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  • 8/12/2019 Signal Freq

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    Yao Wang

    Polytechnic University, Brooklyn, NY11201

    http: //eeweb.poly.edu/~yao

    Frequency DomainCharacterization of Signals

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    Yao Wang, 2006 EE3414: Signal Characterization 2

    Signal Representation

    What is a signal

    Time-domain description Waveform representation

    Periodic vs. non-periodic signals

    Frequency-domain description Periodic signals

    Sinusoidal signals

    Fourier series for periodic signals

    Fourier transform for non-periodic signals

    Concepts of frequency, bandwidth, filtering

    Numerical calculation: FFT, spectrogram

    Demo: real sounds and their spectrogram (from DSP First)

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    Yao Wang, 2006 EE3414: Signal Characterization 3

    What is a signal

    A variable (or multiple variables) that changes in time

    Speech or audio signal: A sound amplitude that varies in time Temperature readings at different hours of a day

    Stock price changes over days

    Etc

    More generally, a signal may vary in 2-D space and/or time A picture: the color varies in a 2-D space

    A video sequence: the color varies in 2-D space and in time

    Continuous vs. Discrete

    The value can vary continuously or take from a discrete set The time and space can also be continuous or discrete

    We will look at continuous-time signal only in this lecture

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    Yao Wang, 2006 EE3414: Signal Characterization 4

    Waveform Representation

    Waveform representation

    Plot of the variable value (sound amplitude, temperature

    reading, stock price) vs. time

    Mathematical representation: s(t)

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    Yao Wang, 2006 EE3414: Signal Characterization 5

    Sample Speech Waveform

    0 2000 4000 6000 8000 10000 12000 14000 16000-0.1

    -0.08

    -0.06

    -0.04

    -0.02

    0

    0.02

    0.04

    0.06

    0.08

    2000 2200 2400 2600 2800 3000-0.1

    -0.08

    -0.06

    -0.04

    -0.02

    0

    0.02

    0.04

    0.06

    0.08

    Entire waveform

    [y,fs]=wavread('morning.wav'); sound(y,fs); figure; plot(y); x=y(10000:25000);plot(x);

    Blown-up of a section.

    figure; plot(x); axis([2000,3000,-0.1,0.08]);

    Signal within each short time interval is periodic

    Period depends on the vowel being spoken

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    Yao Wang, 2006 EE3414: Signal Characterization 6

    Sample Music Waveform

    Entire waveform

    [y,fs]=wavread(sc01_L.wav'); sound(y,fs); figure; plot(y);

    Blown-up of a section

    v=axis; axis([1.1e4,1.2e4,-.2,.2])

    Music typically has more periodic structure than speech

    Structure depends on the note being played

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    Yao Wang, 2006 EE3414: Signal Characterization 7

    Sinusoidal Signals

    Sinusoidal signals are important because they can be used to

    synthesize any signal An arbitrary signal can be expressed as a sum of many sinusoidalsignals with different frequencies, amplitudes and phases

    Music notes are essentially sinusoids at different frequencies

    shift)(timePhase:Amplitude:

    period:/1

    cond)(cycles/se

    frequency:

    )2cos()(

    00

    0

    0

    A

    fT

    f

    tfAts

    =

    +=

    -1.5 -1 -0.5 0 0.5 1 1.5-2.5

    -2

    -1.5

    -1

    -0.5

    0

    0.5

    11.5

    2

    2.5

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    Yao Wang, 2006 EE3414: Signal Characterization 8

    What is frequency of an arbitrary

    signal?

    Sinusoidal signals have a distinct (unique) frequency

    An arbitrary signal does not have a unique frequency, but canbe decomposed into many sinusoidal signals with different

    frequencies, each with different magnitude and phase

    The spectrum of a signal refers to the plot of the magnitudes

    and phases of different frequency components The bandwidth of a signal is the spread of the frequency

    components with significant energy existing in a signal

    Fourier series and Fourier transform are ways to find spectrums

    for periodic and aperiodic signals, respectively

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    Yao Wang, 2006 EE3414: Signal Characterization 9

    Approximation of Periodic Signals

    by Sum of Sinusoids

    -1.5 -1 -0.5 0 0.5 1 1.5

    -1

    -0.5

    0

    0.5

    1

    2 sinusoids: 1st and 3d harmonics

    4 sinusoids: 1,3,5,7 harmonicsView note for matlab code

    With many more sinusoids with appropriate magnitude, we will get the square wave exactly

    )2cos()(0

    0

    =

    =

    k

    k tkfAts

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    Yao Wang, 2006 EE3414: Signal Characterization 10

    1 3 5 7 9 11 13 150

    0.2

    0.4

    0.6

    0.8

    1

    1.2

    1.4

    k,fk=f

    0*k

    Amplitude

    Magnitude Spectrum for Square Wave

    Line Spectrum of Square Wave

    =

    ==

    ,...4,2,00

    ,...5,3,14

    k

    kkAk

    Each line corresponds to oneharmonic frequency. The line

    magnitude (height) indicates

    the contribution of that

    frequency to the signal.

    The line magnitude drops

    exponentially, which is not

    very fast. The very sharp

    transition in square waves

    calls for very high frequency

    sinusoids to synthesize.

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    Yao Wang, 2006 EE3414: Signal Characterization 11

    Period Signal

    Period T: The minimum interval on which a signal

    repeats Sketch on board

    Fundamental frequency: f0 =1/T

    Harmonic frequencies: kf0

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    Yao Wang, 2006 EE3414: Signal Characterization 12

    Approximation of Periodic Signals by

    Sinusoids

    Any periodic signal can be approximated by a sum of

    many sinusoids at harmonic frequencies of the signal(kf0 ) with appropriate amplitude and phase.

    The more harmonic components are added, the more

    accurate the approximation becomes. Instead of using sinusoidal signals, mathematically,

    we can use the complex exponential functions with

    both positive and negative harmonic frequencies

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    Yao Wang, 2006 EE3414: Signal Characterization 13

    Complex Exponential Signals

    Complex number:

    Complex exponential signal

    Euler formula

    )2sin()2cos()2exp()( 000 +++== tfAjtfAtfjAts

    )sin(2)exp()exp(

    )cos(2)exp()exp(

    tjtjtj

    ttjtj

    =

    =+

    ImResincos)exp( jAjAjAA +=+==

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    Yao Wang, 2006 EE3414: Signal Characterization 14

    Fourier Series Representation of

    Periodic Signals

    numbercomplexageneralinis

    ,...2,1,0;)2exp()(1

    :)transform(forwardanalysisseriesFourier

    complex)andrealbothforsided,(double)2exp(

    only)signalrealforsided,single()2cos()(

    :)transform(inverseSynthesisSeriesFourier

    0

    00

    0

    0

    100

    k

    T

    k

    k

    k

    k

    kk

    S

    kdttkfjtsT

    S

    tkfjS

    tkfAAts

    ==

    =

    ++=

    =

    =

    For real signals, Sk=S*-k|Sk|=|S-k| (Symmetric spectrum)

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    Yao Wang, 2006 EE3414: Signal Characterization 15

    Fourier Series Representation of

    Square Wave

    Applying the Fourier series analysis formula to the

    square wave, we get

    Do the derivation on the board

    =

    ==

    ,...4,2,00

    ,...5,3,12

    k

    kkjSk

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    Yao Wang, 2006 EE3414: Signal Characterization 16

    1 3 5 7 9 11 13 150

    0.2

    0.4

    0.6

    0.8

    1

    1.2

    1.4

    k,fk=f

    0*k

    Amplitude

    Magnitude Spectrum for Square Wave

    Line Spectrum of Square Wave

    =

    ==

    ,...4,2,00

    ,...5,3,14

    k

    kkAk

    Only the positive frequencyside is drawn on the left

    (single sided spectrum), with

    twice the magnitude of the

    double sided spectrum.

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    Yao Wang, 2006 EE3414: Signal Characterization 17

    Fourier Transform for Non-Periodic

    Signals

    sumofinsteadintegral

    harmonicsofnumbereuncountabl0signalAperiodic 00

    == fT

    =

    =

    dtftjts

    dfftjfSts

    )2exp()(S(f)

    :)transform(forwardanalysisFourier

    )2exp()()(

    :)transform(inversesynthesisFourier

    For real signals, |S(f)| =|S(-f)| (Symmetric magnitude spectrum)

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    Yao Wang, 2006 EE3414: Signal Characterization 18

    Pulse Function: Time Domain

    -1 -0.8 -0.6 -0.4 -0.2 0 0.2 0.4 0.6 0.8 10

    0.2

    0.4

    0.6

    0.8

    1

    1.2

    t

    s(t)

    A Rectangular Pulse Function

    T

    Derive Fourier transform on the board

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    Yao Wang, 2006 EE3414: Signal Characterization 19

    Pulse Function: Spectrum

    -10 -8 -6 -4 -2 0 2 4 6 8 10-0.4

    -0.2

    0

    0.2

    0.4

    0.6

    0.8

    1

    1.2

    f

    |S

    (f)|

    Magnitude Spectrum of Rectangular Pulse

    )sinc()sin(

    )(

    otherwise0

    2/2/1)( TfT

    Tf

    TfTfS

    TtTts ==

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    Yao Wang, 2006 EE3414: Signal Characterization 20

    Exponential Decay: Time Domain

    222 4

    1)(;

    2

    1)(

    otherwise0

    0)exp()(

    ffS

    fjfS

    ttts

    +

    =+

    =

    >

    =

    0 0.5 1 1.5 2 2.5 3 3.5 4 4.5 50

    0.1

    0.2

    0.3

    0.4

    0.5

    0.6

    0.7

    0.8

    0.9

    1

    t

    s

    (t)

    s(t)=exp(-t), t>0); =1

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    Yao Wang, 2006 EE3414: Signal Characterization 21

    Exponential Decay: Spectrum

    -10 -8 -6 -4 -2 0 2 4 6 8 100

    0.1

    0.2

    0.3

    0.4

    0.5

    0.6

    0.7

    0.8

    0.9

    1

    f

    |S(f)|

    S(f)=1/(+j 2f),=1

    222

    4

    1)(;

    2

    1)(

    otherwise0

    0)exp()(

    f

    fSfj

    fStt

    ts

    +

    =+

    =

    >

    =

    The FT magnitude drops

    much faster than for the

    pulse function. This is

    because the exponential

    decay function does not

    has sharp transition.

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    Yao Wang, 2006 EE3414: Signal Characterization 22

    -10 -8 -6 -4 -2 0 2 4 6 8 100

    0.1

    0.2

    0.3

    0.4

    0.5

    0.6

    0.7

    0.8

    0.9

    1

    (Effective) Bandwidth

    fmin (fma): lowest

    (highest)frequency where

    the FT magnitude

    is above a

    threshold

    Bandwidth:B=fmax-fmin

    The threshold is often

    chosen with respect to

    the peak magnitude,expressed in dB

    dB=10 log10(ratio)

    10 dB below peak =

    1/10 of the peak value

    3 dB below=1/2 of the

    peakfmin

    B

    fmax

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    Yao Wang, 2006 EE3414: Signal Characterization 23

    More on Bandwidth

    Bandwidth of a signal is a critical feature when

    dealing with the transmission of this signal A communication channel usually operates only at

    certain frequency range (called channel bandwidth)

    The signal will be severely attenuated if it contains

    frequencies outside the range of the channel bandwidth

    To carry a signal in a channel, the signal needed to be

    modulated from its baseband to the channel bandwidth

    Multiple narrowband signals may be multiplexed to use a

    single wideband channel

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    Yao Wang, 2006 EE3414: Signal Characterization 24

    How to Observe Frequency Content

    from Waveforms?

    A constant -> only zero frequency component (DC compoent)

    A sinusoid -> Contain only a single frequency component Periodic signals -> Contain the fundamental frequency and

    harmonics -> Line spectrum

    Slowly varying -> contain low frequency only

    Fast varying -> contain very high frequency Sharp transition -> contain from low to high frequency

    Music: contain both slowly varying and fast varying components,

    wide bandwidth

    Highest frequency estimation? Find the shortest interval between peak and valleys

    Go through examples on the board

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    Yao Wang, 2006 EE3414: Signal Characterization 25

    2450 2460 2470 2480 2490 2500 2510 2520 2530 2540 2550-0.02

    -0.01

    0

    0.01

    0.02

    0.03

    0.04Blown-Up of the Signal

    Estimation of Maximum Frequency

    Time index

    S(t)

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    Yao Wang, 2006 EE3414: Signal Characterization 26

    Numerical Calculation of FT

    The original signal is digitized, and then a Fast

    Fourier Transform (FFT) algorithm is applied, whichyields samples of the FT at equally spaced intervals.

    For a signal that is very long, e.g. a speech signal or

    a music piece, spectrogram is used.

    Fourier transforms over successive overlapping short

    intervals

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    Yao Wang, 2006 EE3414: Signal Characterization 27

    2000 2200 2400 2600 2800 3000-0.1

    -0.08

    -0.06

    -0.04

    -0.02

    0

    0.02

    0.04

    0.06

    0.08

    Spectrogram

    FFT

    FFT FFTFFT FFT

    FFT

    t

    S(t)

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    Yao Wang, 2006 EE3414: Signal Characterization 28

    Sample Speech Waveform

    0 2000 4000 6000 8000 10000 12000 14000 16000-0.1

    -0.08

    -0.06

    -0.04

    -0.02

    0

    0.02

    0.04

    0.06

    0.08

    2000 2200 2400 2600 2800 3000-0.1

    -0.08

    -0.06

    -0.04

    -0.02

    0

    0.02

    0.04

    0.06

    0.08

    Entire waveform Blown-up of a section.

    Signal within each short time interval is periodic. The period T is called pitch.

    The pitch depends on the vowel being spoken, changes in time. T~70 samples in this ex.

    f0=1/T is the fundamental frequency (also known as formant frequency). f0=1/70fs=315 Hz.k*f0 (k=integers) are the harmonic frequencies.

    (click to hear the sound)

    T

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    Yao Wang, 2006 EE3414: Signal Characterization 29

    Sample Speech Spectrogram

    0 2000 4000 6000 8000 10000 12000-60

    -55

    -50

    -45

    -40

    -35

    -30

    -25

    -20

    -15

    Frequency

    PowerSpectrumMagnitude(dB

    )

    Power Spectrum

    fs=22,050Hz

    figure; psd(x,256,fs);

    figure; specgram(x,256,fs);

    Time

    Frequency

    Spectrogram

    0 1000 2000 3000 4000 5000 6000 70000

    0.1

    0.2

    0.3

    0.4

    0.5

    0.6

    0.7

    0.8

    0.9

    1

    GOOD MOR NING

    Signal power drops sharply at about 4KHz Line spectra at multiple of f0,

    maximum frequency about 4 KHz

    What determines the maximum freq?

    f0

    f0

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    Yao Wang, 2006 EE3414: Signal Characterization 30

    Another Sample Speech Waveform

    Entire waveform Blown-up of a section.

    In the course of a December tour in Yorkshire

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    Yao Wang, 2006 EE3414: Signal Characterization 31

    Speech Spectrogram

    figure; psd(x,256,fs);

    figure; specgram(x,256,fs);

    Signal power drops sharply at about 4KHz Line spectra at multiple of f0,

    maximum frequency about 4 KHz

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    Yao Wang, 2006 EE3414: Signal Characterization 32

    Sample Music Waveform

    Entire waveform

    [y,fs]=wavread(sc01_L.wav'); sound(y,fs); figure; plot(y);

    Blown-up of a section

    v=axis; axis([1.1e4,1.2e4,-.2,.2])

    Music typically has more periodic structure than speech

    Structure depends on the note being played

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    Yao Wang, 2006 EE3414: Signal Characterization 33

    Sample Music Spectrogram

    figure; psd(y,256,fs); figure; specgram(y,256,fs);

    Signal power drops gradually in the entire

    frequency rangeLine spectra are more stationary,

    Frequencies above 4 KHz, more than

    20KHz in this ex.

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    Yao Wang, 2006 EE3414: Signal Characterization 34

    Summary of Characteristics

    of Speech & Music

    Typical speech and music waveforms are semi-periodic

    The fundamental period is called pitch period The inverse of the pitch period is the fundamental frequency (f0)

    Spectral content

    Within each short segment, a speech or music signal can be

    decomposed into a pure sinusoidal component with frequency f0,

    and additional harmonic components with frequencies that are

    multiples of f0.

    The maximum frequency is usually several multiples of the

    fundamental frequency

    Speech has a frequency span up to 4 KHz Audio has a much wider spectrum, up to 22KHz

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    Yao Wang, 2006 EE3414: Signal Characterization 35

    Demo

    Demo in DSP First, Chapter 3, Sounds and

    Spectrograms Look at the waveform and spectrogram of sample signals,

    while listening to the actual sound

    Simple sounds

    Real sounds

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    Yao Wang, 2006 EE3414: Signal Characterization 36

    Advantage of Frequency Domain

    Representation

    Clearly shows the frequency composition of the

    signal One can change the magnitude of any frequency

    component arbitrarily by a filtering operation Lowpass -> smoothing, noise removal

    Highpass -> edge/transition detection High emphasis -> edge enhancement

    One can also shift the central frequency bymodulation

    A core technique for communication, which uses modulationto multiplex many signals into a single composite signal, tobe carried over the same physical medium.

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    Yao Wang, 2006 EE3414: Signal Characterization 37

    Typical Filters

    Lowpass -> smoothing, noise removal

    Highpass -> edge/transition detection Bandpass -> Retain only a certain frequency range

    0 f

    H(f)

    0 f

    H(f)

    0 f

    H(f)

    Low-pass Band-passHigh-pass

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    Yao Wang, 2006 EE3414: Signal Characterization 38

    -10 -8 -6 -4 -2 0 2 4 6 8 10-0.4

    -0.2

    0

    0.2

    0.4

    0.6

    0.8

    1

    1.2

    f

    |S(f)|

    Magnitude Spectrum of Rectangular Pulse

    Low Pass Filtering

    (Remove high freq, make signal smoother)

    Filtering is done by a

    simple multiplification:

    Y(f)= X(f) H(f)

    H(f) is designed to

    magnify or reduce the

    magnitude (and

    possibly changephase) of the original

    signal at different

    frequencies.

    A pulse signal after

    low pass filtering (left)will have rounded

    corners.

    Ideal

    lowpass

    filter

    Spectrum of the pulse signal

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    -1 -0.8 -0.6 -0.4 -0.2 0 0.2 0.4 0.6 0.8 1-0.2

    0

    0.2

    0.4

    0.6

    0.8

    1

    1.2The original pulse function and its low-passed versions

    original

    averaging over 11 samplesfilter=fir1(10,0.25)

    t

    S(t)

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    Yao Wang, 2006 EE3414: Signal Characterization 40

    1 2 3 4 5 6 7 8 9 10 11-0.05

    0

    0.05

    0.1

    0.15

    0.2

    0.25

    0.3Impulse Response of the Filters

    averaging over 11 samples

    fir1(10,0.25)

    t

    h(t)

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    Yao Wang, 2006 EE3414: Signal Characterization 41

    Frequency Response of the Filters

    0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1-80

    -60

    -40

    -20

    0

    Normalized Angular Frequency (rads/sample)

    Magnitude(dB

    )

    0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1-200

    -100

    0

    100

    Normalized Angular Frequency (rads/sample)

    Phase

    (degrees)

    0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1-150

    -100

    -50

    0

    Normalized Angular Frequency (rads/sample)

    Magnitude

    (dB)

    0

    Averaging

    fir11(10,0.25)

    Hi h P Filt i

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    Yao Wang, 2006 EE3414: Signal Characterization 42

    High Pass Filtering

    (remove low freq, detect edges)

    -10 -8 -6 -4 -2 0 2 4 6 8 10-0.4

    -0.2

    0

    0.2

    0.4

    0.6

    0.8

    1

    1.2

    f

    |S(f)|

    Magnitude Spectrum of Rectangular Pulse

    Ideal

    high-pass

    filter

    Spectrum of the pulse signal

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    Yao Wang, 2006 EE3414: Signal Characterization 43

    -1 -0.8 -0.6 -0.4 -0.2 0 0.2 0.4 0.6 0.8 1-0.4

    -0.2

    0

    0.2

    0.4

    0.6

    0.8

    1

    The original pulse function and its high-passed version

    original

    high-pass filtered

    t

    S(t)

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    Yao Wang, 2006 EE3414: Signal Characterization 44

    The High Pass Filter

    0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1-100

    -80

    -60

    -40

    -20

    0

    Normalized Angular Frequency (rads/sample)

    Magnitude(dB)

    400

    1 2 3 4 5 6 7 8 9 10 11-0.3

    -0.2

    -0.1

    0

    0.1

    0.2

    0.3

    0.4

    0.5

    fir1(10,0.5,high);

    Impulse response:

    Current sample

    neighboring samples

    Frequency

    response

    t

    h(t)

    Filt i i T l D i

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    Yao Wang, 2006 EE3414: Signal Characterization 45

    Filtering in Temporal Domain

    (Convolution)

    Convolution theorem

    Interpretation of convolution operation replacing each pixel by a weighted sum of its neighbors

    Low-pass: the weights sum = weighted average

    High-pass: the weighted sum = left neighbors rightneighbors

    =

    dhtxthtx

    thtxfHfX

    )()()(*)(

    )(*)()()(

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    Yao Wang, 2006 EE3414: Signal Characterization 46

    Implementation of Filtering

    Frequency Domain

    FT -> Filtering by multiplication with H(f) -> Inverse FT Time Domain

    Convolution using a filter h(t) (inverse FT of H(f))

    You should understand how to perform filtering infrequency domain, given a filter specified infrequency domain

    Should know the function of the filter given H(f)

    Computation of convolution is not required for thislecture

    Filter design is not required.

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    Yao Wang, 2006 EE3414: Signal Characterization 47

    What Should You Know (I)

    Sinusoid signals:

    Can determine the period, frequency, magnitude and phase of a

    sinusoid signal from a given formula or plot

    Fourier series for periodic signals

    Understand the meaning of Fourier series representation

    Can calculate the Fourier series coefficients for simple signals (only

    require double sided) Can sketch the line spectrum from the Fourier series coefficients

    Fourier transform for non-periodic signals

    Understand the meaning of the inverse Fourier transform

    Can calculate the Fourier transform for simple signals

    Can sketch the spectrum

    Can determine the bandwidth of the signal from its spectrum

    Know how to interpret a spectrogram plot

  • 8/12/2019 Signal Freq

    48/49

    Yao Wang, 2006 EE3414: Signal Characterization 48

    What Should You Know (II)

    Speech and music signals

    Typical bandwidth for both

    Different patterns in the spectrogram

    Understand the connection between music notes and sinusoidal

    signals

    Filtering concept

    Know how to apply filtering in the frequency domain

    Can interpret the function of a filter based on its frequency

    response

    Lowpass -> smoothing, noise removal

    Highpass -> edge detection, differentiator Bandpass -> retain certain frequency band, useful for demodulation

  • 8/12/2019 Signal Freq

    49/49

    Yao Wang, 2006 EE3414: Signal Characterization 49

    References

    Oppenheim and Wilsky, Signals and Systems, Sec. 4.2-4.3

    (Fourier series and Fourier transform)

    McClellan, Schafer and Yoder, DSP First, Sec. 2.2,2.3,2.5

    (review of sinusoidal signals, complex number, complex

    exponentials)