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PROFESSOR: So today
I'm going to continue

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with frequency
response and filtering,

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but also begin the story of
spectral content of signals.

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So our starting point
is still something

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you've seen before, namely
the statement that for an LTI

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system, a sinusoid
into the system

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gives you a sinusoid out
at the same frequency,

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but maybe shifted in phase
and scaled in amplitude.

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So a bit of terminology here
just for general interest,

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we refer to the exponential
as an eigenfunction of the LTI

00:01:02.230 --> 00:01:04.239
system, because the
only effect the LTI

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system has on it a scaling.

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So an input to some kind of
a mapping, which comes out

00:01:10.330 --> 00:01:12.310
the same except for
a scaling is referred

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to as an eigenfunction,
or an eigenvector

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if you're talking
about matrices.

00:01:16.960 --> 00:01:19.960
So we say that the exponential--
the complex exponential

00:01:19.960 --> 00:01:22.540
here is an eigenfunction
of the LTI system.

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Because when it comes through,
it's just the same exponential,

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but scaled by some number.

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And that number is what we refer
to as a frequency response,

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right?

00:01:32.020 --> 00:01:35.133
And we've seen that there's
a simple expression for it.

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And let me put
that expression up,

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because we're going
to use it repeatedly.

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The m here is irrelevant.

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It can be any dummy
index, because we're

00:01:52.140 --> 00:01:53.393
summing over the m.

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You can call it
anything you want.

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And I just should
mention that there's

00:02:00.180 --> 00:02:03.120
other notation for this object.

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There are people
who refer to it as--

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well, it's often referred
to as h of ej omega,

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because actually, the way omega
enters is always in the term e

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to the j omega.

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So this is-- if you want
to think of it that way,

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this is e to the j omega to
the power minus m, right?

00:02:29.420 --> 00:02:35.176
Well, let me just write it as 1
over 1 over e to the j omega m.

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OK, so it's some function
of e to the j omega.

00:02:42.890 --> 00:02:44.875
And people will often
write it this way.

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And one of the
advantages of this

00:02:46.250 --> 00:02:48.140
is the notation
right away tells you

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that this object is
periodic with period 2 pi.

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Because if you were
to increase omega

00:02:53.120 --> 00:02:56.060
by an integer multiple of
2 pi in the numerator here,

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you'd get the same
argument again.

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And therefore, h must
be the same again.

00:02:59.990 --> 00:03:02.870
So this notation has
the value that it

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keeps the periodicity
front and center.

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It also makes sense
when you're developing

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various other transforms.

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There's something called
a z transform, which we

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won't deal with in this class.

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But it's used a lot when dealing
with discrete-time systems.

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And the way that you
get from the z transform

00:03:24.470 --> 00:03:28.130
to this object is by making the
substitution z equals ej omega.

00:03:28.130 --> 00:03:31.320
So people will
use this notation.

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So the z transform
uses z exactly where

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we use e to the j omega.

00:03:36.650 --> 00:03:39.390
But for our purposes, this
is a much simpler notation.

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It's just that we need you
to remember when you see this

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that we're talking
about something

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that's got period 2 pi.

00:03:45.890 --> 00:03:48.860
And if you look at the
definition, that becomes clear.

00:03:48.860 --> 00:03:51.110
If you increase big
omega here by any integer

00:03:51.110 --> 00:03:53.990
multiple of 2 pi, you're
going to get the same thing

00:03:53.990 --> 00:03:56.610
back again.

00:03:56.610 --> 00:03:59.060
There's another bit of
notational confusion that

00:03:59.060 --> 00:04:07.650
can arise, which is that
people will sometimes

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write little omega
instead of big omega.

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So that's also used.

00:04:18.160 --> 00:04:20.760
So this is other notation,
and it's notation

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that we will try
not to use, but you

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might see vestiges of this when
you look through old problems.

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Because in some
terms, we may have

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used this notation,
and some terms,

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we may have used a little
omega instead of a big omega.

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But for our purposes,
we'll stick to this.

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OK, so when we say
big omega, we're

00:04:37.890 --> 00:04:41.145
thinking of it as an angle
around the unit circle.

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So if you've got the
complex number here

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at an angle big omega,
this complex number

00:04:52.790 --> 00:04:54.930
is e to the j omega, right?

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So we're thinking of big
omega as an angle, something

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measured in radians, and it's
different from little omega.

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You can write the expression
for the frequency response

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in various ways.

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So here, I've just
used Euler's identity

00:05:11.340 --> 00:05:14.130
to split that into
a cosine and a sine,

00:05:14.130 --> 00:05:17.430
and that's
straightforward enough.

00:05:17.430 --> 00:05:20.130
The sums are over
infinite intervals.

00:05:20.130 --> 00:05:23.670
And we talked last time about
how stability of the system--

00:05:23.670 --> 00:05:25.950
bounded input, bounded output
stability of the system

00:05:25.950 --> 00:05:30.830
will guarantee that those
summations are well defined.

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OK, now there's another
name for this formula.

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Basically, we've called
it the frequency response.

00:05:38.940 --> 00:05:42.950
But when you compute an h
of omega using this formula,

00:05:42.950 --> 00:05:44.450
another way to say
what you're doing

00:05:44.450 --> 00:05:50.270
is to say that you're taking the
discrete-time Fourier transform

00:05:50.270 --> 00:05:54.735
of the sequence h dot, OK?

00:05:54.735 --> 00:05:56.610
So it's the discrete-times
Fourier transform.

00:05:56.610 --> 00:05:58.560
Again, that's just
terminology for now.

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We'll come to expand
our view of it later.

00:06:00.670 --> 00:06:04.170
But we've called it the
frequency response so far,

00:06:04.170 --> 00:06:08.400
because it describes how
sinusoids or exponentials here

00:06:08.400 --> 00:06:11.280
get to the output, but
it's also referred to

00:06:11.280 --> 00:06:14.400
as the discrete-time Fourier
transform of the unit sample

00:06:14.400 --> 00:06:15.310
response.

00:06:15.310 --> 00:06:17.280
So you've got some time signal--

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happens to be a unit
sample response.

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You compute an object
through this formula

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to get an h of omega.

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That's the DTFT, OK?

00:06:28.330 --> 00:06:29.980
Another thing we've
already seen is

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that knowing that you
have an LTI system,

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and that a cosine
is a superposition

00:06:37.300 --> 00:06:40.300
of complex exponentials,
you can use the result

00:06:40.300 --> 00:06:43.300
that we had so far
to just describe

00:06:43.300 --> 00:06:46.490
what happens to a cosine when
it goes through the system.

00:06:46.490 --> 00:06:49.060
So it's no longer a
complex exponential.

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It's a real signal of
the kind that we're

00:06:51.160 --> 00:06:53.282
more likely to work with.

00:06:53.282 --> 00:06:55.240
And we've seen that the
only thing that happens

00:06:55.240 --> 00:06:58.180
is the cosine that
went in gets scaled

00:06:58.180 --> 00:07:01.280
in amplitude by an
extra factor, which

00:07:01.280 --> 00:07:03.830
is the magnitude of
the frequency response.

00:07:03.830 --> 00:07:06.270
And whatever phase it had,
you get an extra phase,

00:07:06.270 --> 00:07:09.410
which is the angle of
the frequency response.

00:07:09.410 --> 00:07:11.650
So actually, if you
had an LTI system,

00:07:11.650 --> 00:07:14.770
this is a good way to measure
the frequency response

00:07:14.770 --> 00:07:15.580
in the lab.

00:07:15.580 --> 00:07:17.770
What you do is you
take your system there,

00:07:17.770 --> 00:07:20.640
excite it with a sinusoid.

00:07:20.640 --> 00:07:23.620
In continuous-time, we know we
can do that with an oscillator.

00:07:23.620 --> 00:07:26.960
In discrete-time, you
generate a sequence like this.

00:07:26.960 --> 00:07:30.100
And then look to see what
comes out of the system

00:07:30.100 --> 00:07:34.100
and express it in this form, and
you'll label the scale factor

00:07:34.100 --> 00:07:36.100
there as the magnitude
of the frequency response

00:07:36.100 --> 00:07:39.550
and the extra phase angle as
the phase angle of the frequency

00:07:39.550 --> 00:07:40.840
response.

00:07:40.840 --> 00:07:43.180
So it makes for a
very systematic way

00:07:43.180 --> 00:07:48.820
to probe a system and get
at the frequency response.

00:07:48.820 --> 00:07:51.710
Again, of a point
that I've made before,

00:07:51.710 --> 00:07:54.580
which is that when
you do this probing,

00:07:54.580 --> 00:08:02.380
you only need to vary big omega
over the range minus pi to pi.

00:08:02.380 --> 00:08:09.580
So when we write a frequency
response, because h of omega

00:08:09.580 --> 00:08:16.180
is periodic with period 2 pi, we
only need to probe h of omega--

00:08:16.180 --> 00:08:20.990
either the magnitude, that
would be one plot, and the angle

00:08:20.990 --> 00:08:21.950
would be another plot.

00:08:26.210 --> 00:08:28.460
Both of these would be
plotted from minus pi to pi.

00:08:32.240 --> 00:08:33.799
Because outside of
that range-- well,

00:08:33.799 --> 00:08:35.960
you can see it already
with the cosine.

00:08:35.960 --> 00:08:40.610
If I added an integer
multiple of 2 pi to omega 0,

00:08:40.610 --> 00:08:43.280
I'm going to get an integer
multiple of 2 pi added

00:08:43.280 --> 00:08:45.110
into the argument of a cosine.

00:08:45.110 --> 00:08:47.635
And I'm getting the
same cosine back again.

00:08:47.635 --> 00:08:49.010
And the reason
that's the case is

00:08:49.010 --> 00:08:51.960
because the n that's multiplying
it here is an integer.

00:08:51.960 --> 00:08:53.720
So in continuous-time,
it doesn't

00:08:53.720 --> 00:08:55.250
work quite the same way.

00:08:55.250 --> 00:08:58.760
If I had a little omega 0t
and I added multiple of 2 pi,

00:08:58.760 --> 00:09:00.800
I wouldn't get the same
argument back again.

00:09:00.800 --> 00:09:04.700
So what's different here
is that if I increase omega

00:09:04.700 --> 00:09:07.310
0 by an integer
multiple of 2 pi,

00:09:07.310 --> 00:09:09.410
because I've got an
integer, and outside that,

00:09:09.410 --> 00:09:13.020
again, I end up adding an
integer multiple of 2 pi,

00:09:13.020 --> 00:09:14.510
and I'm back at the same cosine.

00:09:14.510 --> 00:09:17.600
So frequency response for
a discrete-time system

00:09:17.600 --> 00:09:20.443
is always in the
interval minus pi to pi.

00:09:20.443 --> 00:09:22.610
It repeats periodically
outside of that if you chose

00:09:22.610 --> 00:09:24.590
to look at some other omega.

00:09:27.390 --> 00:09:30.000
And I've said that already.

00:09:30.000 --> 00:09:33.120
You actually heard the
term frequency response

00:09:33.120 --> 00:09:35.250
in all sorts of
settings, I'm sure.

00:09:35.250 --> 00:09:38.505
One setting in which it's
used a lot is in describing,

00:09:38.505 --> 00:09:40.380
for instance, the
performance characteristics

00:09:40.380 --> 00:09:41.670
of a loudspeaker.

00:09:41.670 --> 00:09:45.120
So people will tell you
how good their loudspeaker

00:09:45.120 --> 00:09:47.915
is by showing you the frequency
response of the speaker.

00:09:47.915 --> 00:09:49.290
And what they're
doing is they're

00:09:49.290 --> 00:09:52.470
applying a sinusoidal
voltage to the input

00:09:52.470 --> 00:09:56.670
and looking at the sound
pressure that comes out.

00:09:56.670 --> 00:10:01.440
SPL here is sound
pressure level.

00:10:01.440 --> 00:10:05.000
This is measured in
dB, so it's actually

00:10:05.000 --> 00:10:06.750
a measurement of the
ratio of the pressure

00:10:06.750 --> 00:10:10.050
that you hear under certain
standardized conditions

00:10:10.050 --> 00:10:15.900
to a pressure which
is taken as the lowest

00:10:15.900 --> 00:10:18.060
audible pressure on the ear.

00:10:18.060 --> 00:10:20.340
So there's a
particular ratio there.

00:10:20.340 --> 00:10:22.860
So what they'll do is
they'll feed the loudspeaker

00:10:22.860 --> 00:10:27.690
with 1 watt at 1,000 Hertz,
so just a steady tone.

00:10:27.690 --> 00:10:31.770
And then, a meter away from the
speaker in an anechoic chamber,

00:10:31.770 --> 00:10:34.410
they'll look to see what
sound pressure they pick up

00:10:34.410 --> 00:10:36.140
on a specialized sensor--

00:10:36.140 --> 00:10:39.120
a detector, a
microphone basically--

00:10:39.120 --> 00:10:42.670
and that number in dB is
what they'll represent.

00:10:42.670 --> 00:10:45.390
And so typical speakers are--

00:10:45.390 --> 00:10:47.830
have values in
that kind of range.

00:10:47.830 --> 00:10:49.920
Now, if you probe it at
different frequencies

00:10:49.920 --> 00:10:54.840
applying the same input voltage
and looking at pressure,

00:10:54.840 --> 00:10:58.440
you'll get varying pressure
depending on the frequency

00:10:58.440 --> 00:10:59.250
that you probe at.

00:10:59.250 --> 00:11:01.790
So this is the frequency
response of the speaker,

00:11:01.790 --> 00:11:04.237
and if you go too
low in frequency,

00:11:04.237 --> 00:11:05.820
then you don't get
much of a response.

00:11:05.820 --> 00:11:07.278
If you go to high
in frequency, you

00:11:07.278 --> 00:11:08.925
don't get much of a response.

00:11:12.540 --> 00:11:16.740
Now, of course, when
you use the speaker,

00:11:16.740 --> 00:11:19.133
you're not going to probe
it with sines and cosines.

00:11:19.133 --> 00:11:21.300
You're actually going to
put more complicated sounds

00:11:21.300 --> 00:11:22.120
in there.

00:11:22.120 --> 00:11:24.240
So what you're
really interested in

00:11:24.240 --> 00:11:27.030
is how does the speaker
behave to signals that

00:11:27.030 --> 00:11:29.670
are combinations of cosines?

00:11:29.670 --> 00:11:33.540
And again, we're using our
model of the speaker as an LTI

00:11:33.540 --> 00:11:34.110
system.

00:11:34.110 --> 00:11:38.730
All bets are off if you drive
your speaker so hard that you

00:11:38.730 --> 00:11:42.990
get distortion and exercise
all the nonlinearities there

00:11:42.990 --> 00:11:44.310
or burn it out.

00:11:44.310 --> 00:11:48.180
But if you're in a normal range,
the speaker is acting linearly,

00:11:48.180 --> 00:11:49.980
you can talk about its
frequency response.

00:11:49.980 --> 00:11:51.210
And what you're
really interested in

00:11:51.210 --> 00:11:53.640
is how does the speaker
respond to linear combinations

00:11:53.640 --> 00:11:55.110
of cosines?

00:11:55.110 --> 00:12:01.770
And all of these various
signals can be thought of as--

00:12:01.770 --> 00:12:05.550
at least over reasonable
time intervals--

00:12:05.550 --> 00:12:09.850
as combinations of cosines
appropriately chosen.

00:12:09.850 --> 00:12:12.250
So if you hit a particular
key on the piano,

00:12:12.250 --> 00:12:15.570
you get a dominant note, but
you'll get harmonics of that.

00:12:15.570 --> 00:12:17.700
And that's what's going
into your speaker.

00:12:17.700 --> 00:12:22.170
So knowing how an LTI
system responds to cosines

00:12:22.170 --> 00:12:24.750
then puts you in
a position to say

00:12:24.750 --> 00:12:27.180
how it responds to
combinations of cosines,

00:12:27.180 --> 00:12:29.490
or signals that are
combinations of cosines.

00:12:29.490 --> 00:12:32.280
So the other part of the
story that we're going to get

00:12:32.280 --> 00:12:35.070
to-- and maybe even by
the end of this lecture--

00:12:35.070 --> 00:12:37.800
is we need a way to
take a general signal

00:12:37.800 --> 00:12:40.310
and represent it as a
combination of cosines.

00:12:40.310 --> 00:12:42.690
And that's what we refer
to as the spectral content

00:12:42.690 --> 00:12:43.750
of the signal.

00:12:43.750 --> 00:12:47.620
So when we talk of exposing the
spectral content of a signal,

00:12:47.620 --> 00:12:49.800
as over here, what
we're saying is

00:12:49.800 --> 00:12:52.830
we're going to show you what
combination of cosines it

00:12:52.830 --> 00:12:54.750
takes to make up that signal.

00:12:54.750 --> 00:12:57.180
And once you figure that out,
and you have the frequency

00:12:57.180 --> 00:12:59.400
response of your LTI
system, you can say how

00:12:59.400 --> 00:13:01.180
your system responds to that.

00:13:01.180 --> 00:13:05.310
OK, so this theme runs
through every stage

00:13:05.310 --> 00:13:09.950
of what happens, actually,
in communication.

00:13:09.950 --> 00:13:11.950
Now, the example
I've given you here

00:13:11.950 --> 00:13:14.840
is one that you
would typically probe

00:13:14.840 --> 00:13:18.603
with a continuous-time
oscillator in the lab.

00:13:18.603 --> 00:13:20.270
And so there's some
connections that you

00:13:20.270 --> 00:13:24.990
might want to make
between probing

00:13:24.990 --> 00:13:27.630
with a continuous-time
signal and probing

00:13:27.630 --> 00:13:29.310
with a discrete-time
sequence that comes

00:13:29.310 --> 00:13:30.900
from sampling that signal.

00:13:30.900 --> 00:13:33.450
But I'm going to leave you to
look at that later or leave

00:13:33.450 --> 00:13:36.090
your recitation instructors
to pull that back,

00:13:36.090 --> 00:13:39.030
or leave you to draw this
up if you have a homework

00:13:39.030 --> 00:13:41.820
problem that needs you to think
about how continuous-time maps

00:13:41.820 --> 00:13:42.900
to discrete-time.

00:13:42.900 --> 00:13:46.980
But the basic point is the
actual, physical speaker

00:13:46.980 --> 00:13:51.390
you might probe with a
cosine in continuous-time,

00:13:51.390 --> 00:13:53.970
if you're generating that signal
from a computer, what you'd

00:13:53.970 --> 00:13:58.140
actually be sending
to your amplifier

00:13:58.140 --> 00:13:59.950
is a sequence of numbers.

00:13:59.950 --> 00:14:03.810
And the frequency of the
numbers that you would send,

00:14:03.810 --> 00:14:06.007
this frequency is
related to the frequency

00:14:06.007 --> 00:14:07.590
of the continuous-time
cosine that you

00:14:07.590 --> 00:14:09.923
want in a very particular way.

00:14:09.923 --> 00:14:11.340
So I'll leave you
to chew on that.

00:14:11.340 --> 00:14:15.920
But I don't want to
spend time on that now.

00:14:15.920 --> 00:14:18.210
OK, so let's spend a
little time talking

00:14:18.210 --> 00:14:20.220
about the properties of
frequency response now

00:14:20.220 --> 00:14:22.860
that we know why
we would use it.

00:14:22.860 --> 00:14:24.060
And this I've already said.

00:14:26.990 --> 00:14:30.710
The value of the
frequency response at--

00:14:30.710 --> 00:14:33.380
some of this, by the way, you
may have seen in recitation.

00:14:33.380 --> 00:14:35.840
But it doesn't hurt to repeat.

00:14:35.840 --> 00:14:41.420
The frequency response
at frequency 0--

00:14:41.420 --> 00:14:47.360
well, we've said if you've
got e to the j omega sub

00:14:47.360 --> 00:14:53.770
0 and some frequency omega
sub zero going into a system h

00:14:53.770 --> 00:14:57.790
omega, a system with
frequency response h omega,

00:14:57.790 --> 00:15:00.860
an LTI system with frequency
response h omega-- all right,

00:15:00.860 --> 00:15:02.632
I'm leaving out lots of words.

00:15:02.632 --> 00:15:04.340
But frequency response
doesn't make sense

00:15:04.340 --> 00:15:07.000
unless you have an LTI system.

00:15:12.100 --> 00:15:14.940
OK, so for what
kind of input signal

00:15:14.940 --> 00:15:17.270
would you be looking
at omega equals 0?

00:15:21.380 --> 00:15:23.203
DC, right-- a constant signal.

00:15:23.203 --> 00:15:24.620
It's what the
electrical engineers

00:15:24.620 --> 00:15:32.030
call DC, which used to
stand for direct current

00:15:32.030 --> 00:15:35.090
but has now come
to mean constant.

00:15:38.110 --> 00:15:41.900
When we say a DC input, we
just mean a constant input.

00:15:41.900 --> 00:15:46.900
So if I pick omega sub 0 to
be 0, then e to the j 0n,

00:15:46.900 --> 00:15:49.010
well, that's just
one for all time.

00:15:49.010 --> 00:15:51.640
And so I'm feeding the
system with a constant.

00:15:51.640 --> 00:15:54.130
That's the slowest possible
input that you can find.

00:15:54.130 --> 00:15:56.620
It's a 0 frequency input.

00:15:56.620 --> 00:15:58.300
And the amount
that it's scaled by

00:15:58.300 --> 00:16:00.580
is the number that you're
going to plot here.

00:16:00.580 --> 00:16:04.030
So whatever value
you get is going

00:16:04.030 --> 00:16:07.000
to end up being plotted
there at omega equals 0.

00:16:09.550 --> 00:16:12.880
And let's see, do we believe
this other statement--

00:16:12.880 --> 00:16:15.290
h0?

00:16:15.290 --> 00:16:17.000
It's just a
substitution in here.

00:16:17.000 --> 00:16:21.077
If I put omega equals 0, it's
a summation of all the hm's.

00:16:21.077 --> 00:16:22.910
But there's another way
to think of it also.

00:16:22.910 --> 00:16:25.560
If you want to think of
it in the time domain--

00:16:25.560 --> 00:16:26.060
let's see.

00:16:29.130 --> 00:16:32.350
I have an LTI system.

00:16:32.350 --> 00:16:33.955
It's got some unit
sample response.

00:16:38.470 --> 00:16:42.255
And I'm feeding it with an input
that's constant for all time.

00:16:42.255 --> 00:16:44.380
It's actually constant at
the value 1 for all time.

00:16:50.150 --> 00:16:54.080
If you're thinking in terms
of convolution, the flip slide

00:16:54.080 --> 00:16:59.910
and dot product picture, what
is the output at any time here?

00:16:59.910 --> 00:17:03.580
You're going to draw out
your unit sample response.

00:17:03.580 --> 00:17:07.329
You're going to draw out your
input, which is 1 for all time,

00:17:07.329 --> 00:17:09.700
take one of them and
flip it over, slide

00:17:09.700 --> 00:17:11.690
it the appropriate
amount over the other,

00:17:11.690 --> 00:17:13.599
and then take the dot product.

00:17:13.599 --> 00:17:18.579
Well, for every shift of this
flipped and shifted input,

00:17:18.579 --> 00:17:21.240
you're going to pick up all
of the unit sample response.

00:17:21.240 --> 00:17:24.040
So every time, you're going
to get summation hm outside.

00:17:29.940 --> 00:17:32.355
So if you fed an input
that was DC at the value 1,

00:17:32.355 --> 00:17:34.230
this is what the output
will be at all times.

00:17:34.230 --> 00:17:36.520
You can see that from
the convolution picture.

00:17:36.520 --> 00:17:39.660
So what's the frequency
response at frequency 0?

00:17:39.660 --> 00:17:42.300
What's the ratio of the
output to the input--

00:17:42.300 --> 00:17:44.460
the output amplitude
to the input?

00:17:44.460 --> 00:17:45.390
This is for all time.

00:17:47.950 --> 00:17:50.580
So the input amplitude
was 1 at each time.

00:17:50.580 --> 00:17:52.920
The output amplitude was that.

00:17:52.920 --> 00:17:54.823
And so that's the DC gain--

00:17:54.823 --> 00:17:57.240
the DC gain of the system, or
the frequency response at 0.

00:18:06.100 --> 00:18:10.840
Let's say, so h0 is what's
referred to as the DC gain.

00:18:24.210 --> 00:18:26.280
What about high frequency?

00:18:26.280 --> 00:18:28.590
So what's the highest
frequency variation

00:18:28.590 --> 00:18:31.800
that you can have with a
discrete time sequence?

00:18:31.800 --> 00:18:33.780
I've got a sequence
here at the input.

00:18:38.580 --> 00:18:40.940
We've seen what the slowest
variation possible is.

00:18:40.940 --> 00:18:42.750
It's something that's constant.

00:18:42.750 --> 00:18:46.020
If you're talking about a
discrete-time signal that

00:18:46.020 --> 00:18:48.690
can only take values
at integer times,

00:18:48.690 --> 00:18:53.110
what's the highest frequency
variation that you can get?

00:18:53.110 --> 00:18:55.148
Just something that
alternates in sine, right?

00:18:55.148 --> 00:18:56.190
So you're going to have--

00:19:03.260 --> 00:19:07.660
OK, so is this of the
form e to the j omega

00:19:07.660 --> 00:19:11.590
0n for some omega 0?

00:19:11.590 --> 00:19:13.390
Is that a signal of
exponential form?

00:19:16.228 --> 00:19:17.174
Yes?

00:19:17.174 --> 00:19:18.120
AUDIENCE: [INAUDIBLE]

00:19:18.120 --> 00:19:21.510
PROFESSOR: Yeah, if you
take omega not equal to pi,

00:19:21.510 --> 00:19:25.620
this is just e to the j pi n.

00:19:25.620 --> 00:19:27.390
In fact, you can take
plus or minus pi.

00:19:30.490 --> 00:19:33.277
So when you probe the
system with an input

00:19:33.277 --> 00:19:35.110
of this type, which is
the highest frequency

00:19:35.110 --> 00:19:37.450
input that you can probe
with, what you're really

00:19:37.450 --> 00:19:40.960
probing is what's the frequency
response at this point?

00:19:40.960 --> 00:19:43.510
You get the same value
at minus pi or pi.

00:19:47.400 --> 00:19:48.650
So these are the two extremes.

00:19:48.650 --> 00:19:50.608
And then the frequency
response, the rest of it

00:19:50.608 --> 00:19:52.730
lies in between for
other sorts of inputs.

00:19:55.400 --> 00:19:59.660
Now, do you believe this other
identity that I have up there?

00:19:59.660 --> 00:20:04.730
Well, you can go back
to the definition, set

00:20:04.730 --> 00:20:06.830
big omega equal
to pi or minus pi,

00:20:06.830 --> 00:20:10.430
and you'll get an alternating
sequence of 1's and minus

00:20:10.430 --> 00:20:11.600
1's here.

00:20:11.600 --> 00:20:14.210
And so that verifies
that identity.

00:20:14.210 --> 00:20:17.000
Or you can think in
terms of convolution.

00:20:17.000 --> 00:20:22.760
If I convolve a sequence
like this with a system

00:20:22.760 --> 00:20:27.470
with this unit sample response,
what comes out at every time

00:20:27.470 --> 00:20:30.680
is an alternating sum of the
hm's, except the sine flips

00:20:30.680 --> 00:20:32.480
from one time to the next.

00:20:32.480 --> 00:20:37.520
And so, again, you can
verify in the time domain

00:20:37.520 --> 00:20:40.530
that that's actually the high
frequency gain of the system,

00:20:40.530 --> 00:20:41.030
OK?

00:20:45.600 --> 00:20:49.260
Now, there's a bunch of
other symmetry properties

00:20:49.260 --> 00:20:51.720
of the frequency
response that I think

00:20:51.720 --> 00:20:55.470
in-- at least in some of
the recitations you've done.

00:20:55.470 --> 00:20:58.350
And the easiest way to see
these symmetry properties

00:20:58.350 --> 00:21:01.710
is to actually go
back to the rewriting

00:21:01.710 --> 00:21:05.700
I did of the frequency response
in terms of sines and cosines.

00:21:05.700 --> 00:21:09.570
This first term here
I'm calling C of omega.

00:21:09.570 --> 00:21:11.250
The second term
here, the summation,

00:21:11.250 --> 00:21:14.660
I'm calling S of omega.

00:21:14.660 --> 00:21:17.720
So where would a statement
like this come from?

00:21:17.720 --> 00:21:18.560
Let's see.

00:21:18.560 --> 00:21:21.260
For real h of n, that's
the only kind of h of n

00:21:21.260 --> 00:21:22.850
we're going to worry
about in general.

00:21:22.850 --> 00:21:25.520
We're going to talk about
systems with real unit sample

00:21:25.520 --> 00:21:27.110
responses.

00:21:27.110 --> 00:21:29.810
if h is real, why
would it be true

00:21:29.810 --> 00:21:32.060
that the real part of
the frequency response

00:21:32.060 --> 00:21:34.370
is an even function
of frequency?

00:21:36.930 --> 00:21:40.020
Well, the real part of
the frequency response

00:21:40.020 --> 00:21:44.500
is this term, because the other
term is the imaginary part.

00:21:44.500 --> 00:21:46.540
So the real part of
the frequency response

00:21:46.540 --> 00:21:48.940
is this term.

00:21:48.940 --> 00:21:51.110
And if I change big
omega to minus omega,

00:21:51.110 --> 00:21:52.800
the cosine doesn't change.

00:21:52.800 --> 00:21:53.850
It's the same.

00:21:53.850 --> 00:21:56.090
And therefore, the
real part is even, OK?

00:21:56.090 --> 00:21:58.330
So the real part of
the frequency response

00:21:58.330 --> 00:22:00.110
is an even function of omega.

00:22:00.110 --> 00:22:03.910
The imaginary part, which
is the minus S omega,

00:22:03.910 --> 00:22:07.100
well if I change omega to
minus omega, I flip the sine.

00:22:07.100 --> 00:22:10.460
So that's an odd function
of omega, and so on.

00:22:10.460 --> 00:22:12.350
So you can go through
these properties.

00:22:12.350 --> 00:22:14.600
Whenever you're stuck trying
to figure out a property,

00:22:14.600 --> 00:22:16.142
this is the expression
to go back to.

00:22:16.142 --> 00:22:19.670
So rewrite the basic
definition in this form,

00:22:19.670 --> 00:22:22.930
and you'll understand
a lot of this.

00:22:22.930 --> 00:22:24.890
And again, you'll get
practice in recitation

00:22:24.890 --> 00:22:27.680
if you haven't
done that already.

00:22:30.680 --> 00:22:34.980
Another important property of--

00:22:34.980 --> 00:22:37.520
that you encounter when
you go from the time domain

00:22:37.520 --> 00:22:40.040
to the frequency domain--

00:22:40.040 --> 00:22:41.690
so remember, in
the time domain, we

00:22:41.690 --> 00:22:45.410
said that if you have
an input here, you

00:22:45.410 --> 00:22:49.310
convolve that input with
h1 to get the output

00:22:49.310 --> 00:22:50.760
of the intermediate point?

00:22:55.350 --> 00:22:58.330
OK, so if I call the output
of the intermediate point--

00:22:58.330 --> 00:22:59.980
I should have done it there.

00:22:59.980 --> 00:23:00.930
But here's h1.

00:23:03.480 --> 00:23:09.160
If I call this w, this is x.

00:23:09.160 --> 00:23:16.100
And then I go into
a second system, h2.

00:23:16.100 --> 00:23:16.890
And here's y.

00:23:19.850 --> 00:23:26.210
OK, well w is equal to
h1 convolved with x.

00:23:26.210 --> 00:23:33.680
And y equals h2
convolved with w.

00:23:33.680 --> 00:23:37.770
So that's this.

00:23:37.770 --> 00:23:40.780
But I can put the parentheses
any way I like for convolution,

00:23:40.780 --> 00:23:41.280
right?

00:23:41.280 --> 00:23:42.947
We've already established
that property.

00:23:48.240 --> 00:23:50.930
So the net effect of
the cascade of systems

00:23:50.930 --> 00:23:55.840
is the effect you'd get by
having a single system LTI

00:23:55.840 --> 00:23:59.930
with this unit sample response.

00:23:59.930 --> 00:24:03.430
Now, if I think the
frequency domain--

00:24:03.430 --> 00:24:12.490
if I put e to the j
omega n here, then

00:24:12.490 --> 00:24:14.670
what comes out at the
intermediate point?

00:24:14.670 --> 00:24:22.870
At the intermediate point,
I get h1 omega ej omega n.

00:24:22.870 --> 00:24:24.220
All right, so that's wn.

00:24:27.710 --> 00:24:31.140
But this is, again, an
input of exponential form.

00:24:31.140 --> 00:24:33.170
So what comes out of
the second system when

00:24:33.170 --> 00:24:35.190
I put this input into it?

00:24:35.190 --> 00:24:37.640
So what's w of n-- sorry,
what's y of n going to be?

00:24:41.060 --> 00:24:41.560
Yeah?

00:24:41.560 --> 00:24:43.860
AUDIENCE: [INAUDIBLE]

00:24:43.860 --> 00:24:46.110
PROFESSOR: Yeah, so it's
basically the second system's

00:24:46.110 --> 00:24:50.370
frequency response scaling
the exponential that

00:24:50.370 --> 00:24:52.470
went into the second
system, which is this.

00:24:56.260 --> 00:25:00.040
So the net effect when I put
ej omega in at the first spot

00:25:00.040 --> 00:25:03.400
is at the output, I get
the same ej omega n,

00:25:03.400 --> 00:25:08.850
but scaled by the product of
the two frequency responses.

00:25:08.850 --> 00:25:10.460
So the nice thing
here is that when

00:25:10.460 --> 00:25:13.740
I'm describing a
cascade of two systems,

00:25:13.740 --> 00:25:16.100
if I describe the net
effect in the time domain,

00:25:16.100 --> 00:25:19.220
I've got to do a convolution
of these two units' sample

00:25:19.220 --> 00:25:20.300
responses.

00:25:20.300 --> 00:25:22.700
If I think of it in
the frequency domain,

00:25:22.700 --> 00:25:25.370
I just have to take the product
of the individual frequency

00:25:25.370 --> 00:25:26.810
responses.

00:25:26.810 --> 00:25:31.490
So the key observation
here is that convolution

00:25:31.490 --> 00:25:37.760
in the time domain maps to
multiplication in the frequency

00:25:37.760 --> 00:25:39.390
domain.

00:25:39.390 --> 00:25:43.190
So if I wanted
the DTFT of this--

00:25:43.190 --> 00:25:44.780
if I wanted the
discrete-time Fourier

00:25:44.780 --> 00:25:48.800
transform of this
result of a convolution,

00:25:48.800 --> 00:25:50.660
I can find it by
just multiplying

00:25:50.660 --> 00:25:55.490
the individual DTFTs, all right?

00:25:55.490 --> 00:26:04.670
So convolution in time maps to
multiplication in frequency.

00:26:09.130 --> 00:26:14.530
And this actually makes
design much more easy,

00:26:14.530 --> 00:26:17.590
because we're often cascading
systems in this form.

00:26:17.590 --> 00:26:20.020
And if you think in
terms of frequency,

00:26:20.020 --> 00:26:22.190
you can track a
frequency component

00:26:22.190 --> 00:26:24.130
through a cascade
of such systems

00:26:24.130 --> 00:26:26.950
just focusing on the frequency
response of each system

00:26:26.950 --> 00:26:29.060
as you go.

00:26:29.060 --> 00:26:29.935
So here's an example.

00:26:33.112 --> 00:26:34.195
Suppose we have a channel.

00:26:39.840 --> 00:26:43.095
Let's say that it's a channel
with an echo, so when I put--

00:26:46.200 --> 00:26:49.880
let me actually
draw it out here.

00:26:49.880 --> 00:26:59.020
So I've got a channel here
which I'm modeling as LTI.

00:26:59.020 --> 00:27:02.020
And if I put in a
unit sample function

00:27:02.020 --> 00:27:05.740
here, so this has the
value 1 at time 1,

00:27:05.740 --> 00:27:09.710
suppose the channel is one
that has some echoing in it.

00:27:09.710 --> 00:27:13.260
So what I actually
get out for this input

00:27:13.260 --> 00:27:21.300
is the same delta of n plus
0.8 delta of n minus 1.

00:27:21.300 --> 00:27:27.270
So there is a later
arrival scaled by something

00:27:27.270 --> 00:27:29.970
which corresponds to the echo.

00:27:29.970 --> 00:27:35.100
So this must be the unit
sample response of the channel.

00:27:38.980 --> 00:27:42.750
What's the frequency
response of the channel?

00:27:42.750 --> 00:27:48.640
So if I call this h1 of n,
what is h1 big of omega--

00:27:48.640 --> 00:27:51.940
big omega-- h1 of big omega?

00:27:57.968 --> 00:27:59.260
I don't have it up there, do I?

00:27:59.260 --> 00:28:01.400
No.

00:28:01.400 --> 00:28:03.210
Anyone?

00:28:03.210 --> 00:28:04.748
Just from the definition.

00:28:14.483 --> 00:28:16.150
Is the problem here
that you don't quite

00:28:16.150 --> 00:28:20.920
see what h1, 0 is, h1,
1, h1, 2, and so on?

00:28:20.920 --> 00:28:24.490
If I asked you to plot this
out, how would you plot it?

00:28:34.801 --> 00:28:35.783
Yeah?

00:28:35.783 --> 00:28:38.880
AUDIENCE: [INAUDIBLE]

00:28:38.880 --> 00:28:39.800
PROFESSOR: Is it 1.8?

00:28:39.800 --> 00:28:40.300
Where?

00:28:40.300 --> 00:28:42.340
Where would you put the 1--

00:28:42.340 --> 00:28:43.060
just over there?

00:28:43.060 --> 00:28:45.060
Oh, you're talking about
the frequency response.

00:28:45.060 --> 00:28:47.110
Let's get the unit
sample response first.

00:28:47.110 --> 00:28:47.890
Let's sketch this.

00:28:47.890 --> 00:28:49.282
What's your sketch of that?

00:28:49.282 --> 00:28:50.430
AUDIENCE: At 0B1

00:28:50.430 --> 00:28:52.372
PROFESSOR: At 0B1?

00:28:52.372 --> 00:28:57.730
AUDIENCE: [INAUDIBLE]

00:28:57.730 --> 00:29:00.870
PROFESSOR: OK, on
0 everywhere else--

00:29:00.870 --> 00:29:03.440
that's the unit sample response.

00:29:03.440 --> 00:29:05.070
OK, so what's the
frequency response?

00:29:05.070 --> 00:29:06.820
Well, we just plug it
into the definition.

00:29:06.820 --> 00:29:12.810
All the h's except the ones that
argue in 0 on 1 are equal to 0.

00:29:12.810 --> 00:29:19.573
So this is going to be 1 plus
0.8 to the minus j omega.

00:29:19.573 --> 00:29:20.490
Is that what you said?

00:29:20.490 --> 00:29:23.700
It was not quite
what you said, right?

00:29:23.700 --> 00:29:25.740
What you said was the
number I'd get at omega

00:29:25.740 --> 00:29:28.500
equals 0-- the DC
gain of the system.

00:29:28.500 --> 00:29:30.000
But the frequency
response is that.

00:29:40.270 --> 00:29:43.240
Let's just work backwards here.

00:29:52.660 --> 00:29:54.130
So the frequency
response is that.

00:29:54.130 --> 00:29:56.890
Or if I wanted to write it--

00:29:56.890 --> 00:29:58.760
we're going from
that board to here--

00:29:58.760 --> 00:30:02.530
h1 of omega, I can write it
as a real plus imaginary part.

00:30:02.530 --> 00:30:06.900
So it would be 1 plus
0.8 cosine omega.

00:30:06.900 --> 00:30:08.742
This would be the real part.

00:30:08.742 --> 00:30:12.140
Then I have a minus j--

00:30:12.140 --> 00:30:14.140
sorry, 0.8 sine omega.

00:30:18.730 --> 00:30:21.850
OK, so that's the
frequency response--

00:30:21.850 --> 00:30:24.780
some complex number with a real
part and an imaginary part.

00:30:31.770 --> 00:30:35.800
OK, and if I asked you to give
it to me in magnitude and angle

00:30:35.800 --> 00:30:37.180
form, you could do that.

00:30:37.180 --> 00:30:40.480
It's just rearranging things.

00:30:40.480 --> 00:30:44.170
So you'd-- the magnitude would
be the square root of the sum

00:30:44.170 --> 00:30:47.230
of squares of these two pieces.

00:30:47.230 --> 00:30:50.330
And the angle would be
the arctan of the ratio.

00:30:50.330 --> 00:30:54.065
So I assume that you know
how to do all of that.

00:30:54.065 --> 00:30:55.440
And what you find--
actually, you

00:30:55.440 --> 00:30:57.750
can see it in these
expressions already.

00:30:57.750 --> 00:31:00.270
Just as-- well, I didn't
quite claim this earlier.

00:31:00.270 --> 00:31:03.210
But the magnitude of
the frequency response

00:31:03.210 --> 00:31:06.300
will always be a real
function of frequency-- sorry,

00:31:06.300 --> 00:31:08.110
an even function of frequency.

00:31:08.110 --> 00:31:12.160
And the phase will always be
an odd function of frequency.

00:31:12.160 --> 00:31:16.620
So if you're drawing the results
of a computation like this

00:31:16.620 --> 00:31:21.990
and you find that you
don't have an even function

00:31:21.990 --> 00:31:24.610
for the magnitude, then you know
you've done something wrong.

00:31:24.610 --> 00:31:27.160
So I'm not-- I'm going
to sketch something here

00:31:27.160 --> 00:31:29.340
which I'm not pretending
is the magnitude of that.

00:31:29.340 --> 00:31:32.760
I just want you to get the
idea of what I mean by even.

00:31:32.760 --> 00:31:41.350
It's going to be something
that's symmetric in omega.

00:31:41.350 --> 00:31:42.990
This is the magnitude.

00:31:42.990 --> 00:31:45.630
And then, if I did
the phase, the phase

00:31:45.630 --> 00:31:48.630
is always going to
be something that's

00:31:48.630 --> 00:31:50.489
an odd function of frequency.

00:31:55.553 --> 00:31:57.220
So if it's an odd
function of frequency,

00:31:57.220 --> 00:31:59.470
what's the value
at 0 of the phase?

00:32:03.430 --> 00:32:05.690
It's got to go through 0, right?

00:32:05.690 --> 00:32:08.117
And so I might get--

00:32:08.117 --> 00:32:09.450
well, what would it actually be?

00:32:09.450 --> 00:32:12.710
It would be some shape.

00:32:12.710 --> 00:32:14.810
I'm not pretending I have
the right shape here.

00:32:14.810 --> 00:32:18.980
But it's going to
have an odd symmetry.

00:32:18.980 --> 00:32:22.830
I'll leave you to figure out
what it actually looks like.

00:32:22.830 --> 00:32:28.350
So that's the frequency
response of this echo channel.

00:32:28.350 --> 00:32:30.930
So here's what I
want you to do now.

00:32:30.930 --> 00:32:33.960
At your receiver, build
for me a filter that's

00:32:33.960 --> 00:32:38.350
going to undo the distortion
that the echo has produced.

00:32:38.350 --> 00:32:41.165
So what I'd like is,
I'd like an output,

00:32:41.165 --> 00:32:42.790
after you've done
your filtering, to be

00:32:42.790 --> 00:32:45.560
exactly equal to the input.

00:32:45.560 --> 00:32:47.350
So my question is, what should--

00:32:47.350 --> 00:32:51.070
and my claim is you can do
that with an LTI filter.

00:32:51.070 --> 00:32:53.170
How would you describe
that LTI filter?

00:32:53.170 --> 00:32:56.182
What should that LTI filter be?

00:32:56.182 --> 00:32:57.170
Yeah?

00:32:57.170 --> 00:33:02.110
AUDIENCE: [INAUDIBLE]

00:33:02.110 --> 00:33:06.750
PROFESSOR: Right, OK, so
if you wanted the output

00:33:06.750 --> 00:33:08.460
to be exactly
equal to the input,

00:33:08.460 --> 00:33:13.890
no matter what input was, you
want a frequency response of 1

00:33:13.890 --> 00:33:15.380
overall.

00:33:15.380 --> 00:33:17.220
And the overall frequency
response we know

00:33:17.220 --> 00:33:19.680
is the product of the
two individual ones.

00:33:19.680 --> 00:33:27.420
And so we want h2 omega times
h1 omega to be equal to 1.

00:33:27.420 --> 00:33:29.790
And therefore, h2
should be 1 over h1.

00:33:29.790 --> 00:33:33.120
So you can see here how things
get a lot easier when you

00:33:33.120 --> 00:33:34.650
think in the frequency domain.

00:33:34.650 --> 00:33:38.310
If I had to do this
in the time domain,

00:33:38.310 --> 00:33:40.910
I would have had
to say h2 convolved

00:33:40.910 --> 00:33:44.940
with h1 has got to give me
the unit sample function.

00:33:44.940 --> 00:33:47.490
And I'll give you h1, now
you've got to figure h2.

00:33:47.490 --> 00:33:50.850
Well, you've got to go and
work the convolution picture

00:33:50.850 --> 00:33:54.480
backwards, which is
doable for simple cases.

00:33:54.480 --> 00:33:56.320
But this is much simpler.

00:33:56.320 --> 00:34:03.150
So this shows that h2
should be 1 over h1.

00:34:09.020 --> 00:34:12.050
Seems like a
reasonable way to go.

00:34:12.050 --> 00:34:16.500
And you can actually work
the whole thing through.

00:34:16.500 --> 00:34:18.197
But there's a problem with this.

00:34:18.197 --> 00:34:19.739
And we've seen this
in other settings

00:34:19.739 --> 00:34:23.190
as well, which is
something that works

00:34:23.190 --> 00:34:27.090
fine in the noise-free
case doesn't

00:34:27.090 --> 00:34:29.260
work so well when you've
got noise in your system.

00:34:29.260 --> 00:34:33.219
So look at what this
receiver filter is doing.

00:34:33.219 --> 00:34:38.040
The receiver filter-- let's
see, what is its magnitude?

00:34:38.040 --> 00:34:40.770
How does the magnitude
of the receiver filter

00:34:40.770 --> 00:34:44.370
relate to the magnitude
of the channel filter--

00:34:46.929 --> 00:34:49.820
of the channel
frequency response?

00:34:49.820 --> 00:34:52.519
So this magnitude is a
magnitude of 1 over h1.

00:34:52.519 --> 00:34:58.712
Is that the same as 1
over magnitude of h1?

00:34:58.712 --> 00:35:00.340
Is that how complex
numbers work?

00:35:03.020 --> 00:35:05.800
OK, right?

00:35:05.800 --> 00:35:06.730
So look what happens.

00:35:06.730 --> 00:35:10.210
Where the channel has a very
low frequency response--

00:35:10.210 --> 00:35:12.820
in other words, where the
channel output is very

00:35:12.820 --> 00:35:16.350
low for a sinusoidal
input at that frequency,

00:35:16.350 --> 00:35:19.400
the receiver filter is going
to have a very high magnitude.

00:35:19.400 --> 00:35:21.820
So the receiver filter
is trying to boost up

00:35:21.820 --> 00:35:24.730
whatever signal it sees
in a frequency range

00:35:24.730 --> 00:35:28.220
where the channel actually
has very little output.

00:35:28.220 --> 00:35:30.880
So what happens if I come
and have a bit of noise

00:35:30.880 --> 00:35:33.595
here where I'm
receiving the signal?

00:35:33.595 --> 00:35:36.070
Well, it's going to be
very badly exaggerated

00:35:36.070 --> 00:35:40.580
by the inverse filter.

00:35:40.580 --> 00:35:43.430
So a little bit
of noise here will

00:35:43.430 --> 00:35:46.700
get accentuated at
frequencies where

00:35:46.700 --> 00:35:50.000
the frequency response of
the receiver filter is large.

00:35:50.000 --> 00:35:52.280
But that's precisely
where the channel had

00:35:52.280 --> 00:35:53.810
a very low frequency response.

00:35:53.810 --> 00:35:55.935
And it's precisely where
the output-- the channel--

00:35:55.935 --> 00:35:57.360
has nothing interesting for me.

00:35:57.360 --> 00:36:00.420
So my receiver filter ends
up accentuating the noise.

00:36:00.420 --> 00:36:02.960
OK, so yet again, we
see that these sorts

00:36:02.960 --> 00:36:05.508
of inversion operations
may look nice on paper.

00:36:05.508 --> 00:36:07.550
But if you don't take
account of what noise does,

00:36:07.550 --> 00:36:09.200
then you can run into trouble.

00:36:09.200 --> 00:36:10.670
And the picture is
very transparent

00:36:10.670 --> 00:36:14.660
when you think in
the frequency domain.

00:36:14.660 --> 00:36:23.550
OK, some more practice
with filters and cascade--

00:36:23.550 --> 00:36:26.340
I think I'm going to leave
you to work through this

00:36:26.340 --> 00:36:27.550
in recitation, perhaps.

00:36:27.550 --> 00:36:30.180
So I'll leave it on the slides.

00:36:30.180 --> 00:36:36.185
But let's go to
design of filters.

00:36:40.190 --> 00:36:43.730
So now, we've seen one example
of trying to design a filter--

00:36:43.730 --> 00:36:47.090
the receiver filter-- to undo
the distortion of the channel.

00:36:47.090 --> 00:36:50.320
Here's another--
actually, I want that.

00:36:50.320 --> 00:36:54.020
Here is another design
problem that you

00:36:54.020 --> 00:37:02.960
run into all the time, which
is that you see a signal that's

00:37:02.960 --> 00:37:05.270
got a whole bunch of
frequencies mixed up in it,

00:37:05.270 --> 00:37:07.260
and you want to
exclude some of them.

00:37:07.260 --> 00:37:09.560
So maybe you're looking
for an audio signal.

00:37:09.560 --> 00:37:12.410
You know that the
combinations of sinusoids

00:37:12.410 --> 00:37:16.010
that make up an audio signal
are unlikely to go above--

00:37:16.010 --> 00:37:16.760
whatever you want.

00:37:16.760 --> 00:37:19.620
Pick your number-- 10
kilohertz, 20 kilohertz.

00:37:19.620 --> 00:37:21.590
And so you want to exclude
frequencies outside

00:37:21.590 --> 00:37:22.710
of that range.

00:37:22.710 --> 00:37:25.010
So you're very often
in the position

00:37:25.010 --> 00:37:29.940
of trying to build what's
called an ideal low pass filter.

00:37:29.940 --> 00:37:31.550
So here's an ideal
low pass filter.

00:37:34.370 --> 00:37:37.280
I'd like you to build
for me a filter that

00:37:37.280 --> 00:37:44.120
passes all frequencies in
some range without distortion,

00:37:44.120 --> 00:37:46.445
and that completely
kills everything outside.

00:37:49.590 --> 00:37:53.100
So let me call this
the cutoff frequency.

00:38:00.150 --> 00:38:02.905
So that's the h of omega I want.

00:38:02.905 --> 00:38:05.530
And now my question is, how are
you going to build this filter?

00:38:05.530 --> 00:38:07.690
I want you to give
me the unit sample

00:38:07.690 --> 00:38:09.300
response that goes with it.

00:38:09.300 --> 00:38:11.140
And you see a hint over here.

00:38:11.140 --> 00:38:13.570
But can you tell me how
you might go about that?

00:38:19.610 --> 00:38:20.630
Not so obvious, right?

00:38:20.630 --> 00:38:25.010
Because we've specified
the filter characteristic

00:38:25.010 --> 00:38:27.740
in the frequency domain, and
now we want to find the h's

00:38:27.740 --> 00:38:29.550
that go with it.

00:38:29.550 --> 00:38:32.270
So what we're really
looking for is a formula

00:38:32.270 --> 00:38:36.500
that will give us the time
domain signal in terms

00:38:36.500 --> 00:38:37.500
of the frequency domain.

00:38:37.500 --> 00:38:39.422
So we want to
invert this somehow.

00:38:39.422 --> 00:38:40.880
So what we're
looking for is really

00:38:40.880 --> 00:38:43.655
what's called the inverse DTFT.

00:39:00.627 --> 00:39:02.460
And actually, if you've
done Fourier series,

00:39:02.460 --> 00:39:04.500
you've seen this trick before.

00:39:04.500 --> 00:39:06.837
Because really, we're not
far from Fourier series here.

00:39:06.837 --> 00:39:08.920
It's just that the domains
are a little different,

00:39:08.920 --> 00:39:10.590
so maybe you don't recognize it.

00:39:10.590 --> 00:39:13.920
Here, we've got a periodic
something expressed

00:39:13.920 --> 00:39:16.350
as a combination of
sines and cosines,

00:39:16.350 --> 00:39:19.320
or as a combination
of exponentials.

00:39:19.320 --> 00:39:22.650
And now, we want
to invert that, OK?

00:39:22.650 --> 00:39:25.860
If you thought of these
as Fourier coefficients

00:39:25.860 --> 00:39:28.320
for some periodic signal,
and then went and looked up

00:39:28.320 --> 00:39:30.540
whatever book you use
for Fourier series,

00:39:30.540 --> 00:39:32.350
you'd get the formula.

00:39:32.350 --> 00:39:34.350
Because we're just trying
to extract the Fourier

00:39:34.350 --> 00:39:38.120
coefficients for
this periodic signal.

00:39:38.120 --> 00:39:39.790
But you can actually
do it from scratch.

00:39:39.790 --> 00:39:44.880
So if you think of multiplying
both sides of this by,

00:39:44.880 --> 00:39:46.440
let's say, e to the j omega n--

00:39:49.085 --> 00:39:52.240
OK, so I'm going to
multiply both sides.

00:39:52.240 --> 00:40:03.310
So I've got e to the minus j
omega m minus n now, right?

00:40:06.110 --> 00:40:10.450
And I'm going to then integrate
both sides over an interval

00:40:10.450 --> 00:40:11.440
of length 2 pi--

00:40:15.180 --> 00:40:17.130
any contiguous interval
of length 2 pi.

00:40:17.130 --> 00:40:21.593
It actually does matter
because of the periodicity.

00:40:21.593 --> 00:40:23.260
So I'll take any
interval of length 2 pi

00:40:23.260 --> 00:40:24.430
and I integrate both sides.

00:40:28.680 --> 00:40:31.020
And I'll assume that I can
hop this integral in there.

00:40:31.020 --> 00:40:34.210
I'll assume my signal is
well-behaved enough for that.

00:40:34.210 --> 00:40:44.130
So here's what I end up getting.

00:40:44.130 --> 00:40:54.080
On this right hand side, I
get summation integral hm.

00:40:54.080 --> 00:40:55.670
Oh, I should put
a d omega there.

00:40:55.670 --> 00:40:57.360
Sorry.

00:40:57.360 --> 00:40:59.497
I've gotten casual
with my integration.

00:41:11.460 --> 00:41:13.720
So on this side, I
have this integral.

00:41:13.720 --> 00:41:16.820
On this side, I
have that integral.

00:41:16.820 --> 00:41:19.870
And if you work
through this, out

00:41:19.870 --> 00:41:21.550
of all this infinity
of terms, there's

00:41:21.550 --> 00:41:23.770
only one term that survives.

00:41:23.770 --> 00:41:27.370
Because any term in which
m is different from n

00:41:27.370 --> 00:41:30.490
will have this exponential
still sitting here.

00:41:30.490 --> 00:41:33.190
This exponential is like
a cosine plus a j sine,

00:41:33.190 --> 00:41:35.650
or a cosine minus a j sine.

00:41:35.650 --> 00:41:39.710
You're integrating it
over an interval of 2 pi.

00:41:39.710 --> 00:41:43.210
So any term here that
has the exponential,

00:41:43.210 --> 00:41:45.833
or has the sine or cosine
in it, will disappear

00:41:45.833 --> 00:41:46.750
under the integration.

00:41:46.750 --> 00:41:50.830
The only term that survives
is the one where m equals n.

00:41:50.830 --> 00:41:54.160
And so what you
discover is that this is

00:41:54.160 --> 00:41:57.915
2 pi hn when you're all done.

00:41:57.915 --> 00:41:59.540
I'm not going through
the details here.

00:42:02.320 --> 00:42:05.455
So here is the formula we
wanted for the inverse DTFT.

00:42:19.890 --> 00:42:26.430
Here's the inverse DTFT, OK?

00:42:26.430 --> 00:42:30.750
I've forgotten my colored
chalk today, but that'll do.

00:42:34.030 --> 00:42:37.910
So if I gave you a filter
characteristic like this

00:42:37.910 --> 00:42:40.430
and asked you to find the unit
sample response of the filter

00:42:40.430 --> 00:42:44.480
that went with it, you
would just have to plug

00:42:44.480 --> 00:42:47.750
in the frequency response
characteristic that I gave you

00:42:47.750 --> 00:42:48.950
and solve for the h's.

00:42:52.080 --> 00:42:55.793
I think I have a bunch
of this on the slides.

00:42:55.793 --> 00:42:57.210
This is what we
just went through.

00:43:01.100 --> 00:43:05.543
So let's do this now for
the ideal low pass filter.

00:43:05.543 --> 00:43:06.460
What is it that we do?

00:43:09.540 --> 00:43:13.440
I've got the formula that I
just derived for you there.

00:43:13.440 --> 00:43:18.090
h is equal to 1 in the
pass band of the filter,

00:43:18.090 --> 00:43:21.070
and it's 0 outside of that.

00:43:21.070 --> 00:43:24.380
So I set h equal to 1 in the
pass band of the filter, which

00:43:24.380 --> 00:43:27.710
is from minus omega C to plus
omega C, and the rest of it

00:43:27.710 --> 00:43:29.420
doesn't contribute anything.

00:43:29.420 --> 00:43:31.920
And then, I just work
out this integral.

00:43:31.920 --> 00:43:34.320
And I've actually got
to do it in two pieces.

00:43:34.320 --> 00:43:37.010
For n not equal to 0,
this is what I get.

00:43:37.010 --> 00:43:40.790
For n equals 0,
this is what I get.

00:43:40.790 --> 00:43:42.560
If n was continuous,
actually, you'd

00:43:42.560 --> 00:43:46.580
say that this is the
same expression as here,

00:43:46.580 --> 00:43:48.560
because you just
use L'Hopital's rule

00:43:48.560 --> 00:43:50.660
and you'll get
from here to here.

00:43:50.660 --> 00:43:52.730
But since n is an
integer, we've got

00:43:52.730 --> 00:43:54.620
to be a little careful
how we write it, OK?

00:43:54.620 --> 00:43:57.440
So you can't really say you're
going to use L'Hopital's rule

00:43:57.440 --> 00:43:59.810
to see what this is in
the limit of n going to 0,

00:43:59.810 --> 00:44:01.680
because n takes integer values.

00:44:01.680 --> 00:44:04.323
But if you work it out from
scratch for n equals 0,

00:44:04.323 --> 00:44:05.990
you'll see that you
get a formula that's

00:44:05.990 --> 00:44:09.110
consistent with using
L'Hopital's rule.

00:44:09.110 --> 00:44:13.530
OK, so this is a function that
we'll see again and again when

00:44:13.530 --> 00:44:15.960
we do filtering of
this type, and it's

00:44:15.960 --> 00:44:18.100
referred to as a sinc function.

00:44:18.100 --> 00:44:22.380
So it's not S-I-N, but S-I-N-C.
And if you plot it out,

00:44:22.380 --> 00:44:23.250
this is what it is.

00:44:26.410 --> 00:44:31.180
So it's got the oscilation
that comes from the sine,

00:44:31.180 --> 00:44:33.970
but it's got a reduction in
amplitude that comes from the 1

00:44:33.970 --> 00:44:34.720
over n.

00:44:34.720 --> 00:44:36.400
So it's a signal
that falls off as 1

00:44:36.400 --> 00:44:42.642
over n with this kind
of a characteristic.

00:44:47.290 --> 00:44:50.400
Do you think it's a bounded
input, bounded output

00:44:50.400 --> 00:44:52.020
stable system?

00:44:52.020 --> 00:44:52.830
What's your hunch?

00:44:56.740 --> 00:44:59.030
Remember what it takes
for a system to be stable?

00:44:59.030 --> 00:45:02.753
The unit sample response has
to be absolutely summable.

00:45:02.753 --> 00:45:04.420
So if you take the
absolute values here,

00:45:04.420 --> 00:45:06.370
and sum from minus
infinity to infinity,

00:45:06.370 --> 00:45:10.890
you want to get something
finite to call this stable.

00:45:10.890 --> 00:45:12.900
Well, since this only
falls off as 1 over n,

00:45:12.900 --> 00:45:14.480
it turns out to not be stable.

00:45:14.480 --> 00:45:16.920
So it's actually an
extreme idealization

00:45:16.920 --> 00:45:20.460
that is not bounded-- input
bounded, output stable,

00:45:20.460 --> 00:45:21.150
but it's close.

00:45:24.870 --> 00:45:29.730
Just to go back when I showed
you this filter characteristic

00:45:29.730 --> 00:45:35.790
here, to give the cheap version
of a low pass filter, what

00:45:35.790 --> 00:45:41.670
we actually did was
take the sinc function

00:45:41.670 --> 00:45:43.973
and truncated to
a finite interval.

00:45:43.973 --> 00:45:46.140
And so what happens when
you truncate it to a finite

00:45:46.140 --> 00:45:50.083
interval is that instead
of the sharp box-like shape

00:45:50.083 --> 00:45:52.500
for the frequency response,
you get a closer approximation

00:45:52.500 --> 00:45:53.160
to it--

00:45:53.160 --> 00:45:56.678
not exactly the ideal low pass
filter, but maybe good enough.

00:45:56.678 --> 00:45:58.220
The other thing that
you might notice

00:45:58.220 --> 00:46:01.610
if you're looking carefully
is that I had a sinc that

00:46:01.610 --> 00:46:04.130
was centered around 0 and even.

00:46:04.130 --> 00:46:07.530
And now, I seem to have a
causal version of the filter.

00:46:07.530 --> 00:46:10.700
And I think I'll leave you
in recitation to figure out

00:46:10.700 --> 00:46:13.910
how you can go from the
centered, non-causal filter

00:46:13.910 --> 00:46:15.770
to a causal filter,
and what that

00:46:15.770 --> 00:46:19.787
does to phase and to
frequency response magnitude.

00:46:25.620 --> 00:46:29.370
So basically, I'll leave you
to go through the details here.

00:46:29.370 --> 00:46:33.505
But the key idea here
is the inverse DTFT.

00:46:37.690 --> 00:46:40.190
So now, I want to just take a
slightly different perspective

00:46:40.190 --> 00:46:42.710
on this formula that we derived.

00:46:42.710 --> 00:46:45.080
We said we've got a frequency
response, which we're

00:46:45.080 --> 00:46:49.910
calling the DTFT of the signal
h of n-- the unit sample

00:46:49.910 --> 00:46:51.470
response.

00:46:51.470 --> 00:46:53.060
We've got an
inverse formula that

00:46:53.060 --> 00:46:57.680
allows us to get the time signal
from the frequency response.

00:46:57.680 --> 00:46:59.825
But here's yet another
way of looking at what

00:46:59.825 --> 00:47:00.950
this formula is telling us.

00:47:00.950 --> 00:47:04.730
This formula is saying,
I can think of h of n

00:47:04.730 --> 00:47:08.368
as being made up of a whole
bunch of complex exponentials.

00:47:08.368 --> 00:47:10.410
So you see that this is
what we were looking for.

00:47:10.410 --> 00:47:13.100
We were looking for a
way to take a signal

00:47:13.100 --> 00:47:15.260
and figure out its
spectral content.

00:47:15.260 --> 00:47:18.350
We want to know what
complex exponentials,

00:47:18.350 --> 00:47:21.440
or what sinusoids does it
take to make that signal?

00:47:21.440 --> 00:47:23.510
Well, we have a hint of
that in this expression,

00:47:23.510 --> 00:47:26.420
because this is saying,
take the time domain signal.

00:47:26.420 --> 00:47:28.610
I can think of it as
being a combination.

00:47:28.610 --> 00:47:32.240
Now, this is not a finite
combination, it's a continuum.

00:47:32.240 --> 00:47:35.720
But it is a combination of
exponentials of the type

00:47:35.720 --> 00:47:37.730
that we know to work with.

00:47:37.730 --> 00:47:41.270
So this is actually giving
us a spectral decomposition

00:47:41.270 --> 00:47:43.730
of the unit sample
response, where

00:47:43.730 --> 00:47:47.240
the amount of e to
the j omega n that it

00:47:47.240 --> 00:47:51.140
takes to make up the signal
is told to me by h of omega.

00:47:51.140 --> 00:47:53.870
So the h of omegas are
sort of the weights

00:47:53.870 --> 00:47:57.720
that we use to combine these
exponentials to get the signal.

00:47:57.720 --> 00:48:01.340
So the idea for a
spectral decomposition,

00:48:01.340 --> 00:48:03.560
or for describing the
spectral nature of a signal

00:48:03.560 --> 00:48:05.480
is actually sitting there.

00:48:05.480 --> 00:48:08.360
All we have to do is say,
we'll use the same formulas,

00:48:08.360 --> 00:48:12.050
but let's no longer restrict
it to the unit sample

00:48:12.050 --> 00:48:14.750
response of a system
and the frequency

00:48:14.750 --> 00:48:15.900
response of that system.

00:48:15.900 --> 00:48:17.850
Let's use it for any signal--

00:48:17.850 --> 00:48:21.446
so the same formulas, but
now for any signal xn.

00:48:21.446 --> 00:48:24.930
Give me any signal xn,
I'll compute for you

00:48:24.930 --> 00:48:30.000
this object, which is the
DTFT of that signal, just

00:48:30.000 --> 00:48:31.910
the same way I did for
a frequency response.

00:48:31.910 --> 00:48:34.560
So I'll compute the
x of omega for you.

00:48:34.560 --> 00:48:37.170
What's the significance
of x of omega?

00:48:37.170 --> 00:48:39.240
Well, it tells me
in what combination

00:48:39.240 --> 00:48:42.540
I have to wait the
e to the j omega n's

00:48:42.540 --> 00:48:44.110
to construct for you the signal.

00:48:44.110 --> 00:48:49.650
So the x of big omega,
the DTFT tells me

00:48:49.650 --> 00:48:51.720
what the spectral
content of the signal is.

00:48:51.720 --> 00:48:53.640
If I plot that as a
function of frequency,

00:48:53.640 --> 00:48:55.800
it tells me how to
assemble the signal out

00:48:55.800 --> 00:48:59.160
of sums of sines and cosines.

00:48:59.160 --> 00:49:00.150
So let's see here.

00:49:05.880 --> 00:49:12.180
More specifically, what I would
say is that the DTFT at omega

00:49:12.180 --> 00:49:12.830
0--

00:49:12.830 --> 00:49:16.470
omega sub 0 times d omega
is the spectral content

00:49:16.470 --> 00:49:19.800
of the signal in that
particular interval.

00:49:19.800 --> 00:49:23.310
And if I add up all those
components over all frequencies

00:49:23.310 --> 00:49:26.040
in this 2 pi range, I'll
get the original signal

00:49:26.040 --> 00:49:27.580
that I'm interested in.

00:49:27.580 --> 00:49:31.080
So what we'll do next time
is work with this idea

00:49:31.080 --> 00:49:34.290
to see how it lets us think
about signals through systems,

00:49:34.290 --> 00:49:38.280
and how it enables us to do
filtering in a systematic way.

00:49:38.280 --> 00:49:40.880
All right, let's leave
it at that for now.