TON DUC THANG UNIVERSITY

FACULTY OF ELECTRICAL AND

ELECTRONICS ENGINEERING

402070
DIGITAL SIGNAL PROCESSING
CHAPTER 4: TRANSFORM ANALYSIS OF LINEAR
TIME INVARIANT SYSTEMS

Tan N. Nguyen, Msc.

 OBJECTIVES

 Understand the frequency response of LTI

systems
 Know the ways to show the frequency
response of LTI systems
 Understand the relationship between
magnitude and phase

23/05/2016 402070-Chapter 4: Transform analysis of LTI systems 2

 CHAPTER 4: TRANSFORM
ANALYSIS OF LTI SYSTEMS

 4.1 Frequency Response of LTI Systems

 4.2 System Functions For Systems Characterized
by Linear Constant-coefficient Difference equation
 4.3 Frequency Response for Rational System
Functions
 4.4 Relationship Between Magnitude and Phase
 4.5 All-Pass and Minimum-phase system
 4.6 Linear Systems with Generalized Linear Phase

23/05/2016 402070-Chapter 4: Transform analysis of LTI systems 3

 FREQUENCY RESPONSE OF LTI
SYSTEMS
Frequency response H e jw  
Ye    H e X e 
jw jw jw deleterious
signal
Magnitude response (gain) H e jw 

system
   H e   X e 
Ye jw jw jw
change
distortions
Phase response (phase shift) H e jw  
Y e    H e  X e 
jw jw jw

23/05/2016 402070-Chapter 4: Transform analysis of LTI systems 4

 FREQUENCY RESPONSE OF LTI
SYSTEMS
 Ideal lowpass filter
1, w  wc
H lp e  
jw
 
 0, wc  w  
sin w n
hlp  n   c
,   n  
n Noncausal, not
 
H e jw
computationally
realizable
1 no phase distortion

 2    wc 0 wc  2
23/05/2016 402070-Chapter 4: Transform analysis of LTI systems 5
 FREQUENCY RESPONSE OF LTI
SYSTEMS
 Ideal highpass filter 0, w  wc
H hp e  
jw
 
 1, wc  w  
sin wc n
hhp  n     n   ,   n  
n
 
H e jw
1

 2    wc 0 wc  2

23/05/2016 402070-Chapter 4: Transform analysis of LTI systems 6

 FREQUENCY RESPONSE OF LTI
SYSTEMS
 Ideal bandpass filter

1, wc1  w  wc2
H bp  e   
jw

 0, others
 
H e jw
1

   wc2  wc1 0 wc1 wc2 

23/05/2016 402070-Chapter 4: Transform analysis of LTI systems 7
 FREQUENCY RESPONSE OF LTI
SYSTEMS
 Ideal bandstop filter
0, wc1  w  wc2
H bs  e   
jw

 1, others
 
H e jw
1

   wc2  wc1 0 wc1 wc2 

23/05/2016 402070-Chapter 4: Transform analysis of LTI systems 8
 CHAPTER 4: TRANSFORM
ANALYSIS OF LTI SYSTEMS

 4.1 Frequency Response of LTI Systems

 4.2 System Functions For Systems Characterized
by Linear Constant-coefficient Difference equation
 4.3 Frequency Response for Rational System
Functions
 4.4 Relationship Between Magnitude and Phase
 4.5 All-Pass and Minimum-phase system
 4.6 Linear Systems with Generalized Linear Phase

23/05/2016 402070-Chapter 4: Transform analysis of LTI systems 9

 SYSTEM FUNCTIONS FOR SYSTEMS
CHARACTERIZED
 Linear Constant-coefficient Difference
equation N M

 a yn  k    b xn  k 
k 0
k
k 0
k

N M

 a z Y z    b z
k 0
k
k

k 0
k
k
X z 

 N
k   k 
M
  ak z Y z     bk z  X z 
 k 0   k 0 
23/05/2016 402070-Chapter 4: Transform analysis of LTI systems 10
 SYSTEM FUNCTIONS FOR SYSTEMS
CHARACTERIZED

1 c z 
M M

Y  z  bz k
k
 b0   k
1

H  z   k 0
  k 1

X z
 1  d z 
N N
 a0 
a z k 0
k
k

k 1
k
1

1
1  ck z  0  z  ck : zero
1
1 dk z  0  z  d k : pole

23/05/2016 402070-Chapter 4: Transform analysis of LTI systems 11

 SYSTEM FUNCTIONS FOR SYSTEMS
CHARACTERIZED
 Example: find difference equation for
second-order System function

1  z 
Solution: 1 2
1 2z  z Y  z 1 2
H  z   
 1 1  3 1  1 1 3 2 X  z 
1  z 1  z  1  z  z
 2  4  4 8

1  z  z Y  z   1  2 z  z X z 
 1 1 3  2  1 2

 4 8 
yn  yn  1  yn  2  xn  2 xn  1  xn  2
1 3
4 8
23/05/2016 402070-Chapter 4: Transform analysis of LTI systems 12
 SYSTEM FUNCTIONS FOR SYSTEMS
CHARACTERIZED
 Causal
Impulse response hn must be right-sided
sequence.
h  n  0, for n  0
The region of convergence of H z  must be
outside the outermost pole.

23/05/2016 402070-Chapter 4: Transform analysis of LTI systems 13

 SYSTEM FUNCTIONS FOR SYSTEMS
CHARACTERIZED
 Stability
 The impulse response must be absolutely
summable 

 hn
n  



 hn z
n  
n
 for z 1

 ROC of H z  includes the unit circle

23/05/2016 402070-Chapter 4: Transform analysis of LTI systems 14

 SYSTEM FUNCTIONS FOR SYSTEMS
CHARACTERIZED
 Example: Determine the ROC, Stability and
causality for LTI system
yn  yn  1  yn  2  xn
5
2
Solution:
H z  
1 1

5 1  2
1 z  z  1 1 
 1  z  1  2 z 1
 
2  2 
poles: 1/2, 2; zeros(two)：0
23/05/2016 402070-Chapter 4: Transform analysis of LTI systems 15
 SYSTEM FUNCTIONS FOR SYSTEMS
CHARACTERIZED
z  2 : causal , not stable
1
 z  2:
2
stable, not causal

1
z  : not causal , not stable
2
23/05/2016 402070-Chapter 4: Transform analysis of LTI systems 16
 SYSTEM FUNCTIONS FOR SYSTEMS
CHARACTERIZED
 Causal: ROC must be outside the outermost
pole

 Stable: ROC includes the unit circle

 Causal and stable: all the poles of the

system function are inside the unit circle.

23/05/2016 402070-Chapter 4: Transform analysis of LTI systems 17

 SYSTEM FUNCTIONS FOR SYSTEMS
CHARACTERIZED
 Inverse Systems
For a LTI system H z  , the inverse system
H i z  cascaded with H z  satisfies:
x[n] H (Z) Hi (Z) y [n]

Gz   H z H i z   1 H i z  
1
H z 
Frequency response Hi e   jw

1
He jw
 
Time domain: g n  hn hi n   n
23/05/2016 402070-Chapter 4: Transform analysis of LTI systems 18
 SYSTEM FUNCTIONS FOR SYSTEMS
CHARACTERIZED

H i z  
1
H z 

1 c z  
1 d z 
M M

 b0   k
1
 a0   k
1

H z     k 1
H i z     k 1

 1  d z   1  c z 
N N
 a0  1  b0  1
k k
k 1 k 1

ROC of H z  and ROC of H i z  must overlap.

23/05/2016 402070-Chapter 4: Transform analysis of LTI systems 19

 SYSTEM FUNCTIONS FOR SYSTEMS
CHARACTERIZED
 Example: analysis Inverse System for First-
Order System
1
1  0.5 z
H z   1
ROC : z  0.9
1  0.9 z
Solution: 1
1  0.9 z
H i z   1
ROC : z  0.5
1  0.5 z
H i z  : stable and causal
hi n  0.5 un  0.90.5 un 1
n n 1

23/05/2016 402070-Chapter 4: Transform analysis of LTI systems 20

 CHAPTER 4: SAMPLING OF
CONTINUOUS-TIME SIGNALS

 4.1 Frequency Response of LTI Systems

 4.2 System Functions For Systems Characterized
by Linear Constant-coefficient Difference equation
 4.3 Frequency Response for Rational System
Functions
 4.4 Relationship Between Magnitude and Phase
 4.5 All-Pass and Minimum-phase system
 4.6 Linear Systems with Generalized Linear Phase

23/05/2016 402070-Chapter 4: Transform analysis of LTI systems 21

 FREQUENCY RESPONSE FOR
RATIONAL SYSTEM FUNCTIONS
 If a stable LTI system has a rational system
M
function
 bk z k

H z   kN0
 k a z
k 0
k

Its frequency response is b e  jwk

H e 
 k
jw k 0
N

a e
k 0
k
 jwk

23/05/2016 402070-Chapter 4: Transform analysis of LTI systems 22

 FREQUENCY RESPONSE FOR
RATIONAL SYSTEM FUNCTIONS

1 c e  
1 c e 
M M

  jw
 b0    jw

   b0
 
k k

He jw
   k 1 H e jw    k 1

 1  d e   1  d e 
N
 a0 
N
 a0   jw
k
 jw
k
k 1 k 1

He  jw 2
H e  H e 
jw  jw

  k  k e 
M
 jw  jw
2 1  c e 1  c
 b0 
H e 
2
jw
  k 1

  k  k e 
N
 a0  1  d e  jw
1  d * jw

k 1

23/05/2016 402070-Chapter 4: Transform analysis of LTI systems 23

 FREQUENCY RESPONSE FOR
RATIONAL SYSTEM FUNCTIONS

1 c e 
M
 Log magnitude  b0    jw

 
k
H e jw    k 1

 1  d e 
N
 a0   jw
k
k 1

20log10 H  e jw   log magnitude in dB

M N
b0
20log10   20log10 1  ck e   20log10 1  dk e
 jw  jw

a0 k 1 k 1

Gain in dB  20 log 10 H e   jw

Attenuation in dB  20log10 H  e   Gain in dB

jw

23/05/2016 402070-Chapter 4: Transform analysis of LTI systems 24

 FREQUENCY RESPONSE FOR
RATIONAL SYSTEM FUNCTIONS
   H e X e 
Ye jw jw jw

Y e   H e  X e 
jw jw jw

20 log 10 Y e    20 log
jw
10 He    20 log
jw
10  
Xe jw

   H e  X e 
Y e jw jw jw

23/05/2016 402070-Chapter 4: Transform analysis of LTI systems 25

 FREQUENCY RESPONSE FOR
RATIONAL SYSTEM FUNCTIONS
1 c e 
M

 Phase Response  b0   k
 jw

H e    
jw k 1

 k 
N
 a0  1  d e  jw

k 1

  b0 M
   
N
H e jw
     1  ck e  jw
   1  dk e  jw

a0 k 1 k 1

grd  H  e        
N M
d d
jw
arg 1  d k e   
 jw
arg 1  ck e  jw 
k 1 dw k 1 dw

23/05/2016 402070-Chapter 4: Transform analysis of LTI systems 26

 FREQUENCY RESPONSE FOR
RATIONAL SYSTEM FUNCTIONS
grd  H  e        
N M
d d
 jw
 arg 1  d k e   
 jw
arg 1  ck e  jw 
k 1 dw k 1 dw
 jw j  jw  j ( w )
1  dk e  1  re e  1  re
 1  r cos  w     jr sin  w   
 r sin  w    
arg 1  d k e   arctan 
 jw

1  r cos  w    
d   r sin  w     
 arctan   
1  r cos  w     

dw 
r  r cos  w    d k  Re{d k e jw }
2 2

 
1  r  2r cos  w   
2
1  d k  2 Re{d k e jw }
2

23/05/2016 402070-Chapter 4: Transform analysis of LTI systems 27

 FREQUENCY RESPONSE FOR
RATIONAL SYSTEM FUNCTIONS
  r sin  w       jw
d k  Re{d k e }
2
d
 arctan    

dw   1  r cos  w      1  dk  2Re{dk e }
 2  jw

grd  H  e        
N M
d d
 jw
 arg 1  d k e   
 jw
arg 1  ck e  jw 
k 1 dw k 1 dw

 jw  jw
d k  Re{d k e ck  Re{ck e
2 2
N M
} }
   jw
  jw
1  d k  2 Re{d k e 1  ck  2 Re{ck e
2 2
k 1 } k 1 }

23/05/2016 402070-Chapter 4: Transform analysis of LTI systems 28

 CHAPTER 4: SAMPLING OF
CONTINUOUS-TIME SIGNALS

 4.1 Frequency Response of LTI Systems

 4.2 System Functions For Systems Characterized
by Linear Constant-coefficient Difference equation
 4.3 Frequency Response for Rational System
Functions
 4.4 Relationship Between Magnitude and Phase
 4.5 All-Pass and Minimum-phase system
 4.6 Linear Systems with Generalized Linear Phase

23/05/2016 402070-Chapter 4: Transform analysis of LTI systems 29

 RELATIONSHIP BETWEEN
MAGNITUDE AND PHASE
 Two systems with
2 1  z 1 1  0.5 z 1 
H1  z  
1  0.8e j 4 1
z 1  0.8e z 
 j 4 1

H2  z  
1  z 1
1  2 z 1

1  0.8e j  4 1
z 1  0.8e  j  4 1
z 
have same magnitude-squared system function

23/05/2016 402070-Chapter 4: Transform analysis of LTI systems 30

 RELATIONSHIP BETWEEN
MAGNITUDE AND PHASE
2 z 1  0.5 z 1  2 z 1 1  0.5 z   1  2 z  1  2 z 1 
C1  z   H1  z  H1* 1 z * 
2 1  z 1 1  0.5 z 1  2 1  z 1  0.5 z 

1  0.8e j 4 1
z 1  0.8e  j 4 1
z 1  0.8e  j 4
z 1  0.8e j 4
z

 C2  z   H 2  z  H 2* 1 z * 

23/05/2016 402070-Chapter 4: Transform analysis of LTI systems 31

 RELATIONSHIP BETWEEN
MAGNITUDE AND PHASE
H1  z  
2 1  z 1 1  0.5z 
1

H2  z  
1  z 1 1  2 z 1 
1  0.8e j 4 1
z 1  0.8e z 

j 4 1
1  0.8e j 4 z 1 1  0.8e j 4 z 1 

H1 z H2 z

C  z   H1  z  H1* 1/ z *   H 2  z  H 2* 1/ z * 

23/05/2016 402070-Chapter 4: Transform analysis of LTI systems 32
 CHAPTER 4: SAMPLING OF
CONTINUOUS-TIME SIGNALS

 4.1 Frequency Response of LTI Systems

 4.2 System Functions For Systems Characterized
by Linear Constant-coefficient Difference equation
 4.3 Frequency Response for Rational System
Functions
 4.4 Relationship Between Magnitude and Phase
 4.5 All-Pass and Minimum-phase system
 4.6 Linear Systems with Generalized Linear Phase

23/05/2016 402070-Chapter 4: Transform analysis of LTI systems 33

 ALL-PASS AND MINIMUM-PHASE
SYSTEM
 A stable system function of the form
1 z  1 a*
z a *
H ap z   1
1  az za

H ap  z  H ap 1 z
* *
 1
1
 POLE: 1  az 0  za
1
 ZERO: z  a  0  z  1 a
* *

23/05/2016 402070-Chapter 4: Transform analysis of LTI systems 34

 ALL-PASS AND MINIMUM-PHASE
SYSTEM
 General Form of All-Pass System
Mr
H ap  z   A
1
z  dk 
z  e z  ek
Mc 1 *
 1

1 
  
k
* 1 1
k 1 1  d k z k 1 1  ek z 1  ek z
where A is a positive constant
d k ' s are the real poles of H ap  z 
ek ' s are the complex poles of H ap  z 

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 ALL-PASS AND MINIMUM-PHASE
SYSTEM

23/05/2016 402070-Chapter 4: Transform analysis of LTI systems 36

 ALL-PASS AND MINIMUM-PHASE
SYSTEM
 It has unity magnitude response for all
1
w
z a *
H ap z   1
1  az
 jw
e a  jw 1  a e
 
* * jw
H ap e jw
  jw
 e  jw
1  ae 1  ae
1 a e
  e
* jw
 jw
H ap e jw
 jw
1
1  ae
23/05/2016 402070-Chapter 4: Transform analysis of LTI systems 37
 ALL-PASS AND MINIMUM-PHASE
SYSTEM
 Phase response
e  jw  a* e  jw  re  j
H ap e jw

1  ae  jw
 j  jw
1  re e
if a  re  j

e jw  re j e jw (1  re j ( w ) )
j  jw
  j ( w )
1  re e (1  re )
e jw (1  r cos  w     jr sin  w   )

1  r cos  w     jr sin  w   
 r sin  w    
  w  2 arctan  
1  r cos  w    
23/05/2016 402070-Chapter 4: Transform analysis of LTI systems 38
 ALL-PASS AND MINIMUM-PHASE
SYSTEM
 Minimum-Phase Systems
 For a stable and causal LTI system, all the poles
must be inside the unit circle.
 If its inverse system is also stable and causal, all
the zeros must be inside the unit circle.
 Minimum-phase systems: all the poles and zeros
are inside unit circle.

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 ALL-PASS AND MINIMUM-PHASE
SYSTEM
 Minimum-Phase and All-Pass Decomposition
 Any rational system function can be expressed
as H  z   H min  z H ap  z 
 Suppose H z has one zero outside the unit circle
at z  1 c , c  1, and the remaining poles and
*

zeros are inside the unit circle.

H  z   H1  z   z  c
1 *

 H1  z  1  cz 1 
 z 1
 c *
  H min  z 
 z 1
 c *

1  cz 1
 1  cz 1

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 ALL-PASS AND MINIMUM-PHASE
SYSTEM
 Example: Minimum-Phase/All-Pass
Decomposition 1
1 pole : z   inside the unit circle
1  3z
 
H1 z  2
1 1 zero : z  3 : outside the unit circle
1 z
2 1
reflect this zero inside the unit circle: z
1 1 1 1 3
z  1 z
H ap  z   3 H min  z   3 3
1 1 1 1
1 z 1 z
3 2
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 ALL-PASS AND MINIMUM-PHASE
SYSTEM
 3 j 4 1  3  j 4 1 
1  e z 1  e z 
H 2 z    2  2 
1 1
1 z
3
1
pole : z  inside the unit circle
3
3  j 4
zero : z   e : outside the unit circle
2
reflect this zero inside the unit circle:
2  j
z e 4

3
23/05/2016 402070-Chapter 4: Transform analysis of LTI systems 42
 ALL-PASS AND MINIMUM-PHASE
SYSTEM
 3 j 4 1  3  j 4 1 
1  e z 1  e z 
H2  z    2  2 
1 1
1 z
3
 2 j 4 1  2  j 4 1   1 2  j 4  1 2 j 4 
 1  e z 1  e z   z  e  z  e 
9 3  3   3  3 
4 1 z
1 1  2 j 4 1  2  j 4 1 
 1  e z 1  e z 
3  3  3 
 H min  z  H ap  z 

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 CHAPTER 4: SAMPLING OF
CONTINUOUS-TIME SIGNALS

 4.1 Frequency Response of LTI Systems

 4.2 System Functions For Systems Characterized
by Linear Constant-coefficient Difference equation
 4.3 Frequency Response for Rational System
Functions
 4.4 Relationship Between Magnitude and Phase
 4.5 All-Pass and Minimum-phase system
 4.6 Linear Systems with Generalized Linear Phase

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 LINEAR SYSTEMS WITH
GENERALIZED LINEAR PHASE

 In designing filters, it’s desired to have nearly

constant magnitude response and zero
phase in bandpass.

 For causal systems, zero phase is not

attainable, and some phase distortion must
be allowed.

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 LINEAR SYSTEMS WITH
GENERALIZED LINEAR PHASE
 The effect of linear phase (constant group
delay) with integer slope is a simple time
shift.

 A nonlinear phase, on the other hand, can

have a major effect on the shape of a signal,
even when the frequency-response
magnitude is constant

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 LINEAR SYSTEMS WITH
GENERALIZED LINEAR PHASE
 System with Linear Phase
H id  e   e , w    : real
jw  jw

H id e   1 H e   w
jw jw

grd H e   
id
jw
id
sin   n   
hid  n   ,   n  
 n  
   n    if  is integer
sin  n    
sin  n  k   
yn  xn   xk 
 n    k    n  k   
23/05/2016 402070-Chapter 4: Transform analysis of LTI systems 47
 LINEAR SYSTEMS WITH
GENERALIZED LINEAR PHASE
 Specially, if   nd : integer
sin  n   
hid n  ,   n  
 n   
hid n   n  nd 

yn  xn  n  nd   xn  nd 

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 LINEAR SYSTEMS WITH
GENERALIZED LINEAR PHASE
 Linear-phase ideal lowpass filter
 jw
 , w  wc
H lp e   
jw e
0, wc  w  
1, w  wc
  jw
 e  jw
yn
H lp e
xn  0, wc  w   wn
sin   n   
hn  hid  n  
sin wc n
n  n  
The corresponding sin wc n   
hlp n 
impulse response is  n   
23/05/2016 402070-Chapter 4: Transform analysis of LTI systems 49
 SUMMARY

 In this chapter we have learnt:

 Frequency Response of LTI Systems
 System Functions For Systems Characterized by
Linear Constant-coefficient Difference equation
 Relationship Between Magnitude and Phase

23/05/2016 402070-Chapter 4: Transform analysis of LTI systems 50

 HOMEWORK

 Review chapter 4
 Read chapter 5(pp.375->434)
 Solve the exercises: 5.4, 5.6, 5.12, 5.15,
5.19, 5.22, 5.32.

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