The Z-Transform
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Moving Average Filters
CHAPTER 15 Moving Average Filters The moving average is the most common filter in DSP, mainly because it is the easiest digital filter to understand and use. In spite of its simplicity, the moving average filter is optimal for a common task: reducing random noise while retaining a sharp step response. This makes it the premier filter for time domain encoded signals. However, the moving average is the worst filter for frequency domain encoded signals, with little ability to separate one band of frequencies from another. Relatives of the moving average filter include the Gaussian, Blackman, and multiple- pass moving average. These have slightly better performance in the frequency domain, at the expense of increased computation time. Implementation by Convolution As the name implies, the moving average filter operates by averaging a number of points from the input signal to produce each point in the output signal. In equation form, this is written: EQUATION 15-1 Equation of the moving average filter. In M &1 this equation, x[ ] is the input signal, y[ ] is ' 1 % y[i] j x [i j ] the output signal, and M is the number of M j'0 points used in the moving average. This equation only uses points on one side of the output sample being calculated. Where x[ ] is the input signal, y[ ] is the output signal, and M is the number of points in the average. For example, in a 5 point moving average filter, point 80 in the output signal is given by: x [80] % x [81] % x [82] % x [83] % x [84] y [80] ' 5 277 278 The Scientist and Engineer's Guide to Digital Signal Processing As an alternative, the group of points from the input signal can be chosen symmetrically around the output point: x[78] % x[79] % x[80] % x[81] % x[82] y[80] ' 5 This corresponds to changing the summation in Eq. -
Detection and Estimation Theory Introduction to ECE 531 Mojtaba Soltanalian- UIC the Course
Detection and Estimation Theory Introduction to ECE 531 Mojtaba Soltanalian- UIC The course Lectures are given Tuesdays and Thursdays, 2:00-3:15pm Office hours: Thursdays 3:45-5:00pm, SEO 1031 Instructor: Prof. Mojtaba Soltanalian office: SEO 1031 email: [email protected] web: http://msol.people.uic.edu/ The course Course webpage: http://msol.people.uic.edu/ECE531 Textbook(s): * Fundamentals of Statistical Signal Processing, Volume 1: Estimation Theory, by Steven M. Kay, Prentice Hall, 1993, and (possibly) * Fundamentals of Statistical Signal Processing, Volume 2: Detection Theory, by Steven M. Kay, Prentice Hall 1998, available in hard copy form at the UIC Bookstore. The course Style: /Graduate Course with Active Participation/ Introduction Let’s start with a radar example! Introduction> Radar Example QUIZ Introduction> Radar Example You can actually explain it in ten seconds! Introduction> Radar Example Applications in Transportation, Defense, Medical Imaging, Life Sciences, Weather Prediction, Tracking & Localization Introduction> Radar Example The strongest signals leaking off our planet are radar transmissions, not television or radio. The most powerful radars, such as the one mounted on the Arecibo telescope (used to study the ionosphere and map asteroids) could be detected with a similarly sized antenna at a distance of nearly 1,000 light-years. - Seth Shostak, SETI Introduction> Estimation Traditionally discussed in STATISTICS. Estimation in Signal Processing: Digital Computers ADC/DAC (Sampling) Signal/Information Processing Introduction> Estimation The primary focus is on obtaining optimal estimation algorithms that may be implemented on a digital computer. We will work on digital signals/datasets which are typically samples of a continuous-time waveform. -
Z-Transformation - I
Digital signal processing: Lecture 5 z-transformation - I Produced by Qiangfu Zhao (Since 1995), All rights reserved © DSP-Lec05/1 Review of last lecture • Fourier transform & inverse Fourier transform: – Time domain & Frequency domain representations • Understand the “true face” (latent factor) of some physical phenomenon. – Key points: • Definition of Fourier transformation. • Definition of inverse Fourier transformation. • Condition for a signal to have FT. Produced by Qiangfu Zhao (Since 1995), All rights reserved © DSP-Lec05/2 Review of last lecture • The sampling theorem – If the highest frequency component contained in an analog signal is f0, the sampling frequency (the Nyquist rate) should be 2xf0 at least. • Frequency response of an LTI system: – The Fourier transformation of the impulse response – Physical meaning: frequency components to keep (~1) and those to remove (~0). – Theoretic foundation: Convolution theorem. Produced by Qiangfu Zhao (Since 1995), All rights reserved © DSP-Lec05/3 Topics of this lecture Chapter 6 of the textbook • The z-transformation. • z-変換 • Convergence region of z- • z-変換の収束領域 transform. -変換とフーリエ変換 • Relation between z- • z transform and Fourier • z-変換と差分方程式 transform. • 伝達関数 or システム • Relation between z- 関数 transform and difference equation. • Transfer function (system function). Produced by Qiangfu Zhao (Since 1995), All rights reserved © DSP-Lec05/4 z-transformation(z-変換) • Laplace transformation is important for analyzing analog signal/systems. • z-transformation is important for analyzing discrete signal/systems. • For a given signal x(n), its z-transformation is defined by ∞ Z[x(n)] = X (z) = ∑ x(n)z−n (6.3) n=0 where z is a complex variable. Produced by Qiangfu Zhao (Since 1995), All rights reserved © DSP-Lec05/5 One-sided z-transform and two-sided z-transform • The z-transform defined above is called one- sided z-transform (片側z-変換). -
Lecture 3: Transfer Function and Dynamic Response Analysis
Transfer function approach Dynamic response Summary Basics of Automation and Control I Lecture 3: Transfer function and dynamic response analysis Paweł Malczyk Division of Theory of Machines and Robots Institute of Aeronautics and Applied Mechanics Faculty of Power and Aeronautical Engineering Warsaw University of Technology October 17, 2019 © Paweł Malczyk. Basics of Automation and Control I Lecture 3: Transfer function and dynamic response analysis 1 / 31 Transfer function approach Dynamic response Summary Outline 1 Transfer function approach 2 Dynamic response 3 Summary © Paweł Malczyk. Basics of Automation and Control I Lecture 3: Transfer function and dynamic response analysis 2 / 31 Transfer function approach Dynamic response Summary Transfer function approach 1 Transfer function approach SISO system Definition Poles and zeros Transfer function for multivariable system Properties 2 Dynamic response 3 Summary © Paweł Malczyk. Basics of Automation and Control I Lecture 3: Transfer function and dynamic response analysis 3 / 31 Transfer function approach Dynamic response Summary SISO system Fig. 1: Block diagram of a single input single output (SISO) system Consider the continuous, linear time-invariant (LTI) system defined by linear constant coefficient ordinary differential equation (LCCODE): dny dn−1y + − + ··· + _ + = an n an 1 n−1 a1y a0y dt dt (1) dmu dm−1u = b + b − + ··· + b u_ + b u m dtm m 1 dtm−1 1 0 initial conditions y(0), y_(0),..., y(n−1)(0), and u(0),..., u(m−1)(0) given, u(t) – input signal, y(t) – output signal, ai – real constants for i = 1, ··· , n, and bj – real constants for j = 1, ··· , m. How do I find the LCCODE (1)? . -
Basics on Digital Signal Processing
Basics on Digital Signal Processing z - transform - Digital Filters Vassilis Anastassopoulos Electronics Laboratory, Physics Department, University of Patras Outline of the Lecture 1. The z-transform 2. Properties 3. Examples 4. Digital filters 5. Design of IIR and FIR filters 6. Linear phase 2/31 z-Transform 2 N 1 N 1 j nk n X (k) x(n) e N X (z) x(n) z n0 n0 Time to frequency Time to z-domain (complex) Transformation tool is the Transformation tool is complex wave z e j e j j j2k / N e e With amplitude ρ changing(?) with time With amplitude |ejω|=1 The z-transform is more general than the DFT 3/31 z-Transform For z=ejω i.e. ρ=1 we work on the N 1 unit circle X (z) x(n) z n And the z-transform degenerates n0 into the Fourier transform. I -z z=R+jI |z|=1 R The DFT is an expression of the z-transform on the unit circle. The quantity X(z) must exist with finite value on the unit circle i.e. must posses spectrum with which we can describe a signal or a system. 4/31 z-Transform convergence We are interested in those values of z for which X(z) converges. This region should contain the unit circle. I Why is it so? |a| N 1 N 1 X (z) x(n) zn x(n) (1/zn ) n0 n0 R At z=0, X(z) diverges ROC The values of z for which X(z) diverges are called poles of X(z). -
3F3 – Digital Signal Processing (DSP)
3F3 – Digital Signal Processing (DSP) Simon Godsill www-sigproc.eng.cam.ac.uk/~sjg/teaching/3F3 Course Overview • 11 Lectures • Topics: – Digital Signal Processing – DFT, FFT – Digital Filters – Filter Design – Filter Implementation – Random signals – Optimal Filtering – Signal Modelling • Books: – J.G. Proakis and D.G. Manolakis, Digital Signal Processing 3rd edition, Prentice-Hall. – Statistical digital signal processing and modeling -Monson H. Hayes –Wiley • Some material adapted from courses by Dr. Malcolm Macleod, Prof. Peter Rayner and Dr. Arnaud Doucet Digital Signal Processing - Introduction • Digital signal processing (DSP) is the generic term for techniques such as filtering or spectrum analysis applied to digitally sampled signals. • Recall from 1B Signal and Data Analysis that the procedure is as shown below: • is the sampling period • is the sampling frequency • Recall also that low-pass anti-aliasing filters must be applied before A/D and D/A conversion in order to remove distortion from frequency components higher than Hz (see later for revision of this). • Digital signals are signals which are sampled in time (“discrete time”) and quantised. • Mathematical analysis of inherently digital signals (e.g. sunspot data, tide data) was developed by Gauss (1800), Schuster (1896) and many others since. • Electronic digital signal processing (DSP) was first extensively applied in geophysics (for oil-exploration) then military applications, and is now fundamental to communications, mobile devices, broadcasting, and most applications of signal and image processing. There are many advantages in carrying out digital rather than analogue processing; among these are flexibility and repeatability. The flexibility stems from the fact that system parameters are simply numbers stored in the processor. -