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ECE569 16S hw5

This document outlines four homework problems for a digital signal processing course. The first problem involves designing FIR analysis and synthesis filters for a two-band filter bank structure to achieve perfect reconstruction. The second problem involves determining the filter and whitening filter for an ARMA process given its autocorrelation function. The third problem involves determining the whitening filter and power spectrum for an ARMA process. The fourth problem involves finding the best AR model order for a random signal given its autocorrelation values.

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Binay Prasad
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136 views2 pages

ECE569 16S hw5

This document outlines four homework problems for a digital signal processing course. The first problem involves designing FIR analysis and synthesis filters for a two-band filter bank structure to achieve perfect reconstruction. The second problem involves determining the filter and whitening filter for an ARMA process given its autocorrelation function. The third problem involves determining the whitening filter and power spectrum for an ARMA process. The fourth problem involves finding the best AR model order for a random signal given its autocorrelation values.

Uploaded by

Binay Prasad
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ECE 569 DIGITAL SIGNAL PROCESSING II SPRING 2016

Homework Assignment #5
Due: 12 April 2016

1. Consider the two-band filter bank structure shown below.


 
x(n)
- H0 (z) - ↓2 - ↑2 - F0 (z)
 

 
x̂(n)
- +l
?
- H1 (z) - ↓2 - ↑2 - F1 (z) -
 

For this structure, design FIR analysis and synthesis filters of length N = 8, following
the design procedure discussed in class, so as to achieve perfect reconstruction. The
details of this procedure are provided in the document “A Procedure for Designing
Two-channel PR Filter Banks,” which is available at the course web site. This design
methodology begins by applying the Parks-McClellan algorithm to obtain an appro-
priate length half-band filter. In the design of this filter, use passband and stopband
edges of ωp = π/4 and ωs = 3π/4. Report the following for your results.

(a) The coefficients of the filters H0 (z), H1 (z), F0 (z), and F1 (z).
(b) A plot of the magnitude response of H0 (z) and H1 (z), demonstrating the splitting
of the input signal into low and high frequency bands.
(c) The transfer functions

T (z) = H0 (z)F0 (z) + H1 (z)F1 (z)


A(z) = H0 (−z)F0 (z) + H1 (−z)F1 (z)

associated with the regular and alias components of the filter bank response.

2. An ARMA process has an autocorrelation function rxx (m) whose z-transform is given
by
4 − 17z −1 + 4z −2
Pxx (z) =
1 − 52 z −1 + z −2
1
with a region of convergence of 2
< |z| < 2.

(a) Determine the filter H(z) for generating {x(n)} from a white noise sequence. Is
such an H(z) unique?
(b) Determine a stable linear whitening filter for the sequence {x(n)}.

3. Consider the ARMA process generated by the difference equation

x(n) = 0.9x(n − 1) − 0.2x(n − 2) + w(n) + 0.6w(n − 1).


(a) Determine the filter H(z) that whitens {x(n)}. What are its poles and zeros?
(b) Determine the power density spectrum of {x(n)}.

4. The first several values of the autocorrelation sequence for a random signal {x(n)} are
given by

rxx (0) = 1.3642


rxx (1) = 0.4246
rxx (2) = 0.1338
rxx (3) = 0.0428
rxx (4) = 0.0140
rxx (5) = 0.0047
rxx (6) = 0.0016
rxx (7) = 0.0006

Using the Yule-Walker equations, find AR(p) models for {x(n)} for p = 1, 2, . . . , 7.
What do you think is the best choice for p? Compute rxx (`) for ` = 0, 1, . . . , 7 for this
model and compare them to those for {x(k)}. Is an AR model appropriate for this
{x(n)}?

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