Pa

ing
i
cess Vetterl Signal Processing
ro in Digital
al P
t
Sign nd Mar
l
ta
Digi Modulei 7: Stochastic Signal Processing and Quantization
n a
ndo 2013
ra

olo P

Module Overview:

ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
Quantization
l
ta
Digi doni a 13
A/D and D/A conversion
an 20
lo Pr
Pao

Module 7.2:

Module 7.1: Stochastic signals

Module 7.2:

ing
i
cess Vetterl Signal Processing
ro in Digital
al P
t
Sign nd Mar
l
ta
Digi doni a 13 Module 7.1: Stochastic signal processing
an 20
lo Pr
ao

Overview:

7.1

ing
i
cess Vetterl
ro in
al P
t
Power spectral density
Sign nd Mar
l
ta
D i doni a 13
Filtering a stochastic signal ig
an 20
lo Pr
Noise
Pao
A simple random signal

Overview:

7.1

ing
i
cess Vetterl
ro in
al P
t
Power spectral density
Sign nd Mar
l
ta
D i doni a 13
Filtering a stochastic signal ig
an 20
lo Pr
Noise
Pao
A simple random signal

Overview:

7.1

ing
i
cess Vetterl
ro in
al P
t
Power spectral density
Sign nd Mar
l
ta
D i doni a 13
Filtering a stochastic signal ig
an 20
lo Pr
Noise
Pao
A simple random signal

Overview:

7.1

ing
i
cess Vetterl
ro in
al P
t
Power spectral density
Sign nd Mar
l
ta
D i doni a 13
Filtering a stochastic signal ig
an 20
lo Pr
Noise
Pao
A simple random signal

Deterministic vs. stochastic

deterministic signals are known in advance: x[n] = sin(0.2 n)

interesting signals are not known in advance: s[n] ssing Im rli

= what
going to say next

7.1

e
roce
Vett
l Si
nd M
igita probabilistically
stochastic signals can be described oni a
D
3
d
201
Pran signals? Yes!
lo
can we do signal processing with random
Pao
we usually know something, though: gnal P speechin
s[n] is a art signal

will not develop stochastic signal processing rigorously but give enough intuition to deal
with things such as noise

Deterministic vs. stochastic

deterministic signals are known in advance: x[n] = sin(0.2 n)

interesting signals are not known in advance: s[n] ssing Im rli

= what
going to say next

7.1

e
roce
Vett
l Si
nd M
igita probabilistically
stochastic signals can be described oni a
D
3
d
201
Pran signals? Yes!
lo
can we do signal processing with random
Pao
we usually know something, though: gnal P speechin
s[n] is a art signal

will not develop stochastic signal processing rigorously but give enough intuition to deal
with things such as noise

Deterministic vs. stochastic

deterministic signals are known in advance: x[n] = sin(0.2 n)

interesting signals are not known in advance: s[n] ssing Im rli

= what
going to say next

7.1

e
roce
Vett
l Si
nd M
igita probabilistically
stochastic signals can be described oni a
D
3
d
201
Pran signals? Yes!
lo
can we do signal processing with random
Pao
we usually know something, though: gnal P speechin
s[n] is a art signal

will not develop stochastic signal processing rigorously but give enough intuition to deal
with things such as noise

Deterministic vs. stochastic

deterministic signals are known in advance: x[n] = sin(0.2 n)

interesting signals are not known in advance: s[n] ssing Im rli

= what
going to say next

7.1

e
roce
Vett
l Si
nd M
igita probabilistically
stochastic signals can be described oni a
D
3
d
201
Pran signals? Yes!
lo
can we do signal processing with random
Pao
we usually know something, though: gnal P speechin
s[n] is a art signal

will not develop stochastic signal processing rigorously but give enough intuition to deal
with things such as noise

Deterministic vs. stochastic

deterministic signals are known in advance: x[n] = sin(0.2 n)

interesting signals are not known in advance: s[n] ssing Im rli

= what
going to say next

7.1

e
roce
Vett
l Si
nd M
igita probabilistically
stochastic signals can be described oni a
D
3
d
201
Pran signals? Yes!
lo
can we do signal processing with random
Pao
we usually know something, though: gnal P speechin
s[n] is a art signal

will not develop stochastic signal processing rigorously but give enough intuition to deal
with things such as noise

Deterministic vs. stochastic

deterministic signals are known in advance: x[n] = sin(0.2 n)

interesting signals are not known in advance: s[n] ssing Im rli

= what
going to say next

7.1

e
roce
Vett
l Si
nd M
igita probabilistically
stochastic signals can be described oni a
D
3
d
201
Pran signals? Yes!
lo
can we do signal processing with random
Pao
we usually know something, though: gnal P speechin
s[n] is a art signal

will not develop stochastic signal processing rigorously but give enough intuition to deal
with things such as noise

A simple discrete-time random signal generator

For each new sample, toss a fair coin:

x[n] =

in
r
+1 if the outcome ofcthesn-th toss islihead
o es n V
rof the n-th etteis tail
P
1 if the outcome
nal
rti toss
a
Sig
ital ni and M
ig
D
do
13
Pran 20
lo

7.1

each sample is independent from all others

Pao
each sample value has a 50% probability

A simple discrete-time random signal generator

For each new sample, toss a fair coin:

x[n] =

in
r
+1 if the outcome ofcthesn-th toss islihead
o es n V
rof the n-th etteis tail
P
1 if the outcome
nal
rti toss
a
Sig
ital ni and M
ig
D
do
13
Pran 20
lo

7.1

each sample is independent from all others

Pao
each sample value has a 50% probability

A simple discrete-time random signal generator

every time we turn on the generator we obtain a dierent realization of the signal

we know the mechanism behind each instance

but how can we analyze a random signal?

ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao

7.1

A simple discrete-time random signal generator

every time we turn on the generator we obtain a dierent realization of the signal

we know the mechanism behind each instance

but how can we analyze a random signal?

ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao

0
0

10

15

20

25

30

7.1

A simple discrete-time random signal generator

every time we turn on the generator we obtain a dierent realization of the signal

we know the mechanism behind each instance

but how can we analyze a random signal?

ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao

0
0

10

15

20

25

30

7.1

A simple discrete-time random signal generator

every time we turn on the generator we obtain a dierent realization of the signal

we know the mechanism behind each instance

but how can we analyze a random signal?

ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao

0
0

10

15

20

25

30

7.1

A simple discrete-time random signal generator

every time we turn on the generator we obtain a dierent realization of the signal

we know the mechanism behind each instance

but how can we analyze a random signal?

ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao

0
0

10

15

20

25

30

7.1

Spectral properties?

lets try with the DFT of a nite set of random samples

every time its dierent; maybe with more data?

no clear pattern... we need a new strategy

ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao

7.1

Spectral properties?

lets try with the DFT of a nite set of random samples

every time its dierent; maybe with more data?

no clear pattern... we need a new strategy

ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao

96
|X [k]|2

80
64

48
32
16
0
0

7.1

10

15

20

25

30

Spectral properties?

lets try with the DFT of a nite set of random samples

every time its dierent; maybe with more data?

no clear pattern... we need a new strategy

ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao

96
|X [k]|2

80
64

48
32
16
0
0

7.1

10

15

20

25

30

Spectral properties?

lets try with the DFT of a nite set of random samples

every time its dierent; maybe with more data?

no clear pattern... we need a new strategy

ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao

96
|X [k]|2

80
64

48
32
16
0
0

7.1

10

15

20

25

30

Spectral properties?

lets try with the DFT of a nite set of random samples

every time its dierent; maybe with more data?

no clear pattern... we need a new strategy

ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao

396

|X [k]|2

330
264

198
132
66
0
0

7.1

10

20

30

40

50

60

Spectral properties?

lets try with the DFT of a nite set of random samples

every time its dierent; maybe with more data?

no clear pattern... we need a new strategy

ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao

798

|X [k]|2

665
532

399
266
133
0
0

7.1

21

42

63

84

105

126

Averaging

7.1

when faced with random data an intuitive response is to take averages

ing e i
cess andeits rl expectation
in probability theory the average is across realizations V tt called
l Pro
gna Martin
l Si
for the coin-toss signal:
igita oni and 3
D
d is tail]
1
E [x[n]] = 1 P[n-th toss 20 + 1 P[n-th toss is head] = 0
Pran
lo
Pao
so the average value for each sample is zero...

Averaging

7.1

when faced with random data an intuitive response is to take averages

ing e i
cess andeits rl expectation
in probability theory the average is across realizations V tt called
l Pro
gna Martin
l Si
for the coin-toss signal:
igita oni and 3
D
d is tail]
1
E [x[n]] = 1 P[n-th toss 20 + 1 P[n-th toss is head] = 0
Pran
lo
Pao
so the average value for each sample is zero...

Averaging

7.1

when faced with random data an intuitive response is to take averages

ing e i
cess andeits rl expectation
in probability theory the average is across realizations V tt called
l Pro
gna Martin
l Si
for the coin-toss signal:
igita oni and 3
D
d is tail]
1
E [x[n]] = 1 P[n-th toss 20 + 1 P[n-th toss is head] = 0
Pran
lo
Pao
so the average value for each sample is zero...

Averaging

7.1

when faced with random data an intuitive response is to take averages

ing e i
cess andeits rl expectation
in probability theory the average is across realizations V tt called
l Pro
gna Martin
l Si
for the coin-toss signal:
igita oni and 3
D
d is tail]
1
E [x[n]] = 1 P[n-th toss 20 + 1 P[n-th toss is head] = 0
Pran
lo
Pao
so the average value for each sample is zero...

Averaging the DFT

7.1

sing terli
et
al P artin V
Sign
E [X [k]] = 0
ital ni and M
Dig
13
however the signal moves, soando
Pr its energy or0power must be nonzero
2
lo
Pao
... as a consequence, averaging the DFT willrnotes
oc work

Averaging the DFT

7.1

sing terli
et
al P artin V
Sign
E [X [k]] = 0
ital ni and M
Dig
13
however the signal moves, soando
Pr its energy or0power must be nonzero
2
lo
Pao
... as a consequence, averaging the DFT willrnotes
oc work

Averaging the DFT

7.1

sing terli
et
al P artin V
Sign
E [X [k]] = 0
ital ni and M
Dig
13
however the signal moves, soando
Pr its energy or0power must be nonzero
2
lo
Pao
... as a consequence, averaging the DFT willrnotes
oc work

Energy and power

the coin-toss signal has innite energy (see Module 2.1):

ing e li
cess (2Ne+t1)r=
Ex = lim
|x[n]| r= lim V t
l P o rti
N
n=N n
g a MNn
a
l Si
igita oni and 3
D
however it has nite power over any interval: 1
d
Pran 20
lo
N
Pao
1
2
N

Px = lim

7.1

2N + 1

n=N

|x[n]| = 1

Averaging

lets try to average the DFTs square magnitude, normalized:

7.1

ing
i
cess Vetterl
ro in
al P
pick a number of iterations M
t
Sign nd Mar
l
ta
run the signal generator M times and ni a M3
Digi do obtain 1 N-point realizations
20
ran
l realization
compute the DFT of each o P
Pao
pick an interval length N

average their square magnitude divided by N

10

Averaging

lets try to average the DFTs square magnitude, normalized:

7.1

ing
i
cess Vetterl
ro in
al P
pick a number of iterations M
t
Sign nd Mar
l
ta
run the signal generator M times and ni a M3
Digi do obtain 1 N-point realizations
20
ran
l realization
compute the DFT of each o P
Pao
pick an interval length N

average their square magnitude divided by N

10

Averaging

lets try to average the DFTs square magnitude, normalized:

7.1

ing
i
cess Vetterl
ro in
al P
pick a number of iterations M
t
Sign nd Mar
l
ta
run the signal generator M times and ni a M3
Digi do obtain 1 N-point realizations
20
ran
l realization
compute the DFT of each o P
Pao
pick an interval length N

average their square magnitude divided by N

10

Averaging

lets try to average the DFTs square magnitude, normalized:

7.1

ing
i
cess Vetterl
ro in
al P
pick a number of iterations M
t
Sign nd Mar
l
ta
run the signal generator M times and ni a M3
Digi do obtain 1 N-point realizations
20
ran
l realization
compute the DFT of each o P
Pao
pick an interval length N

average their square magnitude divided by N

10

Averaging

lets try to average the DFTs square magnitude, normalized:

7.1

ing
i
cess Vetterl
ro in
al P
pick a number of iterations M
t
Sign nd Mar
l
ta
run the signal generator M times and ni a M3
Digi do obtain 1 N-point realizations
20
ran
l realization
compute the DFT of each o P
Pao
pick an interval length N

average their square magnitude divided by N

10

Averaged DFT square magnitude

M=1

ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao

P
0
0

7.1

10

15

20

25

30

11

Averaged DFT square magnitude

M = 10

ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao

P
0
0

7.1

10

15

20

25

30

11

Averaged DFT square magnitude

M = 1000

ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao

P
0
0

7.1

10

15

20

25

30

11

Averaged DFT square magnitude

M = 5000

ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao

P
0
0

7.1

10

15

20

25

30

11

Power spectral density

P[k] = E |XN [k]|2 /N

ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
it looks very much as if P[k]git1
=a
Di
oni a 013
2 tends to the energy and
if |XN [k]|
Pr distribution2 frequency...
in
aolo
P
...|X [k]|2 /N tends to the power distribution (aka density) in frequency

the frequency-domain representation for stochastic processes is the power spectral density

7.1

12

Power spectral density

P[k] = E |XN [k]|2 /N

ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
it looks very much as if P[k]git1
=a
Di
oni a 013
2 tends to the energy and
if |XN [k]|
Pr distribution2 frequency...
in
aolo
P
...|X [k]|2 /N tends to the power distribution (aka density) in frequency

the frequency-domain representation for stochastic processes is the power spectral density

7.1

12

Power spectral density

P[k] = E |XN [k]|2 /N

ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
it looks very much as if P[k]git1
=a
Di
oni a 013
2 tends to the energy and
if |XN [k]|
Pr distribution2 frequency...
in
aolo
P
...|X [k]|2 /N tends to the power distribution (aka density) in frequency

the frequency-domain representation for stochastic processes is the power spectral density

7.1

12

Power spectral density

P[k] = E |XN [k]|2 /N

ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
it looks very much as if P[k]git1
=a
Di
oni a 013
2 tends to the energy and
if |XN [k]|
Pr distribution2 frequency...
in
aolo
P
...|X [k]|2 /N tends to the power distribution (aka density) in frequency

the frequency-domain representation for stochastic processes is the power spectral density

7.1

12

Power spectral density: intuition

7.1

g
Vet
Pro
alslowlyrtinsuper-fast
i.e., we cannot predict if the signal Sign
moves
a or
ital ni and M
Dig do
this is because each sample is independent of each other: we could have a realization of all
13
Pran 20
ones or a realization in which the sign changes every other sample or anything in between
lo
Pao

P[k] = 1 means that the power is equally distributedin

t rli
cess over allefrequencies

13

Power spectral density: intuition

7.1

g
Vet
Pro
alslowlyrtinsuper-fast
i.e., we cannot predict if the signal Sign
moves
a or
ital ni and M
Dig do
this is because each sample is independent of each other: we could have a realization of all
13
Pran 20
ones or a realization in which the sign changes every other sample or anything in between
lo
Pao

P[k] = 1 means that the power is equally distributedin

t rli
cess over allefrequencies

13

Power spectral density: intuition

7.1

g
Vet
Pro
alslowlyrtinsuper-fast
i.e., we cannot predict if the signal Sign
moves
a or
ital ni and M
Dig do
this is because each sample is independent of each other: we could have a realization of all
13
Pran 20
ones or a realization in which the sign changes every other sample or anything in between
lo
Pao

P[k] = 1 means that the power is equally distributedin

t rli
cess over allefrequencies

13

Filtering a random process

7.1

sing
al P
tin V
Sign nd Mar
y [n] = (x[n] + x[n 1])/2
tal
Digi doni a 13
what is the power spectral density?
an 20
lo Pr
Pao

li

lets lter the random process with a 2-point rMoving Average r

oces
ette lter

14

Filtering a random process

7.1

sing
al P
tin V
Sign nd Mar
y [n] = (x[n] + x[n 1])/2
tal
Digi doni a 13
what is the power spectral density?
an 20
lo Pr
Pao

li

lets lter the random process with a 2-point rMoving Average r

oces
ette lter

14

Filtering a random process

7.1

sing
al P
tin V
Sign nd Mar
y [n] = (x[n] + x[n 1])/2
tal
Digi doni a 13
what is the power spectral density?
an 20
lo Pr
Pao

li

lets lter the random process with a 2-point rMoving Average r

oces
ette lter

14

Averaged DFT magnitude of ltered process

M=1

ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao

P
0
0

7.1

10

15

20

25

30

15

Averaged DFT magnitude of ltered process

M = 10

ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao

P
0
0

7.1

10

15

20

25

30

15

Averaged DFT magnitude of ltered process

M = 5000

ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao

P
0
0

7.1

10

15

20

25

30

15

Averaged DFT magnitude of ltered process

M = 5000

ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
|(1 + e j(2/N)k )/2|2

P
0
0

7.1

10

15

20

25

30

15

Filtering a random process

7.1

ing
i
cess Vetterl
ro in
2 , where H[k] = DFT {h[n]}
it looks like Py [k] = Px [k] |H[k]|
al P
t
Sign nd Mar
l
can we generalize these resultsita
Dig beyond ia a 1set of samples?
n nite
ndo 20 3
Pra

aolo
P

16

Filtering a random process

7.1

ing
i
cess Vetterl
ro in
2 , where H[k] = DFT {h[n]}
it looks like Py [k] = Px [k] |H[k]|
al P
t
Sign nd Mar
l
can we generalize these resultsita
Dig beyond ia a 1set of samples?
n nite
ndo 20 3
Pra

aolo
P

16

Stochastic signal processing

a stochastic process is characterized by its power spectral density (PSD)

it can be shown (see the textbook) that the PSD is

ing
i
cess Vetterl
j
ro {rxn
Px (e )al P
= DTFT ti [n]}
Sign nd Mar
al
where rx [n] = E [x[k] x[n + k]]it the autocorrelation of the process.
Dig is doni a 13
an 20
for a ltered stochastic process y [n] = H{x[n]}, it is:
lo Pr
Pao
Py (e j ) = |H(e j )|2 Px (e j )

7.1

17

Stochastic signal processing

a stochastic process is characterized by its power spectral density (PSD)

it can be shown (see the textbook) that the PSD is

ing
i
cess Vetterl
j
ro {rxn
Px (e )al P
= DTFT ti [n]}
Sign nd Mar
al
where rx [n] = E [x[k] x[n + k]]it the autocorrelation of the process.
Dig is doni a 13
an 20
for a ltered stochastic process y [n] = H{x[n]}, it is:
lo Pr
Pao
Py (e j ) = |H(e j )|2 Px (e j )

7.1

17

Stochastic signal processing

a stochastic process is characterized by its power spectral density (PSD)

it can be shown (see the textbook) that the PSD is

ing
i
cess Vetterl
j
ro {rxn
Px (e )al P
= DTFT ti [n]}
Sign nd Mar
al
where rx [n] = E [x[k] x[n + k]]it the autocorrelation of the process.
Dig is doni a 13
an 20
for a ltered stochastic process y [n] = H{x[n]}, it is:
lo Pr
Pao
Py (e j ) = |H(e j )|2 Px (e j )

7.1

17

Stochastic signal processing

ing
i
cess Vetterl
ro in
al P
lters designed for deterministic signals still workart magnitude) in the stochastic case
Sign nd M (in
ital i a
Digsincedondont know the shape of a realization in advance
we lose the concept of phase
we
13
Pran 20
lo
Pao

key points:

7.1

18

Stochastic signal processing

ing
i
cess Vetterl
ro in
al P
lters designed for deterministic signals still workart magnitude) in the stochastic case
Sign nd M (in
ital i a
Digsincedondont know the shape of a realization in advance
we lose the concept of phase
we
13
Pran 20
lo
Pao

key points:

7.1

18

Noise

noise is everywhere:

ing
i
cess Vetterl
sum of extraneous interferences
ro in
al P
t
Sign nd Mar
quantization and numerical ital
errors
Dig doni a 13
...
an 20
lo Pr
P ao
we can model noise asa stochastic signal

the most important noise is white noise

thermal noise

7.1

19

Noise

noise is everywhere:

ing
i
cess Vetterl
sum of extraneous interferences
ro in
al P
t
Sign nd Mar
quantization and numerical ital
errors
Dig doni a 13
...
an 20
lo Pr
P ao
we can model noise asa stochastic signal

the most important noise is white noise

thermal noise

7.1

19

Noise

noise is everywhere:

ing
i
cess Vetterl
sum of extraneous interferences
ro in
al P
t
Sign nd Mar
quantization and numerical ital
errors
Dig doni a 13
...
an 20
lo Pr
P ao
we can model noise asa stochastic signal

the most important noise is white noise

thermal noise

7.1

19

Noise

noise is everywhere:

ing
i
cess Vetterl
sum of extraneous interferences
ro in
al P
t
Sign nd Mar
quantization and numerical ital
errors
Dig doni a 13
...
an 20
lo Pr
P ao
we can model noise asa stochastic signal

the most important noise is white noise

thermal noise

7.1

19

Noise

noise is everywhere:

ing
i
cess Vetterl
sum of extraneous interferences
ro in
al P
t
Sign nd Mar
quantization and numerical ital
errors
Dig doni a 13
...
an 20
lo Pr
P ao
we can model noise asa stochastic signal

the most important noise is white noise

thermal noise

7.1

19

Noise

noise is everywhere:

ing
i
cess Vetterl
sum of extraneous interferences
ro in
al P
t
Sign nd Mar
quantization and numerical ital
errors
Dig doni a 13
...
an 20
lo Pr
P ao
we can model noise asa stochastic signal

the most important noise is white noise

thermal noise

7.1

19

Noise

noise is everywhere:

ing
i
cess Vetterl
sum of extraneous interferences
ro in
al P
t
Sign nd Mar
quantization and numerical ital
errors
Dig doni a 13
...
an 20
lo Pr
P ao
we can model noise asa stochastic signal

the most important noise is white noise

thermal noise

7.1

19

White noise

ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao

white indicates uncorrelated samples

rw [n] = 2 [n]

Pw (e j ) = 2

7.1

20

White noise

ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao

white indicates uncorrelated samples

rw [n] = 2 [n]

Pw (e j ) = 2

7.1

20

White noise

ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao

white indicates uncorrelated samples

rw [n] = 2 [n]

Pw (e j ) = 2

7.1

20

White noise

ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao

Pw (e j )

7.1

/2

/2

21

White noise

7.1

the PSD is independent of the probability distributionng the single samples (depends only
i of
i
cess etterl
on the variance)
ro

al P artin V
Sign ndfor the signal
distribution is important to estimate bounds M
tal
Digi doni a 13
very often a Gaussian distribution models the experimental data the best
an 20
lo Pr
o
P Gaussian noise
AWGN: additive white a

22

White noise

7.1

the PSD is independent of the probability distributionng the single samples (depends only
i of
i
cess etterl
on the variance)
ro

al P artin V
Sign ndfor the signal
distribution is important to estimate bounds M
tal
Digi doni a 13
very often a Gaussian distribution models the experimental data the best
an 20
lo Pr
o
P Gaussian noise
AWGN: additive white a

22

White noise

7.1

the PSD is independent of the probability distributionng the single samples (depends only
i of
i
cess etterl
on the variance)
ro

al P artin V
Sign ndfor the signal
distribution is important to estimate bounds M
tal
Digi doni a 13
very often a Gaussian distribution models the experimental data the best
an 20
lo Pr
o
P Gaussian noise
AWGN: additive white a

22

White noise

7.1

the PSD is independent of the probability distributionng the single samples (depends only
i of
i
cess etterl
on the variance)
ro

al P artin V
Sign ndfor the signal
distribution is important to estimate bounds M
tal
Digi doni a 13
very often a Gaussian distribution models the experimental data the best
an 20
lo Pr
o
P Gaussian noise
AWGN: additive white a

22

ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao

END OF MODULE 7.1

P

ing
i
cess Vetterl Signal Processing
ro in Digital
al P
t
Sign nd Mar
l
ta
Module 7.2: Quantization
Digi doni a 13
n
0
Pra
2
aolo

Overview:

7.2

ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
Uniform quantization and errortanalysis
l
a
Digi doni a 13
Clipping, saturation, compandingn
0
a
2
lo Pr
Pao
Quantization

23

Overview:

7.2

ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
Uniform quantization and errortanalysis
l
a
Digi doni a 13
Clipping, saturation, compandingn
0
a
2
lo Pr
Pao
Quantization

23

Overview:

7.2

ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
Uniform quantization and errortanalysis
l
a
Digi doni a 13
Clipping, saturation, compandingn
0
a
2
lo Pr
Pao
Quantization

23

Quantization

7.2

sing
li
V
nal P Ma tin
Sigontona niterset of values
we need to map the range of a tsignal
d
al
Digi doni a 13
irreversible loss of information rn
0
a quantization noise
2
lo P
Pao

digital devices can only deal with integers (b roces sample) r

bits per
ette

24

Quantization

7.2

sing
li
V
nal P Ma tin
Sigontona niterset of values
we need to map the range of a tsignal
d
al
Digi doni a 13
irreversible loss of information rn
0
a quantization noise
2
lo P
Pao

digital devices can only deal with integers (b roces sample) r

bits per
ette

24

Quantization

7.2

sing
li
V
nal P Ma tin
Sigontona niterset of values
we need to map the range of a tsignal
d
al
Digi doni a 13
irreversible loss of information rn
0
a quantization noise
2
lo P
Pao

digital devices can only deal with integers (b roces sample) r

bits per
ette

24

Quantization schemes

x[n]

Q{}

x [n]

ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
Several factors at play:
ta
ia
Digi
storage budget (bits per sample) don
n
013
Pra
2
lo
storage scheme (xed ao
Ppoint, oating point)

properties of the input

range
probability distribution

7.2

25

Quantization schemes

x[n]

Q{}

x [n]

ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
Several factors at play:
ta
ia
Digi
storage budget (bits per sample) don
n
013
Pra
2
lo
storage scheme (xed ao
Ppoint, oating point)

properties of the input

range
probability distribution

7.2

25

Quantization schemes

x[n]

Q{}

x [n]

ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
Several factors at play:
ta
ia
Digi
storage budget (bits per sample) don
n
013
Pra
2
lo
storage scheme (xed ao
Ppoint, oating point)

properties of the input

range
probability distribution

7.2

25

Quantization schemes

x[n]

Q{}

x [n]

ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
Several factors at play:
ta
ia
Digi
storage budget (bits per sample) don
n
013
Pra
2
lo
storage scheme (xed ao
Ppoint, oating point)

properties of the input

range
probability distribution

7.2

25

Quantization schemes

x[n]

Q{}

x [n]

ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
Several factors at play:
ta
ia
Digi
storage budget (bits per sample) don
n
013
Pra
2
lo
storage scheme (xed ao
Ppoint, oating point)

properties of the input

range
probability distribution

7.2

25

Scalar quantization

x[n]

Q{}

x [n]

ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
The simplest quantizer:
0
an scalar)
each sample is encoded individually (hence2
lo Pr
Pao

7.2

each sample is quantized independently (memoryless quantization)

each sample is encoded using R bits

26

Scalar quantization

x[n]

Q{}

x [n]

ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
The simplest quantizer:
0
an scalar)
each sample is encoded individually (hence2
lo Pr
Pao

7.2

each sample is quantized independently (memoryless quantization)

each sample is encoded using R bits

26

Scalar quantization

x[n]

Q{}

x [n]

ing
i
cess RVbpsterl
ro in et
al P
t
Sign nd Mar
l
ta
Digi doni a 13
The simplest quantizer:
an 20
each sample is encoded individually (hence scalar)
lo Pr
Pao

7.2

each sample is quantized independently (memoryless quantization)

each sample is encoded using R bits

26

Scalar quantization
Assume input signal bounded: A x[n] B for all n:

each sample quantized over 2R possible values 2R intervals.

each interval associated to a quantization value

7.2

ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao

27

Scalar quantization
Assume input signal bounded: A x[n] B for all n:

each sample quantized over 2R possible values 2R intervals.

each interval associated to a quantization value

7.2

ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao

27

Scalar quantization
Assume input signal bounded: A x[n] B for all n:

each sample quantized over 2R possible values 2R intervals.

each interval associated to a quantization value

7.2

x0

ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an
20
lo Pr x1 x2

x3

ao

27

Scalar quantization
Example for R = 2:

A
i0

k = 10 ssing

krli 11
=
roce in Vette x
l
x0

x1

3
ax2P
t
Sign nd Mar
l
ta
i
i3
D1igi idoni a 13
2
ran 20 I
I0 olo P I1
I3
2
Pa

k = 00

k = 01

7.2

i4

what are the optimal interval boundaries ik ?

what are the optimal quantization values xk ?

28

Scalar quantization
Example for R = 2:

A
i0

k = 10 ssing

krli 11
=
roce in Vette x
l
x0

x1

3
ax2P
t
Sign nd Mar
l
ta
i
i3
D1igi idoni a 13
2
ran 20 I
I0 olo P I1
I3
2
Pa

k = 00

k = 01

7.2

i4

what are the optimal interval boundaries ik ?

what are the optimal quantization values xk ?

28

Quantization Error

e[n] = Q{x[n]} x[n] = x [n] x[n]

ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
model x[n] as a stochastic process
l
ta
Digi doni a 13
model error as a white noise sequence:
an 20
lo Pr
error samples are uncorrelated
Pao
all error samples have the same distribution

7.2

we need statistics of the input to study the error

29

Quantization Error

e[n] = Q{x[n]} x[n] = x [n] x[n]

ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
model x[n] as a stochastic process
l
ta
Digi doni a 13
model error as a white noise sequence:
an 20
lo Pr
error samples are uncorrelated
Pao
all error samples have the same distribution

7.2

we need statistics of the input to study the error

29

Quantization Error

e[n] = Q{x[n]} x[n] = x [n] x[n]

ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
model x[n] as a stochastic process
l
ta
Digi doni a 13
model error as a white noise sequence:
an 20
lo Pr
error samples are uncorrelated
Pao
all error samples have the same distribution

7.2

we need statistics of the input to study the error

29

Quantization Error

e[n] = Q{x[n]} x[n] = x [n] x[n]

ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
model x[n] as a stochastic process
l
ta
Digi doni a 13
model error as a white noise sequence:
an 20
lo Pr
error samples are uncorrelated
Pao
all error samples have the same distribution

7.2

we need statistics of the input to study the error

29

Quantization Error

e[n] = Q{x[n]} x[n] = x [n] x[n]

ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
model x[n] as a stochastic process
l
ta
Digi doni a 13
model error as a white noise sequence:
an 20
lo Pr
error samples are uncorrelated
Pao
all error samples have the same distribution

7.2

we need statistics of the input to study the error

29

Uniform quantization

simple but very general case

range is split into 2R equal intervals of width = (B A)2R

ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao

7.2

30

Uniform quantization

simple but very general case

range is split into 2R equal intervals of width = (B A)2R

ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao

7.2

30

Uniform quantization

simple but very general case

range is split into 2R equal intervals of width = (B A)2R

ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao

7.2

30

Uniform quantization
Mean Square Error is the variance of the error signal:
2
e = E |Q{x[n]} x[n]|2

ing
i
cess 2 Vetterl
ro} i)n d
=
fx nal P
( )(Q{ rt
ASig
Ma
l
igita 1 ni and 3
D 2 do
ran x (01 k )2 d
f 2 )(
x
lo P=
o
I
B

Pa

k=0

error depends on the probability distribution of the input

7.2

31

Uniform quantization
Mean Square Error is the variance of the error signal:
2
e = E |Q{x[n]} x[n]|2

ing
i
cess 2 Vetterl
ro} i)n d
=
fx nal P
( )(Q{ rt
ASig
Ma
l
igita 1 ni and 3
D 2 do
ran x (01 k )2 d
f 2 )(
x
lo P=
o
I
B

Pa

k=0

error depends on the probability distribution of the input

7.2

31

Uniform quantization
Mean Square Error is the variance of the error signal:
2
e = E |Q{x[n]} x[n]|2

ing
i
cess 2 Vetterl
ro} i)n d
=
fx nal P
( )(Q{ rt
ASig
Ma
l
igita 1 ni and 3
D 2 do
ran x (01 k )2 d
f 2 )(
x
lo P=
o
I
B

Pa

k=0

error depends on the probability distribution of the input

7.2

31

Uniform quantization
Mean Square Error is the variance of the error signal:
2
e = E |Q{x[n]} x[n]|2

ing
i
cess 2 Vetterl
ro} i)n d
=
fx nal P
( )(Q{ rt
ASig
Ma
l
igita 1 ni and 3
D 2 do
ran x (01 k )2 d
f 2 )(
x
lo P=
o
I
B

Pa

k=0

error depends on the probability distribution of the input

7.2

31

Uniform quantization of uniform input

Uniform-input hypothesis:
fx ( ) =

1
sing terli
Brces
A
o
et

al P
tin V
Sign nd Mar
tal
Digi doni a 13
an 2 1 20 )2
(k
x
2
lo Pr =
o
d
R

Pa

7.2

k=0

Ik

B A

32

Uniform quantization of uniform input

Lets nd the optimal quantization point by minimizing the error

2
e

=
m
x
m
x

(k ssi )g
x n2
i
cB A Vd terl
rko e in et
al PI

2R 1

k=0
t
gn
M r
l Si2( nd ) a
ta
ia
Digi= donxm 13
nI B 2A d
0
a

lo Pr
A+m+
ao
m

7.2

(m )2
x
B A

A+m

33

Uniform quantization of uniform input

Lets nd the optimal quantization point by minimizing the error

2
e

=
m
x
m
x

(k ssi )g
x n2
i
cB A Vd terl
rko e in et
al PI

2R 1

k=0
t
gn
M r
l Si2( nd ) a
ta
ia
Digi= donxm 13
nI B 2A d
0
a

lo Pr
A+m+
ao
m

7.2

(m )2
x
B A

A+m

33

Uniform quantization of uniform input

Lets nd the optimal quantization point by minimizing the error

2
e

=
m
x
m
x

(k ssi )g
x n2
i
cB A Vd terl
rko e in et
al PI

2R 1

k=0
t
gn
M r
l Si2( nd ) a
ta
ia
Digi= donxm 13
nI B 2A d
0
a

lo Pr
A+m+
ao
m

7.2

(m )2
x
B A

A+m

33

Uniform quantization of uniform input

ing
i
cess Vetterl
ro + m +
= 0 for am P A rtin 2

nx l =
m
x
l Sig nd Ma
ta
Digi doni a 13
an 20
optimal quantizationPpoint is the intervals midpoint, for all intervals
lo r
Pao

Minimizing the error:

7.2

2
e

34

Uniform 3-Bit quantization function

x [n]

1.00

111

0.75

110

ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
0.50

0.25

101

100

x[n]

1.00 0.75 0.50 0.25

010

001

000

0.25

0.50

0.75

1.00

0.25

0.50

0.75

1.00

7.2

35

Uniform quantization of uniform input

Quantizers mean square error:

2R 1
2
e

A+k+

ng
(A + k +s/2 e2 li
e i
cBs A Vett ) r d
o
in
al Pr

n
rt
l Sig nd Ma
a
t
a2
Digi (/2 ni ) d 13
= 2R
do A 20
n
0 a B

lo Pr
Pao 2

k=0

7.2

A+k

12

36

Uniform quantization of uniform input

Quantizers mean square error:

2R 1
2
e

A+k+

ng
(A + k +s/2 e2 li
e i
cBs A Vett ) r d
o
in
al Pr

n
rt
l Sig nd Ma
a
t
a2
Digi (/2 ni ) d 13
= 2R
do A 20
n
0 a B

lo Pr
Pao 2

k=0

7.2

A+k

12

36

Uniform quantization of uniform input

Quantizers mean square error:

2R 1
2
e

A+k+

ng
(A + k +s/2 e2 li
e i
cBs A Vett ) r d
o
in
al Pr

n
rt
l Sig nd Ma
a
t
a2
Digi (/2 ni ) d 13
= 2R
do A 20
n
0 a B

lo Pr
Pao 2

k=0

7.2

A+k

12

36

Error analysis

error energy
2
e = 2 /12,

signal to noise ratio

in dB

ing
i
cess Vetterl
roA)2/12
2
x =al P
(B
tin
Sign nd Mar
l
ta
Digi doni a 13
an 20 22R
SNR =
lo Pr
o

signal energy

= (B A)/2R

Pa

SNRdB = 10 log10 22R 6R dB

7.2

37

Error analysis

error energy
2
e = 2 /12,

signal to noise ratio

in dB

ing
i
cess Vetterl
roA)2/12
2
x =al P
(B
tin
Sign nd Mar
l
ta
Digi doni a 13
an 20 22R
SNR =
lo Pr
o

signal energy

= (B A)/2R

Pa

SNRdB = 10 log10 22R 6R dB

7.2

37

Error analysis

error energy
2
e = 2 /12,

signal to noise ratio

in dB

ing
i
cess Vetterl
roA)2/12
2
x =al P
(B
tin
Sign nd Mar
l
ta
Digi doni a 13
an 20 22R
SNR =
lo Pr
o

signal energy

= (B A)/2R

Pa

SNRdB = 10 log10 22R 6R dB

7.2

37

Error analysis

error energy
2
e = 2 /12,

signal to noise ratio

in dB

ing
i
cess Vetterl
roA)2/12
2
x =al P
(B
tin
Sign nd Mar
l
ta
Digi doni a 13
an 20 22R
SNR =
lo Pr
o

signal energy

= (B A)/2R

Pa

SNRdB = 10 log10 22R 6R dB

7.2

37

The 6dB/bit rule of thumb

7.2

ing
i
cess Vetterl
ro 96dB
max al P = tin
SNR
Sign nd Mar
l
ta
a DVD has 24 bits/sample: ig
D i doni a 13
an max 20= 144dB
SNR
lo Pr
ao
P

a compact disk has 16 bits/sample:

38

The 6dB/bit rule of thumb

7.2

ing
i
cess Vetterl
ro 96dB
max al P = tin
SNR
Sign nd Mar
l
ta
a DVD has 24 bits/sample: ig
D i doni a 13
an max 20= 144dB
SNR
lo Pr
ao
P

a compact disk has 16 bits/sample:

38

Rate/Distortion Curve

2
distortion (e )

ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao
rate (R)

7.2

39

Other quantization errors

ing
i
cess Vetterl
ro in
lP
clip samples to [A, B]: linear distortionna be put tto good use in guitar eects!)
Sig (cand Mar
ital n an
Digsimulatesithe saturation curves of analog electronics
smoothly saturate input: this
do
13
Pran 20
lo
Pao

If input is not bounded to [A, B]:

7.2

40

Other quantization errors

ing
i
cess Vetterl
ro in
lP
clip samples to [A, B]: linear distortionna be put tto good use in guitar eects!)
Sig (cand Mar
ital n an
Digsimulatesithe saturation curves of analog electronics
smoothly saturate input: this
do
13
Pran 20
lo
Pao

If input is not bounded to [A, B]:

7.2

40

Clipping vs saturation

1 ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13 0
0
1
2an
2
1
2
lo Pr
ao

0
2

7.2

41

Other quantization errors

If input is not uniform:

use uniform quantizer and accept increased error. ing

rli
ss
For instance, if input is Gaussian:
roce in Vette
P
al
t
Sign nd Mar 2
l 2
3 2
ta e a

Digi doni= 2 13
n
0

Pra

7.2

lo
design optimal quantizer for input distribution, if known (Lloyd-Max algorithm)
Pao
use companders

42

Other quantization errors

If input is not uniform:

use uniform quantizer and accept increased error. ing

rli
ss
For instance, if input is Gaussian:
roce in Vette
P
al
t
Sign nd Mar 2
l 2
3 2
ta e a

Digi doni= 2 13
n
0

Pra

7.2

lo
design optimal quantizer for input distribution, if known (Lloyd-Max algorithm)
Pao
use companders

42

Other quantization errors

If input is not uniform:

use uniform quantizer and accept increased error. ing

rli
ss
For instance, if input is Gaussian:
roce in Vette
P
al
t
Sign nd Mar 2
l 2
3 2
ta e a

Digi doni= 2 13
n
0

Pra

7.2

lo
design optimal quantizer for input distribution, if known (Lloyd-Max algorithm)
Pao
use companders

42

-law compander
C{x}

ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ita
ln(1 +Dig
|x[n]|) oni a
C{x[n]} = sgn(x[n])
nd
013
ln(1o Pra
+ )
2
l
Pao

7.2

43

ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao

END OF MODULE 7.2

P

ing
i
cess Vetterl Signal Processing
ro in Digital
al P
t
Sign nd Mar
l
ta
Digi doni a 13 Module 7.3: A/D and D/A Conversion
an 20
lo Pr
ao

Overview:

7.3

ing
i
cess Vetterl
ro in
Analog-to-digital (A/D) conversion
al P
t
Sign nd Mar
l
ta
Digital-to-analog (D/A) conversion ni a
Digi do
13
Pran 20
lo
Pao

44

Overview:

7.3

ing
i
cess Vetterl
ro in
Analog-to-digital (A/D) conversion
al P
t
Sign nd Mar
l
ta
Digital-to-analog (D/A) conversion ni a
Digi do
13
Pran 20
lo
Pao

44

From analog to digital

7.3

ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
quantization discretized amplitude
l
ta
Digi doni a 13
how is it done in practice?
an 20
lo Pr
Pao
sampling discretizes time

45

From analog to digital

7.3

ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
quantization discretized amplitude
l
ta
Digi doni a 13
how is it done in practice?
an 20
lo Pr
Pao
sampling discretizes time

45

From analog to digital

7.3

ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
quantization discretized amplitude
l
ta
Digi doni a 13
how is it done in practice?
an 20
lo Pr
Pao
sampling discretizes time

45

From analog to digital

ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao

7.3

46

A tiny bit of electronics: the op-amp

vp

ing
ivo
cess Vetterl
ro in
vn
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao

vo = G (vp vn )

7.3

47

A tiny bit of electronics: the op-amp

vp

ing
ivo
cess Vetterl
ro in
vn
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao

vo = G (vp vn )

7.3

47

The two key properties

7.3

ing
i
cess Vetterl
ro in
innite input gain (G )
al P
t
Sign nd Mar
l
ta
zero input current
Digi doni a 13
an 20
lo Pr
Pao

48

The two key properties

7.3

ing
i
cess Vetterl
ro in
innite input gain (G )
al P
t
Sign nd Mar
l
ta
zero input current
Digi doni a 13
an 20
lo Pr
Pao

48

Inside the box

+Vcc

ing
i
cess Vetterl
ro in
vo
al P
t
Sign nd Mar
l
ta
vp
vn
Digi doni a 13
ran 20
lo P
Pao

Vcc
7.3

49

The op-amp in open loop: comparator

ing
i
cess Vetterl y
ro in
VT
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao

y=

7.3

+Vcc
Vcc

if x > VT
if x < VT

50

The op-amp in open loop: comparator

ing
i
cess Vetterl y
ro in
VT
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao

y=

7.3

+Vcc
Vcc

if x > VT
if x < VT

50

The op-amp in closed loop: buer

ing
iy
cess Vetterl
l Pro
gna Martin
l Si
igita oni and 3
D
d
1
Pran 20
lo
ao

y =x

7.3

51

The op-amp in closed loop: buer

ing
iy
cess Vetterl
l Pro
gna Martin
l Si
igita oni and 3
D
d
1
Pran 20
lo
ao

y =x

7.3

51

The op-amp in closed loop: inverting amplier

R2

g
rocessin etterli
al P
tin V
y
Sign nd Mar
ital ni a +
Dig do
13
Pran 20
aolo
R1

y = (R2 /R1 )x
7.3

52

The op-amp in closed loop: inverting amplier

R2

g
rocessin etterli
al P
tin V
y
Sign nd Mar
ital ni a +
Dig do
13
Pran 20
aolo
R1

y = (R2 /R1 )x
7.3

52

A/D Converter: Sample & Hold

x(t)

k(t)

ing
i
cess Vetterl
ro in +
al P
t
+
Sign nd Mar C1
l
ta
Digi doni a 13
an 20
lo Pr
ao

T1

x[n]

P
Fs

7.3

53

A/D Converter: 2-Bit Quantizer

x[n]

ing
i
cess MSB tterl
ro in Ve
al P
t
Sign nd Mar
l
ta
01
Digi doni a 13
n
0
LSB
a
2
lo Pr
ao

+0.5V0

7.3

R
0.5V0

10

V0

11

+V0

54

D/A Converter
LSB
V0

2R

...

MSB

ing
i
cess Vetterl
ro in
2R
2R
2R al P
R t
Sign nd Mar
l
a
igita
R D R doni
13
n
0
Pra
2
lo
x(t)
Pao
+

7.3

55

ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao

END OF MODULE 7.3

P

ing
i
cess Vetterl
ro in
al P
t
Sign nd Mar
l
ta
Digi doni a 13
an 20
lo Pr
ao

END OF MODULE 7
P