The Scientist and Engineer's Guide to Digital Signal Processing Properties of Convolution
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J-DSP Lab 2: the Z-Transform and Frequency Responses
J-DSP Lab 2: The Z-Transform and Frequency Responses Introduction This lab exercise will cover the Z transform and the frequency response of digital filters. The goal of this exercise is to familiarize you with the utility of the Z transform in digital signal processing. The Z transform has a similar role in DSP as the Laplace transform has in circuit analysis: a) It provides intuition in certain cases, e.g., pole location and filter stability, b) It facilitates compact signal representations, e.g., certain deterministic infinite-length sequences can be represented by compact rational z-domain functions, c) It allows us to compute signal outputs in source-system configurations in closed form, e.g., using partial functions to compute transient and steady state responses. d) It associates intuitively with frequency domain representations and the Fourier transform In this lab we use the Filter block of J-DSP to invert the Z transform of various signals. As we have seen in the previous lab, the Filter block in J-DSP can implement a filter transfer function of the following form 10 −i ∑bi z i=0 H (z) = 10 − j 1+ ∑ a j z j=1 This is essentially realized as an I/P-O/P difference equation of the form L M y(n) = ∑∑bi x(n − i) − ai y(n − i) i==01i The transfer function is associated with the impulse response and hence the output can also be written as y(n) = x(n) * h(n) Here, * denotes convolution; x(n) and y(n) are the input signal and output signal respectively. -
2.161 Signal Processing: Continuous and Discrete Fall 2008
MIT OpenCourseWare http://ocw.mit.edu 2.161 Signal Processing: Continuous and Discrete Fall 2008 For information about citing these materials or our Terms of Use, visit: http://ocw.mit.edu/terms. Massachusetts Institute of Technology Department of Mechanical Engineering 2.161 Signal Processing - Continuous and Discrete Fall Term 2008 1 Lecture 1 Reading: • Class handout: The Dirac Delta and Unit-Step Functions 1 Introduction to Signal Processing In this class we will primarily deal with processing time-based functions, but the methods will also be applicable to spatial functions, for example image processing. We will deal with (a) Signal processing of continuous waveforms f(t), using continuous LTI systems (filters). a LTI dy nam ical system input ou t pu t f(t) Continuous Signal y(t) Processor and (b) Discrete-time (digital) signal processing of data sequences {fn} that might be samples of real continuous experimental data, such as recorded through an analog-digital converter (ADC), or implicitly discrete in nature. a LTI dis crete algorithm inp u t se q u e n c e ou t pu t seq u e n c e f Di screte Si gnal y { n } { n } Pr ocessor Some typical applications that we look at will include (a) Data analysis, for example estimation of spectral characteristics, delay estimation in echolocation systems, extraction of signal statistics. (b) Signal enhancement. Suppose a waveform has been contaminated by additive “noise”, for example 60Hz interference from the ac supply in the laboratory. 1copyright c D.Rowell 2008 1–1 inp u t ou t p u t ft + ( ) Fi lte r y( t) + n( t) ad d it ive no is e The task is to design a filter that will minimize the effect of the interference while not destroying information from the experiment. -
Lecture 2 LSI Systems and Convolution in 1D
Lecture 2 LSI systems and convolution in 1D 2.1 Learning Objectives Understand the concept of a linear system. • Understand the concept of a shift-invariant system. • Recognize that systems that are both linear and shift-invariant can be described • simply as a convolution with a certain “impulse response” function. 2.2 Linear Systems Figure 2.1: Example system H, which takes in an input signal f(x)andproducesan output g(x). AsystemH takes an input signal x and produces an output signal y,whichwecan express as H : f(x) g(x). This very general definition encompasses a vast array of di↵erent possible systems.! A subset of systems of particular relevance to signal processing are linear systems, where if f (x) g (x)andf (x) g (x), then: 1 ! 1 2 ! 2 a f + a f a g + a g 1 · 1 2 · 2 ! 1 · 1 2 · 2 for any input signals f1 and f2 and scalars a1 and a2. In other words, for a linear system, if we feed it a linear combination of inputs, we get the corresponding linear combination of outputs. Question: Why do we care about linear systems? 13 14 LECTURE 2. LSI SYSTEMS AND CONVOLUTION IN 1D Question: Can you think of examples of linear systems? Question: Can you think of examples of non-linear systems? 2.3 Shift-Invariant Systems Another subset of systems we care about are shift-invariant systems, where if f1 g1 and f (x)=f (x x )(ie:f is a shifted version of f ), then: ! 2 1 − 0 2 1 f (x) g (x)=g (x x ) 2 ! 2 1 − 0 for any input signals f1 and shift x0. -
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. -
Introduction to Aircraft Aeroelasticity and Loads
JWBK209-FM-I JWBK209-Wright November 14, 2007 2:58 Char Count= 0 Introduction to Aircraft Aeroelasticity and Loads Jan R. Wright University of Manchester and J2W Consulting Ltd, UK Jonathan E. Cooper University of Liverpool, UK iii JWBK209-FM-I JWBK209-Wright November 14, 2007 2:58 Char Count= 0 Introduction to Aircraft Aeroelasticity and Loads i JWBK209-FM-I JWBK209-Wright November 14, 2007 2:58 Char Count= 0 ii JWBK209-FM-I JWBK209-Wright November 14, 2007 2:58 Char Count= 0 Introduction to Aircraft Aeroelasticity and Loads Jan R. Wright University of Manchester and J2W Consulting Ltd, UK Jonathan E. Cooper University of Liverpool, UK iii JWBK209-FM-I JWBK209-Wright November 14, 2007 2:58 Char Count= 0 Copyright C 2007 John Wiley & Sons Ltd, The Atrium, Southern Gate, Chichester, West Sussex PO19 8SQ, England Telephone (+44) 1243 779777 Email (for orders and customer service enquiries): [email protected] Visit our Home Page on www.wileyeurope.com or www.wiley.com All Rights Reserved. No part of this publication may be reproduced, stored in a retrieval system or transmitted in any form or by any means, electronic, mechanical, photocopying, recording, scanning or otherwise, except under the terms of the Copyright, Designs and Patents Act 1988 or under the terms of a licence issued by the Copyright Licensing Agency Ltd, 90 Tottenham Court Road, London W1T 4LP, UK, without the permission in writing of the Publisher. Requests to the Publisher should be addressed to the Permissions Department, John Wiley & Sons Ltd, The Atrium, Southern Gate, Chichester, West Sussex PO19 8SQ, England, or emailed to [email protected], or faxed to (+44) 1243 770620. -
Linear System Theory
Chapter 2 Linear System Theory In this course, we will be dealing primarily with linear systems, a special class of sys- tems for which a great deal is known. During the first half of the twentieth century, linear systems were analyzed using frequency domain (e.g., Laplace and z-transform) based approaches in an effort to deal with issues such as noise and bandwidth issues in communication systems. While they provided a great deal of intuition and were suf- ficient to establish some fundamental results, frequency domain approaches presented various drawbacks when control scientists started studying more complicated systems (containing multiple inputs and outputs, nonlinearities, noise, and so forth). Starting in the 1950’s (around the time of the space race), control engineers and scientists started turning to state-space models of control systems in order to address some of these issues. These time-domain approaches are able to effectively represent concepts such as the in- ternal state of the system, and also present a method to introduce optimality conditions into the controller design procedure. We will be using the state-space (or “modern”) approach to control almost exclusively in this course, and the purpose of this chapter is to review some of the essential concepts in this area. 2.1 Discrete-Time Signals Given a field F,asignal is a mapping from a set of numbers to F; in other words, signals are simply functions of the set of numbers that they operate on. More specifically: • A discrete-time signal f is a mapping from the set of integers Z to F, and is denoted by f[k]fork ∈ Z.Eachinstantk is also known as a time-step. -
Digital Image Processing Lectures 3 & 4
2-D Signals and Systems 2-D Fourier Transform Digital Image Processing Lectures 3 & 4 M.R. Azimi, Professor Department of Electrical and Computer Engineering Colorado State University Spring 2017 M.R. Azimi Digital Image Processing 2-D Signals and Systems 2-D Fourier Transform Definitions and Extensions: 2-D Signals: A continuous image is represented by a function of two variables e.g. x(u; v) where (u; v) are called spatial coordinates and x is the intensity. A sampled image is represented by x(m; n). If pixel intensity is also quantized (digital images) then each pixel is represented by B bits (typically B = 8 bits/pixel). 2-D Delta Functions: They are separable 2-D functions i.e. 1 (u; v) = (0; 0) Dirac: δ(u; v) = δ(u) δ(v) = 0 Otherwise 1 (m; n) = (0; 0) Kronecker: δ(m; n) = δ(m) δ(n) = 0 Otherwise M.R. Azimi Digital Image Processing 2-D Signals and Systems 2-D Fourier Transform Properties: For 2-D Dirac delta: 1 1- R R x(u0; v0)δ(u − u0; v − v0)du0dv0 = x(u; v) −∞ 2- R R δ(u; v)du dv = 1 8 > 0 − For 2-D Kronecker delta: 1 1 1- x(m; n) = P P x(m0; n0)δ(m − m0; n − n0) m0=−∞ n0=−∞ 1 2- P P δ(m; n) = 1 m;n=−∞ Periodic Signals: Consider an image x(m; n) which satisfies x(m; n + N) = x(m; n) x(m + M; n) = x(m; n) This signal is said to be doubly periodic with horizontal and vertical periods M and N, respectively. -
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). -
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. -
CHAPTER TWO - Static Aeroelasticity – Unswept Wing Structural Loads and Performance 21 2.1 Background
Static aeroelasticity – structural loads and performance CHAPTER TWO - Static Aeroelasticity – Unswept wing structural loads and performance 21 2.1 Background ........................................................................................................................... 21 2.1.2 Scope and purpose ....................................................................................................................... 21 2.1.2 The structures enterprise and its relation to aeroelasticity ............................................................ 22 2.1.3 The evolution of aircraft wing structures-form follows function ................................................ 24 2.2 Analytical modeling............................................................................................................... 30 2.2.1 The typical section, the flying door and Rayleigh-Ritz idealizations ................................................ 31 2.2.2 – Functional diagrams and operators – modeling the aeroelastic feedback process ....................... 33 2.3 Matrix structural analysis – stiffness matrices and strain energy .......................................... 34 2.4 An example - Construction of a structural stiffness matrix – the shear center concept ........ 38 2.5 Subsonic aerodynamics - fundamentals ................................................................................ 40 2.5.1 Reference points – the center of pressure..................................................................................... 44 2.5.2 A different -
Control Theory
Control theory S. Simrock DESY, Hamburg, Germany Abstract In engineering and mathematics, control theory deals with the behaviour of dynamical systems. The desired output of a system is called the reference. When one or more output variables of a system need to follow a certain ref- erence over time, a controller manipulates the inputs to a system to obtain the desired effect on the output of the system. Rapid advances in digital system technology have radically altered the control design options. It has become routinely practicable to design very complicated digital controllers and to carry out the extensive calculations required for their design. These advances in im- plementation and design capability can be obtained at low cost because of the widespread availability of inexpensive and powerful digital processing plat- forms and high-speed analog IO devices. 1 Introduction The emphasis of this tutorial on control theory is on the design of digital controls to achieve good dy- namic response and small errors while using signals that are sampled in time and quantized in amplitude. Both transform (classical control) and state-space (modern control) methods are described and applied to illustrative examples. The transform methods emphasized are the root-locus method of Evans and fre- quency response. The state-space methods developed are the technique of pole assignment augmented by an estimator (observer) and optimal quadratic-loss control. The optimal control problems use the steady-state constant gain solution. Other topics covered are system identification and non-linear control. System identification is a general term to describe mathematical tools and algorithms that build dynamical models from measured data.