\begin{tikzpicture}
\begin{axis}[
name=plot1,
axis lines*=middle,
enlargelimits = upper, clip=false,
scale only axis,
axis on top=true,
axis line style={->,>=stealth},
width=0.6\textwidth,
height=0.4\textwidth,
xlabel={$\omega$},
ylabel={$H_d(e^{j\omega})$},
every axis x label/.style={
	at={(ticklabel* cs:1)},
	xshift=-0.2cm,
	anchor=north,
},
every axis y label/.style={
	at={(ticklabel* cs:1)},
	xshift=0.4cm,
	%yshift=0.35cm,
	anchor=south,
},
every outer x axis line/.append style={white!15!black},
every x tick label/.append style={font=\color{white!15!black}},
xmin=0, xmax=1,
ymin=0, ymax=1.25,
ytick={1},
xtick={0.385},
xticklabels ={$\omega_c$},
every outer y axis line/.append style={white!15!black},
every y tick label/.append style={font=\color{white!15!black}},
legend style={draw=white!15!black,fill=white,legend cell align=left}]
\addplot[solid, blue2, line width=3pt, domain=0.37:0.4, samples=2] {0}; 
\addplot[solid, blue2, line width=3pt, domain=0:0.34, samples=2] {1}; 
\addplot[solid, blue2, line width=3pt, domain=0.43:1, samples=2] {1}; 

\fill [red!30] (axis cs: 0.34, 0) rectangle (axis cs: 0.37, 1);
\fill [red!30] (axis cs: 0.4, 0) rectangle (axis cs: 0.43, 1);
\node[red2, fill=red!30] at (axis cs: 0.8, 1.2) {$W(\omega) = 0$};
\draw[red2, <->] (axis cs: 0.34, 0.5) to (axis cs: 0.37, 0.5); 
\draw[red2, <->] (axis cs: 0.4, 0.5) to (axis cs: 0.43, 0.5);
\draw[blue2, <->] (axis cs: 0.37, 1) to (axis cs: 0.40, 1);
\node[red2, right=0.01pt, align=center] at (axis cs: 0.42, 0.5) {$\Delta\omega_2$};
\node[red2, left=0.01pt, align=center] at (axis cs: 0.35, 0.5) {$\Delta\omega_2$};
\node[blue2, above, align=center] at (axis cs: 0.385, 1) {$\Delta\omega_1$};
\end{axis}

\end{tikzpicture}