4N−2
N-PointDFT:4N2 realmultiplicationsandN(4N−2) realadditions
Digital signal processing on arm new
Decimation-in-TimeFFTAlgorithm Example
equation(2)
N = 8
Termswithevenindices:x(0), x(2),x(4),x(6)
equation(3)
equation(4)
Termswithevenindices:x(1), x(3),x(5),x(7)
equation(5)
equation(6)
equation(7)
equation(8)
equation(9)
: Periodicfunctionof kwithNperiods
: k from 0 to 7
equation(2)
Calculating X(k) and X(k+4)E.g.
equation(9)
equation(10)
equation(11)
Since G(k) and H(k) are periodic with 4 :
8 point DFT : 4N2 ,N =8
4(8)2 =256
Two 4-point DFT : 4(4)2 + 4(4)2
64 + 64
= 128
4N extra : (4x4) + (4x4)
Total = 160
=32
Real DFT to ComplexDFT
Complex DFT
Real DFT
How FFT works
N points : X[0] toX[N-1]
ReX(0) ImX(0)
Npointstimedomainsignal
Ntimedomainsignalseach
madeofasinglepoint
Decomposition
1
CalculateNfrequencyspectracorrespondingto
theseNtimedomainsignals.2
SynthesizeNfrequencyspectraintoasingle
frequencyspectrum3
Digital signal processing on arm new
N = 16 Four stage decomposition
Interlaced decomposition
Even samples
Odd samples
N points : Log2N stages of decomposition
E.g. 16 point signal (24) : 4 stages
512 points signal (27) : 7 stages
4096 points signal (212) : 12 stages
Bit reversal
Normal sample order Bit reversed order
Consider two 4-point time
domain signals :
Signal 1 :abcd
Signal 2 :efgh
TimeDomain Frequency Domain
Digital signal processing on arm new
Digital signal processing on arm new
FFT Code
Inverse FFT Code
Digital Filter Design
Digital Filters
Signal Separation Signal Restoration
Impulse
Response
StepResponse
Frequency
Response
Linear Filter
FFT
Input`
Impulse`
output
*
Filter Kernel
Impulse
Response
StepResponse
Frequency
Response
Linear Filter
FFT
Decibel
bel : Power change by factor of10
E.g.4 bels = 10x10x10x10 = 10000
decibel(dB) : one-tenth of a bel
-20dB-10dB0dB 10dB 20dB
0.01 0.1 1 10 100 power
dB 10𝑙𝑜𝑔10=
𝑃2
𝑃1
dB 20𝑙𝑜𝑔10=
𝐴2
𝐴1
dB 4.342945𝑙𝑜𝑔 𝑒=
𝑃2
𝑃1
dB 8.685890𝑙𝑜𝑔 𝑒=
𝐴2
𝐴1
𝑙𝑜𝑔 𝑒 𝑥 = 𝐼𝑛 𝑥
A = Amplitude
P = Power
dBV = 1 volt rms signal
-3dB = amplitude reduction of 0.707
power reduction of 0.5
Frequency Response Frequency Response in dB
Signal InformationRepresentation
Time domain information
Frequency domaininformation
Time Domain Parameters
1.Step Response
Slow Step Response Fast Step Response
No overshoot Overshoot
2.Phase Linearity
Linear Phase Nonlinear Phase
Frequency Domain Parameters
Stopband : Frequenciesblocked
Passband : Frequencies allowedto
pass
Transition band : Frequencies between
passband and stopband
Fast Roll-off : Narrow transmission band
Low-pass
High- pass
Band-pass
Band-reject
Slow roll-off Fast roll-off
Ripples in passband Flat passband
Poor stopband attenuation Good stopband attenuation
Filter Design Using
Spectral Inversion
Low-pass
Filter
Spectral
Inversion
High-pass
Filter
Band-pass
Filter
Band-reject
Filter
Low-pass
Filter
Spectral
Reversal
High-pass
Filter
Band-pass
Filter
Band-reject
Filter
• 51-pointsfilterkernel
• Frequency response found
By adding13 zeros to
filter kernel
• Then taking 64-point FFT
• Sign of each samplein
Filter kernel ischanged
• Oneis addedtothe
Sampleat center of
symmetry
Original filter kernel Original frequency response
Filter kernel with spectral inversion Inverted frequency response
x[n]
h[n]
δ[n]
+ y[n]
All - pass
Low- pass
x[n] h[n]δ[n] y[n]
Designinga high-passfilterby spectralinversion
1
2
High- pass
Spectral
Inversion
High-pass Low-pass
Band-pass Band-reject
Low-pass High-pass
Band-reject Band-pass
Filter Design Using
Spectral Reversal
• 51-pointsfilterkernel
• Frequency response found
By adding13 zeros to
filter kernel
• Then taking 64-point FFT
• Sign of every other
sample in the filter
kernel is changed.
Original filter kernel Original frequency response
Filter kernel with spectral reversal Reversed frequency response
Low- pass
x[n] h2[n]h1[n] y[n]
x[n] h2[n]h1[n] y[n]
*
High- pass
Band- pass
Designinga band-passfilterby spectralreversal
1
2
x[n]
h1[n]
h2[n]
+ y[n]
Low- pass
x[n] h[n]δ[n] y[n]
Designinga bandrejectfilterby spectralreversal
1
2
High- pass
Band-reject
Filter Classification
BY METHOD OF IMPLEMENTATION
BYUSE CONVOLUTION
Finite Impulse Response (FIR)
RECURSION
Infinite Impulse Response (FIR)
Moving Average SinglePole
Window-sinc Chebyshev
CustomFIR CustomIIR
Finite ImpulseResponse (FIR) Filters
Moving Average Filters
𝑗=0
𝑀−1
= 𝑥 𝑖 + 𝑗
1
𝑀
𝑦 𝑖
𝑥 𝑖
𝑦 𝑖
𝑀
: 𝐼𝑛𝑝𝑢𝑡 𝑠𝑖𝑔𝑛𝑎𝑙
: 𝑂𝑢𝑡𝑝𝑢𝑡 𝑠𝑖𝑔𝑛𝑎𝑙
: 𝑁𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑝𝑜𝑖𝑛𝑡𝑠
𝑦 50 =
𝑥 50 + 𝑥 51 + 𝑥 52 + 𝑥 53 + 𝑥[54]
5
Point 50 in a 5-point moving average
𝑥 78 + 𝑥 79 + 𝑥 80 + 𝑥 81 + 𝑥[82]
5
𝑦 50 =
Usingsymmetrically chosenpoints
Original signal
11- point moving average
51- point moving average
Amount of noise reduction is equal to the square-
root of the number of point averaged.
E.g. 100-point
moving average
Noise reduction by factor of 10
<Lets code>
sin(π𝑓𝑀)
𝑀𝑠𝑖𝑛(π𝑓)
𝐻[𝑓] =
𝑀 = Number ofpoints
𝑓 : Runsbetween 0and0.5
𝑊ℎ𝑒𝑛 𝑓 = 0, 𝐻 𝑓 = 1
Frequencyresponse of the Moving-Average
Digital signal processing on arm new
The Multiple-Pass
Moving Average Filter
Filter Kernel
Frequency Response
Step Response Frequency Response (dB)
FFT
Integration 20Log()
The Recursive
Moving Average Filter
𝑥 47 + 𝑥 48 + 𝑥 49 + 𝑥 50 + 𝑥 51 + 𝑥 52 + 𝑥 53𝑦 50 =
𝑥 48 + 𝑥 49 + 𝑥 50 + 𝑥 51 + 𝑥 52 + 𝑥 53 + 𝑥 54𝑦 51 =
𝑦 51 = 𝑦 50 + 𝑥 54 − 𝑥[47]
Passing x[ ] througha7-pointmoving averagetoobtainy [ ]
𝑦 𝑖 = 𝑦 𝑖 − 1 + 𝑥 𝑖 + 𝑝 − 𝑥[𝑖 − 𝑝]
𝑤ℎ𝑒𝑟𝑒 ∶ 𝑝 =
𝑀 − 1
2
𝑞 = 𝑝 + 1
𝑀 = 𝑁𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑝𝑜𝑖𝑛𝑡𝑠 𝑖𝑛
𝑚𝑜𝑣𝑖𝑛𝑔 − 𝑎𝑣𝑒𝑟𝑎𝑔𝑒
The Recursive Moving-Average Algorithm
<Lets code>
Windowed-Sinc Filters
• Frequency band separation
• Bad time domain performance
Ideal Filter Kernel Ideal Frequency Response
sin(𝑥)
𝑥
sinc function :
sin(𝑥)
𝑥
sinc function :
sin(2π𝑓 𝑐 𝑖)
𝑖π
ℎ[𝑖]=
Ideal Frequency Response
Truncated Sinc Filters
Points truncated to M+1 points, symetrically
chosen around the lobe
Allpoints outside M+1 points are set to zero, i.e.
Ignored.
Entire sequence is shifted to right so that it runs
from 0 to M
1
2
3
Truncated-sinc filter kernel
Truncated-sinc frequency response
The Blackmanor HammingWindow
Blackman or Hamming window
Truncated-sinc filter kernel Blackman or Hamming window
X =
Windowed-sinc filter kernel
Windowed-sinc frequency responseTruncated-sinc frequency response
Hamming Window
𝒘 𝒊 = 𝟎. 𝟓𝟒 − 𝟎. 𝟒𝟔 𝐜𝐨𝐬
𝟐𝝅𝒊
𝑴
Blackman Window
𝒘 𝒊 = 𝟎. 𝟒𝟐 − 𝟎. 𝟓 𝐜𝐨𝐬
𝟐𝝅𝒊
𝑴
+ 𝟎. 𝟎𝟖 𝒄𝒐𝒔
𝟒𝝅𝒊
𝑴
𝑖 ∶ 0 𝑡𝑜 𝑀
M ∶ 𝐿𝑒𝑛𝑔ℎ𝑡 𝑜𝑓 𝑓𝑖𝑙𝑡𝑒𝑟 𝑘𝑒𝑟𝑛𝑒𝑙
Blackman or Hamming window
Hamming
Blackman
Frequency response
Blackman
Hamming
Frequency response (dB)
Hamming
Blackman
𝒘 𝒊 = 𝟎. 𝟓𝟒 − 𝟎. 𝟒𝟔 𝐜𝐨𝐬
𝟐𝝅𝒊
𝑴
𝒘 𝒊 = 𝟎. 𝟒𝟐 − 𝟎. 𝟓 𝐜𝐨𝐬
𝟐𝝅𝒊
𝑴
+ 𝟎. 𝟎𝟖 𝒄𝒐𝒔
𝟒𝝅𝒊
𝑴
Hamming Window
Blackman Window
Designing the Windowed-Sinc
Filter
Requiredparameters
Cutoff frequency ∶
Filter kernel lenght ∶
𝑓 𝑐
𝑀
𝑏𝑒𝑡𝑤𝑒𝑒𝑛 0 𝑎𝑛𝑑 0.5
𝑀
4
𝐵𝑊
𝑀
𝐵𝑊: 𝑊𝑖𝑑𝑡ℎ 𝑜𝑓 𝑡𝑟𝑎𝑛𝑠𝑖𝑡𝑖𝑜𝑛 𝑏𝑎𝑛𝑑
BW = 0.2
BW = 0.1
BW = 0.02
Roll-off vs. Kernel length
M = 20
M = 40 M = 200
Roll-off vs. Cutoff frequency
fc = 0.05 fc = 0.25
fc = 0.45
𝒉 𝒊 = 𝑲
𝒔𝒊𝒏(𝟐π𝒇 𝒄(𝒊 − 𝑴/𝟐)
𝒊 − 𝑴/𝟐
[ 𝟎. 𝟒𝟐 − 𝟎. 𝟓 𝒄𝒐𝒔
𝟐𝝅𝒊
𝑴
+ 𝟎. 𝟎𝟖𝒄𝒐𝒔
𝟒π𝒊
𝑴
]
Windowed-Sinc filter kernel

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Digital signal processing on arm new