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1 M 1 y[n]
y[n] = x[n k]
M k=0 -1 1 2 3 4 5 6 7 8 9 n
Dan Ellis 2003-09-09 3
MA Smoother
MA smooths out rapid variations
(e.g. 12 month moving average)
e.g. signal noise 1 4
x[n] = s[n] + d[n] y[n] = k=0 x[n k]
5 5-pt
5
s[n]
5
s[n] moving
4 x[n]
d[n]
4 y[n]
average
3 3
2 2
1 1
0 0
-1 -1
0 10 20 30 40 50 0 10 20 30 40 50
-1 1 2 3 4 5 6 7 8 9 n
.. unless C = 0
h[n]
if x[n] = [n] then y[n] =
impulse response
LSI system completely specified by h[n]
x[n] 1
-3 -2 -1 1 2 3 4 5 6 7 n x[n] = [n] impulse
2
y[n] 1 3
-3 -2 -1 1 2 3 4 5 6 7 n y[n] = h[n] impulse response
-3 -2 -1 1 2 3 5 6 7 n -3 -2 -1 1 2 3 4 5 6 7 n
Dan Ellis 2003-09-09 22
Convolution interpretation 1
y[n] = x[k]h[n k] x[k]
k= -3 -2 -1 1 2 3 5 6 7 k
Time-reverse h, h[0-k]
shift by n, take inner
-3 -2 -1 1 2 3 4 5 6 7 k
product against
h[1-k]
fixed x
9 9
11 -3 -2 -1 1 2 3 4 5 6 7 k
y[n] h[2-k]
2
0 -1
-3 -2 -1 1 2 3 5 7 n -3 -2 -1 1 2 3 4 5 6 7
k
h[k]
-3 -2 -1
x[n-1]
Shifted xs
-3 -2 -1 1 2 3 4 6 7 n
weighted by
1 2 3 4 5 6 7
points in h x[n-2]
Conversely, -3 -2 -1 1 2 3 4 5 7 n
11
weighted, 9 9
k
y[n]
delayed 0
2
-1
versions of h ... -3 -2 -1 1 2 3 5 7 n
Dan Ellis 2003-09-09 24
Matrix interpretation
y[n] = x[n k]h[k]
k=
nN
(d
0
N
+ d1 N 1
+K+ d N 1 + d N ) = 0
N
d k N k = 0 Characteristic polynomial
k=0 of system - depends only on {dk}
k=0 ( 1 )( 2 )... = 0
Each/any i satisfies eqn.
Thus, complementary solution:
n n n
yc [n] = 1 1 + 2 2 + 3 3 + ...
Any linear combination will work
is are free to match initial conditions
n
Complex is sinusoidal yc [n] = i i
y[n]x[n l]
Cross
correlation rxy [l] =
of x against y lag n=
Note: ryx [l] = x[n]y[n l] call m = n - l
n=
= x[m + l]y[m] = rxy [l]
m=
From geometry, xi 2
angle
between
xy = i xi yi = x y cos x and y
1 N 1 2
rxx [0] = x [n] = Px
Average energy per
sample or Power of x
N n=0
N 1
1
rxx [l + N] = x[n]x[n l N ] = rxx [l]
N n=0
l
rxx [l]
AC of periodic
l
rxy [l]
Cross correlation
l
Dan Ellis 2003-09-09 58
What correlation looks like
Autocorrelation of generic signal
0.01 0.1
0.005
x[n] 0.05
rxx[l]
0 0
0.005 -0.05
0.01 -0.1
0 20 40 60 80 100 -100 -80 -60 -40 -20 0 20 40 60 80 100
-0.1 0.1
-0.2 0.2
0 20 40 60 80 100 100 80 60 40 20 0 20 40 60 80 100
Cross-correlation
0.02 0.02
x[n] 0.01
rxy[l]
0
0
0.02
0.01
y[n]
0.04 0.02
0 20 40 60 80 100 100 80 60 40 20 0 20 40 60 80 100