Signals

Saturday, January 16, 2021 3:48 PM

01-Discrete-Time Systems Page 2

Signals 2
Saturday, January 16, 2021 3:49 PM

01-Discrete-Time Systems Page 3

Signals 3
Saturday, January 16, 2021 3:49 PM

01-Discrete-Time Systems Page 4

LTI Systems
Saturday, January 16, 2021 3:49 PM

01-Discrete-Time Systems Page 5

LTI Examples
Saturday, January 16, 2021 3:49 PM

01-Discrete-Time Systems Page 6

Convolution
Saturday, January 16, 2021 3:49 PM

01-Discrete-Time Systems Page 7

Implementing Convolution
Saturday, January 16, 2021 3:49 PM

01-Discrete-Time Systems Page 8

Block Convolution
Saturday, January 16, 2021 3:49 PM

01-Discrete-Time Systems Page 9

IIR Systems
Saturday, January 16, 2021 3:49 PM

01-Discrete-Time Systems Page 10

IIR Example
Saturday, January 16, 2021 3:49 PM

01-Discrete-Time Systems Page 11

Frequency Response
Monday, January 25, 2021 1:11 PM

02-Frequency Response Page 12

Example
Monday, January 25, 2021 1:12 PM

w=[-4*pi:0.01:4*pi];
M=5;
H=1/(M+1) * exp(-j*w*M/2) .* sin(w*(M+1)/2) ./ (sin(w/2)+eps);
subplot(211); plot(w/pi,abs(H));subplot(212); plot(w/pi,angle(H)/pi)

02-Frequency Response Page 13

DTFT
Monday, January 25, 2021 2:06 PM

02-Frequency Response Page 14

DTFT Properties
Monday, January 25, 2021 2:43 PM

02-Frequency Response Page 15

DTFT Properties II
Monday, January 25, 2021 2:53 PM

02-Frequency Response Page 16

DTFT Pairs
Monday, January 25, 2021 3:21 PM

02-Frequency Response Page 17

Example: Ideal Lowpass Filter
Monday, January 25, 2021 3:49 PM

02-Frequency Response Page 18

Example: Non-integer Delay
Monday, January 25, 2021 4:01 PM

d=1/3;
n=[-50:50];
h=sin(pi*(n-d))./(pi*(n-d));
stem(n,h);

02-Frequency Response Page 19

Difference Equation Frequency Response
Monday, January 25, 2021 2:53 PM

02-Frequency Response Page 20

Random Signals
Friday, January 29, 2021 9:42 AM

03-Random Signals Page 21

Expectation Functions
Friday, January 29, 2021 10:21 AM

03-Random Signals Page 22

Great(er) Expectations
Friday, January 29, 2021 10:48 AM

03-Random Signals Page 23

Estimation
Friday, January 29, 2021 11:50 AM

03-Random Signals Page 24

Stationary Random Processes
Friday, January 29, 2021 11:03 AM

03-Random Signals Page 25

Autocorrelation
Friday, January 29, 2021 1:50 PM

03-Random Signals Page 26

Filtering Random Signals
Friday, January 29, 2021 2:04 PM

03-Random Signals Page 27

White Noise, etc
Friday, February 05, 2021 3:01 PM

03-Random Signals Page 28

z-Transforms
Friday, January 29, 2021 2:35 PM

04-z-Transform Page 29
z-Transform Pairs & Properties
Thursday, February 04, 2021 4:34 PM

04-z-Transform Page 30
Transfer Functions
Thursday, February 04, 2021 5:06 PM

04-z-Transform Page 31
Inverting the z-Transform
Thursday, February 04, 2021 5:53 PM

04-z-Transform Page 32
Partial Fraction example
Thursday, February 04, 2021 6:13 PM

04-z-Transform Page 33
Sampling
Saturday, February 13, 2021 12:39 PM

05-Sampling Page 34
Nyquist
Saturday, February 13, 2021 12:39 PM

05-Sampling Page 35
Sampling Theory
Saturday, February 13, 2021 12:39 PM

05-Sampling Page 36
Copies in Frequency
Monday, February 15, 2021 10:10 AM

05-Sampling Page 37
Reconstruction
Monday, February 15, 2021 3:23 PM

05-Sampling Page 38
Interpolation
Monday, February 15, 2021 3:23 PM

05-Sampling Page 39
Resampling
Monday, February 15, 2021 3:23 PM

05-Sampling Page 40
Sample Rate Conversion
Monday, February 15, 2021 3:50 PM

05-Sampling Page 41
Quantization
Friday, February 19, 2021 8:50 AM

05-Sampling Page 42
Quantization Example
Friday, February 19, 2021 9:15 AM

05-Sampling Page 68
Quantization SNR
Friday, February 19, 2021 9:28 AM

05-Sampling Page 44
Linear Phase
Friday, February 19, 2021 10:45 AM

06-Digital Filters Page 45

Group Delay
Friday, February 19, 2021 11:03 AM

06-Digital Filters Page 46

Group Delay Example
Friday, February 19, 2021 11:29 AM

06-Digital Filters Page 47

Phase Response
Friday, February 19, 2021 11:57 AM

a=0.8*exp(j*pi/3)
A=[1 -a]; B=[-a' 1];
w=0:0.01:pi;
H=freqz(B,A,w);
subplot(211); plot(w/pi,abs(H));grid on;axis([0 1 0 1.1])
subplot(212); plot(w/pi,unwrap(angle(H)));grid on;
xlabel('normalized frequency')

06-Digital Filters Page 48

Minimum Phase Filters
Friday, February 19, 2021 1:36 PM

06-Digital Filters Page 49

Pseudo-Inverse
Friday, February 19, 2021 1:56 PM

06-Digital Filters Page 50

Multiple Zeros
Friday, February 19, 2021 8:25 PM

06-Digital Filters Page 51

Implementation Forms
Friday, February 26, 2021 11:18 AM

06-Digital Filters Page 52

Filter Forms
Friday, February 26, 2021 12:05 PM

06-Digital Filters Page 53

Quantization in Filters
Friday, February 26, 2021 12:51 PM

06-Digital Filters Page 54

Quantizing Filter Coefficients
Friday, February 26, 2021 1:11 PM

06-Digital Filters Page 55

Filter Design
Friday, February 26, 2021 2:03 PM

06-Digital Filters Page 56

Single Multiplier Filter
Friday, February 26, 2021 3:06 PM

06-Digital Filters Page 57

Analog Filter Transformations
Friday, February 26, 2021 3:39 PM

06-Digital Filters Page 58

Windows
Friday, February 26, 2021 3:58 PM

06-Digital Filters Page 59

Windowed Filter Design
Friday, February 26, 2021 3:59 PM

06-Digital Filters Page 60

The Most Common Filter
Tuesday, March 02, 2021 8:14 PM

06-Digital Filters Page 61

Filter Design Summary
Saturday, March 13, 2021 8:39 AM

06-Digital Filters Page 62

The DFT
Thursday, March 04, 2021 5:56 PM

07-DFT Page 63
The DFT as a Basis Expansion
Friday, March 05, 2021 9:47 AM

07-DFT Page 64
DFT Periodicity
Friday, March 05, 2021 10:15 AM

07-DFT Page 65
Sampling the DTFT
Friday, March 05, 2021 10:36 AM

07-DFT Page 66
Zero Padding
Friday, March 05, 2021 11:18 AM

x=[1:4,3:-1:1];
X=fft(x,1024);
X7=fft(x);
figure(1); clf
subplot(211)
stem([0:6],x)
axis([-1 10 -0.2 5])
xlabel('n');
ylabel('x[n]');
subplot(212)
plot([0:1023]/1024,abs(X));hold on;
stem([0:6]/7,abs(X7),'r')
xlabel('\omega/(2\pi)','Interpreter','TeX')

%%
X14=fft(x,14);
figure(2); clf
subplot(211)
stem([0:6],x)
axis([0 14 -0.2 5])
xlabel('n');
ylabel('x[n]');
subplot(212)
plot([0:1023]/1024,abs(X));hold on;
stem([0:13]/14,abs(X14),'r')
xlabel('\omega/(2\pi)','Interpreter','TeX')

07-DFT Page 67
DFT Properties
Friday, March 05, 2021 12:01 PM

07-DFT Page 68
Fast Fourier Transform
Friday, March 05, 2021 12:39 PM

07-DFT Page 69
FFT Butterflies
Friday, March 05, 2021 12:53 PM

07-DFT Page 70
FFT Computation
Friday, March 05, 2021 1:09 PM

07-DFT Page 71
Tracing the FFT Computations
Friday, March 05, 2021 1:28 PM

07-DFT Page 72
FFT-based Convolution
Saturday, March 13, 2021 8:33 AM

08-FFT Applications Page 73

FFT Convolution MATLAB Example
Saturday, March 13, 2021 9:11 AM

x=[1 2 3 4 5 6 7 6 5 4 3 2 1];
h=[1 2 2 2 1];
y=conv(x,h);
N=length(x)+length(h)-1;
ydft=ifft(fft(x,length(x)).*fft(h,length(x)));
ydft2=ifft(fft(x,N).*fft(h,N));

figure(1);clf
subplot(411);
stem(0:length(x)-1,x);
ylabel('x[n]')
axis([-1 length(x) -0.1 max(x)+1])
subplot(412);
stem(0:length(h)-1,h);
ylabel('h[n]')
axis([-1 length(x) -0.1 max(x)+1])
subplot(4,1,[3 4]);
stem(0:length(y)-1,y,'b'); hold on
stem(0:length(ydft)-1,ydft,'r');
stem(0:length(ydft2)-1,ydft2,'k:');

08-FFT Applications Page 74

Block Convolution
Saturday, March 13, 2021 9:41 AM

08-FFT Applications Page 75

Block Convolution with the FFT
Saturday, March 13, 2021 10:05 AM

08-FFT Applications Page 76

Discrete Cosine Transform
Thursday, March 18, 2021 7:13 PM

08-FFT Applications Page 77

DCT Derivation
Thursday, March 18, 2021 7:45 PM

08-FFT Applications Page 78

08-FFT Applications Page 79
2D DFT
Friday, March 19, 2021 9:20 AM

08-FFT Applications Page 80

2D DCT
Friday, March 19, 2021 11:10 AM

08-FFT Applications Page 81

Spectrum Analysis
Friday, March 27, 2020 9:40 PM

08-FFT Applications Page 82

Periodogram Averaging
Tuesday, March 31, 2020 9:12 AM

%% Frequency analysis of noise

L = 32;
N = 8192*64;
fs = 2;
x = randn(1,N);
win = rectwin(L);
[Px,wp] = periodogram(x,rectwin(length(x)),[],fs);
[PxW,w] = pwelch(x,win,[],[],fs);
b = [1 0 -1]; % bandpass filter with zeros at 0 & pi
y = filter(b,1,x);
[Py,wp] = periodogram(y,rectwin(length(x)),[],fs);
[PyW,w] = pwelch(y,win,[],[],fs);
figure;
subplot(221)
plot(wp,Px)
subplot(222)
plot(wp,Py)
subplot(223)
plot(w,PxW);
subplot(224)
plot(w,PyW);

08-FFT Applications Page 83

Signal Features for Classifying, Clustering, or Detecting
Tuesday, April 07, 2020 9:52 AM

09-Features and Dimensionality Page 84

Adding Feature Dimensions
Tuesday, April 07, 2020 10:16 AM

09-Features and Dimensionality Page 85

Principal Components Analysis (PCA)
Tuesday, April 07, 2020 11:40 AM

09-Features and Dimensionality Page 86

PCA continued
Tuesday, April 07, 2020 11:50 AM

09-Features and Dimensionality Page 87

PCA in Practice
Tuesday, April 14, 2020 10:38 AM

09-Features and Dimensionality Page 88

PCA Example
Tuesday, April 14, 2020 10:35 AM

p = 1; % number of eigenvectors to use

x1=[randn(2,1000)];
A=[10 1;-10 1];
x=A*x1;

% find the mean-removed data and corresponding covariance matrix

m = mean(x,2); % find the average column value
xm = x-m;
%xm(1,:)=xm(2,:);
Q = xm*xm';

% get the eigenvectors and eigenvalues of the covariance matrix

[V,D] = eig(Q);
% and ensure they are sorted in descending eigenvalue order
[d,ind] = sort(diag(D),'descend');
D = D(ind,ind);
V = V(:,ind);

% grab the eigenvector(s) corresponding to the largest eigenvalue(s)

W = V(:,1:p);
g = W'*xm;

xapprox = W*g+m;

figure(1);
plot(x(1,:),x(2,:),'*',xapprox(1,:),xapprox(2,:),'r+')
axis equal

% to apply this PCA decomposition to new data, z

z=[randn(2,20)];

z=A*z;
zm=z-m;
gz = W'*zm;

zapprox = W*gz+m;

figure(2);
plot(z(1,:),z(2,:),'*',zapprox(1,:),zapprox(2,:),'r+')
axis equal

09-Features and Dimensionality Page 89

PCA - Example Questions
Thursday, April 23, 2020 11:07 AM

09-Features and Dimensionality Page 90