CSE 447: Digital Signal Processing: Dept. of Computer Science and Engineering
CSE 447: Digital Signal Processing: Dept. of Computer Science and Engineering
CSE 447: Digital Signal Processing: Dept. of Computer Science and Engineering
- John G. Proakis
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Applications
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Why signals should be processed?
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Digital Signal Processing (DSP) System
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Signal Basics
• Signals
A signal is a function that represents the variation of a physical
quantity with respect to any parameter (independent quantity e.g.,
time, distance, space, temperature etc.) which conveys
information.
Signal = f(t) = sin (ωt)
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Advantage of Digital Over Analog Signal Processing
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Signal Basics
• Continuous-time signals
A signal x(t) is said to be a continuous-time signal if it is defined
for all time t.
• Discrete-time signals
Discrete-time signal is defined only at discrete instant of time.
Thus, in this case, the independent variable has discrete values
only.
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Signal Basics
• What?!
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Signal Basics
• Data Acquisition
Data acquisition (DAQ) is the process of measuring an electrical
or physical phenomenon such as voltage, current, temperature,
pressure, or sound with a computer.
A DAQ system consists of sensors, DAQ measurement hardware,
and a computer with programmable software.
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Signal Basics
• Sampling
In signal processing, sampling is the reduction of a continuous-
time signal to a discrete-time signal.
A sample is a value or set of values at a point in time and/or
space.
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Signal Basics
• Sampling Theory
The Sampling Theory states that a signal can be exactly
reproduced if it is sampled at a frequency F, where F is greater
than twice the maximum frequency in the signal
• Nyquist Rate
In general, to preserve the full information in the signal, it is
necessary to sample at twice the maximum frequency of the
signal. This is known as the Nyquist rate.
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Signal Basics
• Aliasing
When the signal is converted back into a continuous time signal,
it will exhibit a phenomenon called aliasing.
Aliasing is the presence of unwanted components in the
reconstructed signal.
These components were not present when the original signal
was sampled.
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Sampling of Analog Signals
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Sampling
• Example 1.4.2
1. Consider the signal
xa(t)=3 cos 100 π t
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Sampling
Example 1.4.3
Consider the signal
Example 1.4.4
Consider the signal
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Signal Basics
• Quantization
A sequence of samples like x[n] is not a digital signal because the
sample values can take on a continuous range of values.
In order to complete analog to digital conversion, each sample
value is mapped to a discrete level in a process called
quantization.
Quantization is opposite to sampling. It is done on y axis.
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Signal Basics
• Quantization
In a B-bit quantizer, each quantization level is represented with B
bits, so that the number of levels equals 2B
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Signal Basics
• Quantization Error
Quantization error is the difference between the analog signal and
the closest available digital value at each sampling instant from
the A/D converter.
When you quantize a signal, you introduce an error which can be
defined as q[n]=xq[n]−x[n] where q[n] is the quantization error,
x[n] the original signal, and xq[n] of the quantized signal.
The higher the resolution of the A/D converter, the lower the
quantization error and the smaller the quantization noise.
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Continuous Time Signals
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Discrete Time Signal
• Discrete time signals are defined only at discrete times and for
these signals the independent variable takes on only a discrete
set of values
• The symbol ‘n’ is used to denote the discrete time independent
variable
• Example
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Signal Basics
Stationary Signals
• Stationary signals are constant in their statistical parameters (e.g.,
amplitude, standard deviation) over time.
• stationary signal is one whose long-term statistics do not change with time.
For example the following signal
x(t)=cos(2*pi*10*t)+cos(2*pi*25*t)+cos(2*pi*50*t)+cos(2*pi*100*t)
is a stationary signal, because it has frequencies of 10, 25, 50, and 100 Hz at
any given time instant. This signal is plotted below:
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Signal Basics
Non-Stationary Signals
• The statistical parameters (e.g., amplitude, standard deviation) of non-
stationary signals are not constant over time.
• Non-stationary signal is one whose long-term statistics do change with time.
Example :
The interval 0 to 300 ms has a 100 Hz sinusoid, the interval 300 to 600 ms has
a 50 Hz sinusoid, the interval 600 to 800 ms has a 25 Hz sinusoid, and finally
the interval 800 to 1000 ms has a 10 Hz sinusoid.
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Signal Basics
• Statistical Properties of Signals
A statistic is measure of some attribute of a sample (set of data).
Statistical information is needed to analyze a signal properly.
Examples:
• Mean
• Standard deviation
• Variance
• Covariance
• Correlation
• Skewness
• Kurtosis
• Eigenvectors
• Eigenvalues
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Signal Basics
• Mean
An example set
X [1 2 4 6 12 15 25 45 68 67 65 98]
n
Xi
i 1
Mean X
n
The symbol X bar to indicate the mean of the set X . All this formula says is
“Add up all the numbers and then divide by how many there are”.
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Signal Basics
• Standard Deviation
The Standard Deviation (SD) of a data set is a measure of how spread out the
data is. The average distance from the mean of the data set to a point.
X [1 2 4 6 12 15 25 45 68 67 65 98]
n
Xi X
i 1
2
SD
n 1
Why are you using (n-1) and not n ?
Calculate SD of A, B and C where
A= [0 8 12 20]
B= [8 9 11 12]
C= [10 10 10 10]
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Signal Basics
• Variance
The variance of a data set tells you how spread out the data points are. The
closer the variance is to zero, the more closely the data points are clustered
together.
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Signal Basics
• Covariance
Covariance indicates how two variables are related. A positive covariance
means the variables are positively related, while a negative covariance means
the variables are inversely related. The formula for calculating covariance of
sample data is shown below.
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Signal Basics
• Correlation
Correlation is another way to determine how two variables are related. In
addition to telling you whether variables are positively or inversely related,
correlation also tells you the degree to which the variables tend to move
together.
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Signal Basics
• Skewness
Skewness is a measure of symmetry, or more precisely, the lack of symmetry.
A distribution, or data set, is symmetric if it looks the same to the left and right
of the center point. Skewness tells you the amount and direction of skew.
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Signal Basics
• Kurtosis
Distributions of data and probability distributions are not all the same shape.
Kurtosis is the measure of the thickness or heaviness of the tails of a
distribution. Kurtosis tells you how tall and sharp the central peak is.
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Signal Basics
• Eigenvectors and Eigenvalues
A matrix may act on certain vectors by changing only their magnitude, and
leaving their direction unchanged (or, possibly, reversing it). These vectors are
the eigenvectors of the matrix.
A matrix acts on an eigenvector by multiplying its magnitude by a factor,
which is positive if its direction is unchanged and negative if its direction is
reversed. This factor is the eigenvalue associated with that eigenvector.
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