Digital Signal Processing Reference
In-Depth Information
x
(
n
)
y
(
n
)
z
−1
2
z
−1
3
− 1
Fig. B.3
Problem Q64
T
½
z
ð
t
Þ¼
z
ð
t
Þ
e
jp
=
2
:
T ae
j
ð
x
1
t
þ
c
Þ
h
i
þ
T be
j
ð
x
2
t
þ
d
Þ
h
i
¼
ae
j
ð
x
1
t
þ
c
Þ
e
jp
=
2
þ
be
j
ð
x
2
t
þ
d
Þ
e
jp
=
2
h
i
e
jp
=
2
¼
T
½
z
ð
t
Þ:
Hence, it is linear
:
¼
ae
j
ð
x
1
t
þ
c
Þ
þ
be
j
ð
x
2
t
þ
d
Þ
4. Let y(t) = T[x(t)] = e
j(xt + c - p/2)
(output of HT). Now
h
i
¼
e
j x
ð
t
t
o
Þþ
c
p
=
2
T
½
x
ð
t
t
o
Þ¼
T e
j x
ð
t
t
o
Þþ
c
½
½
¼
y
ð
t
t
o
Þ:
Hence, it is time-invariant.
5. Clearly it is BIBO stable, as it does not affect the magnitude of the signal.
Miscellaneous DSP Exercises—B
Q1: Explain why we cannot use the impulse invariance method to design high
pass digital filters (Hint: due to aliasing).
Q2: Show that the bilinear transformation preserves stability between the analog
prototype filter and the digital filter (Hint: show that the LHS of the s-plane
is transformed inside the unit circle in the z-plane, as shown in the Lecture
Notes).
Q3: Can we use the bilinear transformation to design a digital HPF from an
analog prototype HPF? (Hint: yes, since there is no aliasing).
Q4: Explain
how
the
analog
frequency
is
transformed
using
the
bilinear
transformation (see Tables).
Q5: Can we use the global average to find the trend of prices in a stock market?
Why? What kind of filter do you suggest for this purpose? Why? (Hint: no,
since the price trend is non-stationary, i.e., time-varying. We use either an
FIR moving average filter, or an alpha filter. We prefer the alpha filter for its
simple structure).
Q6: Explain how we estimate a communication channel transfer function using
an FIR filter.
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