Chap. 3: Z Transform and Properties
Total Page:16
File Type:pdf, Size:1020Kb
Load more
Recommended publications
-
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. -
Topic 7 Notes 7 Taylor and Laurent Series
Topic 7 Notes Jeremy Orloff 7 Taylor and Laurent series 7.1 Introduction We originally defined an analytic function as one where the derivative, defined as a limit of ratios, existed. We went on to prove Cauchy's theorem and Cauchy's integral formula. These revealed some deep properties of analytic functions, e.g. the existence of derivatives of all orders. Our goal in this topic is to express analytic functions as infinite power series. This will lead us to Taylor series. When a complex function has an isolated singularity at a point we will replace Taylor series by Laurent series. Not surprisingly we will derive these series from Cauchy's integral formula. Although we come to power series representations after exploring other properties of analytic functions, they will be one of our main tools in understanding and computing with analytic functions. 7.2 Geometric series Having a detailed understanding of geometric series will enable us to use Cauchy's integral formula to understand power series representations of analytic functions. We start with the definition: Definition. A finite geometric series has one of the following (all equivalent) forms. 2 3 n Sn = a(1 + r + r + r + ::: + r ) = a + ar + ar2 + ar3 + ::: + arn n X = arj j=0 n X = a rj j=0 The number r is called the ratio of the geometric series because it is the ratio of consecutive terms of the series. Theorem. The sum of a finite geometric series is given by a(1 − rn+1) S = a(1 + r + r2 + r3 + ::: + rn) = : (1) n 1 − r Proof. -
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). -
Formal Power Series - Wikipedia, the Free Encyclopedia
Formal power series - Wikipedia, the free encyclopedia http://en.wikipedia.org/wiki/Formal_power_series Formal power series From Wikipedia, the free encyclopedia In mathematics, formal power series are a generalization of polynomials as formal objects, where the number of terms is allowed to be infinite; this implies giving up the possibility to substitute arbitrary values for indeterminates. This perspective contrasts with that of power series, whose variables designate numerical values, and which series therefore only have a definite value if convergence can be established. Formal power series are often used merely to represent the whole collection of their coefficients. In combinatorics, they provide representations of numerical sequences and of multisets, and for instance allow giving concise expressions for recursively defined sequences regardless of whether the recursion can be explicitly solved; this is known as the method of generating functions. Contents 1 Introduction 2 The ring of formal power series 2.1 Definition of the formal power series ring 2.1.1 Ring structure 2.1.2 Topological structure 2.1.3 Alternative topologies 2.2 Universal property 3 Operations on formal power series 3.1 Multiplying series 3.2 Power series raised to powers 3.3 Inverting series 3.4 Dividing series 3.5 Extracting coefficients 3.6 Composition of series 3.6.1 Example 3.7 Composition inverse 3.8 Formal differentiation of series 4 Properties 4.1 Algebraic properties of the formal power series ring 4.2 Topological properties of the formal power series -
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. -
Inverse Polynomial Expansions of Laurent Series, II
View metadata, citation and similar papers at core.ac.uk brought to you by CORE provided by Elsevier - Publisher Connector Journal of Computational and Applied Mathematics 28 (1989) 249-257 249 North-Holland Inverse polynomial expansions of Laurent series, II Arnold KNOPFMACHER Department of Computational & Applied Mathematics, University of the Witwatersrand, Johannesburg, Wits 2050, South Africa John KNOPFMACHER Department of Mathematics, University of the Witwatersrand, Johannesburg Wits ZOSO, South Africa Received 6 May 1988 Revised 23 November 1988 Abstract: An algorithm is considered, and shown to lead to various unusual and unique series expansions of formal Laurent series, as the sums of reciprocals of polynomials. The degrees of approximation by the rational functions which are the partial sums of these series are investigated. The types of series corresponding to rational functions themselves are also partially characterized. Keywords: Laurent series, polynomial, rational function, degree of approximation, series expansion. 1. Introduction Let ZP= F(( z)) denote the field of all formal Laurent series A = Cr= y c,z” in an indeterminate z, with coefficients c, all lying in a given field F. Although the main case of importance here occurs when P is the field @ of complex numbers, certain interest also attaches to other ground fields F, and almost all results below hold for arbitrary F. In certain situations below, it will be convenient to write x = z-l and also consider the ring F[x] of polynomials in x, as well as the field F(x) of rational functions in x, with coefficients in F. If c, # 0, we call v = Y(A) the order of A, and define the norm (or valuation) of A to be II A II = 2- “(A). -
Laurent-Series-Residue-Integration.Pdf
Laurent Series RUDY DIKAIRONO AEM CHAPTER 16 Today’s Outline Laurent Series Residue Integration Method Wrap up A Sequence is a set of things (usually numbers) that are in order. (z1,z2,z3,z4…..zn) A series is a sum of a sequence of terms. (s1=z1,s2=z1+z2,s3=z1+z2+z3, … , sn) A convergent sequence is one that has a limit c. A convergent series is one whose sequence of partial sums converges. Wrap up Taylor series: or by (1), Sec 14.4 Wrap up A Maclaurin series is a Taylor series expansion of a function about zero. Wrap up Importance special Taylor’s series (Sec. 15.4) Geometric series Exponential function Wrap up Importance special Taylor’s series (Sec. 15.4) Trigonometric and hyperbolic function Wrap up Importance special Taylor’s series (Sec. 15.4) Logarithmic Lauren Series Deret Laurent adalah generalisasi dari deret Taylor. Pada deret Laurent terdapat pangkat negatif yang tidak dimiliki pada deret Taylor. Laurent’s theorem Let f(z) be analytic in a domain containing two concentric circles C1 and C2 with center Zo and the annulus between them . Then f(z) can be represented by the Laurent series Laurent’s theorem Semua koefisien dapat disajikan menjadi satu bentuk integral Example 1 Example 1: Find the Laurent series of z-5sin z with center 0. Solution. menggunakan (14) Sec.15.4 kita dapatkan. Substitution Example 2 Find the Laurent series of with center 0. Solution From (12) Sec. 15.4 with z replaced by 1/z we obtain Laurent series whose principal part is an infinite series. -
CONVOLUTION: Digital Signal Processing .R .Hamming, W
CONVOLUTION: Digital Signal Processing AN-237 National Semiconductor CONVOLUTION: Digital Application Note 237 Signal Processing January 1980 Introduction As digital signal processing continues to emerge as a major Decreasing the pulse width while increasing the pulse discipline in the field of electrical engineering, an even height to allow the area under the pulse to remain constant, greater demand has evolved to understand the basic theo- Figure 1c, shows from eq(1) and eq(2) the bandwidth or retical concepts involved in the development of varied and spectral-frequency content of the pulse to have increased, diverse signal processing systems. The most fundamental Figure 1d. concepts employed are (not necessarily listed in the order Further altering the pulse to that of Figure 1e provides for an [ ] of importance) the sampling theorem 1 , Fourier transforms even broader bandwidth, Figure 1f. If the pulse is finally al- [ ][] 2 3, convolution, covariance, etc. tered to the limit, i.e., the pulsewidth being infinitely narrow The intent of this article will be to address the concept of and its amplitude adjusted to still maintain an area of unity convolution and to present it in an introductory manner under the pulse, it is found in 1g and 1h the unit impulse hopefully easily understood by those entering the field of produces a constant, or ``flat'' spectrum equal to 1 at all digital signal processing. frequencies. Note that if ATe1 (unit area), we get, by defini- It may be appropriate to note that this article is Part II (Part I tion, the unit impulse function in time. -
Chapter 4 the Riemann Zeta Function and L-Functions
Chapter 4 The Riemann zeta function and L-functions 4.1 Basic facts We prove some results that will be used in the proof of the Prime Number Theorem (for arithmetic progressions). The L-function of a Dirichlet character χ modulo q is defined by 1 X L(s; χ) = χ(n)n−s: n=1 P1 −s We view ζ(s) = n=1 n as the L-function of the principal character modulo 1, (1) (1) more precisely, ζ(s) = L(s; χ0 ), where χ0 (n) = 1 for all n 2 Z. We first prove that ζ(s) has an analytic continuation to fs 2 C : Re s > 0gnf1g. We use an important summation formula, due to Euler. Lemma 4.1 (Euler's summation formula). Let a; b be integers with a < b and f :[a; b] ! C a continuously differentiable function. Then b X Z b Z b f(n) = f(x)dx + f(a) + (x − [x])f 0(x)dx: n=a a a 105 Remark. This result often occurs in the more symmetric form b Z b Z b X 1 1 0 f(n) = f(x)dx + 2 (f(a) + f(b)) + (x − [x] − 2 )f (x)dx: n=a a a Proof. Let n 2 fa; a + 1; : : : ; b − 1g. Then Z n+1 Z n+1 x − [x]f 0(x)dx = (x − n)f 0(x)dx n n h in+1 Z n+1 Z n+1 = (x − n)f(x) − f(x)dx = f(n + 1) − f(x)dx: n n n By summing over n we get b Z b X Z b (x − [x])f 0(x)dx = f(n) − f(x)dx; a n=a+1 a which implies at once Lemma 4.1. -
Factorization of Laurent Series Over Commutative Rings ∗ Gyula Lakos
Linear Algebra and its Applications 432 (2010) 338–346 Contents lists available at ScienceDirect Linear Algebra and its Applications journal homepage: www.elsevier.com/locate/laa Factorization of Laurent series over commutative rings ∗ Gyula Lakos Alfréd Rényi Institute of Mathematics, Hungarian Academy of Sciences, Budapest, Pf. 127, H-1364, Hungary Institute of Mathematics, Eötvös University, Pázmány Péter s. 1/C, Budapest, H-1117, Hungary ARTICLE INFO ABSTRACT Article history: We generalize the Wiener–Hopf factorization of Laurent series to Received 3 May 2009 more general commutative coefficient rings, and we give explicit Accepted 12 August 2009 formulas for the decomposition. We emphasize the algebraic nature Available online 12 September 2009 of this factorization. Submitted by H. Schneider © 2009 Elsevier Inc. All rights reserved. AMS classification: Primary: 13J99 Secondary: 46S10 Keywords: Laurent series Wiener–Hopf factorization Commutative topological rings 0. Introduction Suppose that we have a Laurent series a(z) with rapidly decreasing coefficients and it is multi- − plicatively invertible, so its multiplicative inverse a(z) 1 allows a Laurent series expansion also with rapidly decreasing coefficients; say n −1 n a(z) = anz and a(z) = bnz . n∈Z n∈Z Then it is an easy exercise in complex function theory that there exists a factorization − + a(z) = a (z)a˜(z)a (z) such that −( ) = − −n ˜( ) =˜ p +( ) = + n a z an z , a z apz , a z an z , n∈N n∈N ∗ Address: Institute of Mathematics, Eötvös University, P´azm´any P ´eter s. 1/C, Budapest, H-1117, Hungary. E-mail address: [email protected] 0024-3795/$ - see front matter © 2009 Elsevier Inc. -
The Scientist and Engineer's Guide to Digital Signal Processing Properties of Convolution
CHAPTER 7 Properties of Convolution A linear system's characteristics are completely specified by the system's impulse response, as governed by the mathematics of convolution. This is the basis of many signal processing techniques. For example: Digital filters are created by designing an appropriate impulse response. Enemy aircraft are detected with radar by analyzing a measured impulse response. Echo suppression in long distance telephone calls is accomplished by creating an impulse response that counteracts the impulse response of the reverberation. The list goes on and on. This chapter expands on the properties and usage of convolution in several areas. First, several common impulse responses are discussed. Second, methods are presented for dealing with cascade and parallel combinations of linear systems. Third, the technique of correlation is introduced. Fourth, a nasty problem with convolution is examined, the computation time can be unacceptably long using conventional algorithms and computers. Common Impulse Responses Delta Function The simplest impulse response is nothing more that a delta function, as shown in Fig. 7-1a. That is, an impulse on the input produces an identical impulse on the output. This means that all signals are passed through the system without change. Convolving any signal with a delta function results in exactly the same signal. Mathematically, this is written: EQUATION 7-1 The delta function is the identity for ( ' convolution. Any signal convolved with x[n] *[n] x[n] a delta function is left unchanged. This property makes the delta function the identity for convolution. This is analogous to zero being the identity for addition (a%0 ' a), and one being the identity for multiplication (a×1 ' a).