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Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
Windows: 6 1 / 14
Inverse DTFT
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
Windows: 6 2 / 14
Inverse DTFT
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
H (ej ) =
h[n]ejn
Windows: 6 2 / 14
Inverse DTFT
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
H (ej ) =
h[n]ejn
h [n ] =
1 2
H (ej )ejn d
Windows: 6 2 / 14
Inverse DTFT
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
H (ej ) =
h[n]ejn
h [n ] =
1 2
H (ej )ejn d
Windows: 6 2 / 14
Inverse DTFT
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
H (ej ) =
h[n]ejn
h [n ] =
1 2
H (ej )ejn d
If we know H (ej ) exactly, the IDTFT gives the ideal h[n] Example: Ideal Lowpass lter
H (ej ) =
1 | | 0 0 | | > 0
1
0.5
20
-2
Windows: 6 2 / 14
Inverse DTFT
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
H (ej ) =
h[n]ejn
h [n ] =
1 2
H (ej )ejn d
If we know H (ej ) exactly, the IDTFT gives the ideal h[n] Example: Ideal Lowpass lter
H (ej ) =
1 | | 0 0 | | > 0
1
h [n ] =
sin 0 n n
2/0
0.5
20
-2
Windows: 6 2 / 14
Inverse DTFT
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
H (ej ) =
h[n]ejn
h [n ] =
1 2
H (ej )ejn d
If we know H (ej ) exactly, the IDTFT gives the ideal h[n] Example: Ideal Lowpass lter
H (ej ) =
1 | | 0 0 | | > 0
1
h [n ] =
sin 0 n n
2/0
0.5
20
-2
Windows: 6 2 / 14
Inverse DTFT
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
H (ej ) =
h[n]ejn
h [n ] =
1 2
H (ej )ejn d
If we know H (ej ) exactly, the IDTFT gives the ideal h[n] Example: Ideal Lowpass lter
H (ej ) =
1 | | 0 0 | | > 0
1
h [n ] =
sin 0 n n
2/0
0.5
20
-2
Windows: 6 2 / 14
Inverse DTFT
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
H (ej ) =
h[n]ejn
h [n ] =
1 2
H (ej )ejn d
If we know H (ej ) exactly, the IDTFT gives the ideal h[n] Example: Ideal Lowpass lter
H (ej ) =
1 | | 0 0 | | > 0
1
h [n ] =
sin 0 n n
2/0
0.5
20
-2
Note: Width in is 20 , width in n is 2 0 : product is 4 always Sadly h[n] is innite and non-causal.
Windows: 6 2 / 14
Inverse DTFT
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
H (ej ) =
h[n]ejn
h [n ] =
1 2
H (ej )ejn d
If we know H (ej ) exactly, the IDTFT gives the ideal h[n] Example: Ideal Lowpass lter
H (ej ) =
1 | | 0 0 | | > 0
1
h [n ] =
sin 0 n n
2/0
0.5
20
-2
Note: Width in is 20 , width in n is 2 0 : product is 4 always Sadly h[n] is innite and non-causal. Solution: multiply h[n] by a window
Windows: 6 2 / 14
Rectangular window
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
2/0
Windows: 6 3 / 14
Rectangular window
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
h1[n] M=14
Windows: 6 3 / 14
Rectangular window
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
Truncate to M 2 to make nite; h1 [n] is now of length M + 1 MSE Optimality: Dene mean square error (MSE) in frequency domain
E=
1 2
H (ej ) H1 (ej ) d
h1[n] M=14
1 M=14 0.5
0 0
Windows: 6 3 / 14
Rectangular window
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
Truncate to M 2 to make nite; h1 [n] is now of length M + 1 MSE Optimality: Dene mean square error (MSE) in frequency domain
E= =
1 2 1 2
H (ej ) H1 (ej ) d H (e )
j
M 2 M 2
h 1 [n ]e
jn
h1[n] M=14
1 M=14 0.5
0 0
Windows: 6 3 / 14
Rectangular window
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
Truncate to M 2 to make nite; h1 [n] is now of length M + 1 MSE Optimality: Dene mean square error (MSE) in frequency domain
E= =
1 2 1 2
H (ej ) H1 (ej ) d H (e )
j
M 2 M 2
h 1 [n ]e
jn
(h[n])
h1[n] M=14
1 M=14 0.5
0 0
Windows: 6 3 / 14
Rectangular window
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
Truncate to M 2 to make nite; h1 [n] is now of length M + 1 MSE Optimality: Dene mean square error (MSE) in frequency domain
E= =
1 2 1 2
H (ej ) H1 (ej ) d H (e )
j
M 2 M 2
h 1 [n ]e
jn
Minimum E is when h1 [n] = (h[n]) Proof: Differentiate w.r.t. h[r ] and set to zero
h1[n] M=14 0.5
1 M=14
0 0
Windows: 6 3 / 14
Rectangular window
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
Truncate to M 2 to make nite; h1 [n] is now of length M + 1 MSE Optimality: Dene mean square error (MSE) in frequency domain
E= =
1 2 1 2
H (ej ) H1 (ej ) d H (e )
j
M 2 M 2
h 1 [n ]e
jn
Minimum E is when h1 [n] = (h[n]) Proof: Differentiate w.r.t. h[r ] and set to zero However: 9% overshoot at a discontinuity even for large n.
h1[n] M=14 0.5 1 M=14
0 0
Windows: 6 3 / 14
Rectangular window
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
Truncate to M 2 to make nite; h1 [n] is now of length M + 1 MSE Optimality: Dene mean square error (MSE) in frequency domain
E= =
1 2 1 2
H (ej ) H1 (ej ) d H (e )
j
M 2 M 2
h 1 [n ]e
jn
Minimum E is when h1 [n] = (h[n]) Proof: Differentiate w.r.t. h[r ] and set to zero However: 9% overshoot at a discontinuity even for large n.
h2[n] M=14 0.5 1 M=14 M=28
0 0
Windows: 6 3 / 14
Rectangular window
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
Truncate to M 2 to make nite; h1 [n] is now of length M + 1 MSE Optimality: Dene mean square error (MSE) in frequency domain
E= =
1 2 1 2
H (ej ) H1 (ej ) d H (e )
j
M 2 M 2
h 1 [n ]e
jn
Minimum E is when h1 [n] = (h[n]) Proof: Differentiate w.r.t. h[r ] and set to zero However: 9% overshoot at a discontinuity even for large n.
h2[n] M=14 0.5 1 M=14 M=28
0 0
Dirichlet Kernel
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
Windows: 6 4 / 14
Dirichlet Kernel
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
Windows: 6 4 / 14
Dirichlet Kernel
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
W (e ) =
M 2 M 2
ejn
Windows: 6 4 / 14
Dirichlet Kernel
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
W (e ) =
M 2 M 2
ejn = 1 + 2
(i)
0.5M 1
cos (n )
Windows: 6 4 / 14
Dirichlet Kernel
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
W (e ) =
M 2 M 2
ejn = 1 + 2
(i)
0.5M 1
cos (n )
Windows: 6 4 / 14
Dirichlet Kernel
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
W (e ) =
M 2 M 2
ejn = 1 + 2
(i)
0.5M 1
cos (n )=
sin 0.5
Windows: 6 4 / 14
Dirichlet Kernel
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
W (e ) =
M 2 M 2
ejn = 1 + 2
(i)
0.5M 1
cos (n )=
sin 0.5
Windows: 6 4 / 14
Dirichlet Kernel
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
W (e ) =
M 2 M 2
ejn = 1 + 2
(i)
0.5M 1
cos (n )=
sin 0.5
Proof: (i) ej (n) + ej (+n) = 2 cos (n ) (ii) Sum geom. progression Effect: convolve ideal freq response with Dirichlet kernel (aliassed sinc)
Windows: 6 4 / 14
Dirichlet Kernel
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
W (e ) =
M 2 M 2
ejn = 1 + 2
(i)
0.5M 1
cos (n )=
sin 0.5
Proof: (i) ej (n) + ej (+n) = 2 cos (n ) (ii) Sum geom. progression Effect: convolve ideal freq response with Dirichlet kernel (aliassed sinc)
1
0.5
0 -2 0 2
M=14
0.5
0 -2 0 2
Windows: 6 4 / 14
Dirichlet Kernel
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
W (e ) =
M 2 M 2
ejn = 1 + 2
(i)
0.5M 1
cos (n )=
sin 0.5
Proof: (i) ej (n) + ej (+n) = 2 cos (n ) (ii) Sum geom. progression Effect: convolve ideal freq response with Dirichlet kernel (aliassed sinc)
1 1
0.5
0.5
0 -2 0 2
0 -2 0 2
M=14
0.5
0 -2 0 2
Windows: 6 4 / 14
Dirichlet Kernel
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
W (e ) =
M 2 M 2
ejn = 1 + 2
(i)
0.5M 1
cos (n )=
sin 0.5
Proof: (i) ej (n) + ej (+n) = 2 cos (n ) (ii) Sum geom. progression Effect: convolve ideal freq response with Dirichlet kernel (aliassed sinc)
1 1 1
0.5
0.5
0.5
0 -2 0 2
0 -2 0 2
0 -2 0 2
M=14
0.5
0 -2 0 2
Windows: 6 4 / 14
Dirichlet Kernel
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
W (e ) =
M 2 M 2
ejn = 1 + 2
(i)
0.5M 1
cos (n )=
sin 0.5
Proof: (i) ej (n) + ej (+n) = 2 cos (n ) (ii) Sum geom. progression Effect: convolve ideal freq response with Dirichlet kernel (aliassed sinc)
1 1 1
0.5
0.5
0.5
0 -2 0 2
0 -2 0 2
0 -2 0 2
M=14
0.5
0 -2 0 2
Windows: 6 4 / 14
Dirichlet Kernel
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
W (e ) =
M 2 M 2
ejn = 1 + 2
(i)
0.5M 1
cos (n )=
sin 0.5
Proof: (i) ej (n) + ej (+n) = 2 cos (n ) (ii) Sum geom. progression Effect: convolve ideal freq response with Dirichlet kernel (aliassed sinc)
1 1 1
0.5
0.5
0.5
0 -2 0 2
0 -2 0 2
0 -2 0 2
M=14
0.5
0 -2 0 2
Windows: 6 4 / 14
Dirichlet Kernel
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
W (e ) =
M 2 M 2
ejn = 1 + 2
(i)
0.5M 1
cos (n )=
sin 0.5
Proof: (i) ej (n) + ej (+n) = 2 cos (n ) (ii) Sum geom. progression Effect: convolve ideal freq response with Dirichlet kernel (aliassed sinc)
1 1 1
0.5
0.5
0.5
0 -2 0 2
0 -2 0 2
0 -2 0 2
M=14
0.5
0 -2 0 2
Windows: 6 4 / 14
Dirichlet Kernel
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
W (e ) =
M 2 M 2
ejn = 1 + 2
(i)
0.5M 1
cos (n )=
sin 0.5
Proof: (i) ej (n) + ej (+n) = 2 cos (n ) (ii) Sum geom. progression Effect: convolve ideal freq response with Dirichlet kernel (aliassed sinc)
1 1 1
0.5
0.5
0.5
0 -2 0 2
0 -2 0 2
0 -2 0 2
M=14
0.5
0 -2 0 2
Windows: 6 4 / 14
Dirichlet Kernel
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
W (e ) =
M 2 M 2
ejn = 1 + 2
(i)
0.5M 1
cos (n )=
sin 0.5
Proof: (i) ej (n) + ej (+n) = 2 cos (n ) (ii) Sum geom. progression Effect: convolve ideal freq response with Dirichlet kernel (aliassed sinc)
1 1 1
0.5
0.5
0.5
0 -2 0 2
0 -2 0 2
0 -2 0 2
M=14
0.5
4 2 Provided that M < 2 M + 1 > 0 +1 0 : 2 4 Passband ripple: M +1 , stopband M +1 4 Transition pk-to-pk: M +1 d|H | d M +1 2
0 -2 0 2
Transition Gradient:
= 0
Windows: 6 4 / 14
Window relationships
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
H1 (ej ) =
1 j 2 H (e )
W (ej )
Windows: 6 5 / 14
Window relationships
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
H1 (ej ) =
1
1 j 2 H (e )
W (ej )
0.5
-2
Windows: 6 5 / 14
Window relationships
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
H1 (ej ) =
1
1 j 2 H (e )
20 M=20
W (ej )
0.5
10
0 0 -2 0 2 -2 0 2
Windows: 6 5 / 14
Window relationships
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
H1 (ej ) =
1
1 j 2 H (e )
20 M=20
W (ej )
1
0.5
10
0.5
0 0 0 -2 0 2 -2 0 2 -2 0 2
Windows: 6 5 / 14
Window relationships
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
H1 (ej ) =
1
1 j 2 H (e )
20 M=20
W (ej )
1
0.5
10
0.5
0 0 0 -2 0 2 -2 0 2 -2 0 2
w[0] 2
1 4
j W ( e )d mainlobe
Windows: 6 5 / 14
Window relationships
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
H1 (ej ) =
1
1 j 2 H (e )
20 M=20
W (ej )
1
0.5
10
0.5
0 0 0 -2 0 2 -2 0 2 -2 0 2
j W ( e )d (a) passband gain w[0]; peak 2 + 41 mainlobe rectangular window: passband gain = 1; peak gain = 1.09
w[0]
Windows: 6 5 / 14
Window relationships
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
H1 (ej ) =
1
1 j 2 H (e )
20 M=20
W (ej )
1
0.5
10
0.5
0 0 0 -2 0 2 -2 0 2 -2 0 2
j W ( e )d (a) passband gain w[0]; peak 2 + 41 mainlobe rectangular window: passband gain = 1; peak gain = 1.09
w[0]
Windows: 6 5 / 14
Window relationships
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
H1 (ej ) =
1
1 j 2 H (e )
20 M=20
W (ej )
1
0.5
10
0.5
0 0 0 -2 0 2 -2 0 2 -2 0 2
j W ( e )d (a) passband gain w[0]; peak 2 + 41 mainlobe rectangular window: passband gain = 1; peak gain = 1.09
w[0]
(b) stopband gain is an integral over oscillating sidelobes hence lower ripple than the sidelobes due to cancellation
Windows: 6 5 / 14
Window relationships
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
H1 (ej ) =
1
1 j 2 H (e )
20 M=20
W (ej )
1
0.5
10
0.5
0 0 0 -2 0 2 -2 0 2 -2 0 2
j W ( e )d (a) passband gain w[0]; peak 2 + 41 mainlobe rectangular window: passband gain = 1; peak gain = 1.09
w[0]
(b) stopband gain is an integral over oscillating sidelobes hence lower ripple than the sidelobes due to cancellation (c) transition bandwidth, = width of the main lobe transition amplitude, H = integral of main lobe2
Windows: 6 5 / 14
Window relationships
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
H1 (ej ) =
1
1 j 2 H (e )
20 M=20
W (ej )
1
0.5
10
0.5
0 0 0 -2 0 2 -2 0 2 -2 0 2
j W ( e )d (a) passband gain w[0]; peak 2 + 41 mainlobe rectangular window: passband gain = 1; peak gain = 1.09
w[0]
(b) stopband gain is an integral over oscillating sidelobes hence lower ripple than the sidelobes due to cancellation (c) transition bandwidth, = width of the main lobe transition amplitude, H = integral of main lobe2 4 rectangular window: = M +1 , H 1.18
Windows: 6 5 / 14
Window relationships
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
H1 (ej ) =
1
1 j 2 H (e )
20 M=20
W (ej )
1
0.5
10
0.5
0 0 0 -2 0 2 -2 0 2 -2 0 2
j W ( e )d (a) passband gain w[0]; peak 2 + 41 mainlobe rectangular window: passband gain = 1; peak gain = 1.09
w[0]
(b) stopband gain is an integral over oscillating sidelobes hence lower ripple than the sidelobes due to cancellation (c) transition bandwidth, = width of the main lobe transition amplitude, H = integral of main lobe2 4 rectangular window: = M +1 , H 1.18 (d) features narrower than the main lobe will be broadened and attenuated
DSP and Digital Filters (2013-2694) Windows: 6 5 / 14
Hanning Window
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
Windows: 6 6 / 14
Hanning Window
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
Windows: 6 6 / 14
Hanning Window
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
Windows: 6 6 / 14
Hanning Window
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
2 0 -2 -2 0 2
Windows: 6 6 / 14
Hanning Window
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
Smoothly tapers to zero at ends DTFT has much reduced ripples Central lobe width doubled: =
2 0 -2
8 M +1
-2
Windows: 6 6 / 14
Hanning Window
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
Smoothly tapers to zero at ends DTFT has much reduced ripples Central lobe width doubled: =
2 0 -2
8 M +1
-2
2n Regard w[n] as innite signal, 0.5 + 0.5 cos M +1 , multiplied by a rectangular window
Windows: 6 6 / 14
Hanning Window
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
Smoothly tapers to zero at ends DTFT has much reduced ripples Central lobe width doubled: =
2 0 -2
8 M +1
0.6 0.4 0.2
-2
2n Regard w[n] as innite signal, 0.5 + 0.5 cos M +1 , multiplied by a rectangular window
W (e ) is spectrum of signal
Dirichlet kernel
0 -2 0 2
Windows: 6 6 / 14
Hanning Window
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
Smoothly tapers to zero at ends DTFT has much reduced ripples Central lobe width doubled: =
2 0 -2
8 M +1
0.6 0.4 0.2
-2
2n Regard w[n] as innite signal, 0.5 + 0.5 cos M +1 , multiplied by a rectangular window
W (e ) is spectrum of signal
Dirichlet kernel
0 -2 0 2 8 M=16 6 4 2 0 -2 -2 0 2
Windows: 6 6 / 14
Hanning Window
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
Smoothly tapers to zero at ends DTFT has much reduced ripples Central lobe width doubled: =
2 0 -2
8 M +1
0.6 0.4 0.2
-2
2n Regard w[n] as innite signal, 0.5 + 0.5 cos M +1 , multiplied by a rectangular window
W (e ) is spectrum of signal
Dirichlet kernel
0 -2 0 2 8 M=16 6 4 2 0 -2 -2 0 2
Windows: 6 6 / 14
Hanning Window
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
Smoothly tapers to zero at ends DTFT has much reduced ripples Central lobe width doubled: =
2 0 -2
8 M +1
0.6 0.4 0.2
-2
2n Regard w[n] as innite signal, 0.5 + 0.5 cos M +1 , multiplied by a rectangular window
W (e ) is spectrum of signal
Dirichlet kernel
0 -2 0 2 8 M=16 6 4 2 0 -2 -2 0 2
Windows: 6 6 / 14
Hanning Window
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
Smoothly tapers to zero at ends DTFT has much reduced ripples Central lobe width doubled: =
2 0 -2
8 M +1
0.6 0.4 0.2
-2
2n Regard w[n] as innite signal, 0.5 + 0.5 cos M +1 , multiplied by a rectangular window
W (e ) is spectrum of signal
Dirichlet kernel
0 -2 0 2 8 M=16 6 4 2 0 -2 -2 0 2
Windows: 6 6 / 14
Hanning Window
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
Smoothly tapers to zero at ends DTFT has much reduced ripples Central lobe width doubled: =
2 0 -2
8 M +1
0.6 0.4 0.2
-2
2n Regard w[n] as innite signal, 0.5 + 0.5 cos M +1 , multiplied by a rectangular window
W (e ) is spectrum of signal
Dirichlet kernel
0 -2 0 2 8 M=16 6 4 2 0 -2 -2 0 2
Add components to get W (ej ) Anti-phase sidelobes cancel Central lobe width doubled
Windows: 6 6 / 14
Hanning Window
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
8 M=16 6 4
Smoothly tapers to zero at ends DTFT has much reduced ripples Central lobe width doubled: =
2 0 -2
8 M +1
0.6 0.4 0.2
-2
2n Regard w[n] as innite signal, 0.5 + 0.5 cos M +1 , multiplied by a rectangular window
W (e ) is spectrum of signal
Dirichlet kernel
0 -2 0 2 8 M=16 6 4 2 0 -2 -2 0 2
Add components to get W (ej ) Anti-phase sidelobes cancel Central lobe width doubled
Windows: 6 6 / 14
Common Windows
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
Rectangular: w[n] 1
6.27/(M+1)
-13 dB
-50 0 1 2 3
Windows: 6 7 / 14
Common Windows
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
6.27/(M+1)
-13 dB
-50 0 1 2 3
Windows: 6 7 / 14
Common Windows
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
6.27/(M+1)
-13 dB
-50 0 0 1 2 3
ck = cos
2kn M +1
12.56/(M+1) -31 dB
-50 0 1 2 3
Windows: 6 7 / 14
Common Windows
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
6.27/(M+1)
-13 dB
-50 0 0 1 2 3
ck = cos
2kn M +1
12.56/(M+1) -31 dB
-50 0 1 2 3
Windows: 6 7 / 14
Common Windows
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
6.27/(M+1)
-13 dB
-50 0 0 1 2 3
ck = cos
2kn M +1
12.56/(M+1) -31 dB
-50 0 0 1 2 3
12.56/(M+1) -40 dB
-50 0 1 2 3
Windows: 6 7 / 14
Common Windows
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
6.27/(M+1)
-13 dB
-50 0 0 1 2 3
ck = cos
2kn M +1
12.56/(M+1) -31 dB
-50 0 0 1 2 3
12.56/(M+1) -40 dB
-50 0 1 2 3
Windows: 6 7 / 14
Common Windows
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
6.27/(M+1)
-13 dB
-50 0 0 1 2 3
ck = cos
2kn M +1
12.56/(M+1) -31 dB
-50 0 0 1 2 3
rapid sidelobe decay Hamming: 0.54 + 0.46c1 best peak sidelobe Blackman-Harris 3-term:
12.56/(M+1) -40 dB
-50 0 0 1 2 3
18.87/(M+1)
-50 0 1 2
-70 dB
Windows: 6 7 / 14
Common Windows
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
6.27/(M+1)
-13 dB
-50 0 0 1 2 3
ck = cos
2kn M +1
12.56/(M+1) -31 dB
-50 0 0 1 2 3
rapid sidelobe decay Hamming: 0.54 + 0.46c1 best peak sidelobe Blackman-Harris 3-term:
12.56/(M+1) -40 dB
-50 0 0 1 2 3
18.87/(M+1)
-50 0 1 2
-70 dB
Windows: 6 7 / 14
Common Windows
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
6.27/(M+1)
-13 dB
-50 0 0 1 2 3
ck = cos
2kn M +1
12.56/(M+1) -31 dB
-50 0 0 1 2 3
rapid sidelobe decay Hamming: 0.54 + 0.46c1 best peak sidelobe Blackman-Harris 3-term:
12.56/(M+1) -40 dB
-50 0 0 1 2 3
18.87/(M+1)
-50 0 0
= 5.3
-70 dB 1
13.25/(M+1) -40 dB
Kaiser:
-50
0 0
= 9.5
21.27/(M+1)
-50
-70 dB 1
Windows: 6 7 / 14
Common Windows
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
6.27/(M+1)
-13 dB
-50 0 0 1 2 3
ck = cos
2kn M +1
12.56/(M+1) -31 dB
-50 0 0 1 2 3
rapid sidelobe decay Hamming: 0.54 + 0.46c1 best peak sidelobe Blackman-Harris 3-term:
12.56/(M+1) -40 dB
-50 0 0 1 2 3
18.87/(M+1)
-50 0 0
= 5.3
-70 dB 1
13.25/(M+1) -40 dB
Kaiser:
-50
0 0
= 9.5
21.27/(M+1)
-50
-70 dB 1
Windows: 6 7 / 14
Uncertainty principle
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
CTFT:
t2 |x(t)|2 dt |x(t)|2 dt
1 2
2 |X ( )|2 d |X ( )|2 d
1 2
1 2
Windows: 6 8 / 14
Uncertainty principle
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
CTFT:
t2 |x(t)|2 dt |x(t)|2 dt
1 2
2 |X ( )|2 d |X ( )|2 d
1 2
1 2
Windows: 6 8 / 14
Uncertainty principle
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
CTFT:
t2 |x(t)|2 dt |x(t)|2 dt
1 2
2 |X ( )|2 d |X ( )|2 d
1 2
1 2
First term measures the width of x(t) around t = 0. like if |x(t)| was a zero-mean probability distribution
2
Windows: 6 8 / 14
Uncertainty principle
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
CTFT:
t2 |x(t)|2 dt |x(t)|2 dt
1 2
2 |X ( )|2 d |X ( )|2 d
1 2
1 2
First term measures the width of x(t) around t = 0. like if |x(t)| was a zero-mean probability distribution Second term is similarly the width of X ( ).
2
Windows: 6 8 / 14
Uncertainty principle
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
CTFT:
t2 |x(t)|2 dt |x(t)|2 dt
1 2
2 |X ( )|2 d |X ( )|2 d
1 2
1 2
First term measures the width of x(t) around t = 0. like if |x(t)| was a zero-mean probability distribution Second term is similarly the width of X ( ). A signal cannot be concentrated in both time and frequency.
2
Windows: 6 8 / 14
Uncertainty principle
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
CTFT:
t2 |x(t)|2 dt |x(t)|2 dt
1 2
2 |X ( )|2 d |X ( )|2 d
1 2
1 2
First term measures the width of x(t) around t = 0. like if |x(t)| was a zero-mean probability distribution Second term is similarly the width of X ( ). A signal cannot be concentrated in both time and frequency. So a short window cannot have a narrow main lobe.
2
Windows: 6 8 / 14
Uncertainty principle
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
CTFT:
t2 |x(t)|2 dt |x(t)|2 dt
1 2
2 |X ( )|2 d |X ( )|2 d
1 2
1 2
First term measures the width of x(t) around t = 0. like if |x(t)| was a zero-mean probability distribution Second term is similarly the width of X ( ). A signal cannot be concentrated in both time and frequency. So a short window cannot have a narrow main lobe. Proof: Assume
2
|x(t)|2 dt = 1
|X ( )|2 d = 2 [Parseval]
Windows: 6 8 / 14
Uncertainty principle
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
CTFT:
t2 |x(t)|2 dt |x(t)|2 dt
1 2
2 |X ( )|2 d |X ( )|2 d
1 2
1 2
First term measures the width of x(t) around t = 0. like if |x(t)| was a zero-mean probability distribution Second term is similarly the width of X ( ). A signal cannot be concentrated in both time and frequency. So a short window cannot have a narrow main lobe. Proof: 2 2 Assume |x(t)| dt = 1 |X ( )| d = 2 Set y (t) = dx dt Y ( ) = jX ( ) [by parts]
2
[Parseval]
Windows: 6 8 / 14
Uncertainty principle
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
CTFT:
t2 |x(t)|2 dt |x(t)|2 dt
1 2
2 |X ( )|2 d |X ( )|2 d
1 2
1 2
First term measures the width of x(t) around t = 0. like if |x(t)| was a zero-mean probability distribution Second term is similarly the width of X ( ). A signal cannot be concentrated in both time and frequency. So a short window cannot have a narrow main lobe. Proof: 2 2 Assume |x(t)| dt = 1 |X ( )| d = 2 [Parseval] Set y (t) = dx dt Y ( ) = jX ( ) [by parts] 1 2 1 1 2 Now tx dx dt = tx x dt = dt 2 2 2 [by parts] t=
2
Windows: 6 8 / 14
Uncertainty principle
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
CTFT:
t2 |x(t)|2 dt |x(t)|2 dt
1 2
2 |X ( )|2 d |X ( )|2 d
1 2
1 2
First term measures the width of x(t) around t = 0. like if |x(t)| was a zero-mean probability distribution Second term is similarly the width of X ( ). A signal cannot be concentrated in both time and frequency. So a short window cannot have a narrow main lobe. Proof: 2 2 Assume |x(t)| dt = 1 |X ( )| d = 2 [Parseval] Set y (t) = dx dt Y ( ) = jX ( ) [by parts] 1 2 1 1 2 Now tx dx dt = tx x dt = dt 2 2 2 [by parts] t=
1 = So 4 2
tx dx dt dt
t2 x2 dt
dx 2 dt
dt
[Schwartz]
Windows: 6 8 / 14
Uncertainty principle
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
CTFT:
t2 |x(t)|2 dt |x(t)|2 dt
1 2
2 |X ( )|2 d |X ( )|2 d
1 2
1 2
First term measures the width of x(t) around t = 0. like if |x(t)| was a zero-mean probability distribution Second term is similarly the width of X ( ). A signal cannot be concentrated in both time and frequency. So a short window cannot have a narrow main lobe. Proof: 2 2 Assume |x(t)| dt = 1 |X ( )| d = 2 [Parseval] Set y (t) = dx dt Y ( ) = jX ( ) [by parts] 1 2 1 1 2 Now tx dx dt = tx x dt = dt 2 2 2 [by parts] t=
1 = So 4 2
tx dx dt dt t2 x2 dt
t2 x2 dt
dx 2 dt
dt
[Schwartz]
|y | dt
Windows: 6 8 / 14
Uncertainty principle
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
CTFT:
t2 |x(t)|2 dt |x(t)|2 dt
1 2
2 |X ( )|2 d |X ( )|2 d
1 2
1 2
First term measures the width of x(t) around t = 0. like if |x(t)| was a zero-mean probability distribution Second term is similarly the width of X ( ). A signal cannot be concentrated in both time and frequency. So a short window cannot have a narrow main lobe. Proof: 2 2 Assume |x(t)| dt = 1 |X ( )| d = 2 [Parseval] Set y (t) = dx dt Y ( ) = jX ( ) [by parts] 1 2 1 1 2 Now tx dx dt = tx x dt = dt 2 2 2 [by parts] t=
1 = So 4 2
tx dx dt dt t2 x2 dt
t2 x2 dt
dx 2 dt
dt
1 2
[Schwartz]
|y | dt =
t2 x2 dt
|Y | d
Windows: 6 8 / 14
Uncertainty principle
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
CTFT:
t2 |x(t)|2 dt |x(t)|2 dt
1 2
2 |X ( )|2 d |X ( )|2 d
1 2
1 2
First term measures the width of x(t) around t = 0. like if |x(t)| was a zero-mean probability distribution Second term is similarly the width of X ( ). A signal cannot be concentrated in both time and frequency. So a short window cannot have a narrow main lobe. Proof: 2 2 Assume |x(t)| dt = 1 |X ( )| d = 2 [Parseval] Set y (t) = dx dt Y ( ) = jX ( ) [by parts] 1 2 1 1 2 Now tx dx dt = tx x dt = dt 2 2 2 [by parts] t=
1 = So 4 2
tx dx dt dt t2 x2 dt t2 x2 dt
t2 x2 dt
dx 2 dt
dt
1 2
[Schwartz]
= =
|y | dt =
1 2
t2 x2 dt
|Y | d
2 |X |2 d
Windows: 6 8 / 14
Uncertainty principle
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
CTFT:
t2 |x(t)|2 dt |x(t)|2 dt
1 2
2 |X ( )|2 d |X ( )|2 d
1 2
1 2
First term measures the width of x(t) around t = 0. like if |x(t)| was a zero-mean probability distribution Second term is similarly the width of X ( ). A signal cannot be concentrated in both time and frequency. So a short window cannot have a narrow main lobe. Proof: 2 2 Assume |x(t)| dt = 1 |X ( )| d = 2 [Parseval] Set y (t) = dx dt Y ( ) = jX ( ) [by parts] 1 2 1 1 2 Now tx dx dt = tx x dt = dt 2 2 2 [by parts] t=
1 = So 4 2
tx dx dt dt t2 x2 dt t2 x2 dt
t2 x2 dt
dx 2 dt
dt
1 2
[Schwartz]
= =
|y | dt =
1 2
t2 x2 dt
|Y | d
2 |X |2 d
Order Estimation
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
Windows: 6 9 / 14
Order Estimation
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
Several formulae estimate the required order of a lter, M . E.g. for lowpass lter
Windows: 6 9 / 14
Order Estimation
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
Several formulae estimate the required order of a lter, M . E.g. for lowpass lter Estimated order is
5.64.3 log10 ( ) 2 1
Windows: 6 9 / 14
Order Estimation
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
Several formulae estimate the required order of a lter, M . E.g. for lowpass lter Estimated order is
5.64.3 log10 ( ) 2 1
Windows: 6 9 / 14
Order Estimation
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
Several formulae estimate the required order of a lter, M . E.g. for lowpass lter Estimated order is
5.64.3 log10 ( ) 2 1
Required M increases as either the transition width, 2 1 , or the gain tolerances and get smaller.
Windows: 6 9 / 14
Order Estimation
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
Several formulae estimate the required order of a lter, M . E.g. for lowpass lter Estimated order is
5.64.3 log10 ( ) 2 1
Required M increases as either the transition width, 2 1 , or the gain tolerances and get smaller.
Windows: 6 9 / 14
Order Estimation
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
Several formulae estimate the required order of a lter, M . E.g. for lowpass lter Estimated order is
5.64.3 log10 ( ) 2 1
Required M increases as either the transition width, 2 1 , or the gain tolerances and get smaller.
Example: Transition band: f1 = 1.8 kHz, f2 = 2.0 kHz, fs = 12 kHz,. 2f2 1 1 = 2f = 0 . 943 , = = 1.047 2 f f
s s
Windows: 6 9 / 14
Order Estimation
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
Several formulae estimate the required order of a lter, M . E.g. for lowpass lter Estimated order is
5.64.3 log10 ( ) 2 1
Required M increases as either the transition width, 2 1 , or the gain tolerances and get smaller.
Example: Transition band: f1 = 1.8 kHz, f2 = 2.0 kHz, fs = 12 kHz,. 2f2 1 1 = 2f = 0 . 943 , = = 1.047 2 f f
s s
= 35 dB
Windows: 6 9 / 14
Order Estimation
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
Several formulae estimate the required order of a lter, M . E.g. for lowpass lter Estimated order is
5.64.3 log10 ( ) 2 1
Required M increases as either the transition width, 2 1 , or the gain tolerances and get smaller.
Example: Transition band: f1 = 1.8 kHz, f2 = 2.0 kHz, fs = 12 kHz,. 2f2 1 1 = 2f = 0 . 943 , = = 1.047 2 f f
s s
= 10
0.1 20
= 35 dB 35 1 = 0.0116, = 10 20 = 0.0178
Windows: 6 9 / 14
Order Estimation
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
Several formulae estimate the required order of a lter, M . E.g. for lowpass lter Estimated order is
5.64.3 log10 ( ) 2 1
Required M increases as either the transition width, 2 1 , or the gain tolerances and get smaller.
Example: Transition band: f1 = 1.8 kHz, f2 = 2.0 kHz, fs = 12 kHz,. 2f2 1 1 = 2f = 0 . 943 , = = 1.047 2 f f
s s
= 10 M
DSP and Digital Filters (2013-2694)
0.1 20
= 35 dB 35 1 = 0.0116, = 10 20 = 0.0178 =
10.25 0.105
= 98
Windows: 6 9 / 14
Order Estimation
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
Several formulae estimate the required order of a lter, M . E.g. for lowpass lter Estimated order is
5.64.3 log10 ( ) 2 1
Required M increases as either the transition width, 2 1 , or the gain tolerances and get smaller.
Example: Transition band: f1 = 1.8 kHz, f2 = 2.0 kHz, fs = 12 kHz,. 2f2 1 1 = 2f = 0 . 943 , = = 1.047 2 f f
s s
= 10 M
DSP and Digital Filters (2013-2694)
0.1 20
= 35 dB 35 1 = 0.0116, = 10 20 = 0.0178 =
10.25 0.105
= 98
358 or 2 .2 = 117
Windows: 6 9 / 14
Order Estimation
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
Several formulae estimate the required order of a lter, M . E.g. for lowpass lter Estimated order is
5.64.3 log10 ( ) 2 1
Required M increases as either the transition width, 2 1 , or the gain tolerances and get smaller. Only approximate. Example: Transition band: f1 = 1.8 kHz, f2 = 2.0 kHz, fs = 12 kHz,. 2f2 1 1 = 2f = 0 . 943 , = = 1.047 2 f f
s s
= 10 M
DSP and Digital Filters (2013-2694)
0.1 20
= 35 dB 35 1 = 0.0116, = 10 20 = 0.0178 =
10.25 0.105
= 98
358 or 2 .2 = 117
Windows: 6 9 / 14
Example Design
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
0.5
0 0
Windows: 6 10 / 14
Example Design
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
0.5
0 0
Windows: 6 10 / 14
Example Design
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
0.5
0 0
Windows: 6 10 / 14
Example Design
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
0.5
0 0
Windows: 6 10 / 14
Example Design
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
Specications: Bandpass: 1 = 0.5, 2 = 1 Transition bandwidth: = 0.1 Ripple: = = 0.02 20 log10 = 34 dB 20 log10 (1 + ) = 0.17 dB
0.5
0 0
Windows: 6 10 / 14
Example Design
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
Specications: Bandpass: 1 = 0.5, 2 = 1 Transition bandwidth: = 0.1 Ripple: = = 0.02 20 log10 = 34 dB 20 log10 (1 + ) = 0.17 dB Order:
0.5
0 0
5.64.3 log10 ( ) 2 1
= 92
Windows: 6 10 / 14
Example Design
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
Specications: Bandpass: 1 = 0.5, 2 = 1 Transition bandwidth: = 0.1 Ripple: = = 0.02 20 log10 = 34 dB 20 log10 (1 + ) = 0.17 dB Order:
0.5
0 0
5.64.3 log10 ( ) 2 1
= 92
Windows: 6 10 / 14
Example Design
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
Specications: Bandpass: 1 = 0.5, 2 = 1 Transition bandwidth: = 0.1 Ripple: = = 0.02 20 log10 = 34 dB 20 log10 (1 + ) = 0.17 dB Order:
0.5
0 0
5.64.3 log10 ( ) 2 1
= 92
h [n ] =
sin 2 n n
sin 1 n n
Windows: 6 10 / 14
Example Design
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
Specications: Bandpass: 1 = 0.5, 2 = 1 Transition bandwidth: = 0.1 Ripple: = = 0.02 20 log10 = 34 dB 20 log10 (1 + ) = 0.17 dB Order:
0.5
0 0
5.64.3 log10 ( ) 2 1
= 92
h [n ] =
sin 2 n n
sin 1 n n
Windows: 6 10 / 14
Example Design
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
Specications: Bandpass: 1 = 0.5, 2 = 1 Transition bandwidth: = 0.1 Ripple: = = 0.02 20 log10 = 34 dB 20 log10 (1 + ) = 0.17 dB Order:
0.5
0 0
5.64.3 log10 ( ) 2 1
= 92
h [n ] =
sin 2 n n
sin 1 n n
Windows: 6 10 / 14
Example Design
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
Specications: Bandpass: 1 = 0.5, 2 = 1 Transition bandwidth: = 0.1 Ripple: = = 0.02 20 log10 = 34 dB 20 log10 (1 + ) = 0.17 dB Order:
0.5
0 0 1
5.64.3 log10 ( ) 2 1
M=92 = 2.5
= 92
0.5
h [n ] =
sin 2 n n
sin 1 n n
0 0
Windows: 6 10 / 14
Example Design
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
Specications: Bandpass: 1 = 0.5, 2 = 1 Transition bandwidth: = 0.1 Ripple: = = 0.02 20 log10 = 34 dB 20 log10 (1 + ) = 0.17 dB Order:
0.5
0 0 1
5.64.3 log10 ( ) 2 1
M=92 = 2.5
= 92
0.5
h [n ] =
sin 2 n n
sin 1 n n
0 0 0 -20
M=92 = 2.5
-40
0
-60 0
Windows: 6 10 / 14
Frequency sampling
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
Windows: 6 11 / 14
Frequency sampling
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
M+1=93
0.5
-2
Windows: 6 11 / 14
Frequency sampling
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
M+1=93
0.5
-2
Windows: 6 11 / 14
Frequency sampling
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
M+1=93
M+1=93
0.5
0.5
-2
0 0
Windows: 6 11 / 14
Frequency sampling
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
Take M + 1 uniform samples of H (ej ); take IDFT to obtain h[n] Advantage: exact match at sample points
M+1=93
M+1=93
0.5
0.5
-2
0 0
Windows: 6 11 / 14
Frequency sampling
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
Take M + 1 uniform samples of H (ej ); take IDFT to obtain h[n] Advantage: exact match at sample points Disadvantage: poor intermediate approximation if spectrum is varying rapidly
M+1=93
M+1=93
0.5
0.5
-2
0 0
Windows: 6 11 / 14
Frequency sampling
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
Take M + 1 uniform samples of H (ej ); take IDFT to obtain h[n] Advantage: exact match at sample points Disadvantage: poor intermediate approximation if spectrum is varying rapidly Solutions: (1) make the lter transitions smooth over width
M+1=93
M+1=93
0.5
0.5
-2
0 0
Windows: 6 11 / 14
Frequency sampling
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
Take M + 1 uniform samples of H (ej ); take IDFT to obtain h[n] Advantage: exact match at sample points Disadvantage: poor intermediate approximation if spectrum is varying rapidly Solutions: (1) make the lter transitions smooth over width (2) oversample and do least squares t (cant use IDFT)
M+1=93
M+1=93
0.5
0.5
-2
0 0
Windows: 6 11 / 14
Frequency sampling
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
Take M + 1 uniform samples of H (ej ); take IDFT to obtain h[n] Advantage: exact match at sample points Disadvantage: poor intermediate approximation if spectrum is varying rapidly Solutions: (1) make the lter transitions smooth over width (2) oversample and do least squares t (cant use IDFT) (3) use non-uniform points with more near transition (cant use IDFT)
1 M+1=93 1
M+1=93
0.5
0.5
-2
0 0
Windows: 6 11 / 14
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
Windows: 6 12 / 14
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
All FIR lters discussed have had linear phase: H (ej ) = 0 M 2 Equivalently constant group delay: H =
dH (ej ) d
M 2
Windows: 6 12 / 14
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
All FIR lters discussed have had linear phase: H (ej ) = 0 M 2 Equivalently constant group delay: H =
dH (ej ) d
M 2
A lter has linear phase iff h[n] is symmetric or antisymmetric: h[n] = h[M n]n or else h[n] = h[M n]n
Windows: 6 12 / 14
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
All FIR lters discussed have had linear phase: H (ej ) = 0 M 2 Equivalently constant group delay: H =
dH (ej ) d
M 2
A lter has linear phase iff h[n] is symmetric or antisymmetric: h[n] = h[M n]n or else h[n] = h[M n]n
mid point)
Windows: 6 12 / 14
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
All FIR lters discussed have had linear phase: H (ej ) = 0 M 2 Equivalently constant group delay: H =
dH (ej ) d
M 2
A lter has linear phase iff h[n] is symmetric or antisymmetric: h[n] = h[M n]n or else h[n] = h[M n]n
mid point)
2H (ej ) =
M 0
h[n]ejn +
M 0
h[M n]ej(M n)
Windows: 6 12 / 14
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
All FIR lters discussed have had linear phase: H (ej ) = 0 M 2 Equivalently constant group delay: H =
dH (ej ) d
M 2
A lter has linear phase iff h[n] is symmetric or antisymmetric: h[n] = h[M n]n or else h[n] = h[M n]n
mid point)
2H (ej ) = =
M M jn h [ n ] e + 0 0 h [M M j (n M j M 2 ) 2 e 0 h [n ]e
n]ej(M n) + h [M n ]e
j (n M 2 )
Windows: 6 12 / 14
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
All FIR lters discussed have had linear phase: H (ej ) = 0 M 2 Equivalently constant group delay: H =
dH (ej ) d
M 2
A lter has linear phase iff h[n] is symmetric or antisymmetric: h[n] = h[M n]n or else h[n] = h[M n]n
mid point)
2H (ej ) = =
M M jn h [ n ] e + 0 0 h [M M j (n M j M 2 ) 2 e 0 h [n ]e M 0
n]ej(M n) + h [M n ]e
M 2 j (n M 2 )
h[n] cos n
Windows: 6 12 / 14
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
All FIR lters discussed have had linear phase: H (ej ) = 0 M 2 Equivalently constant group delay: H =
dH (ej ) d
M 2
A lter has linear phase iff h[n] is symmetric or antisymmetric: h[n] = h[M n]n or else h[n] = h[M n]n
mid point)
2H (ej ) = =
M M jn h [ n ] e + 0 0 h [M M j (n M j M 2 ) 2 e 0 h [n ]e M 0
n]ej(M n) + h [M n ]e
M 2 j (n M 2 )
h[n] cos n
M 0
M 2
h[n] sin n
Windows: 6 12 / 14
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
All FIR lters discussed have had linear phase: H (ej ) = 0 M 2 Equivalently constant group delay: H =
dH (ej ) d
M 2
A lter has linear phase iff h[n] is symmetric or antisymmetric: h[n] = h[M n]n or else h[n] = h[M n]n
mid point)
2H (ej ) = =
M M jn h [ n ] e + 0 0 h [M M j (n M j M 2 ) 2 e 0 h [n ]e M 0
n]ej(M n) + h [M n ]e
M 2 j (n M 2 )
h[n] cos n
Windows: 6 12 / 14
Summary
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
Make an FIR lter by windowing the IDTFT of ideal response 0 n Ideal lowpass has h[n] = sin n
Add/subtract lowpass lters to make any piecewise constant response
Ideal response is
with window DTFT Rectangular window (Dirichlet kernel) has 13 dB sidelobes and is always a bad idea Hamming, Blackman-Harris are good; Kaiser good with
Uncertainty principle: cannot be concentrated in both time and frequency Frequency sampling: IDFT of uniform frequency samples: not so great Linear phase = Constant group Delay = symmetric/antisymmetric h[n] For further details see Mitra: 7, 10.
Windows: 6 13 / 14
MATLAB routines
6: Window Filter Design
Inverse DTFT Rectangular window Dirichlet Kernel Window relationships Hanning Window Common Windows Uncertainty principle Order Estimation Example Design Frequency sampling Linear Phase Filters Summary MATLAB routines
0.5nx Dirichlet kernel: sin sin 0.5x Window functions (Note periodic option)
Windows: 6 14 / 14