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5.0 Discrete-time Fourier Transform
Representation for discrete-time signals Chapters 3, 4, 5 Chap 3 Periodic Fourier Series Chap 4 Aperiodic Fourier Transform Chap 5 ๐ฅ ๐ก โ๐ ๐๐ ๐ฅ[๐]โ๐( ๐ ๐๐ ) Continuous ๐ฅ ๐ก =๐ฅ(๐ก+๐) Discrete ๐ฅ[๐]=๐ฅ[๐+๐]
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Fourier Transform (p.3 of 4.0)
FS ๐ ๐ก ๐ 0 3๐ 0 ๐ 0 = 2๐ ๐ ๐ ๐3 ๐ 0 ๐ก 2๐ 0 Tโโ ๐ 0 โ0 periodic in ๐ก discrete in ๐ ๐ฅ(๐ก) ๐(๐๐) ๐น ๐ก ๐๐ ๐ ๐ ๐ ๐ ๐ ๐ ๐ก aperiodic in ๐ก continuous in ๐
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Discrete-time Fourier Transform
N variables N dim periodic in ๐ โ dim discrete and periodic in ๐ โ variables ๐ผ๐ ๐ ๐
๐ aperiodic in ๐ (1,0) continuous and periodic in ๐
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Harmonically Related Exponentials for Periodic Signals (p.11 of 3.0)
๐= ๐ฅ(๐ก) ๐ฅ(๐ก) perodic fundamental period [๐] =๐(๐) T (๐) ๐ก, ๐ ๐ 4 ๐ก, ๐ ๐ 0 = 2๐ ๐ ๐ 1 ๐ 3 ๐ 5 (๐) ๐ 0 ๐=1 ๐ ๐ก, ๐ ๐ ๐=2 ๐ 0 3๐ 0 5๐ 0 ๐ก, ๐ 2๐ 0 4๐ 0 ๐=3 All with period T: integer multiples of ฯ0 Discrete in frequency domain (๐)
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From Periodic to Aperiodic
Considering x[n], x[n]=0 for n > N2 or n < -N1 Construct
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From Periodic to Aperiodic
Considering x[n], x[n]=0 for n > N2 or n < -N1 Fourier series for Defining envelope of
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From Periodic to Aperiodic
Considering x[n], x[n]=0 for n > N2 or n < -N1 As signal, time domain, Inverse Discrete-time Fourier Transform spectrum, frequency domain Discrete-time Fourier Transform Similar format to all Fourier analysis representations previously discussed
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Considering x(t), x(t)=0 for | t | > T1 (p.10 of 4.0)
as spectrum, frequency domain Fourier Transform signal, time domain Inverse Fourier Transform Fourier Transform pair, different expressions very similar format to Fourier Series for periodic signals
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From Periodic to Aperiodic
Considering x[n], x[n]=0 for n > N2 or n < -N1 Note: X(ejฯ) is continuous and periodic with period 2๏ฐ Integration over 2๏ฐ only Frequency domain spectrum is continuous and periodic, while time domain signal is discrete- time and aperiodic Frequencies around ฯ=0 or 2๏ฐ are low- frequencies, while those around ฯ= ๏ฑ๏ฐ are high-frequencies, etc. See Fig. 5.3, p.362 of text For Examples see Fig. 5.5, 5.6, p.364, 365 of text
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From Periodic to Aperiodic Convergence Issues
given x[n] No convergence issue since the integration is over an finite interval No Gibbs phenomenon See Fig. 5.7, p.368 of text
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Rectangular/Sinc
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Fourier Transform for Periodic Signals โ
Unified Framework (p.14 of 4.0) Given x(t) (easy in one way)
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Unified Framework: Fourier Transform for Periodic Signals (p. 15 of 4
๐ก FS ๐ ๐ ๐ 0 ๐ก ๐น ๐ ๐ 0 ๐ฅ(๐ก) 2๐๐ฟ(๐โ ๐ 0 ) ๐ ๐ ๐๐ 0 ๐(๐๐) 2๐ ๐ ๐ ๐ฟ(๐โ ๐๐ 0 ) If F
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From Periodic to Aperiodic For Periodic Signals โ Unified Framework
Given x[n] See Fig. 5.8, p.369 of text
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From Periodic to Aperiodic For Periodic Signals โ Unified Framework
See Fig. 5.9, p.370 of text
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Signal Representation in Two Domains
Time Domain Frequency Domain 2๐ ๐( ๐ ๐๐ ) ๐ฅ[๐] ๐ ๐ ๐ฟ[๐โ ๐ 1 ] ๐ 1 ๐ 1 +2๐ ๐ 1 ๐ ๐ 2 ๐ 2 +2๐ ๐ฟ[๐โ ๐ 2 ] ๐=โโ โ 2๐๐ฟ (๐โ ๐ ๐ โ2๐๐) ๐ 2 { , โโ<๐<โ} {๐ฟ ๐โ๐ , k: integer, โโ<๐<โ} ๐น ๐ ๐ ๐ ๐ ๐ ๐
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5.2 Properties of Discrete-time Fourier Transform
Periodicity Linearity
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Time/Frequency Shift Conjugation
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Differencing/Accumulation
Time Reversal
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Differentiation (p.28 of 4.0)
๐๐โ
๐(๐๐) = ๐ โ
๐(๐๐) ๐ ๐(๐๐) ๐ ๐(๐๐) ๐ Enhancing higher frequencies De-emphasizing lower frequencies Deleting DC term ( =0 for ฯ=0)
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Integration (p.29 of 4.0) dc term 1 ๐ = ๐ โ๐90ยฐ
1 ๐ = ๐ โ๐90ยฐ 1 ๐๐ โ
๐(๐๐) = 1 ๐ โ
๐(๐๐) 1 ๐ ๐(๐๐) ๐ Enhancing lower frequencies (accumulation effect) De-emphasizing higher frequencies (smoothing effect) Undefined for ฯ=0 Accumulation
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Differencing/Accumulation
2๐ 1 2 ๐ 1 ๐ โ2๐ 2๐ Enhancing higher frequencies De-emphasizing lower freq Deleting DC term ๐ โ๐๐ 1โ ๐ โ๐๐ =2 sin ( ๐ 2 ) Differencing/Accumulation Accumulation 2๐ โ2๐ 2๐
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Time Reversal (p.29 of 3.0) Time Reversal
unique representation for orthogonal basis Time Reversal
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Time Expansion If n/k is an integer, k: positive integer
See Fig. 5.13, p.377 of text See Fig. 5.14, p.378 of text
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Time Expansion ๐๐ 3๐ ๐๐ 3๐ ๐ ๐ ๐๐ = ๐=โโ โ ๐ฅ[๐] ๐ โ๐๐๐
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Time Expansion Discrete-time Continuous-time = ? ๐ -1 0 1 2 -3 0 3 6
Discrete-time Continuous-time ๐ฅ ๐ก = ๐ ๐ฅ[๐] ๐ฟ(๐กโ๐) ๐ฅ[๐] ๐น (chap4) ๐น (chap5) ๐ ๐ฅ[๐] ๐ โ๐๐๐ โโ โ { ๐ ๐ฅ ๐ ๐ฟ (๐กโ๐)} ๐ โ๐๐ก ๐๐ก ๐ ๐ฅ[๐] ๐ โ๐๐๐ = ๐ก ๐ก ? ๐ฅ ๐ ๐ก ๐น ๐ ๐ ( ๐๐ ๐ ) ๐= 1 ๐ , k=integer
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Differentiation in Frequency
Parsevalโs Relation
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Multiplication Property
Convolution Property frequency response or transfer function Multiplication Property periodic convolution
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Input/Output Relationship
(P.50 of 4.0) ๐ฆ(๐ก) ๐ฅ(๐ก) Time Domain ๐ฟ(๐ก) โ(๐ก) ๐ก Frequency Domain ๐ ๐ ๐ 1 ๐ 3 ๐ 5 ๐ 1 ๐ 3 ๐ 5
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Convolution Property (p.52 of 4.0)
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System Characterization
Tables of Properties and Pairs See Table 5.1, 5.2, p.391, 392 of text
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Vector Space Interpretation
{x[n], aperiodic defined on -โ < n < โ}=V is a vector space basis signal sets repeats itself for very 2๏ฐ
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Vector Space Interpretation
Generalized Parsevalโs Relation {X(ejฯ), with period 2ฯ defined on -โ < ฯ < โ}=V : a vector space inner-product can be evaluated in either domain
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Vector Space Interpretation
Orthogonal Bases
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Vector Space Interpretation
Orthogonal Bases Similar to the case of continuous-time Fourier transform. Orthogonal bases but not normalized, while makes sense with operational definition.
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Summary and Duality (p.1 of 5.0)
Chap 3 Periodic Fourier Series Chap 4 Aperiodic Fourier Transform Chap 5 ๐ฅ ๐ก โ๐ ๐๐ <A> <D> ๐ฅ[๐]โ๐( ๐ ๐๐ ) Continuous <C> ๐ฅ ๐ก =๐ฅ(๐ก+๐) Discrete <B> ๐ฅ[๐]=๐ฅ[๐+๐]
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5.3 Summary and Duality <A> Fourier Transform for Continuous-time Aperiodic Signals (Synthesis) (4.8) (Analysis) (4.9) -x(t) : continuous-time aperiodic in time (โtโ0) (Tโโ) -X(jฯ) : continuous in aperiodic in frequency(ฯ0โ0) frequency(Wโโ) Duality<A> :
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Case <A> (p.40 of 4.0) ๐ฅ ๐ก :๐ฆ(๐ก) ๐ ๐๐ :๐ง(๐) ๐น ๐โโ ๐โโ ๐ ๐ก ๐น โ1
๐ 0 โ0 โ๐กโ0 2๐๐ฆ(โ๐) ๐ง(๐ก) ๐น ๐ ๐ก
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<B> Fourier Series for Discrete-time Periodic Signals
(Synthesis) (3.94) (Analysis) (3.95) -x[n] : discrete-time periodic in time (โt = 1) (T = N) -ak : discrete in periodic in frequency(ฯ0 = 2๏ฐ / N) frequency(W = 2๏ฐ) Duality<B> :
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Case <B> Duality
๐ฅ[๐]:๐[๐] ๐ ๐ :๐[๐] ๐ ๐น๐ ๐ ๐=2๐ ๐ ๐ ๐ โ๐ก=1 ๐ 0 = 2๐ ๐ ๐[๐] ๐ 1 ๐ ๐[โ๐] ๐ ๐น๐ ๐ ๐
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<C> Fourier Series for Continuous-time Periodic Signals
(Synthesis) (3.38) (Analysis) (3.39) -x(t) : continuous-time periodic in time (โt โ 0) (T = T) -ak : discrete in aperiodic in frequency(ฯ0 = 2๏ฐ / T) frequency(W โ โ)
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Case <C> <D> Duality
๐ ๐ :๐[๐] ๐ ๐โโ ๐ฅ(๐ก):๐ฃ(๐ก) ๐น๐ ๐ฆ[โ๐] ๐ ๐ง(๐ก) ๐ก ๐ ๐ 0 = 2๐ ๐ โ๐กโ0 ๐ ๐ ๐๐ :๐ง(๐) <D> ๐โโ 2๐ ๐ฃ[โ๐] ๐น ๐ฅ[๐]:๐ฆ[๐] ๐ ๐ ๐[๐] โ๐ก=1 ๐ 0 โ0 For <C> For <D> Duality
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<D> Discrete-time Fourier Transform for Discrete-time
Aperiodic Signals (Synthesis) (5.8) (Analysis) (5.9) -x[n] : discrete-time aperiodic in time (โt = 1) (Tโโ) -X(ejฯ) : continuous in periodic in frequency(ฯ0โ0) frequency(W = 2๏ฐ)
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Duality<C> / <D>
For <C> For <D> Duality taking z(t) as a periodic signal in time with period 2๏ฐ, substituting into (3.38), ฯ0 = 1 which is of exactly the same form of (5.9) except for a sign change, (3.39) indicates how the coefficients ak are obtained, which is of exactly the same form of (5.8) except for a sign change, etc. See Table 5.3, p.396 of text
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๐
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More Duality Discrete in one domain with โ between two values
โ periodic in the other domain with period Continuous in one domain (โ โ 0) โ aperiodic in the other domain
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Harmonically Related Exponentials for Periodic Signals (p.11 of 3.0)
๐= ๐ฅ(๐ก) ๐ฅ(๐ก) perodic fundamental period [๐] =๐(๐) T (๐) ๐ก, ๐ ๐ 4 ๐ก, ๐ ๐ 0 = 2๐ ๐ ๐ 1 ๐ 3 ๐ 5 (๐) ๐ 0 ๐=1 ๐ ๐ก, ๐ ๐ ๐=2 ๐ 0 3๐ 0 5๐ 0 ๐ก, ๐ 2๐ 0 4๐ 0 ๐=3 All with period T: integer multiples of ฯ0 Discrete in frequency domain (๐)
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Extra Properties Derived from Duality
examples for Duality <B> duality duality
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Unified Framework Fourier Transform : case <A> (4.8) (4.9)
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Unified Framework Discrete frequency components for signals periodic
in time domain: case <C> you get (3.38) (applied on (4.8)) Case <C> is a special case of Case <A>
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Unified Framework: Fourier Transform for Periodic Signals (p. 15 of 4
๐ก FS ๐ ๐ ๐ 0 ๐ก ๐น ๐ ๐ 0 ๐ฅ(๐ก) 2๐๐ฟ(๐โ ๐ 0 ) ๐ ๐ ๐๐ 0 ๐(๐๐) 2๐ ๐ ๐ ๐ฟ(๐โ ๐๐ 0 ) If F
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Unified Framework Discrete time values with spectra periodic in
frequency domain: case <D> (4.9) becomes (5.9) Case <D> is a special case of Case <A> Note : ฯ in rad/sec for continuous-time but in rad for discrete-time
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Time Expansion (p.41 of 5.0) Discrete-time Continuous-time = ? ๐
Discrete-time Continuous-time ๐ฅ ๐ก = ๐ ๐ฅ[๐] ๐ฟ(๐กโ๐) ๐ฅ[๐] ๐น (chap4) ๐น (chap5) ๐ ๐ฅ[๐] ๐ โ๐๐๐ โโ โ { ๐ ๐ฅ ๐ ๐ฟ (๐กโ๐)} ๐ โ๐๐ก ๐๐ก ๐ ๐ฅ[๐] ๐ โ๐๐๐ = ๐ก ๐ก ? ๐ฅ ๐ ๐ก ๐น ๐ ๐ ( ๐๐ ๐ ) ๐= 1 ๐ , k=integer
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Unified Framework Both discrete/periodic in time/frequency domain:
case <B> -- case <C> plus case <D> periodic and discrete, summation over a period of N (4.8) becomes (4.9) becomes (3.94) (3.95)
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Unified Framework Cases <B> <C> <D> are special cases of case <A> Dualities <B>, <C>/<D> are special case of Duality <A> Vector Space Interpretation ----similarly unified
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Summary and Duality (p.1 of 5.0)
Chap 3 Periodic Fourier Series Chap 4 Aperiodic Fourier Transform Chap 5 ๐ฅ ๐ก โ๐ ๐๐ <A> <D> ๐ฅ[๐]โ๐( ๐ ๐๐ ) Continuous <C> ๐ฅ ๐ก =๐ฅ(๐ก+๐) Discrete <B> ๐ฅ[๐]=๐ฅ[๐+๐]
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Examples Example 5.6, p.371 of text
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Examples Example 4.8, p.299 of text (P.73 of 4.0)
Discrete (โ๐ก=๐) โ Periodic Periodic ( ๐=๐) โ Discrete (๐= 2๐ ๐ ) ( ๐ 0 = 2๐ ๐ )
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Examples Example 5.11, p.383 of text time shift property
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Examples Example 5.14, p.387 of text
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Examples Example 5.17, p.395 of text
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Examples Example 3.5, p.193 of text (P. 59 of 3.0) (a) (b) (c)
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Rectangular/Sinc (p.21 of 5.0)
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Problem 5.36(c), p.411 of text
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Problem 5.36(c), p.413 of text
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Problem 5.46, p.415 of text
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Problem 5.56, p.422 of text
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Problem 3.70, p.281 of text 2-dimensional signals (P. 65 of 3.0)
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Problem 3.70, p.281 of text 2-dimensional signals (P. 64 of 3.0)
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An Example across Cases <A><B><C><D>
<C> ๐ฅ ๐ผ๐ก ๐น๐ ๐ ๐ (Sec ) ( ๐ โฒ =๐/๐ผ, ๐ 0 โฒ =๐ผ ๐ 0 ) (Table 3.1) <B> ๐ฅ (๐) [๐] ๐น๐ 1 ๐ ๐ ๐ (table 3.2)
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Time/Frequency Scaling (p.31 of 4.0)
(time reversal) ๐ก ๐น ๐ ๐ฅ(๐ก) ๐ฅ ๐๐ก , ๐>1 ๐ฅ ๐๐ก , ๐<1 ๐(๐๐) 1 ๐ ๐ ๐ ๐ ๐ , ๐>1 1 ๐ ๐ ๐ ๐ ๐ , ๐<1 See Fig. 4.11, p.296 of text
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Single Frequency (p.33 of 4.0)
cos ๐ 0 ๐ก = ๐ ๐ ๐ 0 ๐ก + ๐ โ๐ ๐ 0 ๐ก ๐น ๐ ๐ก โ๐ 0 ๐ 0 ๐ ๐น ๐ก โ2๐ 0 2๐ 0 ๐ ๐น ๐ก โ ๐ 0 1 2 ๐ 0
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Parsevalโs Relation (p.30 of 4.0)
total energy: energy per unit time integrated over the time total energy: energy per unit frequency integrated over the frequency ๐ด = ๐ ๐ ๐ ๐ฃ ๐ = ๐ ๐ ๐ ๐ข ๐ ๐ด 2 = ๐ ๐ ๐ 2 = ๐ ๐ ๐ 2
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Single Frequency
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Another Example
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Cases <C><D>
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Cases <B>
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