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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