1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
682
683
684
685
686
687
688
689
690
691
692
693
694
695
696
697
698
699
700
701
702
703
704
705
706
707
708
709
710
711
712
713
714
715
716
717
718
719
720
721
722
723
724
725
726
727
728
729
730
731
732
733
734
735
736
737
738
739
740
741
742
743
744
745
746
747
748
749
750
751
752
753
754
755
756
757
758
759
760
761
762
763
764
765
766
767
768
769
770
771
772
773
774
775
776
777
778
779
780
781
782
783
784
785
786
787
788
789
790
791
792
793
794
795
796
797
798
799
800
801
802
803
804
805
806
807
808
809
810
811
812
813
814
815
816
817
818
819
820
821
822
823
824
825
826
827
828
829
830
831
832
833
834
835
836
837
838
839
840
841
842
843
844
845
846
847
848
849
850
851
852
853
854
855
856
857
858
859
860
861
862
863
864
865
866
867
868
869
870
871
872
873
874
875
876
877
878
879
880
881
882
883
884
885
886
887
888
889
890
891
892
893
894
895
896
897
898
899
900
901
902
903
904
905
906
907
908
909
910
911
912
913
914
915
916
917
918
919
920
921
922
923
|
\chapter{Sampling and Time-Discrete Signals and Systems}
\begin{refsection}
\section{Time-Discrete Signals}
\subsection{Ideal Sampling}
\begin{figure}[H]
\centering
\begin{tikzpicture}
\begin{axis}[
height={0.25\textheight},
width=0.6\linewidth,
scale only axis,
xlabel={$t$},
ylabel={$x$},
%grid style={line width=.6pt, color=lightgray},
%grid=both,
grid=none,
legend pos=north west,
axis y line=middle,
axis x line=middle,
every axis x label/.style={
at={(ticklabel* cs:1.05)},
anchor=north,
},
every axis y label/.style={
at={(ticklabel* cs:1.05)},
anchor=east,
},
%xmin=0,
%xmax=7,
%ymin=0,
%ymax=3,
%xtick={0, 1, ..., 6},
%ytick={0, 0.5, ..., 2.5},
xmin=0,
xmax=6.5,
xtick={0, 1, ..., 6},
xticklabels={$0$, $T_S$, $2 T_S$, $3 T_S$, $4 T_S$, $5 T_S$, $6 T_S$},
]
\addplot[smooth, blue, dashed] coordinates {(0, 1.1) (1, 1.8) (2, 2.1) (3, 1.0) (4, 0.8) (5, 1.7) (6, 2.4)};
\addlegendentry{$\underline{x}{t}$};
\addplot[red, thick] coordinates {(0, 0) (0, 1.1)};
\addplot[red, thick] coordinates {(1, 0) (1, 1.8)};
\addplot[red, thick] coordinates {(2, 0) (2, 2.1)};
\addplot[red, thick] coordinates {(3, 0) (3, 1.0)};
\addplot[red, thick] coordinates {(4, 0) (4, 0.8)};
\addplot[red, thick] coordinates {(5, 0) (5, 1.7)};
\addplot[red, thick] coordinates {(6, 0) (6, 2.4)};
\addplot[only marks, red, thick, mark=o] coordinates {(0, 1.1) (1, 1.8) (2, 2.1) (3, 1.0) (4, 0.8) (5, 1.7) (6, 2.4)};
\addlegendentry{$\underline{x}_S{t}$};
\end{axis}
\end{tikzpicture}
\caption{Sampling of a time-continuous signal}
\label{fig:ch04:sampling_of_signal}
\end{figure}
Sampling:
\begin{itemize}
\item Sampling is converting a time-continuous signal $\underline{x}(t)$ to a time-discrete signal $\underline{x}[n]$.
\item Samples are periodically taken out of the original signal.
\end{itemize}
Nomenclature:
\begin{itemize}
\item The original time-continuous signal is $\underline{x}(t)$. The continuous time variable $t \in \mathbb{R}$ is a continuous real number.
\item The sampled signal is $\underline{x}[n]$. The discrete time variable $n \in \mathbb{Z}$ is a (discrete) integer number.
\item Round parenthesis is used for time-continuous signals. Square parenthesis is used for time-discrete signals.
\end{itemize}
Sampling parameters:
\begin{itemize}
\item The time instances, at which the samples are taken out, are equidistant.
\item The period between the samples is the \index{sampling period} \textbf{sampling period} $T_S$.
\item The inverse of the sampling period is the \index{sampling rate} \textbf{sampling rate} $f_S$.
\begin{equation}
f_S = \frac{1}{T_S}
\end{equation}
\item The \index{sampling angular frequency} \textbf{sampling angular frequency} $\omega_S$.
\begin{equation}
\omega_S = \frac{2 \pi}{T_S}
\end{equation}
\end{itemize}
Ideal sampling:
\begin{itemize}
\item The samples are ideally equidistant. The sampling period $T_S$ is constant and is \underline{not} subject to fluctuations.
\item The sample has the value of the original signal $\underline{x}(t)$ at \underline{exactly} the time instance where has been taken.
\end{itemize}
Some corollaries can be deducted from these two points:
\begin{itemize}
\item The sampled signal $\underline{x}_S(n T_S)$ at the discrete time $n$ is the value of the original signal at time $t = n T_S$.
\begin{equation}
\underline{x}[n] = \underline{x}\left(n T_S\right)
\end{equation}
\item The sampled signal $\underline{x}_S(t)$ consists of a chain of equidistant, indefinitely narrow pulses.
\begin{itemize}
\item The pulses are equidistant with $T_S$.
\item The pulses have the value of $\underline{x}\left(n T_S\right)$ as their amplitudes.
\item The value of the sampled signal is zero in between the pulses.
\begin{equation}
\underline{x}_S(t) = \begin{cases}
\underline{x}\left(n T_S\right) & \quad \forall \; t = n T_S, n \in \mathbb{Z}, \\
0 & \quad \forall \; n T_S < t < \left(n+1\right) T_S, n \in \mathbb{Z}.
\end{cases}
\end{equation}
\end{itemize}
\end{itemize}
\subsubsection{Dirac comb}
We know already indefinitely narrow pulses. They are Dirac delta functions $\delta\left(t - n T_S\right)$.
Taking out \underline{exactly one} sample out of $\underline{x}(t)$ is a multiplication of $\underline{x}(t)$ with $\delta\left(t - n T_S\right)$.
\begin{equation}
\underline{x}_{S,n}(t) = \underline{x}(t) \delta\left(t - n T_S\right)
\label{eq:ch4:one_sample_1}
\end{equation}
The Dirac delta function is zero expect at $t = n T_S$. So, \eqref{eq:ch4:one_sample_1} can be further reduced.
\begin{equation}
\underline{x}_{S,n}(t) = \underline{x}(n T_S) \delta\left(t - n T_S\right)
\label{eq:ch4:one_sample_2}
\end{equation}
\begin{figure}[H]
\centering
\begin{tikzpicture}
\begin{axis}[
height={0.25\textheight},
width=0.6\linewidth,
scale only axis,
xlabel={$t$},
ylabel={$x$},
%grid style={line width=.6pt, color=lightgray},
%grid=both,
grid=none,
legend pos=north west,
axis y line=middle,
axis x line=middle,
every axis x label/.style={
at={(ticklabel* cs:1.05)},
anchor=north,
},
every axis y label/.style={
at={(ticklabel* cs:1.05)},
anchor=east,
},
%xmin=0,
%xmax=7,
%ymin=0,
%ymax=3,
%xtick={0, 1, ..., 6},
%ytick={0, 0.5, ..., 2.5},
xmin=0,
xmax=6.5,
xtick={0, 1, ..., 6},
xticklabels={$0$, $T_S$, $2 T_S$, $3 T_S$, $4 T_S$, $5 T_S$, $6 T_S$},
]
\addplot[smooth, blue, dashed] coordinates {(0, 1.1) (1, 1.8) (2, 2.1) (3, 1.0) (4, 0.8) (5, 1.7) (6, 2.4)};
\addlegendentry{$\underline{x}{t}$};
\addplot[red, thick] coordinates {(2, 0) (2, 2.1)};
\addplot[only marks, red, thick, mark=o] coordinates {(2, 2.1)};
\addlegendentry{$\underline{x}_{S,n}{t}$};
\end{axis}
\end{tikzpicture}
\caption[Taking out exactly one sample out of $\underline{x}(t)$]{Taking out exactly one sample out of $\underline{x}(t)$ -- in this example $n = 2$.}
\end{figure}
To obtain the sampled signal, the sampling process $\underline{x}_{S,n}(t)$ \eqref{eq:ch4:one_sample_1} needs to be repeated for each $n \in \mathbb{Z}$. All individual sample processes $\underline{x}_{S,n}(t)$ are then superimposed to form the complete sampled signal $\underline{x}_S(t)$.
\begin{equation}
\begin{split}
\underline{x}_S(t) &= \sum\limits_{n = -\infty}^{\infty} \underline{x}_{S,n}(t) \\
&= \sum\limits_{n = -\infty}^{\infty} \underline{x}\left(t\right) \delta\left(t - n T_S\right) \\
&= \underline{x}\left(t\right) \cdot \underbrace{\sum\limits_{n = -\infty}^{\infty} \delta\left(t - n T_S\right)}_{= \Sha_{T_S}(t)}
\end{split}
\end{equation}
The sum of Dirac delta functions
\begin{itemize}
\item forms a series of equidistant pulses repeating at a period of $T_S$,
\item is called \index{Dirac comb} \textbf{Dirac comb} $\Sha_{T_S}(t)$ or \index{impulse train} \textbf{impulse train}.
\end{itemize}
\begin{definition}{Dirac comb}
The \index{Dirac comb} \textbf{Dirac comb} $\Sha_{T}(t)$ or \index{impulse train} \textbf{impulse train} is:
\begin{equation}
\Sha_{T}(t) = \sum\limits_{n = -\infty}^{\infty} \delta\left(t - n T\right)
\label{eq:ch04:dirac_comb}
\end{equation}
$T$ is the period of the equidistant Dirac pulses.
It is a periodic signal and can be decomposed using the Fourier analysis:
\begin{equation}
\Sha_{T}(t) = \frac{1}{T} \sum\limits_{n = -\infty}^{\infty} e^{j n \frac{2 \pi}{T} t}
\label{eq:ch04:dirac_comb_fourier_series}
\end{equation}
\begin{figure}[H]
\centering
\begin{tikzpicture}
\begin{axis}[
height={0.15\textheight},
width=0.9\linewidth,
scale only axis,
xlabel={$t$},
ylabel={$\Sha_{T_S}(t)$},
%grid style={line width=.6pt, color=lightgray},
%grid=both,
grid=none,
legend pos=north east,
axis y line=middle,
axis x line=middle,
every axis x label/.style={
at={(ticklabel* cs:1.05)},
anchor=north,
},
every axis y label/.style={
at={(ticklabel* cs:1.05)},
anchor=east,
},
xmin=-5.5,
xmax=5.5,
ymin=0,
ymax=1.2,
xtick={-5, -4, ..., 5},
xticklabels={$-5 T_S$, $-4 T_S$, $-3 T_S$, $-2 T_S$, $- T_S$, $0$, $T_S$, $2 T_S$, $3 T_S$, $4 T_S$, $5 T_S$},
ytick={0},
]
\pgfplotsinvokeforeach{-5, -4, ..., 5}{
\draw[-latex, blue, very thick] (axis cs:#1,0) -- (axis cs:#1,1);
%\addplot[blue, very thick] coordinates {(#1, 0) (#1, 1)};
%\addplot[only marks, blue, thick, mark=triangle] coordinates {(#1, 1)};
}
\end{axis}
\end{tikzpicture}
\caption{Dirac comb}
\end{figure}
\end{definition}
\subsubsection{Ideal Sampler}
A \index{sampler} \textbf{sampler} is a system which
\begin{itemize}
\item applies the Dirac comb $\Sha_{T_S}(t)$
\item to a time-continuous signal $\underline{x}(t)$ (multiplication) and
\item outputs a series of equidistant pulses $\underline{x}_S(t)$.
\end{itemize}
\begin{definition}{Ideally sampled signal}
An ideally \index{sampled signal} sampled signal is:
\begin{equation}
\begin{split}
\underline{x}_S(t) &= \underline{x}(t) \cdot \Sha_{T_S}(t) \\
&= \sum\limits_{n = -\infty}^{\infty} \underline{x}\left(t\right) \delta\left(t - n T_S\right) \\
&= \sum\limits_{n = -\infty}^{\infty} \underline{x}\left(n T_S\right) \delta\left(t - n T_S\right)
\end{split}
\label{eq:ch04:ideal_sampling}
\end{equation}
\end{definition}
The sampled signal $\underline{x}_S(t)$ is a chain of pulses (red signal in Figure \ref{fig:ch04:sampling_of_signal}). The chain of pulses can then be reinterpreted as a time-discrete signal $\underline{x}[n]$. The value of $\underline{x}[n]$ is:
\begin{equation}
\underline{x}[n] = \underline{x}_S\left(n T_S\right) = \underline{x}\left(n T_S\right) \qquad \forall \; n \in \mathbb{Z}
\label{eq:ch04:sample_value}
\end{equation}
\begin{figure}[H]
\centering
\begin{adjustbox}{scale=0.8}
\begin{tikzpicture}
\node[draw, block] (Sampler) {Ideal sampler};
\node[draw, block, right=3cm of Sampler] (ReInterp) {Reinterpret as\\ time-discrete signal};
\draw[<-o] (Sampler.west) -- ++(-1.7cm, 0) node[above, align=center]{Time-continuous\\ signal $\underline{x}(t)$};
\draw[->] (Sampler.east) -- (ReInterp.west) node[midway, above, align=center]{Series of pulses\\ $\underline{x}_S(t)$};
\draw[<-] (Sampler.south) -- ++(0, -0.75cm) node[below, align=center]{Dirac comb\\ $\Sha_{T_S}(t)$};
\draw[->] (ReInterp.east) -- ++(1.5cm, 0) node[above, align=center]{Time-discrete\\ signal $\underline{x}[n]$};
\draw[dashed] (ReInterp.north) -- ++(0, 2cm) node[below left, align=right]{Time-continuous\\ domain} node[below right, align=left]{Time-discrete\\ domain};
\draw[dashed] (ReInterp.south) -- ++(0, -1cm);
\end{tikzpicture}
\end{adjustbox}
\caption{An abstract view on sampling}
\end{figure}
\subsubsection{Irreversibility of Sampling}
\begin{fact}
The act of sampling is irreversible.
\end{fact}
There is a way to obtain the sampled signal:
\begin{equation*}
\underline{x}_S(t) = \mathrm{Sampling} \left(\underline{x}(t)\right)
\end{equation*}
But there is generally no way back to reconstruct the original signal. $\mathrm{Sampling}^{-1} \left(\underline{x}_S(t)\right)$ does not exist.
\begin{equation*}
\underline{x}(t) \neq \underbrace{\mathrm{Sampling}^{-1}}_{\text{Does not exist}} \left(\underline{x}_S(t)\right)
\end{equation*}
Sampling is always lossy in general.
\subsection{Sampling Theorem, Aliasing and Reconstruction}
\subsubsection{Frequency Domain Representation}
\begin{excursus}{Fourier transform of the Dirac comb}
The Fourier transform of the Dirac comb is again a Dirac comb:
\begin{equation}
\begin{split}
\Sha_{T}(t) \TransformHoriz \mathcal{F}\left\{\Sha_{T}(t)\right\} &= \frac{2 \pi}{T} \Sha_{\frac{2 \pi}{T}}(\omega) \\
&= \frac{2 \pi}{T} \sum\limits_{k = -\infty}^{\infty} \delta\left(\omega - k \frac{2 \pi}{T}\right) \\
&= \sum\limits_{k = -\infty}^{\infty} e^{- j \omega k T}
\end{split}
\label{eq:ch04:dirac_comb_fourier_tranform}
\end{equation}
\end{excursus}
\eqref{eq:ch04:ideal_sampling} pointed out, that the sampled signal $\underline{x}_S(t)$ is the multiplication of the original time-domain signal $\underline{x}(t)$ and the Dirac comb $\Sha_{T_S}(t)$ with a periodicity of the sampling period $T_S$.
\begin{equation}
\begin{split}
\underline{x}_S(t) &= \underline{x}(t) \cdot \Sha_{T_S}(t) \\
&= \underline{x}(t) \cdot \frac{1}{T_S} \sum\limits_{n = -\infty}^{\infty} e^{j n \frac{2 \pi}{T_S} t} \\
&= \frac{1}{T_S} \sum\limits_{n = -\infty}^{\infty} \underbrace{\underline{x}(t) e^{j n \frac{2 \pi}{T_S} t}}_{\text{Frequency shift by } n \frac{2 \pi}{T_S}} \\
\end{split}
\end{equation}
The ideally sampled signal $\underline{x}_S(t)$ can be expressed as a sum of \emph{frequency shifts} of the original signal $\underline{x}(t)$. Its Fourier transform is:
\begin{equation}
\begin{split}
\underline{X}_S\left(j \omega\right) &= \mathcal{F}\left\{\frac{1}{T_S} \sum\limits_{k = -\infty}^{\infty} \underline{x}(t) e^{j k \frac{2 \pi}{T_S} t}\right\} \\
& \qquad \text{Using the linearity of the Fourier transform:} \\
&= \frac{1}{T_S} \sum\limits_{k = -\infty}^{\infty} \mathcal{F}\left\{\underline{x}(t) e^{j k \frac{2 \pi}{T_S} t}\right\} \\
& \qquad \text{Using the frequency shift theorem of the Fourier transform:} \\
&= \frac{1}{T_S} \sum\limits_{k = -\infty}^{\infty} \underline{X}\left(j \left(\omega - k \frac{2 \pi}{T_S} \right)\right)
\end{split}
\end{equation}
\begin{proof}{}
An alternative way is using the Fourier transform of this multiplication in the time-domain is a convolution in the frequency domain:
\begin{equation}
\begin{split}
\underline{X}_S\left(j \omega\right) &= \mathcal{F}\left\{\underline{x}(t) \cdot \Sha_{T_S}(t)\right\} \\
&= \frac{1}{2 \pi} \underline{X}\left(j \omega\right) * \left(\frac{2 \pi}{T_S} \Sha_{\frac{2 \pi}{T_S}}(\omega)\right) \\
&= \frac{1}{T_S} \int\limits_{-\infty}^{\infty} \underline{X}\left(j \left(\omega - \zeta\right)\right) \Sha_{\frac{2 \pi}{T_S}}\left(\zeta\right) \, \mathrm{d} \zeta \\
&= \frac{1}{T_S} \int\limits_{-\infty}^{\infty} \underline{X}\left(j \left(\omega - \zeta\right)\right) \sum\limits_{k = -\infty}^{\infty} \delta\left(\zeta - k \frac{2 \pi}{T_S}\right) \, \mathrm{d} \zeta \\
&= \frac{1}{T_S} \sum\limits_{k = -\infty}^{\infty} \int\limits_{-\infty}^{\infty} \underline{X}\left(j \left(\omega - \zeta\right)\right) \delta\left(\zeta - k \frac{2 \pi}{T_S}\right) \, \mathrm{d} \zeta \\
& \qquad \text{Using the Dirac measure:} \\
&= \frac{1}{T_S} \sum\limits_{k = -\infty}^{\infty} \underline{X}\left(j \left(\omega - k \frac{2 \pi}{T_S}\right)\right) \\
\end{split}
\end{equation}
\end{proof}
\textbf{Conclusion:} The spectrum of the sampled signal $\underline{X}_S\left(j \omega\right)$
\begin{itemize}
\item consists of superimposed, frequency-shifted copies of the spectra of the original signal $\underline{X}\left(j\omega\right)$ and
\item the periodicity of the superimposed, frequency-shifted copies is the sampling angular frequency $\omega_S = \frac{2 \pi}{T_S}$ or sampling frequency $f_S$, respectively,
\item each frequency-shifted copy starts at $k \omega_S - \frac{\omega_S}{2}$ and ends at $k \omega_S + \frac{\omega_S}{2}$.
\end{itemize}
\begin{figure}[H]
\subfloat[Original signal $\underline{X}\left(j\omega\right)$] {
\centering
\begin{tikzpicture}
\begin{axis}[
height={0.15\textheight},
width=0.9\linewidth,
scale only axis,
xlabel={$\omega$},
ylabel={$|\underline{X}\left(j\omega\right)|$},
%grid style={line width=.6pt, color=lightgray},
%grid=both,
grid=none,
legend pos=north east,
axis y line=middle,
axis x line=middle,
every axis x label/.style={
at={(ticklabel* cs:1.05)},
anchor=north,
},
every axis y label/.style={
at={(ticklabel* cs:1.05)},
anchor=east,
},
xmin=-3.5,
xmax=3.5,
ymin=0,
ymax=1.2,
xtick={-1, -0.5, 0, 0.5, 1},
xticklabels={$- \omega_S$, $- \frac{\omega_S}{2}$, $0$, $\frac{\omega_S}{2}$, $\omega_S$},
ytick={0},
]
\draw[green, thick] (axis cs:-0.4,0) -- (axis cs:0,0.7);
\draw[red, thick] (axis cs:0,0.7) -- (axis cs:0.4,0);
\end{axis}
\end{tikzpicture}
}
\subfloat[Spectrum of the Dirac comb $\frac{2 \pi}{T} \Sha_{\frac{2 \pi}{T}}(\omega)$] {
\centering
\begin{tikzpicture}
\begin{axis}[
height={0.15\textheight},
width=0.9\linewidth,
scale only axis,
xlabel={$t$},
ylabel={$|\frac{2 \pi}{T} \Sha_{\frac{2 \pi}{T}}(\omega)|$},
%grid style={line width=.6pt, color=lightgray},
%grid=both,
grid=none,
legend pos=north east,
axis y line=middle,
axis x line=middle,
every axis x label/.style={
at={(ticklabel* cs:1.05)},
anchor=north,
},
every axis y label/.style={
at={(ticklabel* cs:1.05)},
anchor=east,
},
xmin=-3.5,
xmax=3.5,
ymin=0,
ymax=1.2,
xtick={-3, -2, ..., 3},
xticklabels={$-3 \omega_S$, $-2 \omega_S$, $- \omega_S$, $0$, $\omega_S$, $2 \omega_S$, $3 \omega_S$},
ytick={0},
]
\pgfplotsinvokeforeach{-3, -2, ..., 3}{
\draw[-latex, blue, very thick] (axis cs:#1,0) -- (axis cs:#1,1);
}
\end{axis}
\end{tikzpicture}
}
\subfloat[Sampled signal $\underline{X}_S\left(j\omega\right)$] {
\centering
\begin{tikzpicture}
\begin{axis}[
height={0.15\textheight},
width=0.9\linewidth,
scale only axis,
xlabel={$\omega$},
ylabel={$|\underline{X}_S\left(j\omega\right)|$},
%grid style={line width=.6pt, color=lightgray},
%grid=both,
grid=none,
legend pos=north east,
axis y line=middle,
axis x line=middle,
every axis x label/.style={
at={(ticklabel* cs:1.05)},
anchor=north,
},
every axis y label/.style={
at={(ticklabel* cs:1.05)},
anchor=east,
},
xmin=-3.5,
xmax=3.5,
ymin=0,
ymax=1.2,
xtick={-3, -2, -1, -0.5, 0, 0.5, 1, 2, 3},
xticklabels={$-3 \omega_S$, $-2 \omega_S$, $- \omega_S$, $- \frac{\omega_S}{2}$, $0$, $\frac{\omega_S}{2}$, $\omega_S$, $2 \omega_S$, $3 \omega_S$},
ytick={0},
]
\pgfplotsinvokeforeach{-3, -2, ..., 3}{
\draw[-latex, blue, dashed, very thick] (axis cs:#1,0) -- (axis cs:#1,1);
\draw[green, thick] (axis cs:{#1-0.4},0) -- (axis cs:#1,0.7);
\draw[red, thick] (axis cs:#1,0.7) -- (axis cs:{#1+0.4},0);
}
\end{axis}
\end{tikzpicture}
}
\caption{Spectrum of the sampled signal}
\end{figure}
\begin{attention}
The spectrum of the original signal $\underline{X}\left(j\omega\right)$ has both negative and positive frequencies. Remember that the symmetry rules apply \underline{only} for real-valued time-domain signals.
\end{attention}
\subsubsection{Aliasing}
The original signal in the previous example was limited to $- \frac{\omega_S}{2} \leq \omega \leq \frac{\omega_S}{2}$. The spectrum sampled signal consists of the frequency-shifted copies of the original signal's spectrum. Although they are superimposed, they do not overlap.
A problem arises when the original signal is \underline{not} limited to $- \frac{\omega_S}{2} \leq \omega \leq \frac{\omega_S}{2}$. The original signal's spectrum will overlap.
\begin{figure}[H]
\subfloat[Original signal $\underline{X}\left(j\omega\right)$ violating the band-limitation $- \frac{\omega_S}{2} \leq \omega \leq \frac{\omega_S}{2}$. The original signal's spectrum will overlap.
] {
\centering
\begin{tikzpicture}
\begin{axis}[
height={0.15\textheight},
width=0.9\linewidth,
scale only axis,
xlabel={$\omega$},
ylabel={$|\underline{X}\left(j\omega\right)|$},
%grid style={line width=.6pt, color=lightgray},
%grid=both,
grid=none,
legend pos=north east,
axis y line=middle,
axis x line=middle,
every axis x label/.style={
at={(ticklabel* cs:1.05)},
anchor=north,
},
every axis y label/.style={
at={(ticklabel* cs:1.05)},
anchor=east,
},
xmin=-3.5,
xmax=3.5,
ymin=0,
ymax=1.2,
xtick={-3, -2, -1, -0.5, 0, 0.5, 1, 2, 3},
xticklabels={$-3 \omega_S$, $-2 \omega_S$, $- \omega_S$, $- \frac{\omega_S}{2}$, $0$, $\frac{\omega_S}{2}$, $\omega_S$, $2 \omega_S$, $3 \omega_S$},
ytick={0},
]
\draw[green, thick] (axis cs:-0.7,0) -- (axis cs:0,0.7);
\draw[red, thick] (axis cs:0,0.7) -- (axis cs:0.8,0);
\draw[olive, thick] (axis cs:2.1,0) -- (axis cs:2.1,0.5) -- (axis cs:2.3,0.5) -- (axis cs:2.3,0);
\end{axis}
\end{tikzpicture}
}
\subfloat[Spectrum of the Dirac comb $\frac{2 \pi}{T} \Sha_{\frac{2 \pi}{T}}(\omega)$] {
\centering
\begin{tikzpicture}
\begin{axis}[
height={0.15\textheight},
width=0.9\linewidth,
scale only axis,
xlabel={$t$},
ylabel={$|\frac{2 \pi}{T} \Sha_{\frac{2 \pi}{T}}(\omega)|$},
%grid style={line width=.6pt, color=lightgray},
%grid=both,
grid=none,
legend pos=north east,
axis y line=middle,
axis x line=middle,
every axis x label/.style={
at={(ticklabel* cs:1.05)},
anchor=north,
},
every axis y label/.style={
at={(ticklabel* cs:1.05)},
anchor=east,
},
xmin=-3.5,
xmax=3.5,
ymin=0,
ymax=1.2,
xtick={-3, -2, ..., 3},
xticklabels={$-3 \omega_S$, $-2 \omega_S$, $- \omega_S$, $0$, $\omega_S$, $2 \omega_S$, $3 \omega_S$},
ytick={0},
]
\pgfplotsinvokeforeach{-3, -2, ..., 3}{
\draw[-latex, blue, very thick] (axis cs:#1,0) -- (axis cs:#1,1);
}
\end{axis}
\end{tikzpicture}
}
\subfloat[Sampled signal $\underline{X}_S\left(j\omega\right)$ showing aliasing] {
\centering
\begin{tikzpicture}
\begin{axis}[
height={0.15\textheight},
width=0.9\linewidth,
scale only axis,
xlabel={$\omega$},
ylabel={$|\underline{X}_S\left(j\omega\right)|$},
%grid style={line width=.6pt, color=lightgray},
%grid=both,
grid=none,
legend pos=north east,
axis y line=middle,
axis x line=middle,
every axis x label/.style={
at={(ticklabel* cs:1.05)},
anchor=north,
},
every axis y label/.style={
at={(ticklabel* cs:1.05)},
anchor=east,
},
xmin=-3.5,
xmax=3.5,
ymin=0,
ymax=1.2,
xtick={-3, -2, -1, -0.5, 0, 0.5, 1, 2, 3},
xticklabels={$-3 \omega_S$, $-2 \omega_S$, $- \omega_S$, $- \frac{\omega_S}{2}$, $0$, $\frac{\omega_S}{2}$, $\omega_S$, $2 \omega_S$, $3 \omega_S$},
ytick={0},
]
\pgfplotsinvokeforeach{-3, -2, ..., 3}{
\draw[-latex, blue, dashed, very thick] (axis cs:#1,0) -- (axis cs:#1,1);
\draw[green, thick] (axis cs:{#1-0.7},0) -- (axis cs:#1,0.7);
\draw[red, thick] (axis cs:#1,0.7) -- (axis cs:{#1+0.8},0);
\draw[olive, thick] (axis cs:{#1+0.1},0) -- (axis cs:{#1+0.1},0.5) -- (axis cs:{#1+0.3},0.5) -- (axis cs:{#1+0.3},0);
}
\end{axis}
\end{tikzpicture}
}
\caption{Aliasing}
\end{figure}
The sampled signal $\underline{X}_S\left(j\omega\right)$ contains overlapping, frequency-shifted copies of the original signal's spectrum. This is not feasible for most applications.
\begin{definition}{Anti-aliasing filter}
A signal $\underline{x}(t)$ must be band-limited by an \index{anti-aliasing filter} \textbf{anti-aliasing filter} to avoid aliasing. The anti-aliasing filter is a \ac{LPF} with the cut-off frequency $\omega_o = \frac{\omega_S}{2}$.
\begin{figure}[H]
\centering
\begin{adjustbox}{scale=0.7}
\begin{circuitikz}
\node[draw, block] (Sampler) {Ideal sampler};
\node[draw, block, right=3cm of Sampler] (ReInterp) {Reinterpret as\\ time-discrete signal};
\draw[<-o] (Sampler.west) to[lowpass] ++(-2.5cm, 0) -- ++(-0.7cm,0) node[above, align=center]{Time-continuous\\ signal $\underline{x}(t)$};
\draw[->] (Sampler.east) -- (ReInterp.west) node[midway, above, align=center]{Series of pulses\\ $\underline{x}_S(t)$};
\draw[<-] (Sampler.south) -- ++(0, -0.75cm) node[below, align=center]{Dirac comb\\ $\Sha_{T_S}(t)$};
\draw[->] (ReInterp.east) -- ++(1.5cm, 0) node[above, align=center]{Time-discrete\\ signal $\underline{x}[n]$};
\draw[dashed] (ReInterp.north) -- ++(0, 2cm) node[below left, align=right]{Time-continuous\\ domain} node[below right, align=left]{Time-discrete\\ domain};
\draw[dashed] (ReInterp.south) -- ++(0, -1cm);
\end{circuitikz}
\end{adjustbox}
\caption{An abstract view on sampling, including the anti-aliasing filter}
\end{figure}
\end{definition}
The anti-aliasing filter's cut-off frequency must be half of the sampling frequency, because its bandwidth $\omega_S$ or $f_S$, respectively, must be distributed equally over the negative and positive part of the frequency axis.
\subsubsection{Reconstruction}
\textit{Remark:} Due to aliasing, there is no inverse function $\mathrm{Sampling}^{-1} \left(\underline{x}_S(t)\right)$ reversing the sampling process.
However, the original signal $\underline{x}(t)$ can be reconstructed if it was band-limited to the sampling (angular) frequency $\omega_S$ or $f_S$, respectively, before sampling.
\begin{definition}{Shannon-Nyquist sampling theorem}
According to the \index{Shannon-Nyquist sampling theorem} \textbf{Shannon-Nyquist sampling theorem}, the original signal $\underline{x}(t)$ can be reconstructed if the sample rate $T_S$ is at least twice the inverse of signal's highest (angular) frequency $\omega_B$ or $f_B$, respectively.
\begin{equation}
T_S \geq \frac{1}{2 f_B} = \frac{\pi}{\omega_B}
\end{equation}
\end{definition}
The \index{reconstruction} \textbf{reconstruction} of a sampled signal is done by:
\begin{itemize}
\item Reinterpreting the time-discrete signal $\underline{x}[n]$ again as a time-continuous, sampled signal $\underline{x}_S(t)$.
\item Removing the copies of the original signal in the frequency domain, using a \ac{LPF} (\index{reconstruction filter} \textbf{reconstruction filter}) with the cut-off frequency $\omega_o = \frac{\omega_S}{2}$.
\end{itemize}
\begin{figure}[H]
\centering
\begin{adjustbox}{scale=0.7}
\begin{circuitikz}
\node[draw, block, right=3cm of Sampler] (ReInterp) {Reinterpret as\\ time-continuous signal};
\draw[<-o] (ReInterp.west) -- ++(-1.5cm, 0) node[above, align=center]{Time-discrete\\ signal $\underline{x}[n]$};
\draw (ReInterp.east) -- ++(3cm,0) node[midway, above, align=center]{Series of pulses\\ $\underline{x}_S(t)$}
to[lowpass] ++(2.5cm,0 ) -- ++(0.7cm, 0) node[above, align=center]{Reconstructed\\ time-continuous\\ signal $\underline{\tilde{x}}(t)$};
\draw[dashed] (ReInterp.north) -- ++(0, 2cm) node[below left, align=right]{Time-discrete\\ domain} node[below right, align=left]{Time-continuous\\ domain};
\draw[dashed] (ReInterp.south) -- ++(0, -1cm);
\end{circuitikz}
\end{adjustbox}
\caption{An abstract view on reconstruction}
\end{figure}
The reconstructed signal $\underline{\tilde{x}}(t)$ equals the original signal $\underline{x}(t)$ only if the Shannon-Nyquist theorem is fulfilled.
\begin{equation}
\underline{\tilde{x}}(t) = \underline{x}(t) \qquad \text{if $\underline{x}(t)$ band-limtied to $-\frac{\omega_S}{2} \leq \omega \leq \frac{\omega_S}{2}$}
\end{equation}
\begin{figure}[H]
\subfloat[Sampled signal $\underline{X}_S\left(j\omega\right)$] {
\centering
\begin{tikzpicture}
\begin{axis}[
height={0.15\textheight},
width=0.9\linewidth,
scale only axis,
xlabel={$\omega$},
ylabel={$|\underline{X}_S\left(j\omega\right)|$},
%grid style={line width=.6pt, color=lightgray},
%grid=both,
grid=none,
legend pos=north east,
axis y line=middle,
axis x line=middle,
every axis x label/.style={
at={(ticklabel* cs:1.05)},
anchor=north,
},
every axis y label/.style={
at={(ticklabel* cs:1.05)},
anchor=east,
},
xmin=-3.5,
xmax=3.5,
ymin=0,
ymax=1.2,
xtick={-3, -2, -1, -0.5, 0, 0.5, 1, 2, 3},
xticklabels={$-3 \omega_S$, $-2 \omega_S$, $- \omega_S$, $- \frac{\omega_S}{2}$, $0$, $\frac{\omega_S}{2}$, $\omega_S$, $2 \omega_S$, $3 \omega_S$},
ytick={0},
]
\pgfplotsinvokeforeach{-3, -2, ..., 3}{
\draw[-latex, blue, dashed, very thick] (axis cs:#1,0) -- (axis cs:#1,1);
\draw[green, thick] (axis cs:{#1-0.4},0) -- (axis cs:#1,0.7);
\draw[red, thick] (axis cs:#1,0.7) -- (axis cs:{#1+0.4},0);
}
\draw[black, thick, dashed] (axis cs:-0.5,0) -- (axis cs:-0.5,0.9) -- (axis cs:0.5,0.9) -- (axis cs:0.5,0);
\draw (axis cs:0.3,0.9) -- (axis cs:0.4,1.0) node[above right, align=left]{Reconstruction filter};
\end{axis}
\end{tikzpicture}
}
\subfloat[Reconstructed signal $\underline{\tilde{X}}\left(j\omega\right)$] {
\centering
\begin{tikzpicture}
\begin{axis}[
height={0.15\textheight},
width=0.9\linewidth,
scale only axis,
xlabel={$\omega$},
ylabel={$|\underline{\tilde{X}}\left(j\omega\right)|$},
%grid style={line width=.6pt, color=lightgray},
%grid=both,
grid=none,
legend pos=north east,
axis y line=middle,
axis x line=middle,
every axis x label/.style={
at={(ticklabel* cs:1.05)},
anchor=north,
},
every axis y label/.style={
at={(ticklabel* cs:1.05)},
anchor=east,
},
xmin=-3.5,
xmax=3.5,
ymin=0,
ymax=1.2,
xtick={-1, -0.5, 0, 0.5, 1},
xticklabels={$- \omega_S$, $- \frac{\omega_S}{2}$, $0$, $\frac{\omega_S}{2}$, $\omega_S$},
ytick={0},
]
\draw[green, thick] (axis cs:-0.4,0) -- (axis cs:0,0.7);
\draw[red, thick] (axis cs:0,0.7) -- (axis cs:0.4,0);
\end{axis}
\end{tikzpicture}
}
\caption{Reconstruction of a sampled signal}
\end{figure}
\subsection{Discrete-Time Fourier Transform}
% TODO
Using \eqref{eq:ch04:ideal_sampling} and \eqref{eq:ch04:sample_value}, a expression depending on the time-discrete signal $\underline{x}[n]$ can be formulated:
\begin{equation}
\underline{x}_S(t) = \sum\limits_{n = -\infty}^{\infty} \underline{x}[n] \cdot \delta(t - n T_S)
\end{equation}
The Fourier transform of the sampled signal $\underline{x}_S(t)$ is:
\begin{equation}
\begin{split}
\underline{X}_S \left(j \omega\right) &= \mathcal{F} \left\{\underline{x}_S(t)\right\} \\
&= \mathcal{F} \left\{\sum\limits_{n = -\infty}^{\infty} \underline{x}[n] \cdot \delta(t - n T_S)\right\} \\
&= \int\limits_{t = -\infty}^{\infty} \sum\limits_{n = -\infty}^{\infty} \underline{x}[n] \cdot \delta(t - n T_S) \cdot e^{-j \omega t} \, \mathrm{d} t \\
&= \sum\limits_{n = -\infty}^{\infty} \int\limits_{t = -\infty}^{\infty} \underline{x}[n] \cdot \delta(t - n T_S) \cdot e^{-j \omega t} \, \mathrm{d} t \\
&= \sum\limits_{n = -\infty}^{\infty} \underline{x}[n] \cdot e^{-j \omega n T_S}
\end{split}
\end{equation}
Redefining $\phi = T_S \omega$:
\begin{equation}
\underline{X}_S \left(j \omega\right) = \underline{X} \left(e^{j \phi}\right) = \sum\limits_{n = -\infty}^{\infty} \underline{x}[n] \cdot e^{-j \phi n}
\end{equation}
\subsection{Discrete Fourier Transform}
\section{Analogies Of Time-Continuous and Time-Discrete Signals and Systems}
\subsection{Transforms}
\begin{table}[H]
\centering
\begin{tabular}{|p{0.3\linewidth}||p{0.3\linewidth}|p{0.3\linewidth}|}
\hline
{} & \textbf{Frequency-Continuous Domain} & \textbf{Frequency-Discrete Domain} \\
\hline
\hline
\textbf{Time-Continuous Domain} & Fourier transform & Fourier series \\
\hline
\textbf{Time-Discrete Domain} & Discrete-Time Fourier transform & Discrete Fourier transform \\
\hline
\end{tabular}
\end{table}
\subsubsection{Obtaining a frequency-continuous domain:}
\begin{minipage}{0.45\linewidth}
\textbf{From the time-continuous domain (analog signal):}
\vspace{0.5em}
Fourier transform:
\begin{equation*}
\underline{X}(j \omega) = \int\limits_{t = -\infty}^{\infty} \underline{x}(t) \cdot e^{-j \omega t} \, \mathrm{d} t
\end{equation*}
Inverse Fourier transform:
\begin{equation*}
\underline{x}(t) = \frac{1}{2 \pi} \int\limits_{\omega = -\infty}^{\infty} \underline{X}(j \omega) \cdot e^{+ j \omega t} \, \mathrm{d} \omega
\end{equation*}
\begin{itemize}
\item Continuous time: $t \in \mathbb{R}$
\item Continuous frequency: $\omega \in \mathbb{R}$
\end{itemize}
\end{minipage}
\hfill
\begin{minipage}{0.45\linewidth}
\textbf{From the time-discrete domain (digital signal):}
\vspace{0.5em}
Discrete-time Fourier transform:
\begin{equation*}
\underline{X}_{2\pi}(e^{j \phi}) = \sum\limits_{n = -\infty}^{\infty} \underline{x}[n] \cdot e^{- j \phi n}
\end{equation*}
Inverse discrete-time Fourier transform:
\begin{equation*}
\underline{x}[n] = \frac{1}{2 \pi} \int\limits_{- \pi}^{+ \pi} \underline{X}_{2\pi}(e^{j \phi}) \cdot e^{+ j \phi n} \, \mathrm{d} \phi
\end{equation*}
\begin{itemize}
\item Discrete time: $n \in \mathbb{Z}$
\item Continuous frequency: $\phi \in \mathbb{R}$
\end{itemize}
\end{minipage}
\subsubsection{Obtaining a frequency-discrete domain:}
\begin{minipage}{0.45\linewidth}
\textbf{From the time-continuous domain (analog signal):}
\vspace{0.5em}
Fourier analysis:
\begin{equation*}
\underline{X}[k] = \frac{\omega_0}{2 \pi} \int\limits_{-\frac{T_0}{2}}^{\frac{T_0}{2}} \underline{x}(t) \cdot e^{-j k \omega_0 t} \, \mathrm{d} t
\end{equation*}
Fourier series:
\begin{equation*}
\underline{x}(t) = \sum\limits_{k = -\infty}^{\infty} \underline{X}[k] \cdot e^{+ j k \omega_0 t}
\end{equation*}
\begin{itemize}
\item Continuous time: $t \in \mathbb{R}$
\item Discrete frequency: $k \in \mathbb{Z}$
\end{itemize}
\end{minipage}
\hfill
\begin{minipage}{0.45\linewidth}
\textbf{From the time-discrete domain (digital signal):}
\vspace{0.5em}
Discrete Fourier transform:
\begin{equation*}
\underline{X}[k] = \sum\limits_{n = 0}^{N - 1} \underline{x}[n] \cdot e^{- j \frac{2 \pi}{N} k n}
\end{equation*}
Inverse discrete Fourier transform:
\begin{equation*}
\underline{x}[n] = \frac{1}{N} \sum\limits_{k = 0}^{N - 1} \underline{X}[k] \cdot e^{+ j \frac{2 \pi}{N} k n}
\end{equation*}
\begin{itemize}
\item Discrete time: $n \in \mathbb{Z}$
\item Discrete frequency: $k \in \mathbb{Z}$
\end{itemize}
\end{minipage}
\subsection{Systems}
\subsection{Cross-Correlation and Autocorrelation}
\subsection{Spectral Density}
\subsection{Noise}
\section{Digital Signals and Systems}
\subsection{Quantization}
\subsection{Quantization Error}
\subsection{Window Filters}
\subsection{Time Recovery}
\subsection{Practical Issues}
\phantomsection
\addcontentsline{toc}{section}{References}
\printbibliography[heading=subbibliography]
\end{refsection}
|