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2
Discrete-time
Signals and SystemsSignals and Systems
Assoc.Prof.Dr. Peerapol Yuvapoositanon
Mahanakorn Institute of Innovation (MII)
DSP2-1
Objectives
• The students understand the concepts of:
– Discrete-time signals and systems
– Linear Time-Invariant Systems
– Convolution– Convolution
DSP2-2
Signals
• Signals are the patterns of physical
representation.
• Signals can be represented mathematically as
a function of one or more independenta function of one or more independent
variables, e.g., Time t or Sequence n.
• Signals can be 1-D or 2-D.
3
Signals in Electric Circuits
vc(t)
= Signal
i (t)
= Signal
4
Signals in Mechanics
F
F
Force
Friction
5
Signals in Medicine
• The Electrocardiogram (ECG)
6
My 2013 ECG Result
ABNORMAL
(Left Ventricular Hypertrophy)
Normal
7
My 2014 ECG Result
ABNORMAL
(Left Ventricular Hypertrophy)
Normal
8
My 2019 ECG Result
NORMALNormal
9
The Famous Lena Image
10
Signal Intensity Values
11
Digital Signal Processing Building
Blocks
DSP2-12
Continuous vs. Discrete-time Signals
DSP2-13
Discrete-Time Continuous Amplitude
• We are only interested in Discrete-Time,
Continuous Amplitude signals.
t
DSP2-14
Sampling
• We get the digital signal by sampling
tt
( )x t t nT
• The result is x(n):
( )x t ( )x n
( ) ( ) t nT
x n x t 

...
1
s
T
f

tt
DSP2-15
Discrete-time “x(n)” = Sampling “s(n)” x Analogue “x(t)”
Discrete-time signals obtained by
Sampling
tt
( )x t
( )x n
• S(n) is composed of delayed Impulses
nnTT
tt
nn
( )x n( )s n
1
DSP2-16
An Impulse is Delta Function
11
( ) ( ) t nT
n t  

• The definition of impulse is
nn00
1, 0
( )
0, 0
n
n
n


 

DSP2-17
Delayed Delta Functions
• The unit delayed delta function
11Non-delayed impulse
( )n
nn00
nn
11
The unit-delayed impulse
( 1)n 
( )n
11
00 11
DSP2-18
Summing of Delayed Delta Functions
• Sampling signal can be derived as a sum of
delayed impulses. For example, for N=3
( ) ( ) ( 1) ( 2) ( 3)s n n n n n         
• Or
3
0
( ) ( )
k
s n n k

 
DSP2-19
Summing of Delayed Delta Functions
( )n
( 1)n 
( 2 )n 
++
++
nn
nn
nn
++
++
== ( 2 )n 
( 3)n 
++
nn
nn
11 22 33
++
==
00
nn
( ) ( 1) ( 2) ( 3)n n n n        
DSP2-20
Summing of Delayed Delta Functions
with Sampling interval T
( )t
( )t T 
( 2 )n T 
++
++
tt
tt
tt
++
++
== ( 2 )n T 
( 3 )n T 
++
tt
tt
TT 22TT 33TT
++
==
00
tt
( ) ( ) ( 2 ) ( 3 )t t T n T n T        
DSP2-21
Continuous-time to Discrete-time
x(nT)
t
1
( )x t ( )x nT( )s t
t
=
( ) ( ) ( )
k
x t t kT x nT


 
t
tt
t
DSP2-22
=
Converting Continuous-time to
Discrete-time
• From
• Let x(t)=x(kT) :
( ) ( ) ( )
k
x t t kT x nT


 
( ) ( ) ( )x kT t kT x nT

 
• Move x(kT)
Inside the sum:
( ) ( ) ( )
k
x kT t kT x nT

 
( ) ( ) ( )
k
x kT t kT x nT


 
DSP2-23
Continuous-time to Discrete-time
x(nT)
t
1
( )x t ( )x nT( )s t
t
=t
tt
t
DSP2-24
( ) ( ) ( )
k
x kT t kT x nT


 
=
Convert to a sequence
• We can drop the sampling interval T by to
make a sequence x(n)
( ) ( )x nT x n
DSP2-25

nn
( )x n
tt
( )x nT
T is normalised
Discrete-time Signal x(n) from x(n)
1
( )x n ( )x n( )s n
=
( ) ( ) ( )
k
x k n k x n


 
nnnn nn
DSP2-26
=
Discrete-Time Systems
• x(n) is the input of the system T
T( )x n ( )y n
• x(n) is the input of the system T
• y(n) is the output of the system T
• T is the system and is characterised by its impulse
response.
DSP2-27
Example 2.0: y(n) = x(n)
(0) (0)y x(0) (0)
(1) (1)
(2) (2)
(10) (10)
y x
y x
y x
y x





DSP2-28
Example 2.1: System 1
• Example 2.2.1
• Determine y(n) when
, 3 3
( )
0, otherwise
n n
x n
   
 

) ( ) ( )A y n x n
 
 
) ( ) ( )
) ( ) ( 1)
) ( ) ( 1)
1
) ( ) ( 1) ( ) ( 1)
3
) ( ) max ( 1), ( ), ( 1)
) ( ) ( )
n
k
A y n x n
B y n x n
C y n x n
D y n x n x n x n
E y n x n x n x n
F y n x k


 
 
    
  
 
DSP2-29
Example 2.1: System
) ( ) ( )A y n x n
( ) ( ) ,3,2,1,0,1,2,3,y n x n   
• Note: the symbol refers to the position
when n=0.
DSP2-30
( ) ( ) ,3,2,1,0,1,2,3,y n x n

   

Example 2.1: System
) ( ) ( 1)B y n x n 
( ) ,3, 2,1,0,1, 2,3,y n ( ) ,3, 2,1,0,1, 2,3,y n

  
DSP2-31
Example 2.1: System
) ( ) ( 1)C y n x n 
( ) ,3, 2,1,0,1, 2,3,y n   ( ) ,3, 2,1,0,1, 2,3,y n

  
DSP2-32
Example 2.1: System
 
1
) ( ) ( 1) ( ) ( 1)
3
D y n x n x n x n    
   
1 1 2
0, (0) ( 1) (0) (1) 1 0 1
3 3 3
n y x x x        
3 3 3

2
( ) {...,4,3,2,1, ,1,2,3,4,...}
3
y n


DSP2-33
Example 2.1: System
 ) ( ) max ( 1), ( ), ( 1)E y n x n x n x n  
( ) {...,4,3,2,1,2,3,4,...}y n ( ) {...,4,3,2,1,2,3,4,...}y n


DSP2-34
Example 2.1 : System
•
• Accumulator
) ( ) ( )
n
k
F y n x k

 
( ) ,3,5,6,6,7,9,12,0,...y n

 
DSP2-35
Example 3
• Given x(n)
DSP2-36
x(n)
n X(n)
-2 0
-1 0
0 10 1
1 1
2 1
3 0.5
4 0
DSP2-37
x(n-1)
n X(n) X(n-1) Result
X(n-1)
-2 0 x(-2-1)=x(-3) 0
-1 0 x(-1-1) =x(-2) 0
0 1 x(0-1) =x(-1) 0
1 1 x(1-1) =x(0) 11 1 x(1-1) =x(0) 1
2 1 x(2-1) =x(1) 1
3 0.5 x(3-1) =x(2) 1
4 0 x(4-1)=x(3) 0.5
5 0 X(5-1)=x(4) 0
6 0 X(6-1)=x(5) 0
DSP2-38
X(n-1)
DSP2-39
x(n) vs. x(n-1)
DSP2-40
x(n+1)
n X(n) X(n+1) Result
X(n+1)
-2 0 x(-2+1)=x(-1) 0
-1 0 x(-1+1) =x(0) 1
0 1 x(0+1) =x(1) 1
1 1 x(1+1) =x(2) 11 1 x(1+1) =x(2) 1
2 1 x(2+1) =x(3) 0.5
3 0.5 x(3+1) =x(4) 0
4 0 x(4+1)=x(5) 0
5 0 X(5+1)=x(6) 0
6 0 X(6+1)=x(7) 0
DSP2-41
x(n+1)
DSP2-42
Homework 1
a)x(-n) b) x(-n+1) c) x(-n-1)
DSP2-43
Unit Step Sequence
1, 0
( )
0, 0
n
u n
n

 

DSP2-44
Relationship between the unit step
function and the Delta function
• Define u(n)
( ) ( ) ( 1) ( 2) ( 3)
( )
u n n n n n
n k
   


       
 

Or
0
( )
k
n k

 
( ) ( )
n
k
u n k

 
DSP2-45
Example 4
• Let x(n) be
• Determine ) ( ) ( )
) ( 1) ( )
) ( 1) (2 )
) ( 1) ( 1 )
a x n u n
b x n u n
c x n u n
d x n u n

 
   
DSP2-46
x(n)
n x(n)
-2 0
-1 0
0 10 1
1 1
2 1
3 0.5
4 0
DSP2-47
u(n)
n u(n)
-2 u(-2)=0
-1 u(-1)=0
0 u(0)=1
DSP2-48
0 u(0)=1
1 u(1)=1
2 u(2)=1
3 u(3)=1
4 u(4)=1
x(n)u(n)
n x(n)u(n)
-2 0
-1 0
0 1
DSP2-49
0 1
1 1
2 1
3 0.5
4 0
x(n-1)u(n)
n x(n) x(n-1) u(n) Result
x(n-1)u(n)
-2 0 x(-2-1)=x(-3) 0 0
-1 0 x(-1-1) =x(-2) 0 0
0 1 x(0-1) =x(-1) 1 0
1 1 x(1-1) =x(0)=1 1 11 1 x(1-1) =x(0)=1 1 1
2 1 x(2-1) =x(1)=1 1 1
3 0.5 x(3-1) =x(2)=1 1 1
4 0 x(4-1)=x(3)=.5 1 0.5
5 0 X(5-1)=x(4) 1 0
6 0 X(6-1)=x(5) 1 0
DSP2-50
x(n+1)u(n)
n x(n) x(n+1) u(n) Result
x(n+1)u(n)
-2 0 x(-2+1)=x(-1) 0 0
-1 0 x(-1+1) =x(0)=1 0 0
0 1 x(0+1) =x(1)=1 1 1
1 1 x(1+1) =x(2)=1 1 11 1 x(1+1) =x(2)=1 1 1
2 1 x(2+1) =x(3)=.5 1 0.5
3 0.5 x(3+1) =x(4) 1 0
4 0 x(4+1)=x(5) 1 0
5 0 X(5+1)=x(6) 1 0
6 0 X(6+1)=x(7) 1 0
DSP2-51
u(2-n)
n u(n) u(2-n)
-2 u(-2)=0 u(2+2)=1
-1 u(-1)=0 u(2+1)=1
0 u(0)=1 u(2-0)=1
DSP2-52
0 u(0)=1 u(2-0)=1
1 u(1)=1 u(2-1)=1
2 u(2)=1 u(2-2)=1
3 u(3)=1 u(2-3)=0
4 u(4)=1 u(2-4)=0
u(2+n)
n u(n) u(2+n)
-2 u(-2)=0 u(2-2)=1
-1 u(-1)=0 u(2-1)=1
0 u(0)=1 u(2-0)=1
DSP2-53
0 u(0)=1 u(2-0)=1
1 u(1)=1 u(2+1)=1
2 u(2)=1 u(2+2)=1
3 u(3)=1 u(2+3)=1
4 u(4)=1 u(2+4)=1
u(-2+n)
n u(n) u(-2+n)
-2 u(-2)=0 u(-2-2)=0
-1 u(-1)=0 u(-2-1)=0
0 u(0)=1 u(-2-0)=0
DSP2-54
0 u(0)=1 u(-2-0)=0
1 u(1)=1 u(-2+1)=0
2 u(2)=1 u(-2+2)=1
3 u(3)=1 u(-2+3)=1
4 u(4)=1 u(-2+4)=1
u(-2-n)
n u(n) u(-2-n)
-2 u(-2)=0 u(-2+2)=1
-1 u(-1)=0 u(-2+1)=0
0 u(0)=1 u(-2-0)=0
DSP2-55
0 u(0)=1 u(-2-0)=0
1 u(1)=1 u(-2-1)=0
2 u(2)=1 u(-2-2)=0
3 u(3)=1 u(-2-3)=0
4 u(4)=1 u(-2-4)=0
x(n+1)u(2-n)
n x(n) x(n+1) u(n) Result
x(n+1)u(n)
-2 0 x(-2+1)=x(-1) u(2+2)=1 0
-1 0 x(-1+1) =x(0)=1 u(2+1)=1 1
0 1 x(0+1) =x(1)=1 u(2-0)=1 1
1 1 x(1+1) =x(2)=1 u(2-1)=1 11 1 x(1+1) =x(2)=1 u(2-1)=1 1
2 1 x(2+1) =x(3)=.5 u(2-2)=1 0.5
3 0.5 x(3+1) =x(4) u(2-3)=0 0
4 0 x(4+1)=x(5) u(2-4)=0 0
5 0 X(5+1)=x(6) u(2+5)=0 0
6 0 X(6+1)=x(7) u(2+6)=0 0
DSP2-56
Systems
• A system is any process that produces an
output signal in response to an input signal.
• Systems are can also be represented
mathematically as a function of one or moremathematically as a function of one or more
independent variables, e.g., Time t or
Sequence n.
57
An Electric Circuit System
• System of a simple RC circuit.
vc(t)
=Signal
System
vc(t)
= Signal
58
Model of Simple RC Circuit
• Using Kirchoff’s Voltage Law (KVL)
( ) ( ) ( )
( ) ( ) ( )
R c s
c s
v t v t v t
Ri t v t v t
 
 ( ) ( ) ( )
( ( )) ( ) ( )
c s
c c s
Ri t v t v t
d
R C v t v t v t
dt
 
 
1 1
( ) ( ) ( )c c s
d
v t v t v t
dt RC RC
 
59
Linear Constant-Coefficient Differential
Equation (LCCDE)
• Linear Constant-Coefficient Differential
Equation (LCCDE)
( ) ( )k kN M
k kk k
d y t d x t
a b
dt dt
 
• For 1st order:
• or: 1 1
( ) ( ) ( )c c s
d
v t v t v t
dt RC RC
 
0 0
k kk k
k kdt dt 
 
1 0 0( ) ( ) ( )
d
a y t a y t b x t
dt
 
60
System Model of A Car
Zhou, Hui & Qiu, Yi. (2015). A simple mathematical model of a vehicle with seat and occupant for studying the effect of vehicle dynamic parameters on ride comfort.
61
System Model of A Heart
Yalcinkaya, Fikret & Kizilkaplan, Ertem & Erbas, Ali. (2013). Mathematical modelling of human heart as a hydroelectromechanical system. ELECO 2013 - 8th International Conference on Electrical
and Electronics Engineering. 362-366. 10.1109/ELECO.2013.6713862.
62
Linear Time-invariant (LTI) Systems
• A discrete-time system T[ ] can either be
– Linear or Non-linear
– Time-invariant or Time-varying
• We prefer systems that are Linear and Time-
invariant.
( )x n
( ) [ ( )]y n T x n
T
DSP2-63
Linear Systems
• For a system to be linear,
T1 1 2 2( ) ( ) ( )x n a x n a x n 
1 1 2 2
1 1 2 2
( ) ( ) ( )
[ ( )] [ ( )]
y n a y n a y n
a T x n a T x n
 
 
DSP2-64
1 1 2 2 1 1 2 2[ ( ) ( )] [ ( )] [ ( )]T a x n a x n a T x n a T x n  
T1 1 2 2( ) ( ) ( )x n a x n a x n 
How to test linearity: Full Test
DSP2-65
1 1 2 2 1 1 2 2[ ( ) ( )] [ ( )] [ ( )]T a x n a x n a T x n a T x n  Linear
How to test linearity: Simplified (Drop
all constants)
DSP2-66
Linear 1 2 1 2[ ( ) ( )] [ ( )] [ ( )]T x n x n T x n T x n  
Example 2.2
• Determine whether the systems are linear or
non-linear.
2
) ( ) ( )
) ( ) ( )
A y n nx n
B y n x n

 2
2
( )
) ( ) ( )
) ( ) ( )
) ( ) ( )
) ( ) x n
B y n x n
C y n x n
D y n Ax n B
E y n e


 

DSP2-67
Example 2.2: A)
) ( ) ( )A y n nx n
1 2[ ( ) ( )]
( ) ( )
n x n x n
nx n nx n
 
 
1 2( ) ( )nx n nx n 
DSP2-68
1 2( ) ( )nx n nx n 
Linear
Example 2.2: B)
2
) ( ) ( )B y n x n
2 2
1 2( ) ( )x n x n 
DSP2-69
2 2
1 2( ) ( )x n x n 
Linear
Example 2.2: C)
2
) ( ) ( )C y n x n
 2
1 2
2 2
( ) ( )
( ) 2 ( ) ( ) ( )
x n x n
x n x n x n x n
 
  
 
2 2
1 2
2
1 2
( ) ( )
( ) ( )
x n x n
x n x n
 
 
DSP2-70
2 2
1 1 2 2( ) 2 ( ) ( ) ( )x n x n x n x n  
Non-Linear
Example 2.2: D)
) ( ) ( )D y n Ax n B 
 
1 2
1 2
[ ( ) ( )]
( ) ( )
T x n x n
A x n x n B
 
   1 2( ) ( )A x n x n B  
DSP2-71
1 2[ ( ) ] [ ( ) ]Ax n B Ax n B   
Non-Linear
 1 2( ) ( )A x n x n B  
Example 2.2: E)
( )
) ( ) x n
E y n e
1 2( ) ( )x n x n
e 

Non-Linear
DSP2-72
1 2( ) ( )x n x n
e e 
Non-Linear
1 2( ) ( )x n x n
e 

Is this RC circuit Time-Invariant?
DSP2-73
Time-invariant
DSP2-74
Time-Invariant Test
(Continuous-Time Systems)
• Tested by comparing the following systems.
DSP2-75
0 0( , ) ( )y t t y t t Time-Invariant
Time-Invariant Test
(Discrete-Time Systems)
DSP2-76
( , ) ( )y n k y n k Time-Invariant
Example 2.3: Time-Invariance Testing
• Determine whether the following systems are
Time-invariant or Time-varying
) ( ) ( ) ( 1)A y n x n x n  
0
) ( ) ( )
) ( ) ( )
) ( ) ( ) cos
B y n nx n
C y n x n
D y n x n n

 

DSP2-77
Example 2.3: Time-Invariance Testing
A)
) ( ) ( ) ( 1)A y n x n x n  
( ) ( ) ( 1)y n k x n k x n k     
( , ) [ ( )]
( ) ( 1)
y n k T x n k
x n k x n k
 
    
( ) ( ) ( 1)y n k x n k x n k     
DSP2-78
Time-invariant
Example 2.3: Time-Invariance Testing
B)
) ( ) ( )B y n nx n
( ) ( ) ( )y n k n k x n k   
( , ) [ ( )]
( )
y n k T x n k
nx n k
 
 
( ) ( ) ( )y n k n k x n k   
DSP2-79
Time-varying
Example 2.3: Time-Invariance Testing
C)
( ) ( ( )) ( )y n k x n k x n k      
) ( ) ( )C y n x n 
( , ) [ ( )]
( )
y n k T x n k
x n k
  
  
( ) ( ( )) ( )y n k x n k x n k      
DSP2-80
Time-varying
Example 2.3: Time-Invariance Testing
D)
0( ) ( ) cos ( )y n k x n k n k   
0) ( ) ( ) cosD y n x n n
0
0
( , ) [ ( ) cos ]
( ) cos ( )
y n k T x n n
x n k n



 
0( ) ( ) cos ( )y n k x n k n k   
DSP2-81
Time-varying
Why is the LTI Systems so Important?
• The LTI property allows us to analyse the
characteristics of the system.
• Above all, with this LTI property, the system
can be used to find the relationship betweencan be used to find the relationship between
the input, the impulse response and the
output of the system.
• We are talking about the Convolution.
DSP2-82
h[n] has multiple components
• Consider the DT case. (Easier than CT!)
• h[n] has multiple components.
[ ]x n [ ]y n
SystemSystem
[ ]h n =Impulse Response
0 1
1 0.8
83
h[n] has only one component
• Now, let h[n] be a signal with only one
component.
• We call this type of signal as a unit impulse.
[ ]x n [ ] [ ]y n x n
SystemSystem
0
1 [ ]h n =Impulse Response
84
An Impulse is Delta Function
• The definition of unit impulse is
1, 0
[ ]
0, 0
n
n
n


 
0, 0n 
0 n
1
85
Delayed Delta Functions
• The unit delayed delta function
Unit impulse
[ ]n
1
The unit-delayed impulse
[ 1]n 
[ ]n
0 n
0 n
1
1
86
Multiple Delayed [n]
The unit-delayed impulse
[ 1]n 
0 n
1
1
The 2-delayed impulse 1
[ 2]n 
0 n1
The k-delayed impulse
[ ]n k 
0 n
1
1
2
2 k
87
 
[ ]x n
n
1
0
1 n
1
1
=
=
[0] [ ]x n
[1] [ 1]x n 
[ ]n
[ 1]n 
Sifting of x[n] by (delayed)[n]
nk
1 n
2 n
1
1
=
=
[2] [ 2]x n 
[ ] [ ]x k n k 
[ 2]n 
[ ]n k 
88
 
[0] [ ]x n
[1] [ 1]x n 
Summation of Each Signal
[2] [ 2]x n 
[ ] [ ]x k n k 
+
[ ]x n
[ ] [ ] [ ] [ ]
k
y n x k n k x n  
89

Combining Sifting and Summing to
construct the output
[0] [ ]x n
[1] [ 1]x n 
[2] [ 2]x n 
[ ]x n
[ ] [ ] [ ]
[ ]
k
y n x k n k
x n
 


[ ]x n
[2] [ 2]x n 
[ ] [ ]x k n k 
+
System
90

Sifting
Construction of Signal From Sifted
Components
• Construction of Signal From Sifted Components
is then written as
[ ] [ ] [ ]
k
x n x k n k


 
• Since this is operation of x[n] and [n], we write
• This is called the “Convolution equation” between
x[n] and [n].
k 
[ ] [ ] [ ]x n x n n 
91
System defined by [n]
[ ] [ ]y n x n[ ]n( )x n
[ ] [ ] [ ] [ ] [ ]
k
x n x k n k x n n 


   
92
Computing the Convolution as a System
2
2
[ ] [ ] [ ]
0 ( 2) (0 2) ( 1) (0 1) (0) (0 0) (1) (0 1) (2) (0 2)
k
n y n x k n k
x x x x x

    

 
          

1 ( 2) (1 2) ( 1) (1 1) (0) (1 0) (1) (1 1) (2) (1 2)
2 ( 2) (2 2) ( 1) (2 1) (0) (2 0) (1) (2 1) (2) (2 2)
3 ( 2)
x x x x x
x x x x x
x
    
    

          
          
 (3 2) ( 1) (3 1) (0) (3 0) (1) (3 1) (2) (3 2)x x x x            
93
2
2
[ ] [ ] [ ]
0 [0]
1 [1]
k
n y n x k n k
x
x


 
1 [1]
2 [2]
3 [3]
x
x
x
[ ] [ ]y n x n
94
Finding Impulse Response
• If delta function is input, output will be h[n]
[ ] [ ]y n h n[ ]n [ ]h n
[ ] [ ] [ ] [ ] [ ]
k
h n n h n k h n k 


   
h[n] = Impulse
Response
95
Input and Impulse Response are
Interchangeable (Commutative)
[ ] [ ] [ ] [ ] [ ]x n x n n x k n k 

   
[ ]x n [ ]n [ ]x n
[ ]x n[ ]n [ ]x n
[ ] [ ] [ ] [ ] [ ]
k
x n n x n k x n k 


   
96
[ ] [ ] [ ] [ ] [ ]
k
x n x n n x k n k 

   
Example
• Determine
2
2
[ ] [ ] [ ]
k
n y n k x n k

 
2
2
[ ] [ ] [ ]
k
y n k x n k

 
2
0 ( 2) (0 2) ( 1) (0 1) (0) (0 0) (1) (0 1) (2) (0 2)
1 ( 2) (1 2) ( 1) (1 1) (0) (1 0) (1) (1 1) (2) (1 2)
2 ( 2) (2 2) ( 1) (2 1) (0) (2 0) (1) (2 1) (2) (2 2)
3 ( 2)
k
x x x x x
x x x x x
x x x x x
x
    
    
    


          
          
          
 (3 2) ( 1) (3 1) (0) (3 0) (1) (3 1) (2) (3 2)x x x x            
97
2
2
[ ] [ ] [ ]
0 [0]
1 [1]
k
n y n k x n k
x
x


 
1 [1]
2 [2]
3 [3]
x
x
x
[ ] [ ]y n x n
98
Comparison between the two
convolutions
DSP2-99
SystemSystem
System with Delayed Delta function
[ ] [ 1]y n x n 
SystemSystem
[ ] [ 1]h n n 
[ ] [ 1]h n n 
[ ]x n
100
2
2
[ ] [ 1] [ ]
0 ( 3) (2) ( 2) (1) ( 1) (0) (0) ( 1) (1) ( 2)
1 ( 3) (3) ( 2) (2) ( 1) (1) (0) (0) (1) ( 1)
k
n y n k x n k
x x x x x
x x x x x

    
    

  
        
       

2
2
( ) ( ) ( )
k
y n h k x n k

 
1 ( 3) (3) ( 2) (2) ( 1) (1) (0) (0) (1) ( 1)
2 ( 3) (4) ( 2) (3) ( 1) (2) (0) (1) (1) (0)
3 ( 3) (5) ( 2) (4) ( 1) (3
x x x x x
x x x x x
x x x
    
    
  
       
      
     ) (0) (2) (1) (1)x x  
1, 0
[ ]
0, 0
n
n
n


 

101
2
2
[ ] [ 1] [ ]
0 [ 1]
1 [0]
k
n y n k x n k
x
x


  


1 [0]
2 [1]
3 [2]
x
x
x
[ ] [ 1]y n x n 
102
Delayed Signal
nn
( ) ( 1)y n x n 
11 2200 33
nn11 2200 33
103
SystemSystem
System with and without
Delayed Delta functions
•
( ) ( 1)y n x n 
SystemSystem
( ) ( ) ( 1)h n n n   
[ ] [ ] [ 1]h n n n   
( )x n
104
Example
• Let
• Find
[ ] [ ] [ 1]h n n n   
• Find
• For n=0,...,3
2
2
[ ] [ ] [ ]
k
y n h k x n k

 
105
2
2
( ) [ ( ) ( 1)] ( )
( 2) (2) ( 1) (1) (0) (0) (1) ( 1) (2) ( 2)
0
( 3) (2) ( 2) (1) ( 1) (0) (0) ( 1) (1) ( 2)
( 2) (3) ( 1) (2) (0) (1) (1) (0) (2) (1)
k
n y n k k x n k
x x x x x
x x x x x
x x x x x
 
    
    
    

   
        
        
      

2
2
( ) ( ) ( )
k
y n h k x n k

 
( 2) (3) ( 1) (2) (0) (1) (1) (0) (2) (1)
1
( 3) (3) ( 2) (2) (
x x x x x
x x
    
  
      
    1) (1) (0) (0) (1) ( 1)
( 2) (4) ( 1) (3) (0) (2) (1) (1) (2) (0)
2
( 3) (4) ( 2) (3) ( 1) (2) (0) (1) (1) (0)
( 2) (5) ( 1) (4) (0) (3) (1) (2) (2) (1)
3
( 3) (5) ( 2) (4) ( 1) (3)
x x x
x x x x x
x x x x x
x x x x x
x x x
 
    
    
    
   
   
      
      
      
      (0) (2) (1) (1)x x
106
2
2
( ) ( ) ( )
0 (0) ( 1)
1 (1) (0)
k
n y n k x n k
x x
x x


 
 


1 (1) (0)
2 (2) (1)
3 (3) (2)
x x
x x
x x



[ ] [ ] [ 1]y n x n x n  
107
Convolution
• If we have general impulse response h[n]
[ ]x n [ ]y n
SystemSystem
[0]h [1]h
108
Convolved Signal
++
11 2200 33
[0]h [1]h
++
11 2200 33
11 2200 33
109
Example
• Now if the impulse response is consisted of a
scaled unit delayed
( ) {1,0.8}h n


• Or h(0) =1 and h(1) =0.8
• This means we can write h(n) as
DSP2-110
( ) ( ) 0.8 ( 1)h n n n   
( ) {1,0.8}h n


Convolution of x(n) and h(n) = {1,0.8}
( ) ?y n h(n)h(n) ( ) ?y n 
(0)h (1)h
DSP2-111
0 1
h(n)h(n)
( ) ( ) 0.8 ( 1)h n n n   
( )x n
Convolved Signal
++
11 2200 33
(0)h (1)h
++
11 2200 33
11 2200 33
DSP2-112
( 2) (2) ( 1) (1) (0) (0) (1) ( 1) (2) ( 2)x x x x x             
Calculate Convolution at n=0
n =0 and let k=-2,-1,0,1,2
2 2
2 2
(0) ( ) (0 ) 0.8 ( 1) (0 )
k k
y k x k k x k 
 
     
( 2) (2) ( 1) (1) (0) (0) (1) ( 1) (2) ( 2)
0.8[ ( 3) (2) ( 2) (1) ( 1) (0) (0) ( 1) (1) ( 2)]
x x x x x
x x x x x
    
    
         
        
DSP2-113
(0) 0.8 ( 1)x x  
( 2) (3) ( 1) (2) (0) (1) (1) (0) (2) (1)x x x x x           
Calculate Convolution at n=1
n =1 and let k=-2,-1,0,1,2
2 2
2 2
(1) ( ) (1 ) 0.8 ( 1) (1 )
k k
y k x k k x k 
 
     
( 2) (3) ( 1) (2) (0) (1) (1) (0) (2) (1)
0.8 ( 3) (3) ( 2) (2) ( 1) (1) (0) (0) (1) ( 1)
x x x x x
x x x x x
    
    
       
         
DSP2-114
(1) 0.8 (0)x x 
( 2) (4) ( 1) (3) (0) (2) (1) (1) (2) (0)x x x x x           
Calculate Convolution at n=2
n =2 and let k=-2,-1,0,1,2
2 2
2 2
(2) ( ) (2 ) 0.8 ( 1) (2 )
k k
y k x k k x k 
 
     
( 2) (4) ( 1) (3) (0) (2) (1) (1) (2) (0)
0.8 ( 3) (4) ( 2) (3) ( 1) (2) (0) (1) (1) (0)
x x x x x
x x x x x
    
    
       
        
DSP2-115
(2) 0.8 (1)x x 
( 2) (5) ( 1) (4) (0) (3) (1) (2) (2) (1)x x x x x           
Calculate Convolution at n=3
n =3 and let k=-2,-1,0,1,2
2 2
2 2
(3) ( ) (3 ) 0.8 ( 1) (3 )
k k
y k x k k x k 
 
     
( 2) (5) ( 1) (4) (0) (3) (1) (2) (2) (1)
0.8 ( 3) (5) ( 2) (4) ( 1) (3) (0) (2) (1) (1)
x x x x x
x x x x x
    
    
       
        
DSP2-116
(3) 0.8 (2)x x 
( )
0 (0) 0.8 ( 1)
1 (1) 0.8 (0)
2 (2) 0.8 (1)
n y n
x x
x x
x x
 

2 (2) 0.8 (1)
3 (3) 0.8 (2)
x x
x x


( ) ( ) 0.8 ( 1)y n x n x n  
DSP2-117
Example 1: Convolution
• Determine the convolution results of
y(n)=x(n)*h(n) for n=0,…,3 where
( ) {3,2}h n


and x(n) and h(n) are zero for other values of n.
( ) {3,2}h n


( ) {5,4}x n


DSP2-118
Solution
• From
• If h(n) and x(n) is zero when 0< n and n> 1,
( ) ( ) ( )
k
y n h k x n k


 
• If h(n) and x(n) is zero when 0< n and n> 1,
then we calculate convolution only for h(0) =0
and 1.
• Note that, like n, k is just an index for the sum.
1
0
( ) ( ) ( )
k
y n h k x n k

 
DSP2-119
3 ( 2) (2) ( 1) (1) (0) (0) (1) ( 1) (2) ( 2)x x x x x              
Calculate Convolution at n=0
n =0 and let k=-2,-1,0,1,2
2 2
2 2
(0) 3 ( ) (0 ) 2 ( 1) (0 )
k k
y k x k k x k 
 
     
3 ( 2) (2) ( 1) (1) (0) (0) (1) ( 1) (2) ( 2)
2[ ( 3) (2) ( 2) (1) ( 1) (0) (0) ( 1) (1) ( 2)]
x x x x x
x x x x x
    
    
           
        
DSP2-120
3 (0) 2 ( 1)x x  
3 5 2 0 15    
3 ( 2) (3) ( 1) (2) (0) (1) (1) (0) (2) (1)x x x x x            
Calculate Convolution at n=1
n =1 and let k=-2,-1,0,1,2
2 2
2 2
(1) 3 ( ) (1 ) 2 ( 1) (1 )
k k
y k x k k x k 
 
     
3 ( 2) (3) ( 1) (2) (0) (1) (1) (0) (2) (1)
2 ( 3) (3) ( 2) (2) ( 1) (1) (0) (0) (1) ( 1)
x x x x x
x x x x x
    
    
         
         
DSP2-121
3 (1) 2 (0)x x 
3 4 2 5 22    
3 ( 2) (4) ( 1) (3) (0) (2) (1) (1) (2) (0)x x x x x            
Calculate Convolution at n=2
n =2 and let k=-2,-1,0,1,2
2 2
2 2
(2) 3 ( ) (2 ) 3 ( 1) (2 )
k k
y k x k k x k 
 
     
3 ( 2) (4) ( 1) (3) (0) (2) (1) (1) (2) (0)
2 ( 3) (4) ( 2) (3) ( 1) (2) (0) (1) (1) (0)
x x x x x
x x x x x
    
    
         
        
DSP2-122
3 (2) 2 (1)x x 
3 0 2 4 8    
3 ( 2) (5) ( 1) (4) (0) (3) (1) (2) (2) (1)x x x x x            
Calculate Convolution at n=3
n =3 and let k=-2,-1,0,1,2
2 2
2 2
(3) 3 ( ) (3 ) 2 ( 1) (3 )
k k
y k x k k x k 
 
     
3 ( 2) (5) ( 1) (4) (0) (3) (1) (2) (2) (1)
2 ( 3) (5) ( 2) (4) ( 1) (3) (0) (2) (1) (1)
x x x x x
x x x x x
    
    
         
        
DSP2-123
3 (3) 2 (2)x x 
3 0 2 0 0    
( )
0 3 (0) 2 ( 1)
1 3 (1) 2 (0)
2 3 (2) 3 (1)
n y n
x x
x x
x x
 

2 3 (2) 3 (1)
3 3 (3) 2 (2)
x x
x x


( ) 3 ( ) 2 ( 1)y n x n x n  
DSP2-124
Homework 2
• Determine in details the convolution results of
y(n)=x(n)*h(n) for n=-1,…,3 where
( ) [1, 2,3]x n 
• and x(n) and h(n) are zero for other values of
n.
( ) [1, 2,3]x n


( ) [1,1,1]h n


DSP2-125
Answer
( ) ( ) ( ) ( ) ( )
( ) ( ) ( ) ( )
y n h n x n x n h n
h k x n k x k h n k
 
   
    ( ) ( ) ( ) ( )
[1,3,6,5,3]
k k
h k x n k x k h n k
 

   

 
DSP2-126
The Properties of Convolution
• Cumulative Property
• Associative property
( ) ( ) ( ) ( )x n h n h n x n  
• Distributive property
•
1 2 1 2{ ( ) ( )} ( ) ( ) { ( ) ( )}x n h n h n x n h n h n    
1 2 1 2( ) { ( ) ( )} ( ) ( ) ( ) ( )x n h n h n x n h n x n h n     
DSP2-127
Time Shifting
0 10 20 30 40 50 60 70 80 90 100
x[n]
-5
0
5
n
0 10 20 30 40 50 60 70 80 90 100
n
0 10 20 30 40 50 60 70 80 90 100
x[n-25]
-5
0
5
DSP2-128
Time Reversal
0 10 20 30 40 50 60 70 80 90 100
x[n]
-5
0
5
n
0 10 20 30 40 50 60 70 80 90 100
n
0 10 20 30 40 50 60 70 80 90 100
x[-n]
-5
0
5
DSP2-129

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DSP 2

  • 1. 2 Discrete-time Signals and SystemsSignals and Systems Assoc.Prof.Dr. Peerapol Yuvapoositanon Mahanakorn Institute of Innovation (MII) DSP2-1
  • 2. Objectives • The students understand the concepts of: – Discrete-time signals and systems – Linear Time-Invariant Systems – Convolution– Convolution DSP2-2
  • 3. Signals • Signals are the patterns of physical representation. • Signals can be represented mathematically as a function of one or more independenta function of one or more independent variables, e.g., Time t or Sequence n. • Signals can be 1-D or 2-D. 3
  • 4. Signals in Electric Circuits vc(t) = Signal i (t) = Signal 4
  • 6. Signals in Medicine • The Electrocardiogram (ECG) 6
  • 7. My 2013 ECG Result ABNORMAL (Left Ventricular Hypertrophy) Normal 7
  • 8. My 2014 ECG Result ABNORMAL (Left Ventricular Hypertrophy) Normal 8
  • 9. My 2019 ECG Result NORMALNormal 9
  • 10. The Famous Lena Image 10
  • 12. Digital Signal Processing Building Blocks DSP2-12
  • 13. Continuous vs. Discrete-time Signals DSP2-13
  • 14. Discrete-Time Continuous Amplitude • We are only interested in Discrete-Time, Continuous Amplitude signals. t DSP2-14
  • 15. Sampling • We get the digital signal by sampling tt ( )x t t nT • The result is x(n): ( )x t ( )x n ( ) ( ) t nT x n x t   ... 1 s T f  tt DSP2-15
  • 16. Discrete-time “x(n)” = Sampling “s(n)” x Analogue “x(t)” Discrete-time signals obtained by Sampling tt ( )x t ( )x n • S(n) is composed of delayed Impulses nnTT tt nn ( )x n( )s n 1 DSP2-16
  • 17. An Impulse is Delta Function 11 ( ) ( ) t nT n t    • The definition of impulse is nn00 1, 0 ( ) 0, 0 n n n      DSP2-17
  • 18. Delayed Delta Functions • The unit delayed delta function 11Non-delayed impulse ( )n nn00 nn 11 The unit-delayed impulse ( 1)n  ( )n 11 00 11 DSP2-18
  • 19. Summing of Delayed Delta Functions • Sampling signal can be derived as a sum of delayed impulses. For example, for N=3 ( ) ( ) ( 1) ( 2) ( 3)s n n n n n          • Or 3 0 ( ) ( ) k s n n k    DSP2-19
  • 20. Summing of Delayed Delta Functions ( )n ( 1)n  ( 2 )n  ++ ++ nn nn nn ++ ++ == ( 2 )n  ( 3)n  ++ nn nn 11 22 33 ++ == 00 nn ( ) ( 1) ( 2) ( 3)n n n n         DSP2-20
  • 21. Summing of Delayed Delta Functions with Sampling interval T ( )t ( )t T  ( 2 )n T  ++ ++ tt tt tt ++ ++ == ( 2 )n T  ( 3 )n T  ++ tt tt TT 22TT 33TT ++ == 00 tt ( ) ( ) ( 2 ) ( 3 )t t T n T n T         DSP2-21
  • 22. Continuous-time to Discrete-time x(nT) t 1 ( )x t ( )x nT( )s t t = ( ) ( ) ( ) k x t t kT x nT     t tt t DSP2-22 =
  • 23. Converting Continuous-time to Discrete-time • From • Let x(t)=x(kT) : ( ) ( ) ( ) k x t t kT x nT     ( ) ( ) ( )x kT t kT x nT    • Move x(kT) Inside the sum: ( ) ( ) ( ) k x kT t kT x nT    ( ) ( ) ( ) k x kT t kT x nT     DSP2-23
  • 24. Continuous-time to Discrete-time x(nT) t 1 ( )x t ( )x nT( )s t t =t tt t DSP2-24 ( ) ( ) ( ) k x kT t kT x nT     =
  • 25. Convert to a sequence • We can drop the sampling interval T by to make a sequence x(n) ( ) ( )x nT x n DSP2-25  nn ( )x n tt ( )x nT T is normalised
  • 26. Discrete-time Signal x(n) from x(n) 1 ( )x n ( )x n( )s n = ( ) ( ) ( ) k x k n k x n     nnnn nn DSP2-26 =
  • 27. Discrete-Time Systems • x(n) is the input of the system T T( )x n ( )y n • x(n) is the input of the system T • y(n) is the output of the system T • T is the system and is characterised by its impulse response. DSP2-27
  • 28. Example 2.0: y(n) = x(n) (0) (0)y x(0) (0) (1) (1) (2) (2) (10) (10) y x y x y x y x      DSP2-28
  • 29. Example 2.1: System 1 • Example 2.2.1 • Determine y(n) when , 3 3 ( ) 0, otherwise n n x n        ) ( ) ( )A y n x n     ) ( ) ( ) ) ( ) ( 1) ) ( ) ( 1) 1 ) ( ) ( 1) ( ) ( 1) 3 ) ( ) max ( 1), ( ), ( 1) ) ( ) ( ) n k A y n x n B y n x n C y n x n D y n x n x n x n E y n x n x n x n F y n x k                 DSP2-29
  • 30. Example 2.1: System ) ( ) ( )A y n x n ( ) ( ) ,3,2,1,0,1,2,3,y n x n    • Note: the symbol refers to the position when n=0. DSP2-30 ( ) ( ) ,3,2,1,0,1,2,3,y n x n      
  • 31. Example 2.1: System ) ( ) ( 1)B y n x n  ( ) ,3, 2,1,0,1, 2,3,y n ( ) ,3, 2,1,0,1, 2,3,y n     DSP2-31
  • 32. Example 2.1: System ) ( ) ( 1)C y n x n  ( ) ,3, 2,1,0,1, 2,3,y n   ( ) ,3, 2,1,0,1, 2,3,y n     DSP2-32
  • 33. Example 2.1: System   1 ) ( ) ( 1) ( ) ( 1) 3 D y n x n x n x n         1 1 2 0, (0) ( 1) (0) (1) 1 0 1 3 3 3 n y x x x         3 3 3  2 ( ) {...,4,3,2,1, ,1,2,3,4,...} 3 y n   DSP2-33
  • 34. Example 2.1: System  ) ( ) max ( 1), ( ), ( 1)E y n x n x n x n   ( ) {...,4,3,2,1,2,3,4,...}y n ( ) {...,4,3,2,1,2,3,4,...}y n   DSP2-34
  • 35. Example 2.1 : System • • Accumulator ) ( ) ( ) n k F y n x k    ( ) ,3,5,6,6,7,9,12,0,...y n    DSP2-35
  • 36. Example 3 • Given x(n) DSP2-36
  • 37. x(n) n X(n) -2 0 -1 0 0 10 1 1 1 2 1 3 0.5 4 0 DSP2-37
  • 38. x(n-1) n X(n) X(n-1) Result X(n-1) -2 0 x(-2-1)=x(-3) 0 -1 0 x(-1-1) =x(-2) 0 0 1 x(0-1) =x(-1) 0 1 1 x(1-1) =x(0) 11 1 x(1-1) =x(0) 1 2 1 x(2-1) =x(1) 1 3 0.5 x(3-1) =x(2) 1 4 0 x(4-1)=x(3) 0.5 5 0 X(5-1)=x(4) 0 6 0 X(6-1)=x(5) 0 DSP2-38
  • 41. x(n+1) n X(n) X(n+1) Result X(n+1) -2 0 x(-2+1)=x(-1) 0 -1 0 x(-1+1) =x(0) 1 0 1 x(0+1) =x(1) 1 1 1 x(1+1) =x(2) 11 1 x(1+1) =x(2) 1 2 1 x(2+1) =x(3) 0.5 3 0.5 x(3+1) =x(4) 0 4 0 x(4+1)=x(5) 0 5 0 X(5+1)=x(6) 0 6 0 X(6+1)=x(7) 0 DSP2-41
  • 43. Homework 1 a)x(-n) b) x(-n+1) c) x(-n-1) DSP2-43
  • 44. Unit Step Sequence 1, 0 ( ) 0, 0 n u n n     DSP2-44
  • 45. Relationship between the unit step function and the Delta function • Define u(n) ( ) ( ) ( 1) ( 2) ( 3) ( ) u n n n n n n k                  Or 0 ( ) k n k    ( ) ( ) n k u n k    DSP2-45
  • 46. Example 4 • Let x(n) be • Determine ) ( ) ( ) ) ( 1) ( ) ) ( 1) (2 ) ) ( 1) ( 1 ) a x n u n b x n u n c x n u n d x n u n        DSP2-46
  • 47. x(n) n x(n) -2 0 -1 0 0 10 1 1 1 2 1 3 0.5 4 0 DSP2-47
  • 48. u(n) n u(n) -2 u(-2)=0 -1 u(-1)=0 0 u(0)=1 DSP2-48 0 u(0)=1 1 u(1)=1 2 u(2)=1 3 u(3)=1 4 u(4)=1
  • 49. x(n)u(n) n x(n)u(n) -2 0 -1 0 0 1 DSP2-49 0 1 1 1 2 1 3 0.5 4 0
  • 50. x(n-1)u(n) n x(n) x(n-1) u(n) Result x(n-1)u(n) -2 0 x(-2-1)=x(-3) 0 0 -1 0 x(-1-1) =x(-2) 0 0 0 1 x(0-1) =x(-1) 1 0 1 1 x(1-1) =x(0)=1 1 11 1 x(1-1) =x(0)=1 1 1 2 1 x(2-1) =x(1)=1 1 1 3 0.5 x(3-1) =x(2)=1 1 1 4 0 x(4-1)=x(3)=.5 1 0.5 5 0 X(5-1)=x(4) 1 0 6 0 X(6-1)=x(5) 1 0 DSP2-50
  • 51. x(n+1)u(n) n x(n) x(n+1) u(n) Result x(n+1)u(n) -2 0 x(-2+1)=x(-1) 0 0 -1 0 x(-1+1) =x(0)=1 0 0 0 1 x(0+1) =x(1)=1 1 1 1 1 x(1+1) =x(2)=1 1 11 1 x(1+1) =x(2)=1 1 1 2 1 x(2+1) =x(3)=.5 1 0.5 3 0.5 x(3+1) =x(4) 1 0 4 0 x(4+1)=x(5) 1 0 5 0 X(5+1)=x(6) 1 0 6 0 X(6+1)=x(7) 1 0 DSP2-51
  • 52. u(2-n) n u(n) u(2-n) -2 u(-2)=0 u(2+2)=1 -1 u(-1)=0 u(2+1)=1 0 u(0)=1 u(2-0)=1 DSP2-52 0 u(0)=1 u(2-0)=1 1 u(1)=1 u(2-1)=1 2 u(2)=1 u(2-2)=1 3 u(3)=1 u(2-3)=0 4 u(4)=1 u(2-4)=0
  • 53. u(2+n) n u(n) u(2+n) -2 u(-2)=0 u(2-2)=1 -1 u(-1)=0 u(2-1)=1 0 u(0)=1 u(2-0)=1 DSP2-53 0 u(0)=1 u(2-0)=1 1 u(1)=1 u(2+1)=1 2 u(2)=1 u(2+2)=1 3 u(3)=1 u(2+3)=1 4 u(4)=1 u(2+4)=1
  • 54. u(-2+n) n u(n) u(-2+n) -2 u(-2)=0 u(-2-2)=0 -1 u(-1)=0 u(-2-1)=0 0 u(0)=1 u(-2-0)=0 DSP2-54 0 u(0)=1 u(-2-0)=0 1 u(1)=1 u(-2+1)=0 2 u(2)=1 u(-2+2)=1 3 u(3)=1 u(-2+3)=1 4 u(4)=1 u(-2+4)=1
  • 55. u(-2-n) n u(n) u(-2-n) -2 u(-2)=0 u(-2+2)=1 -1 u(-1)=0 u(-2+1)=0 0 u(0)=1 u(-2-0)=0 DSP2-55 0 u(0)=1 u(-2-0)=0 1 u(1)=1 u(-2-1)=0 2 u(2)=1 u(-2-2)=0 3 u(3)=1 u(-2-3)=0 4 u(4)=1 u(-2-4)=0
  • 56. x(n+1)u(2-n) n x(n) x(n+1) u(n) Result x(n+1)u(n) -2 0 x(-2+1)=x(-1) u(2+2)=1 0 -1 0 x(-1+1) =x(0)=1 u(2+1)=1 1 0 1 x(0+1) =x(1)=1 u(2-0)=1 1 1 1 x(1+1) =x(2)=1 u(2-1)=1 11 1 x(1+1) =x(2)=1 u(2-1)=1 1 2 1 x(2+1) =x(3)=.5 u(2-2)=1 0.5 3 0.5 x(3+1) =x(4) u(2-3)=0 0 4 0 x(4+1)=x(5) u(2-4)=0 0 5 0 X(5+1)=x(6) u(2+5)=0 0 6 0 X(6+1)=x(7) u(2+6)=0 0 DSP2-56
  • 57. Systems • A system is any process that produces an output signal in response to an input signal. • Systems are can also be represented mathematically as a function of one or moremathematically as a function of one or more independent variables, e.g., Time t or Sequence n. 57
  • 58. An Electric Circuit System • System of a simple RC circuit. vc(t) =Signal System vc(t) = Signal 58
  • 59. Model of Simple RC Circuit • Using Kirchoff’s Voltage Law (KVL) ( ) ( ) ( ) ( ) ( ) ( ) R c s c s v t v t v t Ri t v t v t    ( ) ( ) ( ) ( ( )) ( ) ( ) c s c c s Ri t v t v t d R C v t v t v t dt     1 1 ( ) ( ) ( )c c s d v t v t v t dt RC RC   59
  • 60. Linear Constant-Coefficient Differential Equation (LCCDE) • Linear Constant-Coefficient Differential Equation (LCCDE) ( ) ( )k kN M k kk k d y t d x t a b dt dt   • For 1st order: • or: 1 1 ( ) ( ) ( )c c s d v t v t v t dt RC RC   0 0 k kk k k kdt dt    1 0 0( ) ( ) ( ) d a y t a y t b x t dt   60
  • 61. System Model of A Car Zhou, Hui & Qiu, Yi. (2015). A simple mathematical model of a vehicle with seat and occupant for studying the effect of vehicle dynamic parameters on ride comfort. 61
  • 62. System Model of A Heart Yalcinkaya, Fikret & Kizilkaplan, Ertem & Erbas, Ali. (2013). Mathematical modelling of human heart as a hydroelectromechanical system. ELECO 2013 - 8th International Conference on Electrical and Electronics Engineering. 362-366. 10.1109/ELECO.2013.6713862. 62
  • 63. Linear Time-invariant (LTI) Systems • A discrete-time system T[ ] can either be – Linear or Non-linear – Time-invariant or Time-varying • We prefer systems that are Linear and Time- invariant. ( )x n ( ) [ ( )]y n T x n T DSP2-63
  • 64. Linear Systems • For a system to be linear, T1 1 2 2( ) ( ) ( )x n a x n a x n  1 1 2 2 1 1 2 2 ( ) ( ) ( ) [ ( )] [ ( )] y n a y n a y n a T x n a T x n     DSP2-64 1 1 2 2 1 1 2 2[ ( ) ( )] [ ( )] [ ( )]T a x n a x n a T x n a T x n   T1 1 2 2( ) ( ) ( )x n a x n a x n 
  • 65. How to test linearity: Full Test DSP2-65 1 1 2 2 1 1 2 2[ ( ) ( )] [ ( )] [ ( )]T a x n a x n a T x n a T x n  Linear
  • 66. How to test linearity: Simplified (Drop all constants) DSP2-66 Linear 1 2 1 2[ ( ) ( )] [ ( )] [ ( )]T x n x n T x n T x n  
  • 67. Example 2.2 • Determine whether the systems are linear or non-linear. 2 ) ( ) ( ) ) ( ) ( ) A y n nx n B y n x n   2 2 ( ) ) ( ) ( ) ) ( ) ( ) ) ( ) ( ) ) ( ) x n B y n x n C y n x n D y n Ax n B E y n e      DSP2-67
  • 68. Example 2.2: A) ) ( ) ( )A y n nx n 1 2[ ( ) ( )] ( ) ( ) n x n x n nx n nx n     1 2( ) ( )nx n nx n  DSP2-68 1 2( ) ( )nx n nx n  Linear
  • 69. Example 2.2: B) 2 ) ( ) ( )B y n x n 2 2 1 2( ) ( )x n x n  DSP2-69 2 2 1 2( ) ( )x n x n  Linear
  • 70. Example 2.2: C) 2 ) ( ) ( )C y n x n  2 1 2 2 2 ( ) ( ) ( ) 2 ( ) ( ) ( ) x n x n x n x n x n x n        2 2 1 2 2 1 2 ( ) ( ) ( ) ( ) x n x n x n x n     DSP2-70 2 2 1 1 2 2( ) 2 ( ) ( ) ( )x n x n x n x n   Non-Linear
  • 71. Example 2.2: D) ) ( ) ( )D y n Ax n B    1 2 1 2 [ ( ) ( )] ( ) ( ) T x n x n A x n x n B      1 2( ) ( )A x n x n B   DSP2-71 1 2[ ( ) ] [ ( ) ]Ax n B Ax n B    Non-Linear  1 2( ) ( )A x n x n B  
  • 72. Example 2.2: E) ( ) ) ( ) x n E y n e 1 2( ) ( )x n x n e   Non-Linear DSP2-72 1 2( ) ( )x n x n e e  Non-Linear 1 2( ) ( )x n x n e  
  • 73. Is this RC circuit Time-Invariant? DSP2-73
  • 75. Time-Invariant Test (Continuous-Time Systems) • Tested by comparing the following systems. DSP2-75 0 0( , ) ( )y t t y t t Time-Invariant
  • 76. Time-Invariant Test (Discrete-Time Systems) DSP2-76 ( , ) ( )y n k y n k Time-Invariant
  • 77. Example 2.3: Time-Invariance Testing • Determine whether the following systems are Time-invariant or Time-varying ) ( ) ( ) ( 1)A y n x n x n   0 ) ( ) ( ) ) ( ) ( ) ) ( ) ( ) cos B y n nx n C y n x n D y n x n n     DSP2-77
  • 78. Example 2.3: Time-Invariance Testing A) ) ( ) ( ) ( 1)A y n x n x n   ( ) ( ) ( 1)y n k x n k x n k      ( , ) [ ( )] ( ) ( 1) y n k T x n k x n k x n k        ( ) ( ) ( 1)y n k x n k x n k      DSP2-78 Time-invariant
  • 79. Example 2.3: Time-Invariance Testing B) ) ( ) ( )B y n nx n ( ) ( ) ( )y n k n k x n k    ( , ) [ ( )] ( ) y n k T x n k nx n k     ( ) ( ) ( )y n k n k x n k    DSP2-79 Time-varying
  • 80. Example 2.3: Time-Invariance Testing C) ( ) ( ( )) ( )y n k x n k x n k       ) ( ) ( )C y n x n  ( , ) [ ( )] ( ) y n k T x n k x n k       ( ) ( ( )) ( )y n k x n k x n k       DSP2-80 Time-varying
  • 81. Example 2.3: Time-Invariance Testing D) 0( ) ( ) cos ( )y n k x n k n k    0) ( ) ( ) cosD y n x n n 0 0 ( , ) [ ( ) cos ] ( ) cos ( ) y n k T x n n x n k n      0( ) ( ) cos ( )y n k x n k n k    DSP2-81 Time-varying
  • 82. Why is the LTI Systems so Important? • The LTI property allows us to analyse the characteristics of the system. • Above all, with this LTI property, the system can be used to find the relationship betweencan be used to find the relationship between the input, the impulse response and the output of the system. • We are talking about the Convolution. DSP2-82
  • 83. h[n] has multiple components • Consider the DT case. (Easier than CT!) • h[n] has multiple components. [ ]x n [ ]y n SystemSystem [ ]h n =Impulse Response 0 1 1 0.8 83
  • 84. h[n] has only one component • Now, let h[n] be a signal with only one component. • We call this type of signal as a unit impulse. [ ]x n [ ] [ ]y n x n SystemSystem 0 1 [ ]h n =Impulse Response 84
  • 85. An Impulse is Delta Function • The definition of unit impulse is 1, 0 [ ] 0, 0 n n n     0, 0n  0 n 1 85
  • 86. Delayed Delta Functions • The unit delayed delta function Unit impulse [ ]n 1 The unit-delayed impulse [ 1]n  [ ]n 0 n 0 n 1 1 86
  • 87. Multiple Delayed [n] The unit-delayed impulse [ 1]n  0 n 1 1 The 2-delayed impulse 1 [ 2]n  0 n1 The k-delayed impulse [ ]n k  0 n 1 1 2 2 k 87  
  • 88. [ ]x n n 1 0 1 n 1 1 = = [0] [ ]x n [1] [ 1]x n  [ ]n [ 1]n  Sifting of x[n] by (delayed)[n] nk 1 n 2 n 1 1 = = [2] [ 2]x n  [ ] [ ]x k n k  [ 2]n  [ ]n k  88  
  • 89. [0] [ ]x n [1] [ 1]x n  Summation of Each Signal [2] [ 2]x n  [ ] [ ]x k n k  + [ ]x n [ ] [ ] [ ] [ ] k y n x k n k x n   89 
  • 90. Combining Sifting and Summing to construct the output [0] [ ]x n [1] [ 1]x n  [2] [ 2]x n  [ ]x n [ ] [ ] [ ] [ ] k y n x k n k x n     [ ]x n [2] [ 2]x n  [ ] [ ]x k n k  + System 90  Sifting
  • 91. Construction of Signal From Sifted Components • Construction of Signal From Sifted Components is then written as [ ] [ ] [ ] k x n x k n k     • Since this is operation of x[n] and [n], we write • This is called the “Convolution equation” between x[n] and [n]. k  [ ] [ ] [ ]x n x n n  91
  • 92. System defined by [n] [ ] [ ]y n x n[ ]n( )x n [ ] [ ] [ ] [ ] [ ] k x n x k n k x n n        92
  • 93. Computing the Convolution as a System 2 2 [ ] [ ] [ ] 0 ( 2) (0 2) ( 1) (0 1) (0) (0 0) (1) (0 1) (2) (0 2) k n y n x k n k x x x x x                      1 ( 2) (1 2) ( 1) (1 1) (0) (1 0) (1) (1 1) (2) (1 2) 2 ( 2) (2 2) ( 1) (2 1) (0) (2 0) (1) (2 1) (2) (2 2) 3 ( 2) x x x x x x x x x x x                                   (3 2) ( 1) (3 1) (0) (3 0) (1) (3 1) (2) (3 2)x x x x             93
  • 94. 2 2 [ ] [ ] [ ] 0 [0] 1 [1] k n y n x k n k x x     1 [1] 2 [2] 3 [3] x x x [ ] [ ]y n x n 94
  • 95. Finding Impulse Response • If delta function is input, output will be h[n] [ ] [ ]y n h n[ ]n [ ]h n [ ] [ ] [ ] [ ] [ ] k h n n h n k h n k        h[n] = Impulse Response 95
  • 96. Input and Impulse Response are Interchangeable (Commutative) [ ] [ ] [ ] [ ] [ ]x n x n n x k n k       [ ]x n [ ]n [ ]x n [ ]x n[ ]n [ ]x n [ ] [ ] [ ] [ ] [ ] k x n n x n k x n k        96 [ ] [ ] [ ] [ ] [ ] k x n x n n x k n k      
  • 97. Example • Determine 2 2 [ ] [ ] [ ] k n y n k x n k    2 2 [ ] [ ] [ ] k y n k x n k    2 0 ( 2) (0 2) ( 1) (0 1) (0) (0 0) (1) (0 1) (2) (0 2) 1 ( 2) (1 2) ( 1) (1 1) (0) (1 0) (1) (1 1) (2) (1 2) 2 ( 2) (2 2) ( 1) (2 1) (0) (2 0) (1) (2 1) (2) (2 2) 3 ( 2) k x x x x x x x x x x x x x x x x                                                    (3 2) ( 1) (3 1) (0) (3 0) (1) (3 1) (2) (3 2)x x x x             97
  • 98. 2 2 [ ] [ ] [ ] 0 [0] 1 [1] k n y n k x n k x x     1 [1] 2 [2] 3 [3] x x x [ ] [ ]y n x n 98
  • 99. Comparison between the two convolutions DSP2-99
  • 100. SystemSystem System with Delayed Delta function [ ] [ 1]y n x n  SystemSystem [ ] [ 1]h n n  [ ] [ 1]h n n  [ ]x n 100
  • 101. 2 2 [ ] [ 1] [ ] 0 ( 3) (2) ( 2) (1) ( 1) (0) (0) ( 1) (1) ( 2) 1 ( 3) (3) ( 2) (2) ( 1) (1) (0) (0) (1) ( 1) k n y n k x n k x x x x x x x x x x                                  2 2 ( ) ( ) ( ) k y n h k x n k    1 ( 3) (3) ( 2) (2) ( 1) (1) (0) (0) (1) ( 1) 2 ( 3) (4) ( 2) (3) ( 1) (2) (0) (1) (1) (0) 3 ( 3) (5) ( 2) (4) ( 1) (3 x x x x x x x x x x x x x                                  ) (0) (2) (1) (1)x x   1, 0 [ ] 0, 0 n n n      101
  • 102. 2 2 [ ] [ 1] [ ] 0 [ 1] 1 [0] k n y n k x n k x x        1 [0] 2 [1] 3 [2] x x x [ ] [ 1]y n x n  102
  • 103. Delayed Signal nn ( ) ( 1)y n x n  11 2200 33 nn11 2200 33 103
  • 104. SystemSystem System with and without Delayed Delta functions • ( ) ( 1)y n x n  SystemSystem ( ) ( ) ( 1)h n n n    [ ] [ ] [ 1]h n n n    ( )x n 104
  • 105. Example • Let • Find [ ] [ ] [ 1]h n n n    • Find • For n=0,...,3 2 2 [ ] [ ] [ ] k y n h k x n k    105
  • 106. 2 2 ( ) [ ( ) ( 1)] ( ) ( 2) (2) ( 1) (1) (0) (0) (1) ( 1) (2) ( 2) 0 ( 3) (2) ( 2) (1) ( 1) (0) (0) ( 1) (1) ( 2) ( 2) (3) ( 1) (2) (0) (1) (1) (0) (2) (1) k n y n k k x n k x x x x x x x x x x x x x x x                                                 2 2 ( ) ( ) ( ) k y n h k x n k    ( 2) (3) ( 1) (2) (0) (1) (1) (0) (2) (1) 1 ( 3) (3) ( 2) (2) ( x x x x x x x                    1) (1) (0) (0) (1) ( 1) ( 2) (4) ( 1) (3) (0) (2) (1) (1) (2) (0) 2 ( 3) (4) ( 2) (3) ( 1) (2) (0) (1) (1) (0) ( 2) (5) ( 1) (4) (0) (3) (1) (2) (2) (1) 3 ( 3) (5) ( 2) (4) ( 1) (3) x x x x x x x x x x x x x x x x x x x x x                                                     (0) (2) (1) (1)x x 106
  • 107. 2 2 ( ) ( ) ( ) 0 (0) ( 1) 1 (1) (0) k n y n k x n k x x x x         1 (1) (0) 2 (2) (1) 3 (3) (2) x x x x x x    [ ] [ ] [ 1]y n x n x n   107
  • 108. Convolution • If we have general impulse response h[n] [ ]x n [ ]y n SystemSystem [0]h [1]h 108
  • 109. Convolved Signal ++ 11 2200 33 [0]h [1]h ++ 11 2200 33 11 2200 33 109
  • 110. Example • Now if the impulse response is consisted of a scaled unit delayed ( ) {1,0.8}h n   • Or h(0) =1 and h(1) =0.8 • This means we can write h(n) as DSP2-110 ( ) ( ) 0.8 ( 1)h n n n    ( ) {1,0.8}h n  
  • 111. Convolution of x(n) and h(n) = {1,0.8} ( ) ?y n h(n)h(n) ( ) ?y n  (0)h (1)h DSP2-111 0 1 h(n)h(n) ( ) ( ) 0.8 ( 1)h n n n    ( )x n
  • 112. Convolved Signal ++ 11 2200 33 (0)h (1)h ++ 11 2200 33 11 2200 33 DSP2-112
  • 113. ( 2) (2) ( 1) (1) (0) (0) (1) ( 1) (2) ( 2)x x x x x              Calculate Convolution at n=0 n =0 and let k=-2,-1,0,1,2 2 2 2 2 (0) ( ) (0 ) 0.8 ( 1) (0 ) k k y k x k k x k          ( 2) (2) ( 1) (1) (0) (0) (1) ( 1) (2) ( 2) 0.8[ ( 3) (2) ( 2) (1) ( 1) (0) (0) ( 1) (1) ( 2)] x x x x x x x x x x                              DSP2-113 (0) 0.8 ( 1)x x  
  • 114. ( 2) (3) ( 1) (2) (0) (1) (1) (0) (2) (1)x x x x x            Calculate Convolution at n=1 n =1 and let k=-2,-1,0,1,2 2 2 2 2 (1) ( ) (1 ) 0.8 ( 1) (1 ) k k y k x k k x k          ( 2) (3) ( 1) (2) (0) (1) (1) (0) (2) (1) 0.8 ( 3) (3) ( 2) (2) ( 1) (1) (0) (0) (1) ( 1) x x x x x x x x x x                             DSP2-114 (1) 0.8 (0)x x 
  • 115. ( 2) (4) ( 1) (3) (0) (2) (1) (1) (2) (0)x x x x x            Calculate Convolution at n=2 n =2 and let k=-2,-1,0,1,2 2 2 2 2 (2) ( ) (2 ) 0.8 ( 1) (2 ) k k y k x k k x k          ( 2) (4) ( 1) (3) (0) (2) (1) (1) (2) (0) 0.8 ( 3) (4) ( 2) (3) ( 1) (2) (0) (1) (1) (0) x x x x x x x x x x                            DSP2-115 (2) 0.8 (1)x x 
  • 116. ( 2) (5) ( 1) (4) (0) (3) (1) (2) (2) (1)x x x x x            Calculate Convolution at n=3 n =3 and let k=-2,-1,0,1,2 2 2 2 2 (3) ( ) (3 ) 0.8 ( 1) (3 ) k k y k x k k x k          ( 2) (5) ( 1) (4) (0) (3) (1) (2) (2) (1) 0.8 ( 3) (5) ( 2) (4) ( 1) (3) (0) (2) (1) (1) x x x x x x x x x x                            DSP2-116 (3) 0.8 (2)x x 
  • 117. ( ) 0 (0) 0.8 ( 1) 1 (1) 0.8 (0) 2 (2) 0.8 (1) n y n x x x x x x    2 (2) 0.8 (1) 3 (3) 0.8 (2) x x x x   ( ) ( ) 0.8 ( 1)y n x n x n   DSP2-117
  • 118. Example 1: Convolution • Determine the convolution results of y(n)=x(n)*h(n) for n=0,…,3 where ( ) {3,2}h n   and x(n) and h(n) are zero for other values of n. ( ) {3,2}h n   ( ) {5,4}x n   DSP2-118
  • 119. Solution • From • If h(n) and x(n) is zero when 0< n and n> 1, ( ) ( ) ( ) k y n h k x n k     • If h(n) and x(n) is zero when 0< n and n> 1, then we calculate convolution only for h(0) =0 and 1. • Note that, like n, k is just an index for the sum. 1 0 ( ) ( ) ( ) k y n h k x n k    DSP2-119
  • 120. 3 ( 2) (2) ( 1) (1) (0) (0) (1) ( 1) (2) ( 2)x x x x x               Calculate Convolution at n=0 n =0 and let k=-2,-1,0,1,2 2 2 2 2 (0) 3 ( ) (0 ) 2 ( 1) (0 ) k k y k x k k x k          3 ( 2) (2) ( 1) (1) (0) (0) (1) ( 1) (2) ( 2) 2[ ( 3) (2) ( 2) (1) ( 1) (0) (0) ( 1) (1) ( 2)] x x x x x x x x x x                                DSP2-120 3 (0) 2 ( 1)x x   3 5 2 0 15    
  • 121. 3 ( 2) (3) ( 1) (2) (0) (1) (1) (0) (2) (1)x x x x x             Calculate Convolution at n=1 n =1 and let k=-2,-1,0,1,2 2 2 2 2 (1) 3 ( ) (1 ) 2 ( 1) (1 ) k k y k x k k x k          3 ( 2) (3) ( 1) (2) (0) (1) (1) (0) (2) (1) 2 ( 3) (3) ( 2) (2) ( 1) (1) (0) (0) (1) ( 1) x x x x x x x x x x                               DSP2-121 3 (1) 2 (0)x x  3 4 2 5 22    
  • 122. 3 ( 2) (4) ( 1) (3) (0) (2) (1) (1) (2) (0)x x x x x             Calculate Convolution at n=2 n =2 and let k=-2,-1,0,1,2 2 2 2 2 (2) 3 ( ) (2 ) 3 ( 1) (2 ) k k y k x k k x k          3 ( 2) (4) ( 1) (3) (0) (2) (1) (1) (2) (0) 2 ( 3) (4) ( 2) (3) ( 1) (2) (0) (1) (1) (0) x x x x x x x x x x                              DSP2-122 3 (2) 2 (1)x x  3 0 2 4 8    
  • 123. 3 ( 2) (5) ( 1) (4) (0) (3) (1) (2) (2) (1)x x x x x             Calculate Convolution at n=3 n =3 and let k=-2,-1,0,1,2 2 2 2 2 (3) 3 ( ) (3 ) 2 ( 1) (3 ) k k y k x k k x k          3 ( 2) (5) ( 1) (4) (0) (3) (1) (2) (2) (1) 2 ( 3) (5) ( 2) (4) ( 1) (3) (0) (2) (1) (1) x x x x x x x x x x                              DSP2-123 3 (3) 2 (2)x x  3 0 2 0 0    
  • 124. ( ) 0 3 (0) 2 ( 1) 1 3 (1) 2 (0) 2 3 (2) 3 (1) n y n x x x x x x    2 3 (2) 3 (1) 3 3 (3) 2 (2) x x x x   ( ) 3 ( ) 2 ( 1)y n x n x n   DSP2-124
  • 125. Homework 2 • Determine in details the convolution results of y(n)=x(n)*h(n) for n=-1,…,3 where ( ) [1, 2,3]x n  • and x(n) and h(n) are zero for other values of n. ( ) [1, 2,3]x n   ( ) [1,1,1]h n   DSP2-125
  • 126. Answer ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) y n h n x n x n h n h k x n k x k h n k           ( ) ( ) ( ) ( ) [1,3,6,5,3] k k h k x n k x k h n k           DSP2-126
  • 127. The Properties of Convolution • Cumulative Property • Associative property ( ) ( ) ( ) ( )x n h n h n x n   • Distributive property • 1 2 1 2{ ( ) ( )} ( ) ( ) { ( ) ( )}x n h n h n x n h n h n     1 2 1 2( ) { ( ) ( )} ( ) ( ) ( ) ( )x n h n h n x n h n x n h n      DSP2-127
  • 128. Time Shifting 0 10 20 30 40 50 60 70 80 90 100 x[n] -5 0 5 n 0 10 20 30 40 50 60 70 80 90 100 n 0 10 20 30 40 50 60 70 80 90 100 x[n-25] -5 0 5 DSP2-128
  • 129. Time Reversal 0 10 20 30 40 50 60 70 80 90 100 x[n] -5 0 5 n 0 10 20 30 40 50 60 70 80 90 100 n 0 10 20 30 40 50 60 70 80 90 100 x[-n] -5 0 5 DSP2-129