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Welcome to module 5.4.
The time has come to look at filters from

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the frequency domain prospective.
And the starting point is this amazing

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result.
If you take a complex exponential and

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process it with a linear time invariant
filter.

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What you get at the output is a complex
exponential at the same frequency as the

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input, only the phase and the amplitude
may have changed.

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This has all sorts of interesting
implications when we consider the Fourier

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representation of the elements involved in
a filtering operation.

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We will derive what is called the
frequency response of a filter, and we

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will use that to classify filters in the
frequency domain.

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We will also revisit our friends the
moving average, to linking to greater, and

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even the carpal strong algorithm and see
how they fair In frequency.

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Welcome to module 5.4 of digital signal
processing.

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A module in which we will look at
filtering from the vantage point of the

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frequency domain.
And to do so we will introduce the concept

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of Eigensequences.
Which despite the fancy name are just

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complex exponential.
We will derive the convolution theorem,

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after having obtained a frequency
representation of filters.

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And then we will look frequency of phase
response of filters we know.

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What happens if we take a linear time
invariant filter h, and we use as the

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input a complex exponential of known
frequency omega zero?

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Well let's write out the convolution.
Then we exploit the fact the, that the

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fact the convolution is commutative, and
we, exchange the order of the terms in the

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convolution product.
At which point we can start writing out

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the convolution with some explicitly and
we have the sum for k that goes from minus

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infinity to plus infinity of h of k that
multiplies e to the j omega 0 and minus k.

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Now, we can take out the constant term,
doesn't depend on k, out of the sum, and

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we have a Lydian term of e to the j omega
0 n, that multiplies the sum for k that

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goes from minus infinity to plus infinity
of h of k times e to the minus j omega 0

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k.
Now this guy here, we know very well what

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it is, is the DTFT of the impulse response
computed in a mega zero.

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So it's big h of e to the j omega zero,
which multiplies our original input e to

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the j on the omega 0 n.
Hence, the name Igo sequences, just like

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Igo vector is a vector that when
multiplied by a matrix, gives a scaled

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version of itself.
An Igo sequences is a sequence that when

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Input to a linear time invariant filter,
returns the sequence itself times a

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scaling factor.
Which happens to be the value of the DTFT

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of the impulse response at the frequency
of the input.

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So the first fundamental property that we
can glean from this derivation is that a

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linear time invariant system cannot change
the frequency of a sinusoidal input.

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And so since the sinusoidal input is a
pure frequency component it's clear that

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the DTFT of the impulse response fully
determines the frequency characteristic of

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a filter at a given frequency.
Let's examine a little bit more, what

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happens when we process a complex
exponential with a linear time invariant

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filter.
If we write the value of the DTFT of the

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impulse response at omega 0.
As a times e to the j theta, where a is a

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real number and theta, of course is an
angle between minus pi and pi if you will.

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Then we have the processed complex
exponential, is the original complex

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exponential, which has been scaled by the
amplitude a, and has been delayed or

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advanced, by a phase term theta.
So if a is larger than 1, then we have an

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amplification.
If a is less than 1, then we have an

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attenuation of the input sinusoid.
And the phase shift again, if it's bigger

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than 0 then we have an advancement of the
sinusoid.

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And if it's less than 0 then we have a
delay.

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The convolution theorem tries to
generalize this result by asking the

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question, what is the DTFT of the
convolution of the two sequences.

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Or in another words what are the DTFT of
the output of a filter?

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The intuition here is that the DTFT
reconstruction formula tells us that any

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signal is made up of infinitely many
sinusoidal components of the form x to the

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e to the j omega times e to the j omega n.
And if I were to process a single

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sinusoidal component independently by
filter h, I would get a value like so, h

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to the j omega, e to the j omega n.
So I wouldn't be surprised if the DTFT of

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the convolution of two sequences was just
a product of the Fourier Transform.

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So let's go see how we can drive this more
formally.

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If we write out the DTFT of the
convolution of 2 sequences well, we can

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write out initially the formula for the
DTFT which is the sum from n from minus

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infinity to infinity of the value of the
convolution in n times e to the minus j

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omega n.
Then we expand the formula for the

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convolution inside of the DTFT n summation
and we get a double summation over the

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indices n and k of the convolution product
here times this complex exponential here.

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In the next step we do a little trick
where by we add and subtract k from the

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argument n.
So instead of putting n, we write n minus

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k plus k, and in so doing we managed to
split the complex exponential into 2

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components here that we will distribute
across the summations.

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And now here we collect the terms that do
not depend on n.

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And here we put the rest, this first term
here is the DTFT of x of n.

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That's really easy to see, the 2nd term,
looks like a DTFT, we might be confused by

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the fact that the indices here and here or
n minus k instead of n.

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But the fact that the index n ranges from
minus infinity to plus infinity makes this

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term completely irrelevant.
And so, indeed we have the product of 2

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DTFTs.
The product of the DTFT of the impulse

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response times the DTFT of that impulse.
The Fourier Transform of the impulse

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response is called the frequency response.
And just like in the case of a single

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complex exponential, we can split the
significance of the product in the

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frequency domain.
By separating the effects of the magnitude

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and those of the phrase.
So the magnitude of the frequency response

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will determine weather certain frequencies
of the input signal is going to be

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amplified or attenuated according to
whether the frequency response is larger

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than 1 or smaller than 1 in magnitude in
certain frequency bands.

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Defects of the phase are a little bit more
difficult to qualify right now but it will

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be clearer later on that the phase will
determine whether the signal will conserve

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its shape in the time domain or its shape
will be altered.

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Let's go back now to our friend the moving
average and compute it's frequency

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response.
The moving average has an impulse

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response, which is just the indicator
sequence for the interval 0 to capital M

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minus 1 divided by capital M, we have
already computed the DTFT of such a signal

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in module 4.7.
If we consider now the magnitude of the

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DTFT we find out that it's just 1 over
capital M multiplies the absolute value of

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sin of omega over 2 times m divided by
sign of omega over 2.

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An interesting thing to remember is that
the magnitude response is going to be 0 at

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multiples of 2 pi over m except in 0.
So here you see that you have indeed, M

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minus 1 0s along the frequency axis.
We can plot the magnitude of the response

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for increasing values of M so for instance
here you have the frequency response for m

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equal to 20 and you can count the 19 0s
along the frequency axis and here you have

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the frequency response for M equal to 100.
And you can see that the frequency

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response is very concentrated around the
origin.

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We will see the significance of that later
on.

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Let's go back to our denoising example
that we studied in the time domain in the

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previous module.
And look at its development in the

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frequency domain.
So remember we had azimuth signal here

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we're talking time domain.
So we had azimuth signal that was

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corrupted by some additive noise that we
represent here in orange.

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In the frequency domain, the spectrum of
the smooth signal looks like this.

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Most of its energy is concentrated around
low frequencies so it's low-pass signal,

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and the Fourier Transform of denoise looks
like noise in the frequency domain as

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well.
So when we put things together we have the

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spectrum of the smooth signal.
We have the spectrum of noise and the sum

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is denoise spectrum of the measured
signal.

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When we use the moving average to filter
this noisy signal, in the frequency domain

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we're multiplying this spectrum by the
frequency response of the moving average,

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and in magnitude it looks like this.
So here we're using, for instance, a nine

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point average as you can see from the
number of zeroes along the frequency axis.

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So the product in magnitude determines a
very deep attenuation of the high

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frequency and therefore most of the noise
that was contained in these bands has been

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eliminated.
At the same time though, if you compare

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the result of the filtering operation with
the original spectrum you see that the

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filtering has eliminated parts of the
original spectrum that actually had every

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right to be there.
So that proves that there's no free long

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signal processing as well.
And in order to remove the noise sometimes

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you have to remove some of the good part
with it as well.

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Before we move on let's look once again at
the same denoising operation in the time

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domain now that we know what's going on
and the frequency domain.

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And we can see that when we use a moving
average of say, length 12, we are indeed

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smoothing out the highest components of
the noise but not so much the ones that

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are slower moving and that we are ready,
starting to alter a little bit the

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curvature of the signal, as explained by
the spectrum we just derived.

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So what about the phase?
The best way to understand the effects of

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the phase on a signal is to distinguish
three different cases.

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The first one is zero phase, which means
the spectrum is real.

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The second case is linear phase where the
phase is proportional to the frequency by

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a, a real factor d.
And the third case is nonlinear phase

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which covers all other possibilities.
To understand what phase does to a signal,

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let's take a very simple discreet time
signal made up of the sum of 2 sinusoid x

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of n is equal to 1 half sine of omega 0
times n plus cosine of 2 omega 0 times n.

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So it's 2 sinusoid at frequencies 1 double
of the other.

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And the sum looks like this signal that we
plot here in this graph.

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We can call this signal, a zero phase
signal, because the phase associated to

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each sinusoidal function is zero.
Now, let's add a phase term to each

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component, and make sure that the phase is
proportional to the frequency of the

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sinusiod.
So what we add is theta 0 to the first

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component at frequency omega zero.
And we add 2 theta zero to the second

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component, whose frequency is 2 omega
zero.

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The value of theta zero is actually
irrelevant, but we can see that when we

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add a phase term to the sinusoidal
components.

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That it's proportional the, the frequency
of this sinusoid.

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The net effect in the time domain is just
a shift of the signal.

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The shape of the signal remains exactly
the same.

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If now we add a phase that is non
proportional to the frequency, so in this

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case, we change the phase to the first
term to zero and we'll leave a phase term

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of two theta zero to the second term while
the frequencies of the two components have

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not changed, the shape of the signal in
the time domain has changed significantly.

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Please note that in all 3 cases, the
spectrum of x of n remains exactly the

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same in magnitude.
To understand that the linear face term is

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simply a delay in time domain.
Consider the following system, where we

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have a filter d that simply produces a
delayed version of its input.

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The input output relationship is this one
here.

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And in the frequency domain, we can take
Fourier Transforms left to right and we

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obtain that big Y of e to the j omega is
equal to e to the minus j omega d times

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00:14:12,002 --> 00:14:16,652
big X of e to the j omega.
This is really equivalent to saying that

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the frequency response of this delaying
filter is simply e to the minus j omega d.

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00:14:22,436 --> 00:14:28,247
So, again, we have a linear phased term.
Where the phase introduced by the filter

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is proportional to the frequency via a
factor d.

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Which actually represents the delay in
time domain.

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00:14:35,770 --> 00:14:41,572
In general, if we can split the frequency
response of the filter into the product of

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a pure real term and a pure phase term, it
means that the filter operates by

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combining the action of a zero phase and,
therefore, zero delay component that only

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affects the magnitude of the input
followed by a delay by these samples.

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And this delay is inevitable in the case
of causal filters for instance.

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Let's consider the moving average again,
the frequency response is the product of a

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real term here and a pure phase term here
where the delay d is exactly n minus 1

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over 2 which represents half the length of
the support of the impulse response.

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00:15:21,586 --> 00:15:26,631
And this is indeed the delay introduced by
the moving average.

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00:15:26,631 --> 00:15:31,902
So we've looked at the moving average and
by now you know that what comes next is

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the leaky integrator.
And indeed, let's consider the impulse

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00:15:36,050 --> 00:15:40,948
response which you remember is 1 minus
lambda times lambda to the power of n

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00:15:40,948 --> 00:15:45,189
multiplied by uni step so an exponentially
decaying sequence.

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00:15:45,189 --> 00:15:50,475
If we take the Fourier Transform of that,
we've done that in detail in module 4.4

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and here is the result.
Big H, lead to the j omega is 1 minus

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00:15:55,254 --> 00:16:00,296
lambda divided by one minus lamda times e
to the j omega.

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00:16:00,296 --> 00:16:06,980
Now to find the magnitude and the phase of
this animal, we need to use a little

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00:16:06,980 --> 00:16:11,821
algebra and we need to recall this very
simple result.

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00:16:11,821 --> 00:16:18,739
If you have one over a plus jb, you can
always rewrite that as a minus jb divided

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00:16:18,739 --> 00:16:24,302
by a squared plus b squared.
So if the number x is actually 1 over a

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00:16:24,302 --> 00:16:30,463
plus jb, the magnitude square of x is 1
over a squared plus b squared and the

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00:16:30,463 --> 00:16:34,699
phase of x is the inverse tangent of minus
b over a.

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00:16:34,699 --> 00:16:40,645
This applies to the leaky integrator in
the sense that we can rewrite the

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00:16:40,645 --> 00:16:47,080
frequency response as 1 minus lambda
divided by 1 minus lambda cosine of omega

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00:16:47,080 --> 00:16:53,812
which is the real part of the denominator,
minus j times sine of omega, which is the

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imaginary part of the denominator.
And by applying the formula that we just

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saw, we find out that the magnitude
squared of the leaky integrator is 1 minus

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00:17:06,217 --> 00:17:12,677
lambda squared divided by 1 minus 2 lambda
cosine of omega plus lambda square, and

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00:17:12,677 --> 00:17:18,947
the phase of the leaky integrator is the
inverse tangent of lambda sine of omega

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00:17:18,947 --> 00:17:24,721
divided by 1 minus lambda cosine of omega.
So you can see that the phase is

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00:17:24,721 --> 00:17:30,555
definitely non-linear in, in this case.
If we plot the magnitude we can see that

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we have a characteristic that is very
similar to that of the moving average

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00:17:35,639 --> 00:17:41,297
although we don't have any zeros and the
characteristics is monotonic rather than

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the [unknown].
As lambda goes closer to 1 we see that

208
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once again the frequency response
concentrates around the origin and for

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lambda very, very close to 1.
We have something that resembles the

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frequency response of a moving average
computed over a large number of tabs.

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The phase looks like this, it's a non
linear characteristic and as lambda

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changes the steepness of the transition
between positive and negative phase

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increases as well.
What is interesting in terms of the

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combination between the magnitude and the
phase response is that what interests us

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is the part of the filter where the
attenuation is not too big, because that's

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where the frequencies will pass through
whereas here there will be fundamentally.

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00:18:33,849 --> 00:18:38,656
And in that area where the frequency
response has a magnitude that is

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sufficiently close to 1, the phase is
actually more or less linear so we can use

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the leaky integrator without incurring
excessive phase distortion in the

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[inaudible].
Finally, let's revisit another classic

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namely the Karplus-Strong Algorithm.
And let's try to analyze its behavior

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using the convolution theory.
Remember the Karplus-Strong Algorithm is

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initialized with a finite support signal x
of support capital M and then we use the

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feedback loop with a delay of capital M
taps to produce multiple copies of the

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original finite support signal.
Scaled by an exponentially decaying factor

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alpha.
So for instance, if we initialize the

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algorithm with one period of a sawtooth
wave, what we get in the end is multiple

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repetitions of that period scaled by an
exponentially and decaying emblem.

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In the time domain we can write this out
explicitly as such.

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Here we have the first period of the
output signal is just a copy of the known

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0 values of the finite support signal.
Followed by another copy of the no 0

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values of the finance support signal
scaled by alpha, followed by another copy

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scaled by alpha square and so on and so
forth.

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00:20:02,865 --> 00:20:08,947
The key observation to analyze in the
algorithm within the paradigm of the

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convolution theorem is to see that the
output can be expressed as a convolution

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of the finite support input with a
sequence w of n that we build in the

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following way.
W of n is equal to a to the power of k for

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values of the index n.
There are the k multiple of capital M and

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it's zero, otherwise.
So if I was to draw the sequence it would

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look like so.
So it would be one and zero, it would be

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00:20:43,524 --> 00:20:49,972
alpha and m alpha square in 2 m, and it
would be zero in between, so a series of

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00:20:49,972 --> 00:20:54,680
exponentially decayed deltas spaced n
points apart.

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00:20:54,680 --> 00:21:01,088
With this, we can write the convolution
theorem, and we say okay, the output you

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simply in frequency the product of the
fully transformed of the finance support

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00:21:07,587 --> 00:21:12,188
signal times the fully transformed of the
signal w of n.

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00:21:12,188 --> 00:21:16,875
Well, and now we can proceed exactly like
in module 4.4.

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If we consider the example of a sawtooth
wave.

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We know that the Fourier Transform of one
period is this one, whereas the Fourier

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00:21:27,398 --> 00:21:33,878
Transform of the sequence w of n is the
rescaled Fourier Transform of the

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exponentially decaying sequence, which
means we will have several peaks happening

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in the minus pi, pi interval.
We put them together graphically, we have

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the Fourier Transform in magnitude of the
sawtooth period; we have the Fourier

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00:21:54,807 --> 00:22:00,507
Transform.
A magnitude of the staggered exponential

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00:22:00,507 --> 00:22:08,892
sequence, we take the product of the two
and we obtain the same spectrum that we

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derived in module 4.4.
