CSE 409: Digital Signal Processing

Professor Dr. Md. Sujan Ali

Dept. of Computer Science and Engineering
Jatiya Kabi Kazi Nazrul Islam University
 Reference Books

 Digital Signal Processing, fourth edition

- John G. Proakis

 Digital Signal Processing, third edition

- P. Ramesh Babu

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 Introduction to signals

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 “প্রকৃ ত আনন্দ পেতে হলে দুঃখবরণ আবশ্যক”
-মহাভারত

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 Applications
Digital Signal Processing (DSP) is being used
very widely in applications that include-
• Audio signal processing/Speech recognition
• Eco location
• Pattern recognition
• Biometrics
• Brain Computer Interface (BCI)

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 DSP Application: Audio Processing
o Audio signal processing/Speech recognition
• Speech recognition: DSP generally approaches the problem of
voice recognition in two steps: feature extraction followed by
feature matching.

Source: Canon

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 DSP Application: Echo Location
• A common method of obtaining information about a remote
object is to bounce a wave off of it.
• Applications include radar and sonar.
• DSP can be used for filtering and compressing the data.

Source:
WHIO
Source:
CCTT.org

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 DSP Application: Pattern Recognition
• Pattern recognition is a research area that is closely related to
digital signal processing.
• Definition: “the act of taking in raw data and taking an action
based on the category of the data”.
• Pattern recognition
classifies data based on
either a priori knowledge
or on statistical information
extracted from the patterns.

Source:
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 DSP Application: Biometrics

 The “Biometrics” field

focuses on methods for
uniquely identifying
humans using one or
more of their intrinsic
physical or behavioural
traits.
 Examples include using
face, voice, fingerprints,
iris, handwriting or the
method of walking.
Source: BBC

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 DSP Application: Brain computer interface

• A means for communication

between a brain and a
computer via measurements
associated with brain activity.
• No muscle motion is
involved (e.g., eye
movement).

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 Why signals should be processed?

o Signals are carriers of information

– Useful and unwanted
– Extracting, enhancing, storing and transmitting the useful
information
o How signals are being processed?
– Analog Signal Processing vs.
– Digital Signal Processing

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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)

X axis used for independent quantity

Y axis used for dependent quantity
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 Signal Basics
Function
A function is a relation between a set of inputs and a set of
outputs.
A function relates an input to an output.
It is like a machine that has an input and an output.
And the output is related somehow to the input.

f(x)=x2 (we say f of x equals x squared)

Function without name:

y = x2
x= input, y=output, squaring is the relation
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 Examples of Signals
• Signals are everywhere and may reflect countless
measurements of some physical quantity such as:
– electric voltages
– brain signals
– heart rates
– temperatures
– image luminance
– investment prices
– vehicle speeds
– seismic activity
– human speech
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 Advantage of Digital Over Analog Signal Processing

o Digital signals can convey information with greater noise

immunity, because each information component (byte etc)
is determined by the presence or absence of a data bit (0
or one). Analog signals vary continuously and their value
is affected by all levels of noise.
o Enables transmission of signals over a long distance.
o Transmission is at a higher rate and with a wider
broadband width.
o It is more secure.
o It is also easier to translate human audio and video signals
and other messages into machine language.

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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
o What?!

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 Continuous Time Signals
• In continuous time signals the independent variable is
continuous, and they are defined for a continuum of
values
• They take on values in the continuous interval (a, b),
where a can be -∞ and b can be ∞
• the symbol ‘t’ is used to denote the continuous time
independent variable
• Example

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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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 Discrete Time Signal

Representation of Discrete Time Signals

A discrete time signal may be represented by any one of
the following four ways −
• Graphical Representation
• Functional Representation
• Tabular Representation
• Sequence Representation

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 Discrete Time Signal

• Graphical Representation
Consider a discrete time signal x(n) with the values,
x(−3) = −2,
This discrete time signal can be represented graphically as
x(−2) = 3, shown in the figure below.
x(−1) = 0,
x(0) = −1,
x(1) = 2,
x(2) = 3,
x(3) = 1

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 Discrete Time Signal

• Functional Representation
Consider a discrete time signal x(n). This discrete time signal can
be represented functionally as.

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 Discrete Time Signal
• Tabular Representation
In the tabular representation of discrete time signals, the sampling instant n
and the magnitude of the discrete time signal at the corresponding sampling
instant are represented in the form of a table. The above discrete time signal
x(n) can be represented in the tabular form as given below.

n -3 -2 -1 0 1 2 3
x(n) -2 3 0 -1 2 3 1

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 Discrete Time Signal

• Sequence Representation
The discrete time signal x(n) can be represented in the sequence
representation as follows −

x(n)={−2,3,0,−1,2,3,1 ↑ }

Here, the arrow mark (↑) denotes the term corresponding to n =

0. When no arrow is indicated in the sequence representation of a
discrete time signal, then the first term of the sequence
corresponds to n = 0.

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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

X(n)= xa(t) = xa(nT)= xa(n/Fs) , -∞ < n < ∞

Where, xa(t) is the analog signal

x(n) is the discrete time signal

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 Sampling
 Example 1.4.2
1. Consider the signal
xa(t)=3 cos 100 π t

(a) Determine the minimum sampling rate required to avoid

aliasing.
(b) Suppose that the signal is sampled at the rate Fs=200
Hz. What is the discrete-time signal obtained after
sampling?
(c) Suppose that the signal is sampled at the rate Fs=75 Hz.
What is the discrete-time signal obtained after
sampling?
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 Sampling
Example 1.4.3
Consider the signal

xa(t)=3 cos 50 π t + 10 sin 300 π t – cos 100 π t

What is the Nyquist rate for this signal?

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 Sampling
Example 1.4.4

Consider the signal

xa(t)=3 cos 2000 π t + 5 sin 6000 π t + 10 cos 12000 π t

(a) What is the Nyquist rate for this signal?

(b) Assume now that we sample this signal using a sampling rate
Fs=5000 samples/s. What is the discrete-time signal obtained after
sampling?
(c) What is the analog signal ya(t) that we can reconstruct from the
samples if we use ideal interpolation?
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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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 Discrete-Time Signals:
Time-Domain Representation
• Signals represented as sequences of numbers, called
samples
• Sample value of a typical signal or sequence denoted
as x[n] with n being an integer in the range - n 
• x[n] defined only for integer values of n and
undefined for noninteger values of n
• Discrete-time signal represented by {x[n]}

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 Discrete-Time Signals:
Time-Domain Representation

• Discrete-time signal may also be written as a sequence

of numbers inside braces:
{x[n]}={…,-0.2,2.2,1.1,0.2,-3.7,2.9,…}

• In the above, x[-1]= -0.2, x[0]=2.2, x[1]=1.1, etc.
• The arrow is placed under the sample at time index n =
0

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 Discrete-Time Signals:
Time-Domain Representation

• Graphical representation of a discrete-time signal with

real-valued samples is as shown below:

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 Discrete-Time Signals:
Time-Domain Representation

• In some applications, a discrete-time sequence {x[n]}

may be generated by periodically sampling a
continuous-time signal xa(t) at uniform intervals of time

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 Discrete-Time Signals:
Time-Domain Representation
• Here, n-th sample is given by
x[n]=xa(t) |t=nT=xa(nT), n=…,-2,-1,0,1,…
• The spacing T betweenF two1
T
consecutive samples is
T

called the sampling interval or sampling period

• Reciprocal of sampling interval T, denoted as FT , is
called the sampling frequency:
1
FT 
T
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 Discrete-Time Signals:
Time-Domain Representation

• Unit of sampling frequency is cycles per second, or

hertz (Hz) , if T is in seconds
• Whether or not the sequence {x[n]} has been obtained
by sampling, the quantity x[n] is called the n-th sample
of the sequence
• {x[n]} is a real sequence, if the n-th sample x[n] is real
for all values of n
• Otherwise, {x[n]} is a complex sequence

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 Discrete-Time Signals:
Time-Domain Representation
• A complex sequence {x[n]} can be written as
{x[n]}={xre[n]}+j{xim[n]} where xre and xim are the
real and imaginary parts of x[n]
• The complex conjugate sequence of {x[n]} is given
by {x*[n]}={xre[n]}-j{xim[n]}
• Often the braces are ignored to denote a sequence if
there is no ambiguity

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 Discrete-Time Signals:
Time-Domain Representation
• Example - {x[n]}={cos0.25n} is a real sequence
{y[n]}={ej0.3n} is a complex sequence
• We can write
{y[n]}={cos0.3n + jsin0.3n}
={cos0.3n} + j{sin0.3n}
where {yre[n]}={cos0.3n}
{yim[n]}={sin0.3n}

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 Discrete-Time Signals:
Time-Domain Representation
• Example –
{w[n]}={cos0.3n}- j{sin0.3n}={e-j0.3n} is the complex
conjugate sequence of {y[n]}.That is,
{w[n]}= {y*[n]}

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 Discrete-Time Signals:
Time-Domain Representation

• Two types of discrete-time signals:

- Sampled-data signals in which samples are
continuous-valued
- Digital signals in which samples are discrete-valued
• Signals in a practical digital signal processing system
are digital signals obtained by quantizing the sample
values either by rounding or truncation

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 Discrete-Time Signals:
Time-Domain Representation

Example –

Amplitude
Amplitude

Time,t Time,t

Boxedcar signal Digital signal

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 Discrete-Time Signals:
Time-Domain Representation
• A discrete-time signal may be a finite-length or an
infinite-length sequence
• Finite-length (also called finite-duration or finite-
extent) sequence is defined only for a finite time
interval: N1 n N2
where - < N1 and N2 <  with N1 N2
• Length or duration of the above finite-length
sequence is N= N2 - N1+ 1

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 Discrete-Time Signals:
Time-Domain Representation
• Example – x[n]=n2, -3 n  4 is a finite-length
sequence of length 4 -(-3)+1=8

y[n]=cos0.4n is an infinite-length sequence

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 Discrete-Time Signals:
Time-Domain Representation

• A length- N sequence is often referred to as an N-point

sequence
• The length of a finite-length sequence can be increased
by zero-padding, i.e., by appending it with zeros

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 Discrete-Time Signals:
Time-Domain Representation
• Example –

n ,  3  n  4
2
xe [n]  
 0, 5  n  8
is a finite-length sequence of length 12 obtained by
zero-padding x[n] =n2, -3≤n≤4 with 4 zero-valued
samples

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 Discrete-Time Signals:
Time-Domain Representation

• A right-sided sequence x[n] has zero-valued samples for

n < N1

n
N1

A right-sided sequence

 If N1 0, a right-sided sequence is called a causal

sequence
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 Discrete-Time Signals:
Time-Domain Representation

• A left-sided sequence x[n] has zero-valued samples for

n ＞ N2

N2
n

A left-sided sequence

 If N2≤0, a left-sided sequence is called a anti-causal

sequence

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 Operations on Sequences
• A single-input, single-output discrete-time system
operates on a sequence, called the input sequence,
according some prescribed rules and develops another
sequence, called the output sequence, with more
desirable properties

Discrete-time
x[n] y[n]
system
Input sequence Output sequence

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 Operations on Sequences

• For example, the input may be a signal corrupted with

additive noise
• Discrete-time system is designed to generate an output
by removing the noise component from the input
• In most cases, the operation defining a particular
discrete-time system is composed of some basic
operations

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 Basic Operations

The following are the basic operations that can be done on

discrete time signal
• Addition
• Subtraction
• Multiplication
• Amplitude scaling
• Time shifting
• Time reversal
• Time scaling
The first 4 operations are performed along the y or value axis
while the last 3 are performed along the x or time axis.
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 Basic Operations

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 Basic Operations
• Addition of discrete time signals
The two signals x1 (n) and x2(n), in order to add them you need
to locate a point on the time axis that is same for both and add the
amplitude.

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 Basic Operations

• Subtraction of discrete time signal

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 Basic Operations

• Multiplication of discrete time signal

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 Basic Operations

• Amplitude scaling of discrete time signal

Amplitude scaling is done on a single signal or waveform which
takes the form aX(n). The a is the scaling factor a=2 i.e. if the
amplitude is one and the scaling factor a = 2 hence just multiply
1*2=2.

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 Basic Operations

• Time shifting of discrete time signal

Time shifting as the name implies is an operation done along the
time axis. It is splited into two;
• One has to do with shifting forward (or to the right) called
delay
• The other has to do with shifting backward (or to the left)
called advance

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 Time Shifting
• What is Time Shifting?
Time shifting or Shifting of a signal in time means that the signal
may be either delayed in the time axis or advanced in the time
axis.

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 Basic Operations

• Time Scaling of discrete time signal

Time scaling refers to scaling expansion or compression of signals.

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 Basic Operations

• Time reversal of discrete time signals

In time reversal, you just need to flip the signal or waveform
about the y axis, denoted as x(-n) .

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 Basic Operations
• Product (modulation) operation:

x[n]  y[n]
-Modulator y[n]=x[n].w[n]
w[n]

 An application is in forming a finite-length sequence

from an infinite-length sequence by multiplying the
latter with a finite-length sequence called an window
sequence
 Process called windowing

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 Basic Operations

• Example - Consider the two following sequences of

length 5 defined for 0n4 :
{a[n]}={3 4 6 –9 0}
{b[n]}={2 –1 4 5 –3}
• New sequences generated from the above two
sequences by applying the basic operations are as
follows:

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 Basic Operations

{c[n]}={a[n].b[n]}={6 –4 24 –45 0}
{d[n]}={a[n]+b[n]}={5 3 10 –4 -3}
{e[n]}=(3/2){a[n]}={4.5 6 9 –13.5 0}

• As pointed out by the above example, operations on

two or more sequences can be carried out if all
sequences involved are of same length and defined for
the same range of the time index n

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 Basic Operations
• However if the sequences are not of same length, in
some situations, this problem can be circumvented by
appending zero-valued samples to the sequence(s) of
smaller lengths to make all sequences have the same
range of the time index
• Example - Consider the sequence of length 3 defined
for 0n 2: {f[n]}={-2, 1, -3}

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 Basic Operations

• We cannot add the length-3 sequence to the

length-5 sequence {a[n]} defined earlier
• We therefore first append {f[n]} with 2 zero-valued
samples resulting in a length-5 sequence {fe[n]}={-2 1 –
3 0 0}
• Then
{g[n]}={a[n]}+{f[n]}={1 5 3 –9 0}

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 Basic Sequences

1, n  0
• Unit sample sequence -  [ n]  
1 0, n  0

n
–4 –3 –2 –1 0 1 2 3 4 5 6

1, n  0
 Unit step sequence - [ n]  
0, n  0
1

n
–4 –3 –2 –1 0 1 2 3 4 5 6
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 Basic Sequences
• Real sinusoidal sequence -
x[n]=Acos(0n+)
where A is the amplitude, 0 is the angular frequency,
and  is the phase of x[n]
Example -

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 Basic Sequences
• Exponential sequence -

x[n]  A  ,    n  
n

where A and  are real or complex numbers

( o  jo ) j
 If we write e , A Ae ,
then we can express
x[n]  A e je(o  jo ) n  xre [n]  j xim [n],
where
xre [n]  A eon cos(o n  ),
o n
May 31, 2024
xim [n]  A e sin(o n  )
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 Basic Sequences

• Real exponential sequence -

x[n]=An, -< n < 
where A and a are real numbers

=1.2 =0.9

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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.

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 Example: Stationary Signals
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.

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 Example: Non-Stationary Signals

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.

May 31, 2024 CSE 409, Digital Signal Processing, Dept. of 78

Computer Science and Engineering
 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
May 31, 2024 CSE 409, Digital Signal Processing, Dept. of 79
Computer Science and Engineering
 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”.

May 31, 2024 CSE 409, Digital Signal Processing, Dept. of 80

Computer Science and Engineering
 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]

May 31, 2024 CSE 409, Digital Signal Processing, Dept. of 81

Computer Science and Engineering
 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.

May 31, 2024 CSE 409, Digital Signal Processing, Dept. of 82

Computer Science and Engineering
 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.

May 31, 2024 CSE 409, Digital Signal Processing, Dept. of 83

Computer Science and Engineering
 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.

May 31, 2024 CSE 409, Digital Signal Processing, Dept. of 84

Computer Science and Engineering
 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.

May 31, 2024 CSE 409, Digital Signal Processing, Dept. of 85

Computer Science and Engineering
 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.

May 31, 2024 CSE 409, Digital Signal Processing, Dept. of 86

Computer Science and Engineering
 Eigenvectors and Eigenvalues
EigenVectors
• ‘Eigen’ is a German word that means ‘proper’ or ‘characteristic’.
• Eigenvectors are the vectors (non-zero) that do not change the direction
when any linear transformation is applied.

Eigenvalue
• Eigenvalues are the special set of scalars associated with the system of linear
equations. It is mostly used in matrix equations.
• In simple words, the eigenvalue is a scalar that is used to transform the
eigenvector. The basic equation is
Ax = λx
The number or scalar value “λ” is an eigenvalue of A.
.

May 31, 2024 CSE 409, Digital Signal Processing, Dept. of 87

Computer Science and Engineering
 Eigenvectors and Eigenvalues

In this transformation the red arrow changes direction, but the blue
arrow does not. The blue arrow is an eigenvector of this shear
mapping because it does not change direction, and since its length is
unchanged, its eigenvalue is 1
May 31, 2024 CSE 409, Digital Signal Processing, Dept. of 88
Computer Science and Engineering
 Thank You

May 31, 2024 CSE 409, Digital Signal Processing, Dept. of 89

Computer Science and Engineering