SIGNALS AND SIGNAL PROCESSING

Size: px
Start display at page:

Download "SIGNALS AND SIGNAL PROCESSING"

Transcription

1 SIGNALS AND SIGNAL PROCESSING Leture 2 (IR/IIR) Toomas Ruuben Contat data Toomas Ruuben truuben@lr.ttu.ee Home page of the ourse: Toomas Ruuben (TTÜ RSTI) ilters with inite Impulse Response (IR) ilters with inite Impulse Response (IR) IR filter have a sampled impulse response h i with finite duration Output of the filter ( n) is expressed as a onvolution from the impulse response and the sampled input signal x( n). Output of the filter is expressed as: N ( n) h( i) x( n i) i Inverted struture ma be used in ase of the following formula n ( n) x( i) h( n i) i n ( N ) Corresponding topolog is the following 3 4

2 requen response of the IR filters requen response of the IR filters Consider the first formula of ( n) Spetrum of the output signal of the filter is expressed as: N ( n) h( i) x( n i) i Y T X Convolution ma be alulated b using ourier s transform if impulse response ja input signal are sampled with the same frequen. t / Taking ourier transform from the impulse response h(n), we get frequen response of the sstem T N h( n) exp( j2π fn / ) n Output signal of the filter from the spetrum: ( n) Y exp( j2π fn / ) df requen response of the filter ma be also alulated via z- transform. z exp j2π f / Spetrum of the input signal is expressed as: X x( n) exp( j2π fn / ) n To explain this, let analse the filter formula more deepl 5 6 requen response of the IR filters requen response of the IR filters Strutual formula of the IR filter: N ( n) h( i) x( n i) ( n) h( ) x( n) + h( ) x( n ) + h( 2) x( n 2) + Taking ourier transform from the both sides of the strutual formula, and taking into aount that signal dela in frequen domain is defined b z transform, we get the spetum of the filter output signal i ( N ) x( n ( N ) ) + h h( ) X + h( ) X exp( j2π f )+ h( 2 ) X exp( j2π f 2/ ) +... Y /... + h( N ) X exp( j2π f( N ) ) / ( 2 N ) 2 X f h + h z + h z + + h N z rom the previous formula we an derivate the formula of the frequen response via z transform: N n T f Y f / X f h( n) z h( n) exp( j2π fn / ) n N Next let s look at the frequen and phase response of the filter if all values of the impulse response are equal with one () ( i), i n Taking into aount the formula of series sum we have T 2 ( N ) + z + z + + z h z z N exp exp ( j2π fn / ) ( j2π f / ) 7 8

3 requen response of the IR filters B modifing the previous formula we get ( ( sinπ fn / T ( f ) N exp jπ f N ) / ) N sinπ f / ( jφ ) T, f / 2, N exp < A rom here we an extrat the amplitude f and phase response of the filter : sin ( π fn / ) T f A N sinπ f / φ f π( N ) t The frequen response of the IR filter T A f is a periodial funtion with period. The phase response of the IR filter is linear whih means the dela of the singal in disretes. T A φ 9 requen response of the IR filters rom the formula: T A sin N ( π fn / ) sin( π f / ) we an find the width of the frequen response on the zero level from the equation: sin π f N / f N / π, f / N., π The frequen response of the IR filter in ase of h ( i), i IR filter with the smmetrial stuture The idea is to eliminate the dela between input and output signals. Let s shift the time referene to the entral point of the impulse response. or that we make summing in the formula of frequen response as: ( )/2 N T f h n exp j 2π fn /. n ( N ) or larit reasons, let s look at the situation where N is an even number. The amount of alulation an be redued when the impulse response of the IR filter is an even or an odd funtion n. h ( n ) h s IR filter with the smmetrial stuture In ase of even funtion h n h n h n h n and filter output signal is expressed as ( )/ 2 N ( ( + ) + ( )) n h i x n i x n i i Similar formula ma be obtained in ase of odd impulse responses h ( n) h( n) h( n) h( n) s In suh ases the input signals shifted towards eah other need to be substrated. The strutural sheme is on the following slide. s s 2

4 IR filter with the smmetrial stuture The struture of the IR filter if N is an odd. Here τ ( N ) / 2 requen response of the filter with the smmetrial struture Let s use the formula: ( N )/ 2 n ( N )/ 2 T f h n exp j2π fn /. and assume that the impulse response is an even funtion h n h n In this ase the frequen response will reveal as following: beause ( N f )/ 2 T T h( n) os 2π fn / n ( N )/ 2 ( N f ) / 2 n ( N )/ 2 h n sin 2π fn / 3 4 requen response of the filter with the smmetrial struture requen response of the filter with the smmetrial struture The impulse and frequen responses of the filter are assoiated with eah other b ourier transform. The impulse response an be derivated from the frequen response as following: / 2 h ( n) T os( 2π fn / ) d f. / 2 If h n h n, then also T and IR filter an be T( f) snthesized as following: ( )/ 2 N 2 os( 2π / ), T f h n fn n / 2 2 h n T f os 2π fn / d f ; Linear phase response and lak of distortions are most important properties of the IR filters. or that, the transmission funtion should be real. That means that the oefiient of the impulse response h( n) should be real numbers. The frequen response of the linear phase filter will reveal 2π τ / T f T f e j f That impulse response is obtained b taking the ourier transform from the frequen response funtion: / 2 j 2π f( n )/ h( n) τ T e df / 2 T 5 6

5 requen response of the filter with the smmetrial struture IIR (Infinite Impulse Response) filters Supposing that the dela τ is disrete with the step /. B replaing n τ m nm+ τ we get / 2 h m T f e f / 2 j 2π fm ( + τ) d / 2 2 T f os 2π fm / d f. IIR filter is based on adder and two IR filters. The output signal of IIR filter an be alulated with the following formula: N N H B ( ) + ( ) n h i x n i b e n e I e The strutural sheme of the IIR filter in a general wa: B shifting the time referene to the entral point of the impulse response, we an eliminate the linear phase hanges. 7 8 IIR filters IIR filters A more detailed sheme of IIR filter in the input of a IR filter: The modified struture of IIR filter with one dela register. 9 2

6 IIR filters The omparison of strutures: IIR filters The main risk of IIR filter is the possibilit to lose its stabilit. To prevent that from happening, the first ondition is: b Taking into aount the struture of the IIR filter and swithing into frequen domain, the spetrum of the signal in the output of the IIR filter and the frequen response funtion reveals as following: H X B Y, Y + ( B ) H X, Y T Y X H B 2 22 IIR filter Based on the previous, the frequen response funtion of the IIR filter an be seen prinipall as the multipliation of the frequen response of prefiltering part and frequen response of the feedbak sstem. T f T f T f T f T f Here And H H B B H, / ( ) T f H f T f B f IIR filter loses its stabilit if the following ondition appears: B B f / TB f N B ( ) n b e n e e IIR filter or retaining the stabilit of IIR filter the following ondition must be fulfilled: N B b e n e < e Assuming that the input signal is unipolar n, stabilit an be assured also b fulfilling a more simple but rigid ondition: N B e In ase of a bipolar output signal n the stabilit of the IIR filter an be assured b the following equation: N B e Let s look at some pratial assignments in Matlab environment. b e b e < < 23 24

7 MATLAB examples (IIR) MATLAB examples (IIR) [M,Wn]buttord(Wp,Ws,Rp,Rs) [M,Wn]hebord(Wp,Ws,Rp,Rs) [M,Wn]heb2ord(Wp,Ws,Rp,Rs) [M,Wn]ellipord(Wp,Ws,Rp,Rs) Here:..Wp - pass band (normalized b f s / 2) Ws -stop band (normalized b f s / 2) Rp -biggest waviness in pass band (db) Rs -minimal attenuation in stop band (db) M -ilter order Wn -Predistorted frequen Calulating the filter oeffiients A and B [B,A]butter(M,Wn) [B,A]heb(M,Rp,Wn) [B,A]heb2(M,Rs,Wn) [B,A]ellip(M,Rp,Rs,Wn) MATLAB examples (IIR) MATLAB examples (IIR) How to define filter tpes Example: LP: Wp., Ws.2 HP: Wp.2, Ws. B: Wp [.2.7], Ws [..8] S: Wp [..8], Ws [.2.7] To filter she signal x, following ommand ma be used Wp [6 2]/5; Ws [5 25]/5; Rp 3; Rs 4; [n,wn] buttord(wp,ws,rp,rs); %n6, Wn [b,a] butter(n,wn); freqz(b,a,28,) title('n6 Butterworth Bandpass ilter') filter(b,a,x) 27 28

8 MATLAB examples (IIR) 29

Simple FIR Digital Filters. Simple FIR Digital Filters. Simple Digital Filters. Simple FIR Digital Filters. Simple FIR Digital Filters

Simple FIR Digital Filters. Simple FIR Digital Filters. Simple Digital Filters. Simple FIR Digital Filters. Simple FIR Digital Filters Simple Digital Filters Later in the ourse we shall review various methods of designing frequeny-seletive filters satisfying presribed speifiations We now desribe several low-order FIR and IIR digital filters

More information

Control Theory association of mathematics and engineering

Control Theory association of mathematics and engineering Control Theory assoiation of mathematis and engineering Wojieh Mitkowski Krzysztof Oprzedkiewiz Department of Automatis AGH Univ. of Siene & Tehnology, Craow, Poland, Abstrat In this paper a methodology

More information

Computer Engineering 4TL4: Digital Signal Processing (Fall 2003) Solutions to Final Exam

Computer Engineering 4TL4: Digital Signal Processing (Fall 2003) Solutions to Final Exam Computer Engineering TL: Digital Signal Proessing (Fall 3) Solutions to Final Exam The step response ynof a ausal, stable LTI system is: n [ ] = [ yn ] un, [ ] where un [ ] is the unit step funtion a Find

More information

Topic 7: Filter types and structures

Topic 7: Filter types and structures ELEN E481: Digital Signal Processing Topic 7: Filter tpes and structures 1. Some filter tpes 2. Minimum and maximum phase 3. Filter implementation structures 1 1. Some Filter Tpes We have seen the basics

More information

Signals & Systems - Chapter 6

Signals & Systems - Chapter 6 Signals & Systems - Chapter 6 S. A real-valued signal x( is knon to be uniquely determined by its samples hen the sampling frequeny is s = 0,000π. For hat values of is (j) guaranteed to be zero? From the

More information

Chapter 2: Solution of First order ODE

Chapter 2: Solution of First order ODE 0 Chapter : Solution of irst order ODE Se. Separable Equations The differential equation of the form that is is alled separable if f = h g; In order to solve it perform the following steps: Rewrite the

More information

Maximum Entropy and Exponential Families

Maximum Entropy and Exponential Families Maximum Entropy and Exponential Families April 9, 209 Abstrat The goal of this note is to derive the exponential form of probability distribution from more basi onsiderations, in partiular Entropy. It

More information

LECTURE 2 Geometrical Properties of Rod Cross Sections (Part 2) 1 Moments of Inertia Transformation with Parallel Transfer of Axes.

LECTURE 2 Geometrical Properties of Rod Cross Sections (Part 2) 1 Moments of Inertia Transformation with Parallel Transfer of Axes. V. DEMENKO MECHNCS OF MTERLS 05 LECTURE Geometrial Properties of Rod Cross Setions (Part ) Moments of nertia Transformation with Parallel Transfer of xes. Parallel-xes Theorems S Given: a b = S = 0. z

More information

Responses of Digital Filters Chapter Intended Learning Outcomes:

Responses of Digital Filters Chapter Intended Learning Outcomes: Responses of Digital Filters Chapter Intended Learning Outcomes: (i) Understanding the relationships between impulse response, frequency response, difference equation and transfer function in characterizing

More information

Chapter Review of of Random Processes

Chapter Review of of Random Processes Chapter.. Review of of Random Proesses Random Variables and Error Funtions Conepts of Random Proesses 3 Wide-sense Stationary Proesses and Transmission over LTI 4 White Gaussian Noise Proesses @G.Gong

More information

Lecture 7: z-transform Properties, Sampling and Nyquist Sampling Theorem

Lecture 7: z-transform Properties, Sampling and Nyquist Sampling Theorem EE518 Digital Signal Proessing University of Washington Autumn 21 Dept. of Eletrial Engineering ure 7: z-ransform Properties, Sampling and Nyquist Sampling heorem Ot 22, 21 Prof: J. Bilmes

More information

Duct Acoustics. Chap.4 Duct Acoustics. Plane wave

Duct Acoustics. Chap.4 Duct Acoustics. Plane wave Chap.4 Dut Aoustis Dut Aoustis Plane wave A sound propagation in pipes with different ross-setional area f the wavelength of sound is large in omparison with the diameter of the pipe the sound propagates

More information

2.161 Signal Processing: Continuous and Discrete Fall 2008

2.161 Signal Processing: Continuous and Discrete Fall 2008 IT OpenCourseWare http://ocw.mit.edu 2.161 Signal Processing: Continuous and Discrete all 2008 or information about citing these materials or our Terms of Use, visit: http://ocw.mit.edu/terms. assachusetts

More information

Lecture 15 (Nov. 1, 2017)

Lecture 15 (Nov. 1, 2017) Leture 5 8.3 Quantum Theor I, Fall 07 74 Leture 5 (Nov., 07 5. Charged Partile in a Uniform Magneti Field Last time, we disussed the quantum mehanis of a harged partile moving in a uniform magneti field

More information

Developing Excel Macros for Solving Heat Diffusion Problems

Developing Excel Macros for Solving Heat Diffusion Problems Session 50 Developing Exel Maros for Solving Heat Diffusion Problems N. N. Sarker and M. A. Ketkar Department of Engineering Tehnology Prairie View A&M University Prairie View, TX 77446 Abstrat This paper

More information

The Hanging Chain. John McCuan. January 19, 2006

The Hanging Chain. John McCuan. January 19, 2006 The Hanging Chain John MCuan January 19, 2006 1 Introdution We onsider a hain of length L attahed to two points (a, u a and (b, u b in the plane. It is assumed that the hain hangs in the plane under a

More information

Supplementary information for: All-optical signal processing using dynamic Brillouin gratings

Supplementary information for: All-optical signal processing using dynamic Brillouin gratings Supplementary information for: All-optial signal proessing using dynami Brillouin gratings Maro Santagiustina, Sanghoon Chin 2, Niolay Primerov 2, Leonora Ursini, Lu Thévena 2 Department of Information

More information

Chapter 7: Filter Design 7.1 Practical Filter Terminology

Chapter 7: Filter Design 7.1 Practical Filter Terminology hapter 7: Filter Design 7. Practical Filter Terminology Analog and digital filters and their designs constitute one of the major emphasis areas in signal processing and communication systems. This is due

More information

Directional Coupler. 4-port Network

Directional Coupler. 4-port Network Diretional Coupler 4-port Network 3 4 A diretional oupler is a 4-port network exhibiting: All ports mathed on the referene load (i.e. S =S =S 33 =S 44 =0) Two pair of ports unoupled (i.e. the orresponding

More information

Linear Convolution Using FFT

Linear Convolution Using FFT Linear Convolution Using FFT Another useful property is that we can perform circular convolution and see how many points remain the same as those of linear convolution. When P < L and an L-point circular

More information

Advanced Computational Fluid Dynamics AA215A Lecture 4

Advanced Computational Fluid Dynamics AA215A Lecture 4 Advaned Computational Fluid Dynamis AA5A Leture 4 Antony Jameson Winter Quarter,, Stanford, CA Abstrat Leture 4 overs analysis of the equations of gas dynamis Contents Analysis of the equations of gas

More information

Discrete Time Systems

Discrete Time Systems Discrete Time Systems Valentina Hubeika, Jan Černocký DCGM FIT BUT Brno, {ihubeika,cernocky}@fit.vutbr.cz 1 LTI systems In this course, we work only with linear and time-invariant systems. We talked about

More information

The simulation analysis of the bridge rectifier continuous operation in AC circuit

The simulation analysis of the bridge rectifier continuous operation in AC circuit Computer Appliations in Eletrial Engineering Vol. 4 6 DOI 8/j.8-448.6. The simulation analysis of the bridge retifier ontinuous operation in AC iruit Mirosław Wiślik, Paweł Strząbała Kiele University of

More information

EE451/551: Digital Control. Chapter 7: State Space Representations

EE451/551: Digital Control. Chapter 7: State Space Representations EE45/55: Digital Control Chapter 7: State Spae Representations State Variables Definition 7.: The system state is a minimal set of { variables x ( t ), i =, 2,, n needed together with the i input ut, and

More information

COMM 602: Digital Signal Processing. Lecture 8. Digital Filter Design

COMM 602: Digital Signal Processing. Lecture 8. Digital Filter Design COMM 60: Digital Signal Proeing Leture 8 Digital Filter Deign Remember: Filter Type Filter Band Pratial Filter peifiation Pratial Filter peifiation H ellipti H Pratial Filter peifiation p p IIR Filter

More information

Physics for Scientists & Engineers 2

Physics for Scientists & Engineers 2 Review Maxwell s Equations Physis for Sientists & Engineers 2 Spring Semester 2005 Leture 32 Name Equation Desription Gauss Law for Eletri E d A = q en Fields " 0 Gauss Law for Magneti Fields Faraday s

More information

FINITE WORD LENGTH EFFECTS IN DSP

FINITE WORD LENGTH EFFECTS IN DSP FINITE WORD LENGTH EFFECTS IN DSP PREPARED BY GUIDED BY Snehal Gor Dr. Srianth T. ABSTRACT We now that omputers store numbers not with infinite preision but rather in some approximation that an be paed

More information

One-edge Diffraction. Chapter 1. Direction of incidence. Reflected ray 4. Screen y

One-edge Diffraction. Chapter 1. Direction of incidence. Reflected ray 4. Screen y Chapter One-edge Diffration The time domain impulse response for edge diffration is derived from Eqn.. aording to Fig... ϕ < ϕ < π is the angle between y and r. ϕ < ϕ < π is the angle between y and the

More information

Wavetech, LLC. Ultrafast Pulses and GVD. John O Hara Created: Dec. 6, 2013

Wavetech, LLC. Ultrafast Pulses and GVD. John O Hara Created: Dec. 6, 2013 Ultrafast Pulses and GVD John O Hara Created: De. 6, 3 Introdution This doument overs the basi onepts of group veloity dispersion (GVD) and ultrafast pulse propagation in an optial fiber. Neessarily, it

More information

Basic Design Approaches

Basic Design Approaches (Classic) IIR filter design: Basic Design Approaches. Convert the digital filter specifications into an analog prototype lowpass filter specifications. Determine the analog lowpass filter transfer function

More information

ELECTROMAGNETIC WAVES

ELECTROMAGNETIC WAVES ELECTROMAGNETIC WAVES Now we will study eletromagneti waves in vauum or inside a medium, a dieletri. (A metalli system an also be represented as a dieletri but is more ompliated due to damping or attenuation

More information

Waveguide Introduction & Analysis Setup

Waveguide Introduction & Analysis Setup 4347 Applied letromagnetis Topi 5a Waveguide Introdution & Analsis Setup Leture 5a These notes ma ontain oprighted material obtained under fair use rules. Distribution of these materials is stritl prohibited

More information

Design IIR Butterworth Filters Using 12 Lines of Code

Design IIR Butterworth Filters Using 12 Lines of Code db Design IIR Butterworth Filters Using 12 Lines of Code While there are plenty of canned functions to design Butterworth IIR filters [1], it s instructive and not that complicated to design them from

More information

Extra Credit Solutions Math 181, Fall 2018 Instructor: Dr. Doreen De Leon

Extra Credit Solutions Math 181, Fall 2018 Instructor: Dr. Doreen De Leon Extra Credit Solutions Math 181, Fall 018 Instrutor: Dr. Doreen De Leon 1. In eah problem below, the given sstem is an almost linear sstem at eah of its equilibrium points. For eah, (i Find the (real equilibrium

More information

Filter Design Problem

Filter Design Problem Filter Design Problem Design of frequency-selective filters usually starts with a specification of their frequency response function. Practical filters have passband and stopband ripples, while exhibiting

More information

LAB 6: FIR Filter Design Summer 2011

LAB 6: FIR Filter Design Summer 2011 University of Illinois at Urbana-Champaign Department of Electrical and Computer Engineering ECE 311: Digital Signal Processing Lab Chandra Radhakrishnan Peter Kairouz LAB 6: FIR Filter Design Summer 011

More information

Some facts you should know that would be convenient when evaluating a limit:

Some facts you should know that would be convenient when evaluating a limit: Some fats you should know that would be onvenient when evaluating a it: When evaluating a it of fration of two funtions, f(x) x a g(x) If f and g are both ontinuous inside an open interval that ontains

More information

Strauss PDEs 2e: Section Exercise 3 Page 1 of 13. u tt c 2 u xx = cos x. ( 2 t c 2 2 x)u = cos x. v = ( t c x )u

Strauss PDEs 2e: Section Exercise 3 Page 1 of 13. u tt c 2 u xx = cos x. ( 2 t c 2 2 x)u = cos x. v = ( t c x )u Strauss PDEs e: Setion 3.4 - Exerise 3 Page 1 of 13 Exerise 3 Solve u tt = u xx + os x, u(x, ) = sin x, u t (x, ) = 1 + x. Solution Solution by Operator Fatorization Bring u xx to the other side. Write

More information

Signal Processing. Lecture 10: FIR Filter Design. Ahmet Taha Koru, Ph. D. Yildiz Technical University Fall

Signal Processing. Lecture 10: FIR Filter Design. Ahmet Taha Koru, Ph. D. Yildiz Technical University Fall Signal Processing Lecture 10: FIR Filter Design Ahmet Taha Koru, Ph. D. Yildiz Technical University 2017-2018 Fall ATK (YTU) Signal Processing 2017-2018 Fall 1 / 47 Introduction Introduction ATK (YTU)

More information

Tutorial 8: Solutions

Tutorial 8: Solutions Tutorial 8: Solutions 1. * (a) Light from the Sun arrives at the Earth, an average of 1.5 10 11 m away, at the rate 1.4 10 3 Watts/m of area perpendiular to the diretion of the light. Assume that sunlight

More information

Solving a system of linear equations Let A be a matrix, X a column vector, B a column vector then the system of linear equations is denoted by AX=B.

Solving a system of linear equations Let A be a matrix, X a column vector, B a column vector then the system of linear equations is denoted by AX=B. Matries and Vetors: Leture Solving a sstem of linear equations Let be a matri, X a olumn vetor, B a olumn vetor then the sstem of linear equations is denoted b XB. The augmented matri The solution to a

More information

Theory. Coupled Rooms

Theory. Coupled Rooms Theory of Coupled Rooms For: nternal only Report No.: R/50/TCR Prepared by:. N. taey B.., MO Otober 00 .00 Objet.. The objet of this doument is present the theory alulations to estimate the reverberant

More information

23.1 Tuning controllers, in the large view Quoting from Section 16.7:

23.1 Tuning controllers, in the large view Quoting from Section 16.7: Lesson 23. Tuning a real ontroller - modeling, proess identifiation, fine tuning 23.0 Context We have learned to view proesses as dynami systems, taking are to identify their input, intermediate, and output

More information

When p = 1, the solution is indeterminate, but we get the correct answer in the limit.

When p = 1, the solution is indeterminate, but we get the correct answer in the limit. The Mathematia Journal Gambler s Ruin and First Passage Time Jan Vrbik We investigate the lassial problem of a gambler repeatedly betting $1 on the flip of a potentially biased oin until he either loses

More information

Lecture 13 Bragg-Williams Theory

Lecture 13 Bragg-Williams Theory Leture 13 Bragg-Williams Theory As noted in Chapter 11, an alternative mean-field approah is to derive a free energy, F, in terms of our order parameter,m, and then minimize F with respet to m. We begin

More information

Filter Analysis and Design

Filter Analysis and Design Filter Analysis and Design Butterworth Filters Butterworth filters have a transfer function whose squared magnitude has the form H a ( jω ) 2 = 1 ( ) 2n. 1+ ω / ω c * M. J. Roberts - All Rights Reserved

More information

Physics 486. Classical Newton s laws Motion of bodies described in terms of initial conditions by specifying x(t), v(t).

Physics 486. Classical Newton s laws Motion of bodies described in terms of initial conditions by specifying x(t), v(t). Physis 486 Tony M. Liss Leture 1 Why quantum mehanis? Quantum vs. lassial mehanis: Classial Newton s laws Motion of bodies desribed in terms of initial onditions by speifying x(t), v(t). Hugely suessful

More information

Stability Condition in Terms of the Pole Locations

Stability Condition in Terms of the Pole Locations Stability Condition in Terms of the Pole Locations A causal LTI digital filter is BIBO stable if and only if its impulse response h[n] is absolutely summable, i.e., 1 = S h [ n] < n= We now develop a stability

More information

ON THE MOVING BOUNDARY HITTING PROBABILITY FOR THE BROWNIAN MOTION. Dobromir P. Kralchev

ON THE MOVING BOUNDARY HITTING PROBABILITY FOR THE BROWNIAN MOTION. Dobromir P. Kralchev Pliska Stud. Math. Bulgar. 8 2007, 83 94 STUDIA MATHEMATICA BULGARICA ON THE MOVING BOUNDARY HITTING PROBABILITY FOR THE BROWNIAN MOTION Dobromir P. Kralhev Consider the probability that the Brownian motion

More information

Time Domain Method of Moments

Time Domain Method of Moments Time Domain Method of Moments Massahusetts Institute of Tehnology 6.635 leture notes 1 Introdution The Method of Moments (MoM) introdued in the previous leture is widely used for solving integral equations

More information

arxiv:math/ v1 [math.ca] 27 Nov 2003

arxiv:math/ v1 [math.ca] 27 Nov 2003 arxiv:math/011510v1 [math.ca] 27 Nov 200 Counting Integral Lamé Equations by Means of Dessins d Enfants Sander Dahmen November 27, 200 Abstrat We obtain an expliit formula for the number of Lamé equations

More information

The gravitational phenomena without the curved spacetime

The gravitational phenomena without the curved spacetime The gravitational phenomena without the urved spaetime Mirosław J. Kubiak Abstrat: In this paper was presented a desription of the gravitational phenomena in the new medium, different than the urved spaetime,

More information

22.54 Neutron Interactions and Applications (Spring 2004) Chapter 6 (2/24/04) Energy Transfer Kernel F(E E')

22.54 Neutron Interactions and Applications (Spring 2004) Chapter 6 (2/24/04) Energy Transfer Kernel F(E E') 22.54 Neutron Interations and Appliations (Spring 2004) Chapter 6 (2/24/04) Energy Transfer Kernel F(E E') Referenes -- J. R. Lamarsh, Introdution to Nulear Reator Theory (Addison-Wesley, Reading, 1966),

More information

LINEAR-PHASE FIR FILTERS DESIGN

LINEAR-PHASE FIR FILTERS DESIGN LINEAR-PHASE FIR FILTERS DESIGN Prof. Siripong Potisuk inimum-phase Filters A digital filter is a minimum-phase filter if and only if all of its zeros lie inside or on the unit circle; otherwise, it is

More information

Determination of the reaction order

Determination of the reaction order 5/7/07 A quote of the wee (or amel of the wee): Apply yourself. Get all the eduation you an, but then... do something. Don't just stand there, mae it happen. Lee Iaoa Physial Chemistry GTM/5 reation order

More information

INFINITE-IMPULSE RESPONSE DIGITAL FILTERS Classical analog filters and their conversion to digital filters 4. THE BUTTERWORTH ANALOG FILTER

INFINITE-IMPULSE RESPONSE DIGITAL FILTERS Classical analog filters and their conversion to digital filters 4. THE BUTTERWORTH ANALOG FILTER INFINITE-IMPULSE RESPONSE DIGITAL FILTERS Classical analog filters and their conversion to digital filters. INTRODUCTION 2. IIR FILTER DESIGN 3. ANALOG FILTERS 4. THE BUTTERWORTH ANALOG FILTER 5. THE CHEBYSHEV-I

More information

Lecture 19 IIR Filters

Lecture 19 IIR Filters Lecture 19 IIR Filters Fundamentals of Digital Signal Processing Spring, 2012 Wei-Ta Chu 2012/5/10 1 General IIR Difference Equation IIR system: infinite-impulse response system The most general class

More information

An Integrated Architecture of Adaptive Neural Network Control for Dynamic Systems

An Integrated Architecture of Adaptive Neural Network Control for Dynamic Systems An Integrated Arhiteture of Adaptive Neural Network Control for Dynami Systems Robert L. Tokar 2 Brian D.MVey2 'Center for Nonlinear Studies, 2Applied Theoretial Physis Division Los Alamos National Laboratory,

More information

Study of EM waves in Periodic Structures (mathematical details)

Study of EM waves in Periodic Structures (mathematical details) Study of EM waves in Periodi Strutures (mathematial details) Massahusetts Institute of Tehnology 6.635 partial leture notes 1 Introdution: periodi media nomenlature 1. The spae domain is defined by a basis,(a

More information

2.161 Signal Processing: Continuous and Discrete Fall 2008

2.161 Signal Processing: Continuous and Discrete Fall 2008 IT OpenCourseWare http://ocw.mit.edu 2.161 Signal Processing: Continuous and Discrete all 2008 or information about citing these materials or our Terms of Use, visit: http://ocw.mit.edu/terms. assachusetts

More information

ELEG 5173L Digital Signal Processing Ch. 5 Digital Filters

ELEG 5173L Digital Signal Processing Ch. 5 Digital Filters Department of Electrical Engineering University of Aransas ELEG 573L Digital Signal Processing Ch. 5 Digital Filters Dr. Jingxian Wu wuj@uar.edu OUTLINE 2 FIR and IIR Filters Filter Structures Analog Filters

More information

Subject: Introduction to Component Matching and Off-Design Operation % % ( (1) R T % (

Subject: Introduction to Component Matching and Off-Design Operation % % ( (1) R T % ( 16.50 Leture 0 Subjet: Introdution to Component Mathing and Off-Design Operation At this point it is well to reflet on whih of the many parameters we have introdued (like M, τ, τ t, ϑ t, f, et.) are free

More information

APPLIED SIGNAL PROCESSING

APPLIED SIGNAL PROCESSING APPLIED SIGNAL PROCESSING DIGITAL FILTERS Digital filters are discrete-time linear systems { x[n] } G { y[n] } Impulse response: y[n] = h[0]x[n] + h[1]x[n 1] + 2 DIGITAL FILTER TYPES FIR (Finite Impulse

More information

Lecture 11 Buckling of Plates and Sections

Lecture 11 Buckling of Plates and Sections Leture Bukling of lates and Setions rolem -: A simpl-supported retangular plate is sujeted to a uniaxial ompressive load N, as shown in the sketh elow. a 6 N N a) Calulate and ompare ukling oeffiients

More information

2. Typical Discrete-Time Systems All-Pass Systems (5.5) 2.2. Minimum-Phase Systems (5.6) 2.3. Generalized Linear-Phase Systems (5.

2. Typical Discrete-Time Systems All-Pass Systems (5.5) 2.2. Minimum-Phase Systems (5.6) 2.3. Generalized Linear-Phase Systems (5. . Typical Discrete-Time Systems.1. All-Pass Systems (5.5).. Minimum-Phase Systems (5.6).3. Generalized Linear-Phase Systems (5.7) .1. All-Pass Systems An all-pass system is defined as a system which has

More information

SURFACE WAVES OF NON-RAYLEIGH TYPE

SURFACE WAVES OF NON-RAYLEIGH TYPE SURFACE WAVES OF NON-RAYLEIGH TYPE by SERGEY V. KUZNETSOV Institute for Problems in Mehanis Prosp. Vernadskogo, 0, Mosow, 75 Russia e-mail: sv@kuznetsov.msk.ru Abstrat. Existene of surfae waves of non-rayleigh

More information

Wave Propagation through Random Media

Wave Propagation through Random Media Chapter 3. Wave Propagation through Random Media 3. Charateristis of Wave Behavior Sound propagation through random media is the entral part of this investigation. This hapter presents a frame of referene

More information

Multimedia Signals and Systems - Audio and Video. Signal, Image, Video Processing Review-Introduction, MP3 and MPEG2

Multimedia Signals and Systems - Audio and Video. Signal, Image, Video Processing Review-Introduction, MP3 and MPEG2 Multimedia Signals and Systems - Audio and Video Signal, Image, Video Processing Review-Introduction, MP3 and MPEG2 Kunio Takaya Electrical and Computer Engineering University of Saskatchewan December

More information

Taste for variety and optimum product diversity in an open economy

Taste for variety and optimum product diversity in an open economy Taste for variety and optimum produt diversity in an open eonomy Javier Coto-Martínez City University Paul Levine University of Surrey Otober 0, 005 María D.C. Garía-Alonso University of Kent Abstrat We

More information

s(t) impulse response contaminated by a random noise T data block length (s) t time (s) estimator f(t) generic function

s(t) impulse response contaminated by a random noise T data block length (s) t time (s) estimator f(t) generic function The International Journal of Analytial and Experimental Modal Analysis v 7 n 4 p 285-297 Ot 1992 by A Agneni, Universita degli Studi di Roma "La Sapienza" ABSTRACT A method of estimating natural frequenies

More information

Supporting Information

Supporting Information Supporting Information Olsman and Goentoro 10.1073/pnas.1601791113 SI Materials Analysis of the Sensitivity and Error Funtions. We now define the sensitivity funtion Sð, «0 Þ, whih summarizes the steepness

More information

Q2. [40 points] Bishop-Hill Model: Calculation of Taylor Factors for Multiple Slip

Q2. [40 points] Bishop-Hill Model: Calculation of Taylor Factors for Multiple Slip 27-750, A.D. Rollett Due: 20 th Ot., 2011. Homework 5, Volume Frations, Single and Multiple Slip Crystal Plastiity Note the 2 extra redit questions (at the end). Q1. [40 points] Single Slip: Calulating

More information

n n=1 (air) n 1 sin 2 r =

n n=1 (air) n 1 sin 2 r = Physis 55 Fall 7 Homework Assignment #11 Solutions Textbook problems: Ch. 7: 7.3, 7.4, 7.6, 7.8 7.3 Two plane semi-infinite slabs of the same uniform, isotropi, nonpermeable, lossless dieletri with index

More information

5.1 The Discrete Time Fourier Transform

5.1 The Discrete Time Fourier Transform 32 33 5 The Discrete Time ourier Transform ourier (or frequency domain) analysis the last Complete the introduction and the development of the methods of ourier analysis Learn frequency-domain methods

More information

CHBE320 LECTURE X STABILITY OF CLOSED-LOOP CONTOL SYSTEMS. Professor Dae Ryook Yang

CHBE320 LECTURE X STABILITY OF CLOSED-LOOP CONTOL SYSTEMS. Professor Dae Ryook Yang CHBE320 LECTURE X STABILITY OF CLOSED-LOOP CONTOL SYSTEMS Professor Dae Ryook Yang Spring 208 Dept. of Chemial and Biologial Engineering 0- Road Map of the Leture X Stability of losed-loop ontrol system

More information

Z - Transform. It offers the techniques for digital filter design and frequency analysis of digital signals.

Z - Transform. It offers the techniques for digital filter design and frequency analysis of digital signals. Z - Transform The z-transform is a very important tool in describing and analyzing digital systems. It offers the techniques for digital filter design and frequency analysis of digital signals. Definition

More information

IN-PLANE VIBRATIONS OF CURVED BEAMS WITH VARIABLE CROSS-SECTIONS CARRYING ADDITIONAL MASS

IN-PLANE VIBRATIONS OF CURVED BEAMS WITH VARIABLE CROSS-SECTIONS CARRYING ADDITIONAL MASS 11 th International Conferene on Vibration Problems Z. Dimitrovová et al. (eds.) Lisbon, Portugal, 9-1 September 013 IN-PLANE VIBRATIONS OF CURVED BEAMS WITH VARIABLE CROSS-SECTIONS CARRYING ADDITIONAL

More information

Design of IIR filters

Design of IIR filters Design of IIR filters Standard methods of design of digital infinite impulse response (IIR) filters usually consist of three steps, namely: 1 design of a continuous-time (CT) prototype low-pass filter;

More information

Discrete Bessel functions and partial difference equations

Discrete Bessel functions and partial difference equations Disrete Bessel funtions and partial differene equations Antonín Slavík Charles University, Faulty of Mathematis and Physis, Sokolovská 83, 186 75 Praha 8, Czeh Republi E-mail: slavik@karlin.mff.uni.z Abstrat

More information

Comparison of PD and LQR Methods for Spacecraft Attitude Control Using Star Trackers

Comparison of PD and LQR Methods for Spacecraft Attitude Control Using Star Trackers Comparison of PD and LQ Methods for Spaeraft Attitude Control Using Star raers Sott Beatt, Universit of New Meio, United States, sott.beatt@pangeateh.om ABSAC he wor ontained herein is a omparison of spaeraft

More information

Field and Wave Electromagnetic

Field and Wave Electromagnetic Field and Wave Eletromagneti Chapter Waveguides and Cavit Resonators Introdution () * Waveguide - TEM waves are not the onl mode o guided waves - The three tpes o transmission lines (parallel-plate, two-wire,

More information

Monte Carlo Simulation of Electron and Radiative Emission from Silicon Diodes

Monte Carlo Simulation of Electron and Radiative Emission from Silicon Diodes SIMULATION OF SEMICONDUCTOR DEVICES AND PROCESSES Vol. 4 Edited by W. Fihtner, D. Aemmer - Zurih (Switzerland) September 12-14,1991 - Hartung-Gorre 521 Monte Carlo Simulation of Eletron and Radiative Emission

More information

butter butter Purpose Syntax Description Digital Domain Analog Domain

butter butter Purpose Syntax Description Digital Domain Analog Domain butter butter 7butter Butterworth analog and digital filter design [b,a] = butter(n,wn) [b,a] = butter(n,wn,'ftype') [b,a] = butter(n,wn,'s') [b,a] = butter(n,wn,'ftype','s') [z,p,k] = butter(...) [A,B,C,D]

More information

( ) ( ) numerically using the DFT. The DTFT is defined. [ ]e. [ ] = x n. [ ]e j 2π Fn and the DFT is defined by X k. [ ]e j 2π kn/n with N = 5.

( ) ( ) numerically using the DFT. The DTFT is defined. [ ]e. [ ] = x n. [ ]e j 2π Fn and the DFT is defined by X k. [ ]e j 2π kn/n with N = 5. ( /13) in the Ω form. ind the DTT of 8rect 3 n 2 8rect ( 3( n 2) /13) 40drcl(,5)e j 4π Let = Ω / 2π. Then 8rect 3 n 2 40 drcl( Ω / 2π,5)e j 2Ω ( /13) ind the DTT of 8rect 3( n 2) /13 by X = x n numerically

More information

DHANALAKSHMI COLLEGE OF ENGINEERING DEPARTMENT OF ELECTRICAL AND ELECTRONICS ENGINEERING EC2314- DIGITAL SIGNAL PROCESSING UNIT I INTRODUCTION PART A

DHANALAKSHMI COLLEGE OF ENGINEERING DEPARTMENT OF ELECTRICAL AND ELECTRONICS ENGINEERING EC2314- DIGITAL SIGNAL PROCESSING UNIT I INTRODUCTION PART A DHANALAKSHMI COLLEGE OF ENGINEERING DEPARTMENT OF ELECTRICAL AND ELECTRONICS ENGINEERING EC2314- DIGITAL SIGNAL PROCESSING UNIT I INTRODUCTION PART A Classification of systems : Continuous and Discrete

More information

Rectangular Waveguide

Rectangular Waveguide 0/30/07 EE 4347 Applied Eletromagnetis Topi 5 Retangular Waveguide Leture 5 These notes ma ontain oprighted material obtained under air use rules. Distribution o these materials is stritl prohibited Slide

More information

Digital Signal Processing:

Digital Signal Processing: Digital Signal Processing: Mathematical and algorithmic manipulation of discretized and quantized or naturally digital signals in order to extract the most relevant and pertinent information that is carried

More information

EECS 120 Signals & Systems University of California, Berkeley: Fall 2005 Gastpar November 16, Solutions to Exam 2

EECS 120 Signals & Systems University of California, Berkeley: Fall 2005 Gastpar November 16, Solutions to Exam 2 EECS 0 Signals & Systems University of California, Berkeley: Fall 005 Gastpar November 6, 005 Solutions to Exam Last name First name SID You have hour and 45 minutes to omplete this exam. he exam is losed-book

More information

Phys 561 Classical Electrodynamics. Midterm

Phys 561 Classical Electrodynamics. Midterm Phys 56 Classial Eletrodynamis Midterm Taner Akgün Department of Astronomy and Spae Sienes Cornell University Otober 3, Problem An eletri dipole of dipole moment p, fixed in diretion, is loated at a position

More information

Chapter 2. Conditional Probability

Chapter 2. Conditional Probability Chapter. Conditional Probability The probabilities assigned to various events depend on what is known about the experimental situation when the assignment is made. For a partiular event A, we have used

More information

Common Mistakes & How to avoid them Class X - Math. Unit: Algebra. Types of Question Common Mistakes Points to be emphasised. points.

Common Mistakes & How to avoid them Class X - Math. Unit: Algebra. Types of Question Common Mistakes Points to be emphasised. points. Common Mistakes & How to avoid them Class X - Math Unit: Algera Chapter: Pair of Linear Equations in Two Variales Types of Question Common Mistakes Points to e emphasised Solving the system of (i) Error

More information

The Discrete-Time Fourier

The Discrete-Time Fourier Chapter 3 The Discrete-Time Fourier Transform 清大電機系林嘉文 cwlin@ee.nthu.edu.tw 03-5731152 Original PowerPoint slides prepared by S. K. Mitra 3-1-1 Continuous-Time Fourier Transform Definition The CTFT of

More information

Routh-Hurwitz Lecture Routh-Hurwitz Stability test

Routh-Hurwitz Lecture Routh-Hurwitz Stability test ECE 35 Routh-Hurwitz Leture Routh-Hurwitz Staility test AStolp /3/6, //9, /6/ Denominator of transfer funtion or signal: s n s n s n 3 s n 3 a s a Usually of the Closed-loop transfer funtion denominator

More information

Optimum Ordering and Pole-Zero Pairing of the Cascade Form IIR. Digital Filter

Optimum Ordering and Pole-Zero Pairing of the Cascade Form IIR. Digital Filter Optimum Ordering and Pole-Zero Pairing of the Cascade Form IIR Digital Filter There are many possible cascade realiations of a higher order IIR transfer function obtained by different pole-ero pairings

More information

LONGITUDINAL NATURAL FREQUENCIES OF RODS AND RESPONSE TO INITIAL CONDITIONS Revision B

LONGITUDINAL NATURAL FREQUENCIES OF RODS AND RESPONSE TO INITIAL CONDITIONS Revision B By Tom Irvine Email: tomirvine@aol.om ONGITUDINA NATURA FREQUENCIES OF RODS AND RESPONSE TO INITIA CONDITIONS Revision B Marh 4, 009 Consider a thin rod. E, A, m E is the modulus of elastiity. A is the

More information

Lossy coding. Lossless coding. Organization: 12 h Lectures + 8 h Labworks. Hybrid coding. Introduction: generalities, elements of information theory

Lossy coding. Lossless coding. Organization: 12 h Lectures + 8 h Labworks. Hybrid coding. Introduction: generalities, elements of information theory Organization: h Letures + 8 h Labworks Lossless oding RLC and Huffman oding Introdution: generalities, elements of information theory Lossy oding Salar and Vetorial oding Arithmeti oding and ditionary

More information

Acoustic Waves in a Duct

Acoustic Waves in a Duct Aousti Waves in a Dut 1 One-Dimensional Waves The one-dimensional wave approximation is valid when the wavelength λ is muh larger than the diameter of the dut D, λ D. The aousti pressure disturbane p is

More information

The perverse t-structure

The perverse t-structure The perverse t-struture Milan Lopuhaä Marh 15, 2017 1 The perverse t-struture The goal of today is to define the perverse t-struture and perverse sheaves, and to show some properties of both. In his talk

More information

Differential Equations 8/24/2010

Differential Equations 8/24/2010 Differential Equations A Differential i Equation (DE) is an equation ontaining one or more derivatives of an unknown dependant d variable with respet to (wrt) one or more independent variables. Solution

More information

Study on the leak test technology of spacecraft using ultrasonic

Study on the leak test technology of spacecraft using ultrasonic SINCE2013 Singapore International NDT Conferene & Exhibition 2013, 19-20 July 2013 Study on the test tehnology of spaeraft using ultrasoni Yan Rongxin, Li Weidan Beijing Institute of Spaeraft Environment

More information