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Signal processing
Chapter 2 Discrete-Time Signals and
Systems
1
2 10/17/2021
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Chapter 2 Discrete-Time Signals and Systems
2.0 Introduction
2.1 Discrete-Time Signals: Sequences
2.2 Discrete-Time Systems
2.3 Linear Time-Invariant (LTI) Systems
2.4 Properties of LTI Systems
2.5 Linear Constant-Coefficient
Difference Equations
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Chapter 2 Discrete-Time Signals and Systems
2.6 Frequency-Domain Representation
of Discrete-Time Signals and systems
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2.0 Introduction
Signal: something conveys information
Signals are represented mathematically as
functions of one or more independent variables.
Continuous-time (analog) signals, discrete-
time signals, digital signals
Signal-processing systems are classified along the
same lines as signals: Continuous-time (analog)
systems, discrete-time systems, digital systems
Discrete-time signal
Sampling a continuous-time signal
Generated directly by some discrete-time process
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2.1 Discrete-Time Signals: Sequences
Discrete-Time signals are represented as
In sampling,
1/T (reciprocal of T) : sampling frequency
 
  integer
:
,
, n
n
n
x
x 





    period
sampling
T
nT
x
n
x a :
,

Cumbersome, so just use  
x n
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Figure 2.1 Graphical representation
of a discrete-time signal
Abscissa: continuous line
: is defined only at discrete instants
 
x n
7 Figure 2.2
EXAMPLE Sampling the analog waveform
)
(
|
)
(
]
[ n T
x
t
x
n
x a
n T
t
a 
 
8 10/17/2021
8
Sum of two sequences
Product of two sequences
Multiplication of a sequence by a numberα
Delay (shift) of a sequence
Basic Sequence Operations
]
[
]
[ n
y
n
x 
integer
:
]
[
]
[ 0
0 n
n
n
x
n
y 

]
[
]
[ n
y
n
x 
]
[n
x


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Basic sequences
Unit sample sequence
(discrete-time impulse,
impulse)
 






0
1
0
0
n
n
n

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Basic sequences






k
k
n
k
x
n
x ]
[
]
[
]
[ 
arbitrary
sequence
         
7
2
1
3 7
2
1
3 






  n
a
n
a
n
a
n
a
n
p 



A sum of scaled, delayed impulses
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Basic sequences
Unit step sequence






0
0
0
1
]
[
n
n
n
u
 




n
k
k
n
u 
]
[











0
]
[
]
2
[
]
1
[
]
[
]
[
k
k
n
n
n
n
n
u 


 
]
1
[
]
[
]
[ 

 n
u
n
u
n
 First backward difference
  
  
0, 0 ,
1, 0
0 0
1 0
since
n
k
when n
k
when n
k
k
k



 


 

 

 


 

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Basic Sequences
Exponential sequences
n
A
n
x 

]
[
A and α are real: x[n] is real
A is positive and 0<α<1, x[n] is positive and
decrease with increasing n
-1<α<0, x[n] alternate in sign, but decrease
in magnitude with increasing n
 : x[n] grows in magnitude as n increases
1


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EX. 2.1 Combining Basic sequences






0
0
0
]
[
n
n
A
n
x
n

If we want an exponential sequences that is
zero for n <0, then
]
[
]
[ n
u
A
n
x n


Cumbersome
simpler
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Basic sequences
Sinusoidal sequence
  n
all
for
n
w
A
n
x 

 0
cos
]
[
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Exponential Sequences
0
jw
e

 

j
e
A
A 
 
   






 







 
n
w
A
j
n
w
A
e
A
e
e
A
A
n
x
n
n
n
w
j
n
n
jw
n
j
n
0
0 sin
cos
]
[ 0
0
1


1


1


Complex Exponential Sequences
Exponentially weighted sinusoids
Exponentially growing envelope
Exponentially decreasing envelope
0
[ ] jw n
x n Ae
 is refered to
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Frequency difference between
continuous-time and discrete-time
complex exponentials or sinusoids
  n
jw
n
j
n
jw
n
w
j
Ae
e
Ae
Ae
n
x 0
0
0 2
2
]
[ 

  

 : frequency of the complex sinusoid
or complex exponential
 : phase
0
w

   
0 0
[ ] cos 2 cos
x n A w r n A w n
  
    
 
 
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Periodic Sequences
A periodic sequence with integer period N
n
all
for
N
n
x
n
x ]
[
]
[ 

   

 


 N
w
n
w
A
n
w
A 0
0
0 cos
cos
integer
,
2
0 is
k
where
k
N
w 

0
2 / , integer
N k w where k is


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EX. 2.2 Examples of Periodic Sequences
Suppose it is periodic sequence with period N
]
[
]
[ 1
1 N
n
x
n
x 

 
4
/
cos
]
[
1 n
n
x 

   
 
4
/
cos
4
/
cos N
n
n 
 

integer
:
,
4
/
4
/
2
4
/ k
N
n
k
n 


 


0
1, 8 2 /
k N w

   
2 / ( / 4) 8
N k k
 
 
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Suppose it is periodic sequence with period N
]
[
]
[ 1
1 N
n
x
n
x 

   
 
8
/
3
cos
8
/
3
cos N
n
n 
 

integer
:
,
8
/
3
8
/
3
2
8
/
3 k
N
n
k
n 


 


16
,
3 

 N
k
EX. 2.2 Examples of Periodic Sequences
 
8
/
3
cos
]
[
1 n
n
x 

8
3
8
2 


0
2 / 2 / (3 / 8)
N k w k
  
 
0 0
2 3/ 2 / ( continuous signal)
N w w for
 
 
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EX. 2.2 Non-Periodic Sequences
Suppose it is periodic sequence with period N
]
[
]
[ 2
2 N
n
x
n
x 

 
n
n
x cos
]
[
2 
  )
cos(
cos N
n
n 

2 , :integer,
integer
for n k n N k
there is no N

  
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High and Low Frequencies in Discrete-time signal
0
[ ] cos( )
x n A w n

(a) w0 = 0 or 2
(b) w0 = /8 or 15/8
(c) w0 = /4 or 7/4
(d) w0 = 
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2.2 Discrete-Time System
Discrete-Time System is a trasformation
or operator that maps input sequence
x[n] into a unique y[n]
y[n]=T{x[n]}, x[n], y[n]: discrete-time
signal
T{‧}
x[n] y[n]
Discrete-Time System
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EX. 2.3 The Ideal Delay System






 n
n
n
x
n
y d ],
[
]
[
If is a positive integer: the delay of the
system. Shift the input sequence to the
right by samples to form the output .
d
n
d
n
If is a negative integer: the system will
shift the input to the left by samples,
corresponding to a time advance.
d
n
d
n
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x[m
]
m
n
n-5
dummy index
m
EX. 2.4 Moving Average
   
         
 
2
1
1 2
1 1 2
1 2
1
1
1
1 ... 1 ...
1
M
k M
y n x n k
M M
x n M x n M x n x n x n M
M M

 
 
           
 

for n=7, M1=0, M2=5
25
Effect of a moving average filter. (Sample values are connected
by straight lines to enable easier viewing of stock exchange
trends)
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Properties of Discrete-time systems
2.2.1 Memoryless (memory) system
Memoryless systems:
the output y[n] at every value of n depends
only on the input x[n] at the same value of n
   2
]
[n
x
n
y 
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Properties of Discrete-time systems
2.2.2 Linear Systems
 If  
n
y1
T{‧}
 
n
x1
 
n
y2
 
n
x2
T{‧}
 
n
ay
 
n
ax T{‧}
     
n
bx
n
ax
n
x 2
1
3 
      
n
by
n
ay
n
y 2
1
3 

T{‧}
   
n
y
n
y 2
1 
   
n
x
n
x 2
1  T{‧} additivity property
homogeneity or scaling
property
 principle of superposition
 and only If:
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Example of Linear System
Ex. 2.6 Accumulator system    




n
k
k
x
n
y
       
 
       
n
by
n
ay
k
x
b
k
x
a
k
bx
k
ax
k
x
n
y
n
k
n
k
n
k
n
k
2
1
2
1
2
1
3
3



















   




n
k
k
x
n
y 1
1    




n
k
k
x
n
y 2
2
   
n
x
and
n
x 2
1
for arbitrary
     
n
bx
n
ax
n
x 2
1
3 

when
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Example 2.7 Nonlinear Systems
Method: find one counterexample
 2
2
2
1
1
1
1 


 counterexample
   2
]
[n
x
n
y 
 For
   
]
[
log10 n
x
n
y 
   
1
10
log
1
log
10 10
10 


 counterexample
 For
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Properties of Discrete-time systems
2.2.3 Time-Invariant Systems
Shift-Invariant Systems
   
0
1
2 n
n
x
n
x 
    
0
1
2 n
n
y
n
y 

 
n
y1
T{‧}
 
n
x1
T{‧}
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Example of Time-Invariant System
Ex. 2.8 Accumulator system
   




n
k
k
x
n
y
 
0
1 ]
[ n
n
x
n
x 

         
0
1
0
1
1
0
1
n
n
y
k
x
n
k
x
k
x
n
y
n
n
k
n
k
n
k





 









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Properties of Discrete-time systems
2.2.4 Causality
A system is causal if, for every choice
of , the output sequence value at
the index depends only on the
input sequence value for
0
n
0
n
n 
0
n
n 
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Ex. 2.10 Example for Causal System
Forward difference system is not Causal
Backward difference system is Causal
     
n
x
n
x
n
y 

 1
     
1


 n
x
n
x
n
y
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Properties of Discrete-time systems
2.2.5 Stability
Bounded-Input Bounded-Output (BIBO)
Stability: every bounded input sequence
produces a bounded output sequence.
  n
all
for
B
n
x x ,



  n
all
for
B
n
y y ,



if
then
35 10/17/2021
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Ex. 2.11 Test for Stability or Instability
   2
]
[n
x
n
y 
  n
all
for
B
n
x x ,



  n
all
for
B
B
n
y x
y ,
2




if
then
is stable
36 10/17/2021
36
Accumulator system    




n
k
k
x
n
y
    bounded
n
n
n
u
n
x :
0
1
0
0







     








 
 



bounded
not
n
n
n
k
x
k
x
n
y
n
k
n
k
:
0
1
0
0
Ex. 2.11 Test for Stability or Instability
Accumulator system is not stable
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37
Properties of Discrete-time systems (Repeat)
2.2.2 Linear Systems
 If  
n
y1
T{‧}
 
n
x1
 
n
y2
 
n
x2
T{‧}
 
n
ay
 
n
ax T{‧}
     
n
bx
n
ax
n
x 2
1
3 
      
n
by
n
ay
n
y 2
1
3 

T{‧}
   
n
y
n
y 2
1 
   
n
x
n
x 2
1  T{‧} additivity property
homogeneity or scaling
property
 principle of superposition
 and only If:
38 10/17/2021
38
2.3 Linear Time-Invariant (LTI)
Systems
Impulse response
 
0
n
n 

 
n
h
 
n

 
0
n
n
h 
T{‧}
T{‧}
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39
LTI Systems: Convolution
     






k
k
n
k
x
n
x 
         
 
       


























k
k
k
n
h
n
x
k
n
h
k
x
k
n
T
k
x
k
n
k
x
T
n
y 

Representation of general sequence as a
linear combination of delayed impulse
principle of superposition
An Illustration Example(interpretation 1)
40 10/17/2021
40
41 10/17/2021
41
Computation of the Convolution
reflecting h[k] about the origion to obtain h[-k]
Shifting the origin of the reflected sequence to
k=n
(interpretation 2)
     






k
k
n
h
k
x
n
y
   
 
n
k
h
k
n
h 



 
k
h 
 
k
h
42 10/17/2021
42
Ex. 2.12
43
Convolution can be realized by
–Reflecting h[k] about the origin to obtain h[-k].
–Shifting the origin of the reflected sequences to k=n.
–Computing the weighted moving average of x[k] by
using the weights given by h[n-k].
44 10/17/2021
44
Ex. 2.13 Analytical Evaluation
of the Convolution
     


 






otherwise
N
n
N
n
u
n
u
n
h
0
1
0
1
For system with impulse response
h(k)
0
   
n
u
a
n
x n

input
Find the output at index n
45
45
  0
0
y n n
 
 


 



otherwise
N
n
n
h
0
1
0
1
   
n
u
a
n
x n

h(k)
0
0
h(n-k) x(k)
h(-k)
0
46 10/17/2021
46
 
1 0
0, 0 1
n n N n N
       
     
 
a
a
a
n
k
h
k
x
n
y
n
n
k
k
n
k 










 1
1 1
0
0
h(-k)
0
h(k)
0
47 10/17/2021
47
     
 































a
a
a
a
a
a
a
n
k
h
k
x
n
y
N
N
n
n
N
n
n
N
n
k
k
n
N
n
k
1
1
1
1
1
1
1
1
h(-k)
0
h(k)
0
 
1 0 1
n N n N
     
48 10/17/2021
48
 































n
N
a
a
a
N
n
a
a
n
n
y
N
N
n
n
1
,
1
1
1
0
,
1
1
0
,
0
1
1
49 10/17/2021
49
2.4 Properties of LTI Systems
Convolution is commutative
       
n
x
n
h
n
h
n
x 


h[n]
x[n] y[n]
x[n]
h[n] y[n]
     
         
n
h
n
x
n
h
n
x
n
h
n
h
n
x 2
1
2
1 





Convolution is distributed over addition
50 10/17/2021
50
Cascade connection of systems
     
n
h
n
h
n
h 2
1 

x [n] h1[n] h2[n] y [n]
x [n] h2[n] h1[n] y [n]
x [n] h1[n] ]h2[n] y [n]
51 10/17/2021
51
Parallel connection of systems
     
n
h
n
h
n
h 2
1 

52
52
Stability of LTI Systems
LTI system is stable if the impulse response
is absolutely summable .
  

 



k
k
h
S
         












k
k
k
n
x
k
h
k
n
x
k
h
n
y
  x
B
n
x     
x
k
y n B h k


  

Causality of LTI systems   0
,
0 
 n
n
h
HW: proof, Problem 2.62
53 10/17/2021
53
Impulse response of LTI systems
Impulse response of Ideal Delay systems
   ,
d d
h n n n n a positive fixed integer

 
Impulse response of Accumulator
     







 


n
u
n
n
k
n
h
n
k 0
,
0
0
,
1

54 10/17/2021
54
Impulse response of Moving
Average systems
   














 


otherwise
,
M
n
M
,
M
M
k
n
M
M
n
h
M
M
k
0
1
1
1
1
2
1
2
1
2
1
2
1

55
Impulse response of Forward Difference
     
n
n
n
h 
 

 1
     
1


 n
n
n
h 

Impulse response of Backward Difference
56
Finite-duration impulse
response (FIR) systems
The impulse response of the system has
only a finite number of nonzero samples.
The FIR systems always are stable.
   














 


otherwise
,
M
n
M
,
M
M
k
n
M
M
n
h
M
M
k
0
1
1
1
1
2
1
2
1
2
1
2
1

 
n
S h n


  

such as:
57
Infinite-duration impulse
response (IIR)
The impulse response of the system is
infinite in duration.
     







 


n
u
n
n
k
n
h
n
k 0
,
0
0
,
1

   
n
u
a
n
h n

 
n
S h n


  

Stable IIR System:
1
a 
58
Equivalent systems
     
   
1 1
h n n n n
  
    
     
     
1 1 1
n n n n n
    
       
59
Inverse system
       
 
     
n
n
u
n
u
n
n
n
u
n
h











1
1
         
n
n
h
n
h
n
h
n
h i
i 




60
2.5 Linear Constant-Coefficient
Difference Equations
   

 




M
m
m
N
k
k m
n
x
b
k
n
y
a
0
0
An important subclass of linear time-
invariant systems consist of those
system for which the input x[n] and
output y[n] satisfy an Nth-order linear
constant-coefficient difference equation.
61
Ex. 2.14 Difference Equation
Representation of the Accumulator
    ,
n
k
y n x k

     
1
1
k
n
y n x k


  
         
1
1




 



n
y
n
x
k
x
n
x
n
y
n
k
     
n
x
n
y
n
y 

 1
62
Block diagram of a recursive
difference equation representing an
accumulator
     
1
y n y n x n
  
63
Difference Equation
Representation of the System
An unlimited number of distinct
difference equations can be used to
represent a given linear time-invariant
input-output relation.
64
Solving the difference equation
Without additional constraints or
information, a linear constant-
coefficient difference equation for
discrete-time systems does not provide
a unique specification of the output for
a given input.
   

 




M
m
m
N
k
k m
n
x
b
k
n
y
a
0
0
65
Solving the difference equation
Output:
     
n
y
n
y
n
y h
p 

 Particular solution: one output sequence
for the given input
 
n
yp
 
n
xp
 Homogenous solution: solution for
the homogenous equation( ):
 
n
yh
  0
0




N
k
h
k k
n
y
a   


N
m
n
m
m
h z
A
n
y
1
 where is the roots of
m
z 0
0




N
k
k
k z
a
  0
x n 
   

 




M
m
m
N
k
k m
n
x
b
k
n
y
a
0
0
66
Example 2.16 Recursive Computation of
Difference Equation
           
1 , , 1
y n ay n x n x n K n y c

     
  K
ac
y 

0
      aK
c
a
K
ac
a
ay
y 




 2
0
0
1
      K
a
c
a
aK
c
a
a
ay
y 2
3
2
0
1
2 





      K
a
c
a
K
a
c
a
a
ay
y 3
4
2
3
0
2
3 





  1
0
n n
y n a c a fo
K r n

 

67
Example 2.16 Recursive Computation of
Difference Equation
     
 
n
x
n
y
a
n
y 

 1
1
     
  c
a
x
y
a
y 1
1
1
1
2 







     
  c
a
c
a
a
x
y
a
y 2
1
1
1
2
2
3 










  1
1
n
y n a c for n

 

     
  c
a
c
a
a
x
y
a
y 3
2
1
1
3
3
4 










   
1
n n
y n a c Ka for l
n l n
u a

 
1
for n  
            c
y
n
K
n
x
n
x
n
ay
n
y 




 1
1 
68
Periodic Frequency Response
The frequency response of discrete-time
LTI systems is always a periodic function of
the frequency variable with period
w 2
 
     
2 2
j w j w n
n
H e h n e
 

  

 
 
2 2
j w jwn j n jwn
e e e e
 
   
 
 
   
2
j w jw
H e H e



 
   
2
,
j w r jw
H e H e for r an integer



Signal Processing - Dr. Arif Wahla
10/17/2021
69
Periodic Frequency Response
The “low frequencies” are frequencies
close to zero
The “high frequencies” are frequencies
close to 

More generally, modify the frequency with
, r is integer.
2 r

 
jw
e
H
or w
 
  
0 2
w 
 
We need only specify over
Signal Processing - Dr. Arif Wahla
10/17/2021
70
Example 2.19 Ideal
Frequency-Selective Filters
Frequency Response of Ideal Low-pass Filter
Signal Processing - Dr. Arif Wahla
10/17/2021
71
Frequency Response of Ideal
High-pass Filter
72
Frequency Response of Ideal
Band-stop Filter
73
Frequency Response of Ideal
Band-pass Filter
74
Example 2.20 Frequency Response of
the Moving-Average System
 











otherwise
,
M
n
M
,
M
M
n
h
0
1
1
2
1
2
1
 
 
1
1 2
1 2
2
1
1
2
1
1
1
1 1
jw
M
n M
jw M
jwn
H e
M M
jwM
jw
M M
e
e e
e

 


 



  

75
Impulse response and
Frequency response
The frequency response of a LTI
system is the Fourier transform of the
impulse response.
   
jw jwn
n
H e h n e



 
   





dw
e
e
H
n
h jwn
jw
2
1
76
76
Chapter 2 HW
2.1, 2.4, 2.5, 2.7,
2.11, 2.12,2.15, 2.20

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Chap 2 discrete_time_signal_and_systems

  • 1. Signal processing Chapter 2 Discrete-Time Signals and Systems 1
  • 2. 2 10/17/2021 2 Chapter 2 Discrete-Time Signals and Systems 2.0 Introduction 2.1 Discrete-Time Signals: Sequences 2.2 Discrete-Time Systems 2.3 Linear Time-Invariant (LTI) Systems 2.4 Properties of LTI Systems 2.5 Linear Constant-Coefficient Difference Equations
  • 3. 3 10/17/2021 3 Chapter 2 Discrete-Time Signals and Systems 2.6 Frequency-Domain Representation of Discrete-Time Signals and systems
  • 4. 4 10/17/2021 4 2.0 Introduction Signal: something conveys information Signals are represented mathematically as functions of one or more independent variables. Continuous-time (analog) signals, discrete- time signals, digital signals Signal-processing systems are classified along the same lines as signals: Continuous-time (analog) systems, discrete-time systems, digital systems Discrete-time signal Sampling a continuous-time signal Generated directly by some discrete-time process
  • 5. 5 10/17/2021 5 2.1 Discrete-Time Signals: Sequences Discrete-Time signals are represented as In sampling, 1/T (reciprocal of T) : sampling frequency     integer : , , n n n x x           period sampling T nT x n x a : ,  Cumbersome, so just use   x n
  • 6. 6 10/17/2021 6 Figure 2.1 Graphical representation of a discrete-time signal Abscissa: continuous line : is defined only at discrete instants   x n
  • 7. 7 Figure 2.2 EXAMPLE Sampling the analog waveform ) ( | ) ( ] [ n T x t x n x a n T t a   
  • 8. 8 10/17/2021 8 Sum of two sequences Product of two sequences Multiplication of a sequence by a numberα Delay (shift) of a sequence Basic Sequence Operations ] [ ] [ n y n x  integer : ] [ ] [ 0 0 n n n x n y   ] [ ] [ n y n x  ] [n x  
  • 9. 9 10/17/2021 9 Basic sequences Unit sample sequence (discrete-time impulse, impulse)         0 1 0 0 n n n 
  • 10. 10 10/17/2021 10 Basic sequences       k k n k x n x ] [ ] [ ] [  arbitrary sequence           7 2 1 3 7 2 1 3          n a n a n a n a n p     A sum of scaled, delayed impulses
  • 11. 11 10/17/2021 11 Basic sequences Unit step sequence       0 0 0 1 ] [ n n n u       n k k n u  ] [            0 ] [ ] 2 [ ] 1 [ ] [ ] [ k k n n n n n u      ] 1 [ ] [ ] [    n u n u n  First backward difference       0, 0 , 1, 0 0 0 1 0 since n k when n k when n k k k                    
  • 12. 12 10/17/2021 12 Basic Sequences Exponential sequences n A n x   ] [ A and α are real: x[n] is real A is positive and 0<α<1, x[n] is positive and decrease with increasing n -1<α<0, x[n] alternate in sign, but decrease in magnitude with increasing n  : x[n] grows in magnitude as n increases 1  
  • 13. 13 10/17/2021 13 EX. 2.1 Combining Basic sequences       0 0 0 ] [ n n A n x n  If we want an exponential sequences that is zero for n <0, then ] [ ] [ n u A n x n   Cumbersome simpler
  • 14. 14 10/17/2021 14 Basic sequences Sinusoidal sequence   n all for n w A n x    0 cos ] [
  • 15. 15 10/17/2021 15 Exponential Sequences 0 jw e     j e A A                         n w A j n w A e A e e A A n x n n n w j n n jw n j n 0 0 sin cos ] [ 0 0 1   1   1   Complex Exponential Sequences Exponentially weighted sinusoids Exponentially growing envelope Exponentially decreasing envelope 0 [ ] jw n x n Ae  is refered to
  • 16. 16 10/17/2021 16 Frequency difference between continuous-time and discrete-time complex exponentials or sinusoids   n jw n j n jw n w j Ae e Ae Ae n x 0 0 0 2 2 ] [        : frequency of the complex sinusoid or complex exponential  : phase 0 w      0 0 [ ] cos 2 cos x n A w r n A w n            
  • 17. 17 10/17/2021 17 Periodic Sequences A periodic sequence with integer period N n all for N n x n x ] [ ] [             N w n w A n w A 0 0 0 cos cos integer , 2 0 is k where k N w   0 2 / , integer N k w where k is  
  • 18. 18 10/17/2021 18 EX. 2.2 Examples of Periodic Sequences Suppose it is periodic sequence with period N ] [ ] [ 1 1 N n x n x     4 / cos ] [ 1 n n x         4 / cos 4 / cos N n n     integer : , 4 / 4 / 2 4 / k N n k n        0 1, 8 2 / k N w      2 / ( / 4) 8 N k k    
  • 19. 19 10/17/2021 19 Suppose it is periodic sequence with period N ] [ ] [ 1 1 N n x n x         8 / 3 cos 8 / 3 cos N n n     integer : , 8 / 3 8 / 3 2 8 / 3 k N n k n        16 , 3    N k EX. 2.2 Examples of Periodic Sequences   8 / 3 cos ] [ 1 n n x   8 3 8 2    0 2 / 2 / (3 / 8) N k w k      0 0 2 3/ 2 / ( continuous signal) N w w for    
  • 20. 20 10/17/2021 20 EX. 2.2 Non-Periodic Sequences Suppose it is periodic sequence with period N ] [ ] [ 2 2 N n x n x     n n x cos ] [ 2    ) cos( cos N n n   2 , :integer, integer for n k n N k there is no N    
  • 21. 21 10/17/2021 21 High and Low Frequencies in Discrete-time signal 0 [ ] cos( ) x n A w n  (a) w0 = 0 or 2 (b) w0 = /8 or 15/8 (c) w0 = /4 or 7/4 (d) w0 = 
  • 22. 22 10/17/2021 22 2.2 Discrete-Time System Discrete-Time System is a trasformation or operator that maps input sequence x[n] into a unique y[n] y[n]=T{x[n]}, x[n], y[n]: discrete-time signal T{‧} x[n] y[n] Discrete-Time System
  • 23. 23 10/17/2021 23 EX. 2.3 The Ideal Delay System        n n n x n y d ], [ ] [ If is a positive integer: the delay of the system. Shift the input sequence to the right by samples to form the output . d n d n If is a negative integer: the system will shift the input to the left by samples, corresponding to a time advance. d n d n
  • 24. 24 10/17/2021 24 x[m ] m n n-5 dummy index m EX. 2.4 Moving Average                 2 1 1 2 1 1 2 1 2 1 1 1 1 ... 1 ... 1 M k M y n x n k M M x n M x n M x n x n x n M M M                     for n=7, M1=0, M2=5
  • 25. 25 Effect of a moving average filter. (Sample values are connected by straight lines to enable easier viewing of stock exchange trends)
  • 26. 26 10/17/2021 26 Properties of Discrete-time systems 2.2.1 Memoryless (memory) system Memoryless systems: the output y[n] at every value of n depends only on the input x[n] at the same value of n    2 ] [n x n y 
  • 27. 27 10/17/2021 27 Properties of Discrete-time systems 2.2.2 Linear Systems  If   n y1 T{‧}   n x1   n y2   n x2 T{‧}   n ay   n ax T{‧}       n bx n ax n x 2 1 3         n by n ay n y 2 1 3   T{‧}     n y n y 2 1      n x n x 2 1  T{‧} additivity property homogeneity or scaling property  principle of superposition  and only If:
  • 28. 28 10/17/2021 28 Example of Linear System Ex. 2.6 Accumulator system         n k k x n y                   n by n ay k x b k x a k bx k ax k x n y n k n k n k n k 2 1 2 1 2 1 3 3                            n k k x n y 1 1         n k k x n y 2 2     n x and n x 2 1 for arbitrary       n bx n ax n x 2 1 3   when
  • 29. 29 10/17/2021 29 Example 2.7 Nonlinear Systems Method: find one counterexample  2 2 2 1 1 1 1     counterexample    2 ] [n x n y   For     ] [ log10 n x n y      1 10 log 1 log 10 10 10     counterexample  For
  • 30. 30 10/17/2021 30 Properties of Discrete-time systems 2.2.3 Time-Invariant Systems Shift-Invariant Systems     0 1 2 n n x n x       0 1 2 n n y n y     n y1 T{‧}   n x1 T{‧}
  • 31. 31 10/17/2021 31 Example of Time-Invariant System Ex. 2.8 Accumulator system         n k k x n y   0 1 ] [ n n x n x             0 1 0 1 1 0 1 n n y k x n k x k x n y n n k n k n k                
  • 32. 32 10/17/2021 32 Properties of Discrete-time systems 2.2.4 Causality A system is causal if, for every choice of , the output sequence value at the index depends only on the input sequence value for 0 n 0 n n  0 n n 
  • 33. 33 10/17/2021 33 Ex. 2.10 Example for Causal System Forward difference system is not Causal Backward difference system is Causal       n x n x n y    1       1    n x n x n y
  • 34. 34 10/17/2021 34 Properties of Discrete-time systems 2.2.5 Stability Bounded-Input Bounded-Output (BIBO) Stability: every bounded input sequence produces a bounded output sequence.   n all for B n x x ,      n all for B n y y ,    if then
  • 35. 35 10/17/2021 35 Ex. 2.11 Test for Stability or Instability    2 ] [n x n y    n all for B n x x ,      n all for B B n y x y , 2     if then is stable
  • 36. 36 10/17/2021 36 Accumulator system         n k k x n y     bounded n n n u n x : 0 1 0 0                             bounded not n n n k x k x n y n k n k : 0 1 0 0 Ex. 2.11 Test for Stability or Instability Accumulator system is not stable
  • 37. 37 10/17/2021 37 Properties of Discrete-time systems (Repeat) 2.2.2 Linear Systems  If   n y1 T{‧}   n x1   n y2   n x2 T{‧}   n ay   n ax T{‧}       n bx n ax n x 2 1 3         n by n ay n y 2 1 3   T{‧}     n y n y 2 1      n x n x 2 1  T{‧} additivity property homogeneity or scaling property  principle of superposition  and only If:
  • 38. 38 10/17/2021 38 2.3 Linear Time-Invariant (LTI) Systems Impulse response   0 n n     n h   n    0 n n h  T{‧} T{‧}
  • 39. 39 10/17/2021 39 LTI Systems: Convolution             k k n k x n x                                                k k k n h n x k n h k x k n T k x k n k x T n y   Representation of general sequence as a linear combination of delayed impulse principle of superposition An Illustration Example(interpretation 1)
  • 41. 41 10/17/2021 41 Computation of the Convolution reflecting h[k] about the origion to obtain h[-k] Shifting the origin of the reflected sequence to k=n (interpretation 2)             k k n h k x n y       n k h k n h       k h    k h
  • 43. 43 Convolution can be realized by –Reflecting h[k] about the origin to obtain h[-k]. –Shifting the origin of the reflected sequences to k=n. –Computing the weighted moving average of x[k] by using the weights given by h[n-k].
  • 44. 44 10/17/2021 44 Ex. 2.13 Analytical Evaluation of the Convolution                 otherwise N n N n u n u n h 0 1 0 1 For system with impulse response h(k) 0     n u a n x n  input Find the output at index n
  • 45. 45 45   0 0 y n n            otherwise N n n h 0 1 0 1     n u a n x n  h(k) 0 0 h(n-k) x(k) h(-k) 0
  • 46. 46 10/17/2021 46   1 0 0, 0 1 n n N n N                 a a a n k h k x n y n n k k n k             1 1 1 0 0 h(-k) 0 h(k) 0
  • 47. 47 10/17/2021 47                                        a a a a a a a n k h k x n y N N n n N n n N n k k n N n k 1 1 1 1 1 1 1 1 h(-k) 0 h(k) 0   1 0 1 n N n N      
  • 49. 49 10/17/2021 49 2.4 Properties of LTI Systems Convolution is commutative         n x n h n h n x    h[n] x[n] y[n] x[n] h[n] y[n]                 n h n x n h n x n h n h n x 2 1 2 1       Convolution is distributed over addition
  • 50. 50 10/17/2021 50 Cascade connection of systems       n h n h n h 2 1   x [n] h1[n] h2[n] y [n] x [n] h2[n] h1[n] y [n] x [n] h1[n] ]h2[n] y [n]
  • 51. 51 10/17/2021 51 Parallel connection of systems       n h n h n h 2 1  
  • 52. 52 52 Stability of LTI Systems LTI system is stable if the impulse response is absolutely summable .          k k h S                       k k k n x k h k n x k h n y   x B n x      x k y n B h k       Causality of LTI systems   0 , 0   n n h HW: proof, Problem 2.62
  • 53. 53 10/17/2021 53 Impulse response of LTI systems Impulse response of Ideal Delay systems    , d d h n n n n a positive fixed integer    Impulse response of Accumulator                  n u n n k n h n k 0 , 0 0 , 1 
  • 54. 54 10/17/2021 54 Impulse response of Moving Average systems                       otherwise , M n M , M M k n M M n h M M k 0 1 1 1 1 2 1 2 1 2 1 2 1 
  • 55. 55 Impulse response of Forward Difference       n n n h      1       1    n n n h   Impulse response of Backward Difference
  • 56. 56 Finite-duration impulse response (FIR) systems The impulse response of the system has only a finite number of nonzero samples. The FIR systems always are stable.                       otherwise , M n M , M M k n M M n h M M k 0 1 1 1 1 2 1 2 1 2 1 2 1    n S h n       such as:
  • 57. 57 Infinite-duration impulse response (IIR) The impulse response of the system is infinite in duration.                  n u n n k n h n k 0 , 0 0 , 1      n u a n h n    n S h n       Stable IIR System: 1 a 
  • 58. 58 Equivalent systems           1 1 h n n n n                     1 1 1 n n n n n             
  • 59. 59 Inverse system                 n n u n u n n n u n h            1 1           n n h n h n h n h i i     
  • 60. 60 2.5 Linear Constant-Coefficient Difference Equations            M m m N k k m n x b k n y a 0 0 An important subclass of linear time- invariant systems consist of those system for which the input x[n] and output y[n] satisfy an Nth-order linear constant-coefficient difference equation.
  • 61. 61 Ex. 2.14 Difference Equation Representation of the Accumulator     , n k y n x k        1 1 k n y n x k                1 1          n y n x k x n x n y n k       n x n y n y    1
  • 62. 62 Block diagram of a recursive difference equation representing an accumulator       1 y n y n x n   
  • 63. 63 Difference Equation Representation of the System An unlimited number of distinct difference equations can be used to represent a given linear time-invariant input-output relation.
  • 64. 64 Solving the difference equation Without additional constraints or information, a linear constant- coefficient difference equation for discrete-time systems does not provide a unique specification of the output for a given input.            M m m N k k m n x b k n y a 0 0
  • 65. 65 Solving the difference equation Output:       n y n y n y h p    Particular solution: one output sequence for the given input   n yp   n xp  Homogenous solution: solution for the homogenous equation( ):   n yh   0 0     N k h k k n y a      N m n m m h z A n y 1  where is the roots of m z 0 0     N k k k z a   0 x n             M m m N k k m n x b k n y a 0 0
  • 66. 66 Example 2.16 Recursive Computation of Difference Equation             1 , , 1 y n ay n x n x n K n y c          K ac y   0       aK c a K ac a ay y       2 0 0 1       K a c a aK c a a ay y 2 3 2 0 1 2             K a c a K a c a a ay y 3 4 2 3 0 2 3         1 0 n n y n a c a fo K r n    
  • 67. 67 Example 2.16 Recursive Computation of Difference Equation         n x n y a n y    1 1         c a x y a y 1 1 1 1 2                 c a c a a x y a y 2 1 1 1 2 2 3              1 1 n y n a c for n             c a c a a x y a y 3 2 1 1 3 3 4                1 n n y n a c Ka for l n l n u a    1 for n               c y n K n x n x n ay n y       1 1 
  • 68. 68 Periodic Frequency Response The frequency response of discrete-time LTI systems is always a periodic function of the frequency variable with period w 2         2 2 j w j w n n H e h n e            2 2 j w jwn j n jwn e e e e               2 j w jw H e H e          2 , j w r jw H e H e for r an integer    Signal Processing - Dr. Arif Wahla 10/17/2021
  • 69. 69 Periodic Frequency Response The “low frequencies” are frequencies close to zero The “high frequencies” are frequencies close to   More generally, modify the frequency with , r is integer. 2 r    jw e H or w      0 2 w    We need only specify over Signal Processing - Dr. Arif Wahla 10/17/2021
  • 70. 70 Example 2.19 Ideal Frequency-Selective Filters Frequency Response of Ideal Low-pass Filter Signal Processing - Dr. Arif Wahla 10/17/2021
  • 71. 71 Frequency Response of Ideal High-pass Filter
  • 72. 72 Frequency Response of Ideal Band-stop Filter
  • 73. 73 Frequency Response of Ideal Band-pass Filter
  • 74. 74 Example 2.20 Frequency Response of the Moving-Average System              otherwise , M n M , M M n h 0 1 1 2 1 2 1     1 1 2 1 2 2 1 1 2 1 1 1 1 1 jw M n M jw M jwn H e M M jwM jw M M e e e e              
  • 75. 75 Impulse response and Frequency response The frequency response of a LTI system is the Fourier transform of the impulse response.     jw jwn n H e h n e               dw e e H n h jwn jw 2 1
  • 76. 76 76 Chapter 2 HW 2.1, 2.4, 2.5, 2.7, 2.11, 2.12,2.15, 2.20