Fundamentals of Signal Processing by Minh N. Do - HTML preview

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Chapter 2Sampling and Frequency Analysis

2.1Introduction*

Why sample?

This section introduces sampling. Sampling is the necessary fundament for all digital signal processing and communication. Sampling can be defined as the process of measuring an analog signal at distinct points.

Digital representation of analog signals offers advantages in terms of

  • robustness towards noise, meaning we can send more bits/s

  • use of flexible processing equipment, in particular the computer

  • more reliable processing equipment

  • easier to adapt complex algorithms

Claude E. Shannon

Figure (Shannon_3.jpeg)
Figure 2.1
Claude Elwood Shannon (1916-2001)

Claude Shannon has been called the father of information theory, mainly due to his landmark papers on the "Mathematical theory of communication". Harry Nyquist was the first to state the sampling theorem in 1928, but it was not proven until Shannon proved it 21 years later in the paper "Communications in the presence of noise".

Notation

In this chapter we will be using the following notation

  • Original analog signal x(t)

  • Sampling frequency Fs

  • Sampling interval Ts (Note that: _autogen-svg2png-0004.png)

  • Sampled signal xs(n) . (Note that xs(n)=x(nTs) )

  • Real angular frequency Ω

  • Digital angular frequency ω. (Note that: ω=ΩTs)

The Sampling Theorem

The Sampling theorem

When sampling an analog signal the sampling frequency must be greater than twice the highest frequency component of the analog signal to be able to reconstruct the original signal from the sampled version.

2.2Proof*

Sampling theorem

In order to recover the signal x(t) from it's samples exactly, it is necessary to sample x(t) at a rate greater than twice it's highest frequency component.

Introduction

As mentioned earlier, sampling is the necessary fundament when we want to apply digital signal processing on analog signals.

Here we present the proof of the sampling theorem. The proof is divided in two. First we find an expression for the spectrum of the signal resulting from sampling the original signal x(t). Next we show that the signal x(t) can be recovered from the samples. Often it is easier using the frequency domain when carrying out a proof, and this is also the case here.

Key points in the proof
  • We find an equation for the spectrum of the sampled signal

  • We find a simple method to reconstruct the original signal

  • The sampled signal has a periodic spectrum...

  • ...and the period is Fs

Proof part 1 - Spectral considerations

By sampling x(t) every Ts second we obtain xs(n). The inverse fourier transform of this time discrete signal is

()_autogen-svg2png-0009.png

For convenience we express the equation in terms of the real angular frequency Ω using ω=ΩTs. We then obtain

()_autogen-svg2png-0012.png

The inverse fourier transform of a continuous signal is

()_autogen-svg2png-0013.png

From this equation we find an expression for x (nTs)

()_autogen-svg2png-0015.png

To account for the difference in region of integration we split the integration in Equation into subintervals of length _autogen-svg2png-0016.png and then take the sum over the resulting integrals to obtain the complete area.

()_autogen-svg2png-0017.png

Then we change the integration variable, setting _autogen-svg2png-0018.png

()_autogen-svg2png-0019.png

We obtain the final form by observing that kn=1 , reinserting η=Ω and multiplying by _autogen-svg2png-0022.png

()_autogen-svg2png-0023.png

To make xs(n)=x(nTs) for all values of n, the integrands in Equation and Equation have to agreee, that is

()_autogen-svg2png-0026.png

This is a central result. We see that the digital spectrum consists of a sum of shifted versions of the original, analog spectrum. Observe the periodicity!

We can also express this relation in terms of the digital angular frequency ω=ΩTs

()_autogen-svg2png-0028.png

This concludes the first part of the proof. Now we want to find a reconstruction formula, so that we can recover x(t) from xs(n).

Proof part II - Signal reconstruction

For a bandlimited signal the inverse fourier transform is

()_autogen-svg2png-0031.png

In the interval we are integrating we have: _autogen-svg2png-0032.png. Substituting this relation into Equation we get

()_autogen-svg2png-0033.png

Using the DTFT relation for Xs(ΩTs) we have

()_autogen-svg2png-0035.png

Interchanging integration and summation (under the assumption of convergence) leads to

()_autogen-svg2png-0036.png

Finally we perform the integration and arrive at the important reconstruction formula

()_autogen-svg2png-0037.png

(Thanks to R.Loos for pointing out an error in the proof.)

Summary

Spectrum sampled signal
_autogen-svg2png-0038.png

Reconstruction formula
_autogen-svg2png-0039.png

2.3Illustrations*

In this module we illustrate the processes involved in sampling and reconstruction. To see how all these processes work together as a whole, take a look at the system view. In Sampling and reconstruction with Matlab we provide a Matlab script for download. The matlab script shows the process of sampling and reconstruction live.

Basic examples

Example 2.1

To sample an analog signal with 3000 Hz as the highest frequency component requires sampling at 6000 Hz or above.

Example 2.2

The sampling theorem can also be applied in two dimensions, i.e. for image analysis. A 2D sampling theorem has a simple physical interpretation in image analysis: Choose the sampling interval such that it is less than or equal to half of the smallest interesting detail in the image.

The process of sampling

We start off with an analog signal. This can for example be the sound coming from your stereo at home or your friend talking.

The signal is then sampled uniformly. Uniform sampling implies that we sample every Ts seconds. In Figure 2.2 we see an analog signal. The analog signal has been sampled at times t=nTs.

Figure (analog_sampling.jpg)
Figure 2.2
Analog signal, samples are marked with dots.

In signal processing it is often more convenient and easier to work in the frequency domain. So let's look at at the signal in frequency domain, Figure 2.3. For illustration purposes we take the frequency content of the signal as a triangle. (If you Fourier transform the signal in Figure 2.2 you will not get such a nice triangle.)

Figure (spektrum_1.jpg)
Figure 2.3
The spectrum X(ⅈΩ) .

Notice that the signal in Figure 2.3 is bandlimited. We can see that the signal is bandlimited because X(ⅈΩ) is zero outside the interval [–Ωg, Ωg] . Equivalentely we can state that the signal has no angular frequencies above Ωg, corresponding to no frequencies above _autogen-svg2png-0007.png.

Now let's take a look at the sampled signal in the frequency domain. While proving the sampling theorem we found the the spectrum of the sampled signal consists of a sum of shifted versions of the analog spectrum. Mathematically this is described by the following equation:

()_autogen-svg2png-0008.png

Sampling fast enough

In Figure 2.4 we show the result of sampling x(t) according to the sampling theorem. This means that when sampling the signal in Figure 2.2/Figure 2.3 we use Fs≥2Fg. Observe in Figure 2.4 that we have the same spectrum as in Figure 2.3 for Ω∈[-Ωg,