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EITF75 Systems and Signals Lecture 6 More on the DTFT Fredrik Rusek
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Lecture 6 More on the DTFT Fredrik Rusek

Apr 08, 2022

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Page 1: Lecture 6 More on the DTFT Fredrik Rusek

EITF75 Systems and Signals

Lecture 6 More on the DTFT

Fredrik Rusek

Page 2: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, DTFT

Agenda: 1. Relation between DTFT and z-transform

2. Some properties of DTFTs

3. Relation between pole-zero diagrams and DTFT

4. Filter characteristics 5. DTFTs of unstable signals

Page 3: Lecture 6 More on the DTFT Fredrik Rusek

EITF75 Systems and Signals

Z-transform

DTFT (discrete time Fourier transform)

Important: DTFT is z-transform evaluated at unit circle

Page 4: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, DTFT

Why do we need the DTFT when we have the z-transform?

Page 5: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, DTFT

Why do we need the DTFT when we have the z-transform?

3 Simple steps to become a mobile phone operator

Page 6: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, DTFT

Why do we need the DTFT when we have the z-transform?

3 Simple steps to become a mobile phone operator 1. Go to the bank, ask for a big loan

Page 7: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, DTFT

Why do we need the DTFT when we have the z-transform?

3 Simple steps to become a mobile phone operator 1. Go to the bank, ask for a big loan

2. Go to PTS, buy some bandwidth

2 GHz 2.4 GHz

109 €

Page 8: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, DTFT

Why do we need the DTFT when we have the z-transform?

3 Simple steps to become a mobile phone operator 1. Go to the bank, ask for a big loan

2. Go to PTS, buy some bandwidth

3. Divide your customers

2 GHz 2.4 GHz

over the band

Page 9: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, DTFT

Why do we need the DTFT when we have the z-transform?

3 Simple steps to become a mobile phone operator 1. Go to the bank, ask for a big loan

2. Go to PTS, buy some bandwidth

3. Divide your customers

f=1/2

over the band

discrete time

Page 10: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, DTFT

Why do we need the DTFT when we have the z-transform?

Seen in the z-plane

f=1/2

Page 11: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, DTFT

Why do we need the DTFT when we have the z-transform?

Seen in the z-plane

f=1/2

Seems as we can squeeze in more users if we buy a piece of the z-plane

Page 12: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, DTFT

Why do we need the DTFT when we have the z-transform?

Let us try this (to serve more users) 1. Go to the bank, ask for a big loan

2. Go to PTS, ask for some part of the z-plane

Page 13: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, DTFT

However……

Let us try this (to serve more users) 1. Go to the bank, ask for a big loan

2. Go to PTS, ask for some part of the z-plane

Page 14: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, DTFT

It is a bit strange

We can place users here as we like (this is what Telia does)

But not here

Page 15: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, DTFT

First

Not true that we can do what we like at the unit circle We need symmetry at f=0

Same values

So, in the z-plane, there are restrictions on what we can do

Page 16: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, DTFT

Secondly

Inverse z-transform (not mentioned before. Difficult to use)

Where C is any closed curve around the origin, inside the ROC

Page 17: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, DTFT

Secondly

Inverse z-transform (not mentioned before. Difficult to use)

Where C is any closed curve around the origin, inside the ROC

ROC User 1

User 2 Transmission to two users. Different locations in z-space Zero outside some area. (so that we can send them at the same time)

Page 18: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, DTFT

Secondly

Inverse z-transform (not mentioned before. Difficult to use)

Where C is any closed curve around the origin, inside the ROC

ROC User 1

User 2 How do time-signals look?

Page 19: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, DTFT

Secondly

Inverse z-transform (not mentioned before. Difficult to use)

Where C is any closed curve around the origin, inside the ROC

ROC User 1

User 2 How do time-signals look? To find the signal to user 1: Integrate, e.g., along this curve

Page 20: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, DTFT

Secondly

Inverse z-transform (not mentioned before. Difficult to use)

Where C is any closed curve around the origin, inside the ROC

ROC User 1

User 2 How do time-signals look? To find the signal to user 1: Integrate, e.g., along this curve ….or this….

Page 21: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, DTFT

Secondly

Inverse z-transform (not mentioned before. Difficult to use)

Where C is any closed curve around the origin, inside the ROC

ROC User 1

User 2 How do time-signals look? To find the signal to user 1: Integrate, e.g., along this curve We now have y1(n). But this is 1. Determined by Y1(z) along the line 2. Not determined by Y1(z) in green area

Page 22: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, DTFT

Secondly

Inverse z-transform (not mentioned before. Difficult to use)

Where C is any closed curve around the origin, inside the ROC

ROC User 1

User 2 How do time-signals look? To find the signal to user 1: Integrate, e.g., along this curve We now have y1(n). We can now compute Y1(z) But this will not be zero in the green part (since this information was never used in the construction)

Page 23: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, DTFT

Secondly

Inverse z-transform (not mentioned before. Difficult to use)

Where C is any closed curve around the origin, inside the ROC

ROC User 1

User 2 Summary: We cannot select Y1(z) arbitrarily Because in general it will not be a valid transform. That is, Choose Y1(z) arbitrarily Compute y1(n) by integration along a curve Compute z-transform. Not same as Y1(z)

Page 24: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, DTFT

Secondly

Inverse z-transform (not mentioned before. Difficult to use)

Where C is any closed curve around the origin, inside the ROC

ROC User 1

User 2 Summary: In fact, entire Y1(z) is determined from its values along any closed curve We can select this as the unit circle So the Fourier transform (z-transf. on unit circle) determines the entire z-transform

Page 25: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, DTFT

Agenda: 1. Relation between DTFT and z-transform

2. Some properties of DTFTs

3. Relation between pole-zero diagrams and DTFT

4. Filter characteristics 5. DTFTs of unstable signals

Page 26: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, DTFT

Time delays

Easy to prove using z-transform. Do this at home

Convolutions

Page 27: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, DTFT

Agenda: 1. Relation between DTFT and z-transform

2. Some properties of DTFTs

3. Relation between pole-zero diagrams and DTFT

4. Filter characteristics 5. DTFTs of unstable signals

Page 28: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, DTFT

DTFT

Pole-zero plot

f 0.5

-0.5

Book makes a big deal out of this. But quite easy….

Page 29: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, DTFT

DTFT

Pole-zero plot

f 0.5

-0.5

Recall

is H(z) at unit circle

Page 30: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, DTFT

DTFT

Pole-zero plot

f 0.5

-0.5

Recall

is H(z) at unit circle

0.125

Value of H(z) here

Is

H(f

) here

Page 31: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, DTFT

DTFT

Pole-zero plot

f 0.5

-0.5

Recall

is H(z) at unit circle

0.25

Value of H(z) here

Is

H(f

) here

Page 32: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, DTFT

DTFT

Pole-zero plot

f 0.5

-0.5

Recall

is H(z) at unit circle

Value o

f H(z

) here

and

here

Is

H(f

) here

Page 33: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, DTFT

DTFT

Pole-zero plot

f 0.5

-0.5

Recall

is H(z) at unit circle

How big is H(z) here?

Page 34: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, DTFT

DTFT

Pole-zero plot

f 0.5

-0.5

We are at a zero

is H(z) at unit circle

How big is H(z) here? 0

Page 35: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, DTFT

DTFT

Pole-zero plot

f 0.5

-0.5

is H(z) at unit circle

How big is H(z) here?

Page 36: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, DTFT

DTFT

Pole-zero plot

f 0.5

-0.5

is H(z) at unit circle

How big is H(z) here? BIG

We are close to a pole

Page 37: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, DTFT

DTFT

Pole-zero plot

f 0.5

-0.5

is H(z) at unit circle How big is

H(z) here?

Page 38: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, DTFT

DTFT

Pole-zero plot

f 0.5

-0.5

is H(z) at unit circle How big is

H(z) here? small

We are close to a zero

Page 39: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, DTFT

DTFT

Pole-zero plot

f 0.5

-0.5

Non-zero everywhere else, since no further zeros at unit circle

Page 40: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, DTFT

DTFT

Pole-zero plot

f 0.5

-0.5

Observe

Unstable

”Ka-boom”

Page 41: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, DTFT

f

DTFT

0.5

-0.5

Final remark: X(f) is periodic

-1.5

Page 42: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, DTFT

Agenda: 1. Relation between DTFT and z-transform

2. Some properties of DTFTs

3. Relation between pole-zero diagrams and DTFT

4. Filter characteristics 5. DTFTs of unstable signals

Page 43: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, Fourier transforms

Input-Output relation of LTI system

Page 44: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, Fourier transforms

Input-Output relation of LTI system

Seen in the Fourier-plane

Page 45: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, Fourier transforms

Input-Output relation of LTI system

Seen in the Fourier-plane

0.5

-0.5

f

Page 46: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, Fourier transforms

Input-Output relation of LTI system

Allows low frequncies to pass

0.5

-0.5

f

Page 47: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, Fourier transforms

Input-Output relation of LTI system

Allows high frequncies to pass

0.5

-0.5

f

Page 48: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, Fourier transforms

Input-Output relation of LTI system

Allows some frequncies to pass

0.5

-0.5

f

Page 49: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, Fourier transforms

Input-Output relation of LTI system

Blocks some frequncies

0.5

-0.5

f

Page 50: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, Fourier transforms

0.5

-0.5

f

Pole-zero plot ??

Page 51: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, Fourier transforms

0.5

-0.5

f

Pole-zero plot

Hard to say (we will get back later). But zeros located in the stop-band EITF75 7.5 ECTS before EITF75 6.0 ECTS now Filter design removed

Page 52: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, Fourier transforms

0.5

-0.5

Ideal

Page 53: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, Fourier transforms

0.5

-0.5

Ideal

Let us find the impulse response in the time-domain

Page 54: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, Fourier transforms

0.5

-0.5

Ideal

Let us find the impulse response in the time-domain

Page 55: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, Fourier transforms

0.5

-0.5

Ideal

Let us find the impulse response in the time-domain

Page 56: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, Fourier transforms

0.5

-0.5

Ideal

Let us find the impulse response in the time-domain

Integral of exponential function

Page 57: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, Fourier transforms

0.5

-0.5

Ideal

Let us find the impulse response in the time-domain

Euler

Page 58: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, Fourier transforms

0.5

-0.5

Ideal

Let us find the impulse response in the time-domain

Page 59: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, Fourier transforms

Let us find the impulse response in the time-domain

Problems: 1. Not finite length

2. Starts at

3. Unstable

Page 60: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, Fourier transforms

Let us find the impulse response in the time-domain

Problems: 1. Not finite length

2. Starts at

3. Unstable

Attempt of solution: 1. Truncate to N taps

2. Delay (N-1)/2 makes it causal

3. Truncation fixes this

Page 61: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, Fourier transforms

Problems: 1. Not finite length

2. Starts at

3. Unstable

Attempt of solution: 1. Truncate to N taps

2. Delay (N-1)/2 makes it causal

3. Truncation fixes this

Ideal filter

Truncated filter

Page 62: Lecture 6 More on the DTFT Fredrik Rusek

N=21 Ideal filter (delayed 10 steps)

Truncation: multiply with this

Truncated filter

Quite bad. Lots of ripple in both pass band and stop band

Page 63: Lecture 6 More on the DTFT Fredrik Rusek

N=21 Ideal filter (delayed 10 steps)

Truncation: multiply with this

Truncated filter

CAN WE DO BETTER

Page 64: Lecture 6 More on the DTFT Fredrik Rusek

N=21 Ideal filter (delayed 10 steps)

MAKE A SMOOTH TRUNCATION: Hamming window

Truncated filter

Yes

Page 65: Lecture 6 More on the DTFT Fredrik Rusek

N=21 Ideal filter (delayed 10 steps)

MAKE A SMOOTH TRUNCATION: Hamming window

Truncated filter

Homework 1: Make sure you understand why this is at f ≈ -0.35

Page 66: Lecture 6 More on the DTFT Fredrik Rusek

N=21 Ideal filter (delayed 10 steps)

MAKE A SMOOTH TRUNCATION: Hamming window

Truncated filter

Homework 2: Make a pole-zero plot of filter for the rectangular case (Matlab’s roots function)

Page 67: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, Fourier transforms

Interlude.

We know this

Page 68: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, Fourier transforms

Interlude.

We know this

But is the following true?

Page 69: Lecture 6 More on the DTFT Fredrik Rusek

N=21 Ideal filter (delayed 10 steps)

Truncation: multiply with this

Truncated filter

In other words: Is the bottom Fourier transform the convolution of the two above ?

Page 70: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, Fourier transforms

A convolution lengthens the signals Y(f) defined in -0.5 to 0.5 One must do periodic convolution (wrap the end to the begining)

Page 71: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, DTFT

Agenda: 1. Relation between DTFT and z-transform

2. Some properties of DTFTs

3. Relation between pole-zero diagrams and DTFT

4. Filter characteristics 5. DTFTs of unstable signals

Page 72: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, DTFT

We know

But is this always true?

Page 73: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, DTFT

We know

But is this always true? It cannot be true if X(f) does not exist

Page 74: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, DTFT

We know

But is this always true? It cannot be true if X(f) does not exist X(f) does not exist if x(n) is unstable (not absolutely summable)

Page 75: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, DTFT

We know

But is this always true? It cannot be true if X(f) does not exist X(f) does not exist if x(n) is unstable (not absolutely summable) We cannot claim the above for those signals

Page 76: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, DTFT

We know

But is this always true? It cannot be true if X(f) does not exist X(f) does not exist if x(n) is unstable (not absolutely summable) We cannot claim the above for those signals Ok, so X(f) does not exist. Does that mean that x(n) does not exist ?

Page 77: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, DTFT

We know

But is this always true? It cannot be true if X(f) does not exist X(f) does not exist if x(n) is unstable (not absolutely summable) We cannot claim the above for those signals Ok, so X(f) does not exist. Does that mean that y(n) does not exist ? No, it exists, in general.

Page 78: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, DTFT

Assume

(unstable, non-causal, X0(f) does not exist)

Let us solve

Page 79: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, DTFT

Assume

Let us solve

(unstable, non-causal, X0(f) does not exist)

Page 80: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, DTFT

Assume

Let us solve

(unstable, non-causal, X0(f) does not exist)

Page 81: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, DTFT

Assume

Let us solve

(unstable, non-causal, X0(f) does not exist)

Page 82: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, DTFT

Assume

Let us solve

(unstable, non-causal, X0(f) does not exist)

Definition of DTFT

Page 83: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, DTFT

Assume

Let us solve

(unstable, non-causal, X0(f) does not exist)

Page 84: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, DTFT

Assume

(unstable, non-causal, X0(f) does not exist)

Remember the matrix-view of LTI systems from Lecture 2 ? From the above, something very interesting can be said about that matrix’ eigenvectors and eigenvalues !! (Homework to think about this) (This is called Szegö’s theorem)

So, y(n) very much exists

Page 85: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, DTFT

Assume

(unstable, non-causal, X0(f) does not exist)

So, y(n) very much exists

Would be nice to extend the Fourier transforms so that we have

Cannot be normal function

Page 86: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, DTFT

Educated guess:

Dirac (distribution)

Page 87: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, DTFT

Educated guess:

Dirac (distribution)

How to test? Compute inverse Fourier transform ?

Page 88: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, DTFT

Educated guess:

Dirac (distribution)

How to test? Compute inverse Fourier transform ?

Page 89: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, DTFT

Educated guess:

Dirac (distribution)

How to test? Compute inverse Fourier transform !

Sifting property of Dirac

Correct!

Page 90: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, DTFT

Summary: By allowing for diracs in Fourier transforms (NOT LONGER NORMAL FUNCTIONS) we have furnished for the valididty of

Page 91: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, DTFT

Summary: By allowing for diracs in Fourier transforms (NOT LONGER NORMAL FUNCTIONS) we have furnished for the valididty of

By using Euler:

Infinite power at one frequency (and its negative counterpart)

Page 92: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, DTFT

Step function u(n) 1

Page 93: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, DTFT

Step function u(n)

Trick !

1 1

1

Page 94: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, DTFT

Step function u(n)

Trick !

1 1

Another Trick !

Page 95: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, DTFT

Step function u(n)

Trick !

1 1

From definition of DTFT

Page 96: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, DTFT

Step function u(n)

Trick !

1 1

From definition of DTFT

Time-shift property

Page 97: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, DTFT

Step function u(n)

Trick !

1 1

Time-shift property

Conclusion

Page 98: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, DTFT

Step function u(n)

Trick !

1 1

Time-shift property

Conclusion

RECALL

Page 99: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, DTFT

Step function u(n)

Trick !

1 1

Time-shift property

Conclusion

RECALL

Set w0=0

Page 100: Lecture 6 More on the DTFT Fredrik Rusek

EITF75, DTFT

Step function u(n)

Trick !

Conclusion

Set w0=0

Summary (a piece of art):