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Chng 2

BK
TP.HCM

Faculty of Computer Science and Engineering


HCMC University of Technology
268, av. Ly Thuong Kiet,
District 10, HoChiMinh city
Telephone :
(08) 864-7256 (ext. 5843)
Fax :
(08) 864-5137
Email : anhvu@hcmut.edu.vn
http://www.cse.hcmut.edu.vn/~anhvu

Tn hiu v H thng
Ri Rc Thi Gian

T.S. inh c Anh V

Ni dung (1)
Tn hiu RRTG
Cc t/h c bn
Phn loi t/h
Cc php ton c bn

H thng RRTG
M t vo-ra
M t s khi
Phn loi h/t RRTG

Phn tch h LTI trong min thi gian


Phn gii t/h RRTG ra p ng xung n v
Tch chp v cc thuc tnh
Biu din hm p ng xung n v cho h: nhn qu, n nh
H FIR, IIR

DSP Lecture 2, 2007, Dr. Dinh-Duc Anh-Vu CSE

Ni dung (2)
Phng trnh sai phn
LTI v phng trnh sai phn tuyn tnh h s hng
Gii PTSPTT HSH
p ng xung n v ca h/t qui LTI

Hin thc h RRTG


Cu trc trc tip dng 1
Cu trc trc tip dng 2

Tng quan gia cc t/h


Tng quan v t tng quan
Thuc tnh ca tng quan
Tng quan ca cc t/h tun hon
Gii thut tnh s tng quan
DSP Lecture 2, 2007, Dr. Dinh-Duc Anh-Vu CSE

Tn hiu RRTG
Gii thiu
K hiu: x(n), n: nguyn
x(n) ch c nh ngha ti
cc im ri rc n, khng
c nh ngha ti cc im
khc (khng c ngha l x(n)
bng 0 ti cc im )
x(n) = xa(nTs)
(Ts: chu k mu)
n: ch s ca mu tn hiu,
ngay c khi t/h x(n) khng
phi t c t ly mu t/h
xa(t)

DSP Lecture 2, 2007, Dr. Dinh-Duc Anh-Vu CSE

Tn hiu RRTG
Mt s dng biu din
1) Dng hm

1, n = 1, 3
x(n) = 4, n = 2
0, n khc

2) Dng bng
n
|-2 -1 0 1 2 3 4 5
x(n) |... 0 0 0 1 4 1 0 0
3) Dng chui
: ch v tr n=0
{,0,0,1,4,1,0,0,} t/h v hn
{0,0,1,4,1,0,0}

t/h hu hn

4) Dng th
DSP Lecture 2, 2007, Dr. Dinh-Duc Anh-Vu CSE

Tn hiu RRTG c bn
T/h mu n v
(xung n v)
K hiu:
nh ngha:

(n)

1 n = 0
d (n ) =
0 n 0

DSP Lecture 2, 2007, Dr. Dinh-Duc Anh-Vu CSE

Tn hiu RRTG c bn
T/h bc n v
K hiu:
nh ngha:

u(n)

1 n 0
u( n ) =
0 n < 0

DSP Lecture 2, 2007, Dr. Dinh-Duc Anh-Vu CSE

Tn hiu RRTG c bn
T/h dc n v
K hiu:
nh ngha:

ur(n)

n n 0
ur ( n ) =
0 n < 0

DSP Lecture 2, 2007, Dr. Dinh-Duc Anh-Vu CSE

Tn hiu RRTG c bn
T/h m

nh ngha:
Hng s a
a: thc
a: phc

x(n) = an, "n


x(n): t/h thc
a rejq
x(n) = rnejn
= rn(cosn + jsinn)

2 cch biu din

hoc

xR(n) = rncosn
xI(n) = rnsinn
| x(n) | = rn
x(n) = n

DSP Lecture 2, 2007, Dr. Dinh-Duc Anh-Vu CSE

Tn hiu RRTG c bn

T/h m x(n)=an (vi a=0.9)


gim dn khi n tng

DSP Lecture 2, 2007, Dr. Dinh-Duc Anh-Vu CSE

T/h m x(n)=an (vi a=1.5)


tng dn khi n tng

10

Tn hiu RRTG c bn

xr(n) = (1.5)ncos(n/10)

DSP Lecture 2, 2007, Dr. Dinh-Duc Anh-Vu CSE

xr(n) = (0.9)ncos(n/10)

11

Phn loi tn hiu RRTG


T/h nng lng v t/h cng sut
Nng lng ca t/h x(n)

E x = x(n )

Nu Ex hu hn (0 < Ex < ) x(n): t/h nng lng

Cng sut TB ca t/h x(n)

N
1
2
P = lim
x(n )

N 2N + 1 n =- N

Nu Px hu hn (0 < Px < ) x(n): t/h cng sut

Nng lng t/h trn khong [-N,N]


Nng lng t/h

EN =

E = limEN

x(n )

n =- N

Cng sut t/h


DSP Lecture 2, 2007, Dr. Dinh-Duc Anh-Vu CSE

1
P = lim
EN
N 2N + 1
12

Phn loi tn hiu RRTG


T/h tun hon v khng tun hon
x(n) tun hon chu k N x(n+N) = x(n), "n
Nng lng
Hu hn nu 0 n N 1 v x(n) hu hn
V hn nu n +

Cng sut hu hn
1 N -1
2
P = x(n )
N n =0
T/h tun hon l t/h cng sut
DSP Lecture 2, 2007, Dr. Dinh-Duc Anh-Vu CSE

13

Phn loi tn hiu RRTG


T/h i xng (chn) v bt i xng (l)
Cho t/h x(n) thc
x(n) = x(n), "n
x(n) = x(n), "n

t/h chn
t/h l

Bt c t/h no cng c biu din


x(n) = xe(n) + xo(n)
Thnh phn t/h chn

xe(n) = ()[x(n) + x(n)]

Thnh phn t/h l

xo(n) = ()[x(n) x(n)]

DSP Lecture 2, 2007, Dr. Dinh-Duc Anh-Vu CSE

14

T/h RRTG: Cc php ton c bn


Cc php ton c bn
Delay
Advance
Folding
Addition
Multiplication
Scaling

:
:
:
:
:
:

lm tr (TD)
ly trc (TA)
o (FD)
cng
nhn
co gin

DSP Lecture 2, 2007, Dr. Dinh-Duc Anh-Vu CSE

Php bin i
bin c lp (thi gian)

15

T/h RRTG: Cc php ton c bn


Bin i bin c lp (thi gian)
Php lm tr: dch theo thi gian
bng cch thay th n bi nk

x(n)

y(n) = x(nk)
"k >0
y(n) l kt qu ca lm tr x(n)
i k mu
Trn th: php delay chnh l
DCH PHI chui t/h i k mu

Php ly trc: dch theo thi


gian bng cch thay th n bi
n+k
y(n) = x(n+k)
"k >0
y(n) l kt qu ca ly trc
x(n) i k mu
Trn th: php ly trc
chnh l DCH TRI chui t/h
i k mu

DSP Lecture 2, 2007, Dr. Dinh-Duc Anh-Vu CSE

Lm
tr

Ly
trc
y(n) = x(nk)

16

T/h RRTG: Cc php ton c bn


Bin i bin c lp (thi gian)
Php o: thay th n bi n
y(n) = x(n)
y(n) l kt qu ca vic o tn
hiu x(n)
Trn th: php folding chnh
l O th quanh trc ng

x(n)

Ch
FD[TDk[x(n)]] TDk[FD[x(n)]]
Php o v lm tr khng hon o
v c

Php co gin theo thi gian:


thay th n bi n ( nguyn)

o
y(n) = x(-n)

y(n) = x(n)
: nguyn
y(n) l kt qu ca vic co gin
t/h x(n) h s
Php ti ly mu nu t/h x(n) c
c bng cch ly mu xa(t)
DSP Lecture 2, 2007, Dr. Dinh-Duc Anh-Vu CSE

17

T/h RRTG: Cc php ton c bn


Cho hai t/h x1(n) v x2(n)

n: [,+]

Php cng
y(n) = x1(n) + x2(n)

n: [,+]

Php nhn
y(n) = x1(n).x2(n)

n: [,+]

Php co gin bin


y(n) = ax1(n)
DSP Lecture 2, 2007, Dr. Dinh-Duc Anh-Vu CSE

n: [,+]
18

H thng RRTG
Gii thiu
Tn hiu chuyn sang dng biu din s Cn thit
k thit b, chng trnh x l n
H thng RRTG = thit b, chng trnh ni trn
y(n)

x(n)

Tn hiu vo
(Tc ng)
x(n)

H thng RRTG

DSP Lecture 2, 2007, Dr. Dinh-Duc Anh-Vu CSE

Tn hiu ra
(p ng)
y(n) = T[x(n)]
19

H/t RRTG: M t quan h vo-ra


Ch quan tm mi quan h vora
Khng n kin trc bn trong ca h
Xem h nh l
y(n) = T[x(n)]
V d b tch ly

y (n )

= x (k )
-

n -1

= x (k ) + x (n )
-

= y (n - 1) + x(n )
Nu n n0 (ch tnh p ng t thi im n0),

y(n0) = y(n0 1) + x(n0)


y(n0 1): iu kin u, bng tng cc t/h p ln h/t trc thi im n0
Nu y(n0 1) = 0
h/t trng thi ngh (khng c tc ng trc n0)
DSP Lecture 2, 2007, Dr. Dinh-Duc Anh-Vu CSE

20

H/t RRTG: M t s khi


Kt ni cc khi phn t c bn

B cng
x1(n)
x2(n)

B tr n v
x(n)

Z1

y(n) = x(n1)

y(n) = ax(n)

B nhn
x1(n)

B tin n v
x(n)

B co-gin
x(n)

y(n) =x1(n)+x2(n)

y(n) = x(n+1)

x2(n)

y(n) =x1(n).x2(n)

Du * dng ch mt php
ton khc tch chp (ni sau)
DSP Lecture 2, 2007, Dr. Dinh-Duc Anh-Vu CSE

21

H/t RRTG: M t s khi


V d
M t bng s cu trc cho h c quan h vo ra sau:

y(n) = 2x(n) 3x(n1) + 1.5y(n1) + 2y(n2)


c t iu kin u ca h: {tr cc Z1}
2

x(n)

Z1
3

y(n)

1.5
+
2

DSP Lecture 2, 2007, Dr. Dinh-Duc Anh-Vu CSE

Z1

Z1

22

H/t RRTG: Phn loi


Mt h thng c gi l c tnh cht X nu tnh cht X
tho mn cho mi tn hiu vo ca h thng
H ng h tnh
H tnh

Ng xut ch ph thuc cc mu thi im hin ti (khng ph thuc


mu tng lai hay qu kh)
Khng dng b nh
Khng xut hin cc Z1 trong s khi
Khng xut hin cc x(nk) hay y(nk) trong quan h vo ra

H ng

Ng xut ti thi im n ph thuc cc mu trong [nN, n] (N 0)


H c dng b nh
C xut hin cc Z1 trong s khi
C xut hin cc x(nk) hay y(nk) trong quan h vo ra

N=0
h/t tnh
> N > 0 h/t c b nh hu hn
N=
h/t c b nh v hn
DSP Lecture 2, 2007, Dr. Dinh-Duc Anh-Vu CSE

23

H/t RRTG: Phn loi


H bin thin v bt bin theo thi gian
H bt bin theo thi gian
c trng vo-ra khng thay i theo thi gian
nh l:
T
H ngh T l bt bin nu v ch nu x(n) y (n)

T
x(n - k ) y (n - k )

"x(n),"k

H bin thin theo thi gian


H khng c tnh cht trn

DSP Lecture 2, 2007, Dr. Dinh-Duc Anh-Vu CSE

24

H/t RRTG: Phn loi


H tuyn tnh v phi tuyn
H tuyn tnh
H tho nguyn l xp chng
nh l:
H l tuyn tnh nu v ch nu:
T[a1x1(n) + a2x2(n)] = a1T[x1(n)] + a2T[x2(n)] "ai, "xi(n)
Tnh cht co gin:
nu a2 = 0 T[a1x1(n)] = a1T[x1(n)]
Tnh cht cng:
nu a1 = a2 = 1 T[x1(n) + x2(n)] = T[x1(n)] + T[x2(n)]

H phi tuyn
H khng tho mn nguyn l xp chng
y(n) = T(0) 0
DSP Lecture 2, 2007, Dr. Dinh-Duc Anh-Vu CSE

25

H/t RRTG: Phn loi


H nhn qu v khng nhn qu
H nhn qu
H ch ph thuc cc mu hin ti v qu kh, khng
ph thuc cc mu tng lai
nh l:
H T c gi l nhn qu nu nh p ng ti n0 ch
ph thuc vo tc ng ti cc thi im trc n0 (v
d: n0 1, n0 2, )
y(n) = F[x(n), x(n1), x(n2), ]

H khng nhn qu: h khng tho nh l trn


DSP Lecture 2, 2007, Dr. Dinh-Duc Anh-Vu CSE

26

H/t RRTG: Phn loi


H n nh v khng n nh
H n nh
nh l:
H ngh c gi l BIBO n nh nu v ch nu mi
ng nhp hu hn s to ra ng xut hu hn
"x(n): x(n) Mx <

DSP Lecture 2, 2007, Dr. Dinh-Duc Anh-Vu CSE

y(n) = T[x(n)] My <

27

H/t RRTG: Kt ni
C th kt ni cc h RRTG nh, c bn, thnh cc
h thng phc tp hn x(n)
y1(n)
y(n)
T1
T2
Hai cch kt ni
T
c

Ni tip

y1(n) = T1[x(n)]
y(n)
y(n) = T2[y1(n)]
Th t kt ni l quan trng
Nu T1, T2 tuyn tnh v bt

= T2[T1[x(n)]]
= Tc[x(n)]
vi Tc T2T1
T2T1 T1T2
bin theo thi gian

Tc T2T1 bt bin theo thi gian


T1T2 = T2T1

Song song
y(n)

x(n)

= T1[x(n)] + T2[x(n)]
= (T1+T2)[x(n)]
= Tp[x(n)]
vi TpT1+T2

DSP Lecture 2, 2007, Dr. Dinh-Duc Anh-Vu CSE

Tp
T1
T2

y1(n)
y2(n)

y(n)

28

H/t LTI: Phn tch h/t tuyn tnh


K thut phn tch h/t tuyn tnh

Biu din quan h vo/ra bng phng trnh sai phn v gii n
Phn tch t/h nhp thnh tng cc t/h c s sao cho p ng ca h/t i vi
cc t/h c s l xc nh trc. Nh tnh cht tuyn tnh ca h/t, p ng
ca h/t i vi t/h nhp n gin bng tng cc p ng ca h/t vi cc t/h
c s

Phn gii t/h nhp

x ( n ) = c k xk ( n )
k

gi s yk(n) = T[xk(n)]

y (n )

= T [ x(n)]
= T [ ck xk (n)]
k

= ckT [ xk (n)]
k

y (n ) = c k y k (n )
k

DSP Lecture 2, 2007, Dr. Dinh-Duc Anh-Vu CSE

29

H/t LTI Phn gii t/h nhp


Phn gii t/h nhp ra p ng xung n v
Chn cc t/h thnh phn c s
Ta c
x(n)(nk) = x(k)(nk)
Biu thc phn tch t/h x(n)

"k

x(n ) =

xk(n) = (nk)

x(k )d (n - k )

k =-

V d:
th

x(n) = {2 4 3 1}
x(n) = 2(n+2) + 4(n+1) + 3(n) + (n1)

p ng ca h/t LTI vi t/h nhp bt k: tch chp

p ng y(n, k) ca h/t vi xung n v ti n=k c biu din bng h(n, k)


y(n, k) h(n, k) = T[(nk)]
< k <
n: ch s thi gian
k: tham s ch v tr xung n v

Nu t/h nhp c co gin h s ck x(k), p ng ca h/t cng co gin


ckh(n, k) = x(k)h(n, k)

DSP Lecture 2, 2007, Dr. Dinh-Duc Anh-Vu CSE

30

H/t LTI Tch chp


Tch chp

y (n )

= T [ x(n)]

x(n)

LTI

y(n)

= T [ x(k )d (n - k )]
k =-

x(k )T [d (n - k )]

k =-

x(k )h(n,k )

k =-

Biu thc trn ng vi mi h/t tuyn tnh ngh (bt bin hoc bin thin)
i vi h LTI, nu h(n) = T[(n)] th h(nk) = T[(nk)]

y (n ) =

x(k )h(n - k )

k =-

H/t LTI c c trng hon ton bng hm h(n), trong khi h/t tuyn tnh
bin thin thi gian yu cu mt s v hn cc p ng xung n v h(n, k):
mi hm h(n, k) cho mi thi gian tr
DSP Lecture 2, 2007, Dr. Dinh-Duc Anh-Vu CSE

31

H/t LTI Tch chp

Cch tnh ng xut ca h/t ti mt thi im n0


y (n0 ) =

x(k )h(n

k =-

- k)

1. o:
h(k) h(k): i xng h(k) quanh trc k=0
2. Dch:
h(k) h(k + n0) : dch h(k) i mt
on n0 sang phi (tri) nu n0 dng (m)
3. Nhn:
vn0(k) = x(k) h(k + n0)
4. Cng:
tng tt c chui vn0(k)

DSP Lecture 2, 2007, Dr. Dinh-Duc Anh-Vu CSE

32

H/t LTI Tch chp


Trong biu thc tch chp, nu thay m=nk (tc
k=nm), ta c
y (n ) =

m =-

k =-

x(n - m)h(m) = x(n - k )h(k )

Cng thc ny cho cng kt qu nh cng thc tch


chp, nhng th t tnh ton khc nhau
Nu
vn(k) = x(k)h(nk)
vn(k) = wn(nk)
wn(k) = x(nk)h(k)

y (n ) =

v (k ) = w (n - k )

k =-

DSP Lecture 2, 2007, Dr. Dinh-Duc Anh-Vu CSE

k =-

33

H/t LTI Tch chp


Tm tt
x(n)

LTI: h(n)

y(n)

h(n) : Hm p ng xung n v ca h LTI

y ( n)

= x ( n) * h( n)
=

x ( k ) h( n - k )

k = -

DSP Lecture 2, 2007, Dr. Dinh-Duc Anh-Vu CSE

y ( n)

= h( n) * x ( n)
=

x ( n - k ) h( k )

k = -

34

H/t LTI Tnh cht tch chp


Giao hon x(n)*h(n) = h(n)*x(n)
x(n)

Kt hp

h(n)

h(n)

y(n)

x(n)

y(n)

[x(n)*h1(n)]*h2(n) = x(n)*[h1(n)*h2(n)]

Giao hon

Kt hp
DSP Lecture 2, 2007, Dr. Dinh-Duc Anh-Vu CSE

h1(n)

h2(n)

h2(n)

h1(n)

h = h1(n)*h2(n)
35

H/t LTI Tnh cht tch chp


Phn phi
x(n)*[h1(n) + h2(n)] = x(n)*h1(n) + x(n)*h2(n)
h1(n)
x(n)

y(n)

Phn phi

x(n)

h(n) = h1(n) + h2(n)

y(n)

h2(n)

V d: dng tch chp, xc nh p ng ca h thng


x(n) = anu(n) v h(n) = bnu(n) trong c 2 trung hp a=b v ab
x(n) = {0, 1, 2, 1, 1, 0} v h(n) = (n) (n1) + (n4) + (n5)

DSP Lecture 2, 2007, Dr. Dinh-Duc Anh-Vu CSE

36

H/t LTI Tnh nhn qu


Mt h LTI l nhn qu nu v ch nu cc p ng xung
ca n bng 0 i vi cc gi tr m ca n
[tc, h(n) = 0, "n < 0]

y (n ) = h(k ) x (n - k ) =
k =0

Qui c

Chui bng 0 "n < 0


Chui khc 0 "n: n<0 v n>0

x ( k )h ( n - k )

k =-

chui nhn qu
chui khng nhn qu

Nu t/h nhp l chui nhn qu [x(n) = 0, "n < 0]


n

k =0

k =0

y ( n ) = h ( k ) x ( n - k ) = x ( k )h ( n - k )
p ng ca h/t nhn qu vi chui nhn qu l nhn qu [y(n) =
0, "n<0]
DSP Lecture 2, 2007, Dr. Dinh-Duc Anh-Vu CSE

37

H/t LTI Tnh n nh


H LTI l n nh nu hm p ng xung n v l kh tng
tuyt i

y ( n ) = x ( n - k )h ( k )
Ta c
k =-

x(n) M x

Chng minh

y (n ) =

k =-

k =-

x ( n - k )h ( k )

y (n ) M y <

nu

x (n - k ) h( k ) M x

Sh =

h(k )

k =-

h(k ) <

k =-

V d: xc nh tm gi tr a, b sao cho h LTI sau n nh


a n

h(n) = 1
b n

n0
-1 n < 0
n < -1

DSP Lecture 2, 2007, Dr. Dinh-Duc Anh-Vu CSE

38

H/t LTI FIR v IIR


H c p ng xung hu hn FIR (Finite-duration Impulse
Response)
h(n) = 0 "n: n < 0 v n M

y (n) =

M -1

h(k ) x(n - k )
k =0

H FIR c b nh di M

H c p ng xung v hn IIR (Infinite-duration Impulse


Response)
Gi s h/t c tnh nhn qu

y (n ) = h(k ) x(n - k )
k =0

H IIR c b nh v hn
DSP Lecture 2, 2007, Dr. Dinh-Duc Anh-Vu CSE

39

H/t RRTG qui


Trung bnh tch ly ca t/h x(n) trong khong 0 k n

1 n
y (n) =
x(k )

n + 1 k =0

Vic tnh y(n) i hi lu tr tt c gi tr ca x(k)


khi n tng, b nh cn thit cng tng

Cch khc tnh y(n): qui


n -1

( n + 1) y ( n ) = x ( k ) + x ( n ) = ny ( n - 1) + x ( n )
k =0

n
1
y ( n - 1) +
x(n)
y (n) =
n +1
n +1
y(n0 1): iu kin u

x(n)

y(n)

1
n+1

Z1

H/t qui l h c y(n) ph thuc khng ch t/h nhp m cn gi tr


qu kh ca ng xut
DSP Lecture 2, 2007, Dr. Dinh-Duc Anh-Vu CSE

40

H/t RRTG qui


H/t khng qui nu y(n) = F[x(n), x(n1), , x(nM)]
Khc nhau c bn gia h/t qui v h/t khng qui
x(n)

F[x(n), x(n1), , x(nM)]

ngha

y(n)

x(n)

F[x(n), x(n1), , x(nM),


y(n1), y(n2), , y(nN)]

y(n)

Z-1

H/t qui phi tnh cc gi tr ng xut qu kh trc


H/t khng qui c th xc nh gi tr ng xut thi im bt k
m khng cn tnh gi tr ng xut qu kh
H qui: h tun t
H khng qui: h t hp

DSP Lecture 2, 2007, Dr. Dinh-Duc Anh-Vu CSE

41

H/t LTI RRTG ph/trnh sai phn


h s hng
Tp con ca h/t qui v khng qui
V d h/t qui c m t bi PTSP bc 1: y(n) = ay(n1) + x(n)
Phng trnh xut nhp cho h LTI
Tc ng vo h/t t/h x(n) "n 0 v gi s tn ti y(1)

y(0) = ay(1) + x(0)


y(1) = ay(0) + x(1) = a2y(1) + ax(0) + x(1)

y(n) = ay(n1) + x(n) = an+1y(1) + anx(0) + an-1x(1) + + ax(n1) + x(n)


n
Hoc

y (n) = a n +1 y (-1) + a k x(n - k )

"n 0

k =0

Nu h/t ngh ti n=0, b nh ca n bng 0, do y(1) = 0

B nh biu din trng thi h/t h/t trng thi 0 (p ng trng thi 0 hoc
p ng cng bc yzs(n))
n

yzs (n) = a k x(n - k )


k =0

y l tch chp ca x(n) v h(n) = anu(n)


p ng trng thi 0 ph thuc bn cht h/t v t/h nhp
DSP Lecture 2, 2007, Dr. Dinh-Duc Anh-Vu CSE

42

H/t LTI RRTG ph/trnh sai phn


h s hng
Nu h/t khng ngh [tc y(1) 0] v x(n) = 0 "n: h
thng khng c t/h nhp
p ng khng ng nhp (hay p ng t nhin) yzi(n)

y zi (n) = a n +1 y (-1)
H/t qui vi iu kin u khc khng l h khng ngh, tc n
vn to ra p ng ng ra ngay c khi khng c t/h nhp (p ng
ny do b nh ca h/t)
p ng khng ng nhp c trng cho chnh h/t: n ph thuc bn
cht h/t v iu kin u
Tng qut y (n ) = y zi (n ) + y zs (n )

Dng tng qut ca PTSPTT HSH


N

k =1

k =0

y ( n ) = - ak y ( n - k ) + bk x ( n - k )
hoac

N: bc ca PTSP

a
k =0

DSP Lecture 2, 2007, Dr. Dinh-Duc Anh-Vu CSE

y ( n - k ) = bk x ( n - k )
k =0

( a0 1)
43

H/t LTI RRTG ph/trnh sai phn


h s hng
Xem li cc t/cht tuyn tnh, bt bin thi gian v n nh
ca h/t qui c m t bng PTSP TT HSH
H qui c th ngh hay khng ty vo iu kin u

Tuyn tnh
H l tuyn tnh nu n tha
1. p ng ton phn bng tng p ng trng thi khng v p ng
khng ng nhp
y(n) = yzs(n) + yzi(n)
2. Nguyn tc xp chng p dng cho p ng trng thi khng (tuyn
tnh trng thi khng)
3. Nguyn tc xp chng p dng cho p ng khng ng nhp (tuyn
tnh khng ng nhp)

H khng tho mt trong 3 /k trn l h phi tuyn


H qui c m t bng PTSP HSH tha c 3 /k trn tuyn
tnh
DSP Lecture 2, 2007, Dr. Dinh-Duc Anh-Vu CSE

44

H/t LTI RRTG ph/trnh sai phn


h s hng

V d: xt tnh cht tuyn tnh ca h y(n) = ay(n1) + x(n)


/k 1.

"n 0
y ( n ) = y zs ( n ) + y zi ( n )
"n 0

y zs ( n ) = a k x ( n - k )
k =0
n +1

y zi ( n ) = a

y ( -1)

/k 2.
Gi s x(n) = c1x1(n) + c2x2(n)
n

y zs ( n ) = a x ( n - k ) = a k [c1 x1 ( n - k ) + c2 x2 ( n - k )]
k

k =0

k =0

= c1 a x1 ( n - k ) + c2 a k x2 ( n - k )
k

k =0

k =0

= c1 y zs(1) ( n ) + c2 y zs(2) ( n )

x(n)

/k 3.
Gi s y(1) = c1y1(1) + c2y2(1)

y zi ( n ) = a n +1 y ( -1) = a n +1[c1 y1 ( -1) + c2 y2 ( -1)]

y(n)

+
a

Z1

= c1a n +1 y1 ( -1) + c2a n +1 y2 ( -1)


= c1 y zi(1) ( n ) + c2 y zi(2) ( n )

Vy y(n) tuyn tnh

DSP Lecture 2, 2007, Dr. Dinh-Duc Anh-Vu CSE

45

H/t LTI RRTG ph/trnh sai phn


h s hng

Bt bin thi gian

n nh

ak v bk l hng s PTSP HSH l bt bin theo thi gian


H/t qui c m t bng PTSP HSH l LTI
H/t BIBO n nh nu v ch nu vi mi ng nhp hu hn v mi iu kin u hu
hn, p ng ca ton h/t l hu hn
V d: xc nh gi tr a h/t y(n) = ay(n1) + x(n) n nh
Gi s x(n) Mx <

y ( n) = a

n +1

"n 0

y (-1) + a x(n - k )
k

n +1

y (-1) +

k =0

k
a
x(n - k )
k =0

a
a

n +1

n +1

y (-1) + M x a
y (-1) + M x

1- a

n +1

1- a

My

n hu hn My hu hn v y(n) hu hn c lp vi gi tr a
Khi n, My hu hn ch nu a< 1 My = Mx/(1 a)
Vy h/t ch n nh nu a< 1

DSP Lecture 2, 2007, Dr. Dinh-Duc Anh-Vu CSE

46

Gii ph/trnh sai phn tuyn tnh h


s hng
Xc nh biu thc chnh xc ca y(n) khi bit x(n)
(n0) v tp cc /k u
2 phng php
Gin tip: bin i Z
Trc tip

Phng php trc tip


p ng ton phn y(n) = yh(n) + yp(n)
yh(n): p ng thun nht, khng ph thuc x(n) (x(n) = 0)
yp(n): p ng ring phn, ph thuc x(n)

DSP Lecture 2, 2007, Dr. Dinh-Duc Anh-Vu CSE

47

Gii ph/trnh sai phn tuyn tnh h


s hng
p ng thun nht
Gi s x(n) = 0

a
k =0

y (n - k ) = 0

PTSP thun nht

Cch gii PTSP TT HSH tng t cch gii PT vi phn TT HSH


Gi s p ng c dng yh(n) = n
N

( n-k )
a
l
=0
k
k =0

hoc
l n - N (l N + a1l N -1 + a2 l N - 2 + L + aN -1l + aN ) = 0
Biu thc trong ngoc n: a thc c trng ca h/t
PT ny c N nghim 1, 2, , N
Dng tng qut nht ca nghim PTSP thun nht (gi s cc nghim n ring
bit)
n
n
n

yh (n) = C1l1 + C2 l2 + L + C N lN

Ci c th c xc nh nh vo cc /k u ca h/t
Nu 1 l nghim bi bc m,

yh (n) = C1l1n + C2 nl1n + C3 n 2 l1n + L + Cm n m -1l1n + Cm +1lmn +1 + L + C N lNn


PT ny c th c dng xc nh p ng khng ng nhp ca h/t
(bi v x(n) = 0)
DSP Lecture 2, 2007, Dr. Dinh-Duc Anh-Vu CSE

48

Gii ph/trnh sai phn tuyn tnh h


s hng

p ng thun nht
V d y(n) + a1y(n1) = x(n)

Cho x(n) = 0 v gi s yh(n) = n


n +a1n1 = 0
n1(+a1) = 0
= a1
p ng ng dng yh(n) = Cn = C(a1)n
Mt khc,
y (0) = - a1 y (-1)
C = -a1 y (-1)
yh (0) = C
Do

yzi (n) = (-a1 ) n +1 y (-1)

DSP Lecture 2, 2007, Dr. Dinh-Duc Anh-Vu CSE

"n 0
49

Gii ph/trnh sai phn tuyn tnh h


s hng

p ng ring phn

p ng ring phn yp(n) tho mn PT


N

a y
k =0

(n - k ) = bk x(n - k )

a0 1

k =0

V d
y(n) + a1y(n1) = x(n)
xc nh yp(n) khi x(n) = u(n)

(a1< 1)

p ng ring phn c dng yp(n) = Ku(n)


K: h s co gin
Ku(n) + a1Ku(n1) = u(n)
Khi n 1, ta c
K + a1 K = 1
K = 1/(1+a1)
p ng ring phn

1
y p ( n) =
u ( n)
1 + a1

Dng tng qut ca p ng ring phn

x(n)

yp(n)

Amn

KMn

AnM

K0nM + K1nM-1 + + KM

AnnM

An(K0nM + K1nM-1 + + KM)

Acos0n
DSP Lecture 2, 2007, Dr. Dinh-Duc Anh-Vu CSE

Asin0n

K1cos0n + K2sin0n
50

Gii ph/trnh sai phn tuyn tnh h


s hng

p ng ton phn

V d: xc nh p ng ton phn ca PTSP


vi x(n) = u(n) v y(1) l /k u
Theo trn, ta c

yh (n) = C ( -a1 ) n

(
)
y
n
=
p
1 + a1

y(n) + a1y(n1) = x(n)

y ( n) = C (-a1 ) n +

1
1 + a1

n0

Mun xc nh p ng trng thi khng, ta cho y(1) = 0

Vy

y (0) + a1 y (-1) = 1

1
y (0) = C +
1 + a1
1 - (-a1 ) n +1
yzs (n) =
n0
1 + a1

C=

a1
1 + a1

Nu tm C di /k y(1) 0, p ng ton phn s bao gm p ng trng thi khng v


p ng khng ng nhp

y (0) + a1 y (-1) = 1

1
y (0) = C +
1 + a1

C = -a1 y (-1) +

DSP Lecture 2, 2007, Dr. Dinh-Duc Anh-Vu CSE

a1
1 + a1

y ( n)

= (-a1 )

n +1

1 - (-a1 ) n +1
y (-1) +
n0
1 + a1

= y zi (n) + y zs (n)
51

Gii ph/trnh sai phn tuyn tnh h


s hng

Ngoi ra, c th xc nh p ng ring


phn t p ng trng thi khng
1
y p (n) = lim y zs (n) =
n
1 + a1

yp(n) 0 khi n: p ng trng thi u


yp(n) = 0 khi n: p ng tim cn

DSP Lecture 2, 2007, Dr. Dinh-Duc Anh-Vu CSE

52

p ng xung ca h/t qui LTI


n

x(n) = (n)

y zs (n) = h(k ) x(n - k )

(n 0)

k =0
n

= h(k )d (n - k )
k =0

= h( n )

yp(n) = 0 v x(n) = 0 khi n > 0


h(n) = yh(n)
Bt k h/t qui no c m t bng PTSP TT HSH u l IIR
N
p ng thun nht
n

yh (n) h(n) = Ck lk
k =1

{Ci} c xc nh nh /k u y(-1) = y(-2) = = y(-N) = 0


Tnh n nh

/k cn v cho s n nh ca mt h/t nhn qu IIR c m t bi PTSP TT HSH l tt c cc


nghim ca a thc c trng c gi tr tuyt i nh hn n v

N
N

CM
n
n

h ( n) = C l
n=0

n = 0 k =1

n
k
n =0

Ck
k =1

l
n =0

Nu lk < 1"k l < h(n) <


n=0

Ngc li nu 1, h(n) khng cn kh tng, tc h/t khng n nh


DSP Lecture 2, 2007, Dr. Dinh-Duc Anh-Vu CSE

53

Hin thc h RRTG Cu trc


VD: Xt h bc 1

x(n)

y(n) = a1y(n1) + b0x(n) + b1x(n1)


S cu trc
H1

b0

y(n)

Z1

-a1

b1

Z-1

H1

Cu trc trc tip dng 1

v(n) = b0 x(n) + b1 x(n - 1) x(n)

y (n) = -a1 y (n - 1) + v(n)

b0

Hon v hai h con

-a1

H2

Z-1

y(n)

Z1
b1
H2

Gp hai nh
H3

v(n)

Cu trc trc tip dng 2


(dng chun tc)

w(n) = -a1w(n - 1) + x(n)

y (n) = b0 w(n) + b1w(n - 1)


DSP Lecture 2, 2007, Dr. Dinh-Duc Anh-Vu CSE

x(n)

w(n)

-a1

Z-1

b0

y(n)

b1

H3
54

Hin thc h RRTG Cu trc

b0

Z-1
b2
bM1
Z-1

bM

k =1

k =0

+
+

y(n)

Z-1
b1

y (n ) = - ak y (n - k ) + bk x (n - k )

Dng I
x(n)

+
+

a1
a2

Z-1

Z-1

x(n)

+
+
+

a1

Z-1

a2

Z-1

aN

Z-1

nh: M+N

b1
b2

y(n)

+
+

bM

+
aN1

Dng II
b0

aN1

Z-1

aN

Z-1

nh: Max(M,N)
Hon v

DSP Lecture 2, 2007, Dr. Dinh-Duc Anh-Vu CSE

Gp nh
55

Hin thc h RRTG Cu trc


M

Khi ak = 0

y (n) = bk x( n - k )
k =0

h FIR khng qui vi

bk
h( n) =
0

0k M
k khc

H bc 2: y(n) = a1y(n1) a2y(n2) + b0x(n) + b1x(n1) + b2x(n2)


x(n)
x(n)

b0

+
+

a1
a2

Z-1
Z-1

b1
b2

DSP Lecture 2, 2007, Dr. Dinh-Duc Anh-Vu CSE

y(n)

Z-1
b0

Z-1
b1

+
a1=a2=0: h FIR

b2
+

y(n)

+
x(n) b0

+
a1

Z-1

+
a2

y(n)
Z-1

b1=b2=0: h qui thun

56

Hin thc h FIR bt qui


Hin thc khng qui
M

y (n) = bk x(n - k )
k =0

p ng xung h(k) = bk
V d
1 M
y ( n) =

(0 k M)

x(n - k )

M +1
k =0

1
h( n) =
M +1
x(n)

Z1

0nM

Z1

+
DSP Lecture 2, 2007, Dr. Dinh-Duc Anh-Vu CSE

Z1

Z1

y(n)
1
M+1
57

Hin thc h FIR qui


Hin thc qui
Bt k h/t FIR no cng c thc hin theo kiu qui
V d
1 M
y (n)

x(n - k )

M +1
k =0

1 M
1
=
x(n - 1 - k ) +
[ x(n) - x(n - 1 - M )]

M + 1 k =0
M +1
1
= y (n - 1) +
[ x(n) - x(n - 1 - M )]
M +1
x(n)

Z1

Z1

x(n1M)

Z1
+

+ 1
M+1

DSP Lecture 2, 2007, Dr. Dinh-Duc Anh-Vu CSE

y(n)

+
Z1

58

Tng quan gia cc t/h RRTG


ng dng

o lng s ging nhau gia cc tn hiu


Trong cc lnh vc: truyn tn hiu, radar, sonar,

nh ngha
T/h pht
T/h nhn

D
w(n)

x(n)
y(n) = x(nD) +w(n)
: h s suy gim t/h
: thi gian tr truyn
: nhiu ng truyn

rxy (l ) =

y(n) so vi x(n)

rxy (l ) =

Tng quan
cho

ryx (l ) =
x(n) so vi y(n)

ryx (l ) =
DSP Lecture 2, 2007, Dr. Dinh-Duc Anh-Vu CSE

x ( n) y ( n - l )

n =-
+

x ( n + l ) y ( n)

n =-
+

y(n) x(n - l )

n =-
+

y(n + l ) x(n)

n =-

59

Tng quan gia cc t/h RRTG

Cc bc tnh s tng quan gia y(n) so vi x(n)


1.

1.
2.

Dch:

c y(nl), dch y(n) sang


+ phi nu l dng
+ tri nu l m
Nhn: vl(n) = x(n)y(nl)
Cng: tng cc vl(n)

Nhn xt

rxy(l) = ryx(l)

ryx(l) l o ca rxy(l) qua trc l = 0

So vi tnh tch chp, php tnh tng quan khng phi thc hin
php o

C th dng gii thut tnh tch chp tnh tng quan v ngc li
rxy(l) = x(l)*y(l)

DSP Lecture 2, 2007, Dr. Dinh-Duc Anh-Vu CSE

60

Tng quan gia cc t/h RRTG


rxx (l ) =

T tng quan

rxx (l ) =

x (n) x (n - l )

n =-
+

x ( n + l ) x ( n)

n =-

rxx (l ) = rxx (-l )


Tng quan ca chui nhn qu di N [i.e x(n)=y(n)=0 khi n<0 v
nN]

rxy (l ) =

N - k -1

x(n) y (n - l )

n =i

Vi

rxx (l ) =

N - k -1

i = l , k = 0

i = 0, k = l

l0
l<0

x(n) x(n - l )

n =i

DSP Lecture 2, 2007, Dr. Dinh-Duc Anh-Vu CSE

61

Tng quan gia cc t/h RRTG


Tnh cht ca s tng quan gia cc t/h nng lng
Nng lng ca t/h chnh l s t tng quan ti l = 0

rxx (0) =

n =-

x 2 ( n) = E x

Trung bnh nhn ca nng lng l gi tr ln nht ca chui tng


quan

rxy (l ) Ex E y

rxx (l ) Ex rxx (0)


Chui tng quan chun ha khng ph thuc vo s co gin ca
t/h (xy(l) 1 v xx(l) 1)

r xy (l ) =

rxy (l )
Ex E y

DSP Lecture 2, 2007, Dr. Dinh-Duc Anh-Vu CSE

r xx (l ) =

rxx (l )
Ex
62

Tng quan gia cc t/h RRTG


Tng quan ca t/h tun hon

Cho x(n) v y(n) l 2 t/h cng sut


M
1
rxy (l ) = lim
x ( n) y ( n - l )

M 2 M + 1
n =- M
M
1
rxx (l ) = lim
x ( n) x ( n - l )

M 2 M + 1
n =- M

Nu x(n) v y(n) tun hon chu k N


rxy(l) v rxx(l) tun hon chu k N
N -1

1
rxy (l ) =
N

x ( n) y ( n - l )

1
rxx (l ) =
N

N -1

n =0

x ( n) x ( n - l )
n =0

T/c ny c dng xc nh chu k ca t/h (SV c thm)


DSP Lecture 2, 2007, Dr. Dinh-Duc Anh-Vu CSE

63

Tng quan gia cc t/h RRTG


Gii thut tnh chui tng quan gia 2 t/h
x(n)
y(n)

MN

0 n N1
0 n M1

Input
rxx(n)

Output
ryx(n)

LTI
h(n)

M>N

N -1
x
(
n
)
y
(
n
l
)
0

N
M

rxy (l ) = x(n) y (n - l ) 0 l N - 1
n =l
n =l
rxy (l ) = N -1

x ( n) y ( n - l ) N - M l N - 1

n =l
Chui tng quan gia ng nhp v xut ca h/t LTI
M -1+ l

Voi y (n) = h(n) * x(n), ta c


ryx (l ) = y (l ) * x(-l ) = h(l ) *[ x(l ) * x(-l )] = h(l ) * rxx (l )
Thay l bang - l ,
rxy (l ) = h(-l ) * rxx (l )

E y ryy (0) =

k =-

hh

(k )rxx (k )

ryy (l ) = y (l ) * y (-l ) = [h(l ) * x(l )]*[h(-l ) * x(-l )] = rhh (l ) * rxx (l )


DSP Lecture 2, 2007, Dr. Dinh-Duc Anh-Vu CSE

64

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