Bài giảng Digital signal processing - Chapter 7: Frequency Analysis of Signals and Systems - Nguyễn Thanh Tuấn

Chapter 7  
Frequency Analysis of Signals and Systems  
Nguyen Thanh Tuan,M.Eng.
Department of Telecommunications (113B3)  
Ho Chi Minh City University of Technology  
Email: [email protected]om  
Frequency analysis of signal involves the resolution of the signal into  
its frequency (sinusoidal) components. The process of obtaining the  
spectrum of a given signal using the basic mathematical tools is  
known as frequency or spectral analysis.  
The term spectrum is used when referring the frequency content of a  
signal.  
The process of determining the spectrum of a signal in practice base  
on actual measurements of signal is called spectrum estimation.  
The instruments of software programs  
used to obtain spectral estimate of such  
signals are kwon as spectrum analyzers.  
Digital Signal Processing  
2
Frequency analysis of signals and systems  
The frequency analysis of signals and systems have three major uses  
in DSP:  
1) The numerical computation of frequency spectrum of a signal.  
2) The efficient implementation of convolution by the fast Fourier  
transform (FFT)  
3) The coding of waves, such as speech or pictures, for efficient  
transmission and storage.  
Digital Signal Processing  
3
Frequency analysis of signals and systems  
Content  
1. Discrete time Fourier transform DTFT  
2. Discrete Fourier transform DFT  
3. Fast Fourier transform FFT  
Digital Signal Processing  
4
Transfer functions  
and Digital Filter Realizations  
1. Discrete-time Fourier transform (DTFT)  
The Fourier transform of the finite-energy discrete-time signal x(n) is  
defined as:  
X () x(n)ejn  
n  
where ω=2πf/fs  
The spectrum X(w) is in general a complex-valued function of  
frequency:  
X() | X()| ej()  
where  
() arg(X()) with -()   
: is the magnitude spectrum  
: is the phase spectrum  
| X()|  
()  
Digital Signal Processing  
5
Frequency analysis of signals and systems  
Determine and sketch the spectra of the following signal:  
a)  
x(n) (n)  
x(n) anu(n) with |a|<1  
b)  
is periodic with period 2π.  
X()  
X (2k) x(n)ej(2k)n x(n)ejn X()  
n  
n  
The frequency range for discrete-time signal is unique over the  
frequency interval (-π, π), or equivalently, (0, 2π).  
Remarks: Spectrum of discrete-time signals is continuous and  
periodic.  
Digital Signal Processing  
6
Frequency analysis of signals and systems  
Inverse discrete-time Fourier transform (IDTFT)  
Given the frequency spectrum  
, we can find the x(n) in time-  
X()  
domain as  
1
x(n)   
X ()ejnd  
2  
  
which is known as inverse-discrete-time Fourier transform (IDTFT)  
Example: Consider the ideal lowpass filter with cutoff frequency wc.  
Find the impulse response h(n) of the filter.  
Digital Signal Processing  
7
Frequency analysis of signals and systems  
Properties of DTFT  
Symmetry: if the signal x(n) is real, it easily follows that  
X() X()  
or equivalently,  
(even symmetry)  
(odd symmetry)  
| X()|| X()|  
arg(X())  arg(X())  
We conclude that the frequency range of real discrete-time signals can  
be limited further to the range 0 ≤ ω≤π, or 0 ≤ f≤fs/2.  
Energy density of spectrum: the energy relation between x(n) and  
X(ω) is given by Parseval’s relation:  
1
E | x(n) |2   
X () 2d  
x
2  
n  
 
Sxx () | X()|2  
is called the energy density spectrum of x(n)  
Digital Signal Processing  
8
Frequency analysis of signals and systems  
Properties of DTFT  
The relationship of DTFT and z-transform: if X(z) converges for  
|z|=1, then  
X (z) | x(n)ejn X ()  
zej  
n  
F
x1(n)X1()  
Linearity: if  
F
x2 (n)X2 ()  
F
a1x1(n)a2x2 (n)a1X1() a2 X2 ()  
then  
F
x(n)X()  
Time-shifting: if  
F
x(nk)ejk X()  
then  
Digital Signal Processing  
9
Frequency analysis of signals and systems  
Properties of DTFT  
F
x(n)X()  
Time reversal: if  
F
x(n)X()  
then  
F
x1(n)X1()  
Convolution theory: if  
F
x2 (n)X2 ()  
F
x(n) x1(n)x2 (n)X() X1()X2 ()  
then  
Example: Using DTFT to calculate the convolution of the sequences  
x(n)=[1 2 3] and h(n)=[1 0 1].  
Digital Signal Processing  
10  
Frequency analysis of signals and systems  
Frequency resolution and windowing  
The duration of the data record is:  
The rectangular window of length  
L is defined as:  
The windowing processing has two major effects: reduction in the  
frequency resolution and frequency leakage.  
Digital Signal Processing  
11  
Frequency analysis of signals and systems  
Rectangular window  
Digital Signal Processing  
12  
Frequency analysis of signals and systems  
Impact of rectangular window  
Consider a single analog complex sinusoid of frequency f1 and its  
sample version:  
With assumption  
, we have  
Digital Signal Processing  
13  
Frequency analysis of signals and systems  
Double sinusoids  
Frequency resolution:  
Digital Signal Processing  
14  
Frequency analysis of signals and systems  
Hamming window  
Digital Signal Processing  
15  
Frequency analysis of signals and systems  
Non-rectangular window  
The standard technique for suppressing the sidelobes is to use a non-  
rectangular window, for example Hamming window.  
The main tradeoff for using non-rectangular window is that its  
mainlobe becomes wider and shorter, thus, reducing the frequency  
resolution of the windowed spectrum.  
The minimum resolvable frequency difference will be  
where  
: c=1 for rectangular window and c=2 for Hamming  
window.  
Digital Signal Processing  
16  
Frequency analysis of signals and systems  
Example  
The following analog signal consisting of three equal-strength  
sinusoids at frequencies  
where t (ms), is sampled at a rate of 10 kHz. We consider four data  
records of L=10, 20, 40, and 100 samples. They corresponding of the  
time duarations of 1, 2, 4, and 10 msec.  
The minimum frequency separation is  
the formulation  
Applying  
, the minimum length L to  
sinusoids show be 20  
resolve all three  
samples for the rectangular window, and L =40 samples for the  
Hamming case.  
Digital Signal Processing  
17  
Frequency analysis of signals and systems  
Example  
Digital Signal Processing  
18  
Frequency analysis of signals and systems  
Example  
Digital Signal Processing  
19  
Frequency analysis of signals and systems  
2. Discrete Fourier transform (DFT)  
is a continuous function of frequency and therefore, it is not a  
X()  
computationally convenient representation of the sequence x(n).  
DFT will present x(n) in a frequency-domain by samples of its  
spectrum  
.
X()  
A finite-duration sequence x(n) of length L has a Fourier transform:  
L1  
X () x(n)ejn 0 2  
n0  
2k  
Sampling X(ω) at equally spaced frequency  
where N ≥ L, we obtain N-point DFT of length L-signal:  
, k=0, 1,…,N-1  
k  
N
L1  
2k  
X (k) X ( ) x(n)ej2kn/N  
(N-point DFT)  
N
n0  
DFT presents the discrete-frequency samples of spectra of discrete-  
time signals.  
Digital Signal Processing  
20  
Frequency analysis of signals and systems  
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