Discrete-Time Signals and Systems PDF

SIGNALS, SPECTRA, AND
SIGNAL PROCESSING
DISCRETE-TIME SIGNALS
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Objectives:
1.
2.
3.
4.
To determine the characterization of discrete-time

systems in general and the class of linear timeinvariant (LTI) systems in particular
To define and determine important time-domain
properties of LTI systems
To derive the convolution formula, which allows us
to determine the output of the LTI to any given
arbitrary input signal
To introduced difference equations as an
alternative method for describing the input-output
relationship of an LTI system
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Discrete-Time Signals
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Alternative representation of a discrete-time signal

or sequence:
1.
Functional representation
2.
Tabular representation
3.
Sequence representation
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Some Elementary Discrete-Time Signals
1.
Unit sample sequence
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2.
Unit step signal
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3.
Unit ramp signal
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4.
Exponential signal
if
then
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(real part)
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(imaginary part)
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(amplitude function)
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(phase function)
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Classification of Discrete-Time Signals
1.
Energy signals and power signals

{
normalized energy:
if E is finite, then x(n) is called an energy signal

{
average power,
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but
then
if P is finite (and nonzero), the signal is called a

power signal.
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2.
Periodic and aperiodic signals

A signal x(n) is periodic with period N (N > 0) if
and only if
If the equation is not satisfied for any integer N,

x(n) is said to be an aperiodic signal.
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3.
Symmetric (even) and antisymmetric (odd) signals

A real-valued signal x(n) is called symmetric
(even) if
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A signal x(n) is called antisymmetric (odd) if
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Any signal x(n) may be decomposed into a sum of
its even part, xe(n), and its odd part, xo(n), as
follows:
To find the even part of x(n) we form the sum
To find the odd part of x(n) we form the difference
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Signal Manipulations
Transformation of the Independent Variable
Sequences are often altered and manipulated by
modifying the index n as follows:
where f(n) is some function of n.
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1.
Shifting
{
This is the transformation defined by f(n) = n-no.
If y(n) = x(n-no), x(n) is shifted to the right by no
samples if no is positive (this is referred to as a
delay), and it is shifted to the left by no samples if
no is negative (referred to as an advance).
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2.
Reversal
{
This transformation is given by f(n) = -n and
simply involves "flipping" the signal x(n) with
respect to the index n.
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3.
Time Scaling
{
This transformation is defined by f(n) = Mn or
f(n) = n/N where M and N are positive integers.
In the case of f(n) = Mn, the sequence x(Mn) is
formed by taking every Mth sample of x(n) (this
operation is known as down-sampling). With f
(n) = n/N the sequence y(n) =x( f (n)) is defined
as follows:
this operation is known as up-sampling.
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Down-sampling by a factor of 2
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Up-sampling by a factor of 2
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Transformation of the Dependent Variable
1.
Addition
2.
Multiplication
3.
Scaling
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Discrete-Time Systems
A discrete-time system is a mathematical operator

or mapping that transforms one signal (the input)
into another signal (the output) by means of a fixed
set of rules or operations. The notation T[] is used
to represent a general system
where the symbol T denotes the transformation

(also called an operator), or processing performed
by the system on x(n) to produce y(n).
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1.
Block Diagram Representation of Discrete-Time

Systems
Adder
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2.
Constant multiplier
3.
Signal multiplier
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4.
Unit delay element
5.
Unit advance element
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Example:
{ Using basic building block, sketch the block
diagram representation of the discrete-time
system described by the input-output relation
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Classification of Discrete-Time Systems
1.
Static versus dynamic systems

{
A system is said to be static or memoryless if
the output at any time n = n0 depends only on
the input at time n = n0.
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{
If the output of a system at time n is completely

determined by the input samples in the interval
from n N to n (N 0), the system is said to
have memory or dynamic of duration N.
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2.
Time-invariant versus time-variant systems

{
A system is called time-invariant if its inputoutput characteristics do not change in time.
if
and
then
it is time-invariant if
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{
A system is called time-variant if its input-output

characteristics change in time.
if
and
then
it is time-variant if
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Example:
{
Determine if the systems shown are time
invariant or time variant.
(a)
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The input-output equation is
The response of the system to x(n-k) is
if we delay y(n) by k units in time, we obtain
since y(n,k) = y(n k), then the system is time

invariant.
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(b)
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The input-output equation is
The response of the system to x(n-k) is
if we delay y(n) by k units in time, we obtain
since y(n,k) y(n k), then the system is time-variant.
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3.
Linear versus nonlinear systems

{
A relaxed T system is linear if it satisfy the
superposition principle and if and only if
If a relaxed system does not satisfy the

superposition principle, it is called nonlinear.
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1.
The linear system must satisfy the two following

conditions:
Additivity:
2.
Homogeneity (or Scaling):
The two equations can combined into a single

condition
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Example:
{ Determine if the systems described by the
following input-output equations are linear or
nonlinear.
(a) y(n) = x(n2)
(b) y(n) = x2(n)
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(a) the response of the system to two separate
input signals are
the response of the system to a linear combination

of these two input signals is
a linear combination of the two outputs yields
since the two equations are identical, we conclude
that the system is linear.
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(b) the response of the system to two separate
input signals are
and
the response of the system to a linear combination
of these two input signals is
a linear combination of the two outputs yields

since the two equations are not equal, the system is
nonlinear.
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4.
Causal versus noncausal systems

{
A system is said to be causal if the output of the
system at any time depends only on present
and past inputs but does not depend on future
paths.
A system that has an output that depends not

only on present and past inputs but also on
future inputs is called noncausal.
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5.
Stable versus unstable systems

{
An arbitrary relaxed system is said to be
bounded input-bounded output (BIBO) stable if
and only if every bounded input produces a
bounded output.
for all n. If, for some bounded input sequence

x(n), the output is unbounded (infinite), the
system is classified as unstable.
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Interconnection of Discrete-Time Systems
There are two basic ways in which systems can be

interconnected: in cascade (series) or in parallel.
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y2(n) = T2[x(n)]
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Response of a Discrete-Time LTI System
A.Impulse
{
Response:
The impulse response (or unit sample
response) h[n] of a discrete-time LTI system
(represented by T) is defined to be the
response of the system when the input is [n],
that is,
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B.
Response to an Arbitrary Input:

{ The shifted unit impulse (or sample) sequence
[n-k] is defined as
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{
Any sequence x[n] can be expressed as
Since the system is linear, the response y[n] of

the system to an arbitrary input x[n] can be
expressed as
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{
Since the system is time-invariant, we have
By substitution, we obtain
The equation indicates that a discrete-time LTI

system is completely characterized by its
impulse response h[n].
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C.
Convolution Sum:
{ The previous equation defines the convolution of
two sequences x[n] and h[n] denoted by
This equation is called the convolution sum. The

output of any discrete-time LTI system is the
convolution of the input x[n] with the impulse
response h[n] of the system.
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{
1.
2.
3.
4.
The process of computing the convolution

between x[k] and h[k] involves the following four
steps:
Folding. Fold h[k] about k = 0 to obtain h[-k].
Shifting. Shift h[-k] by n to the right (or left) if n is
positive (or negative), to obtain h[n-k].
Multiplication. Multiply x[k] by h[n-k] to obtain
the product sequence.
Summation. Sum all the values of the product
sequence to obtain the value of the output at
time n.
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Example:
{ The impulse response of a linear time-invariant
system is
Determine the response of the system to the

input signal
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Fold h(k)
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Multiply h(-k) to x(k)
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Shift h(-k) to the right by one
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Multiply h(1-k) to vo(k)
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Fold h(1-k)
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Multiply h(-1-k) to v1(k)
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{
Any further shifts of h(-1-k) to the left always

result in an all-zero product sequence, hence
The entire response of the system - < n < ,

which can be summarize as
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D.
Properties of the Convolution Sum:

1. Commutative:
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2. Associative:
3. Distributive:
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Properties of Discrete-Time LTI Systems
A.Systems
{
with or without Memory:

Since the output y[n] of a memoryless system
depends on only the present input x[n], then,
if the system is also linear and time- invariant,
this relationship can only be of the
where K is a gain (constant). Thus, the
corresponding impulse response is simply
therefore, if h[n0] 0 for n0 0, the discrete-time
LTI system has memory.
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B.
Causality
{ We say that any sequence x[n] is called causal if
and is called anticausal if
Then when the input x[n] is causal, the output
y[n] of a causal discrete-time LTI system is
given by
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C.
Stability
{ Assume that the input x[n] of a discrete-time
LTl system is bounded, that is,
Then we have,
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o
Therefore if the impulse response is absolutely

summable, that is,
we have
and the system is BIBO stable
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Systems with Finite-Duration and InfiniteDuration Impulse Response
1.FIR
(causal)
(convolution)
{
FIR system has a finite memory of length Msamples
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2.
IIR
(convolution)
IIR system has an infinite memory
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Eigenfunctions of Discrete-Time LTI Systems
The
eigenfunctions of discrete-time LTI systems

represented by T are the complex exponentials zn,
with z a complex variable. That is,
where A is the eigenvalue of T associated with zn.
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Setting x[n] = zn in convolution, we have
where
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{
Thus the eigenvalue of a discrete-time LTI

system associated with the eigenfunction zn is
given by H(z) which is a complex constant
whose value is determined by the value of z.
Note that y[0] = H(z).
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Systems described by Difference Equations
Within
the general class of IIR systems, this family of

discrete-time systems is more conveniently described
by difference equations. This family or subclass of IIR
systems is very useful in a variety of practical
applications, including the implementation of digital
filters, and the modeling of physical phenomena and
physical systems.
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A.
Linear Constant-Coefficient Difference Equations

{ The discrete-time counterpart of the general
differential is the Nth-order linear constantcoefficient difference equation given by
where coefficient ak and bk are real constants.

The Integer N is called the order of the
difference equation or the order of the system.
The order N refers to the largest delay of y[n].
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{
1.
A system is linear if it satisfies the following

three requirements:
The total response is equal to the sum of the
zero-input and zero-state responses.
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2.
3.
The principle of superposition applies to the

zero-state response (zero-state linear)
The principle of superposition applies to the
zero-input response (zero-input linear)
A system that does not satisfy all three separate
requirements is by definition nonlinear.
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Example:
{ Determine if the recursive system defined by the
difference equation
is linear.
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or, more compactly,
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the expression can be expressed as
Thus the first requirement for linearity is satisfied.
To check for the second requirement, let us assume
that x(n) = c1x1(n) + c2x2(n). Then the zero-state
response gives
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Hence yzs(n) satisfies the principle of superposition,
and thus the system is zero-state linear.
Now let us assume that y(-1) = c1y1(-1) + c2y2(-1).
From the zero-input response we obtain
Hence the system is zero-input linear.

Since the system satisfies all three conditions for
linearity, it is linear.
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Solutions of Linear Constant-Coefficient Difference

Equations
{
The homogeneous solution
The particular solution
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B.
Recursive Formulation
{ Rearranging the equation
in the form
we obtain a formula to compute the output at

time n in terms of the present input and the
previous values of the input and output.
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{
There are many systems where it is necessary

or desirable to express the output of the system
not only in terms of the present and past values
of the input, but also in terms of the already
available past output values.
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{
In general, a system whose output y(n) at time n

depends on any number of past output values
y(n 1), y(n 2), is called a recursive
system.
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{
If y(n) depends only on the present and past

inputs, then the system is called nonrecursive
(convolution sum for a causal FIR system).
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{
From the equation we see that the need for

auxiliary conditions is obvious and that to
calculate y[n] starting at n = n0, we must be
given the values of y[n0 1], y[n0 2], ,
y[n0 - N] as well as the input x[n] for n n0
M. The general form of the equation is called
a recursive equation since it specifies a
recursive procedure for determining the output
in terms of the input and previous outputs.
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{
In the special case when N = 0, we have
which is a nonrecursive equation since

previous output values are not required to
compute the present output. Thus, in this
case, auxiliary conditions are not needed to
determine y[n].
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C.
Impulse Response
{ the impulse response h[n] of a discrete-time
LTI system described by the linear constantcoefficient difference equation and recursive
equation can be determined easily as
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{
For the system described by the nonrecursive

equation, the impulse response h[n] is given by
Note that the impulse response for this

system has finite terms; Because of this
property, the system specified by the equation
is known as a finite impulse response (FIR)
system. On the other hand, a system whose
impulse response is nonzero for an infinite
time duration is said to be an infinite
impulse response (IIR) system.
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Correlation of Discrete-Time Signals
{
To measure the degree to which the two signals

are similar and thus to extract some information
that depends to a large extent on the
application.
Correlation of signals is often encountered in
radar, sonar, digital communications, geology,
and other areas in science and engineering.
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Crosscorrelation and Autocorrelation Sequences

{ The crosscorrelation of x(n) and y(n) is a
sequence rxy(l), which is defined as
or equivalently as
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{
If we reverse the roles of x(n) and y(n) in the

equations, we obtain the crosscorrelation
sequence
or equivalently
by comparison, we conclude that
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Example:
{ Determine the crosscorrelation sequence rxy(l) of
the sequences
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{
For l = 0 we have
the product sequence vo(n) = x(n)y(n) is
and hence the sum over all values of n is
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{
For l > 0, we simply shift y(n) to the right relative

to x(n) by l units, compute the product sequence
vl(n) = x(n)y(n l), and finally, sum over all
values of the product sequences. Thus we
obtain
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{
For l < 0, we simply shift y(n) to the left relative

to x(n) by l units, compute the product sequence
vl(n) = x(n)y(n l), and finally, sum over all
values of the product sequences. Thus we
obtain
Therefore, the crosscorrelation sequence of x(n)

and y(n) is
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{
The convolution of x(n) and y(-n) yields the

crosscorrelation rxy(l), that is,
In the special case where y(n) = x(n), we have

the autocorrelation of x(n), which is defined as
the sequence
or equivalently
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{
For finite-duration sequences, the

crosscorrelation and autocorrelation sequences
may be expressed as
and
where i = l, k = 0 for l 0, and i = 0, k = l for l < 0
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QUESTIONS

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SIGNALS, SPECTRA, AND

To determine the characterization of discrete-time

Alternative representation of a discrete-time signal

Unit sample sequence

Unit step signal

Unit ramp signal

Energy signals and power signals

if E is finite, then x(n) is called an energy signal

if P is finite (and nonzero), the signal is called a

Periodic and aperiodic signals

If the equation is not satisfied for any integer N,

Symmetric (even) and antisymmetric (odd) signals

To find the odd part of x(n) we form the difference

this operation is known as up-sampling.

Transformation of the Dependent Variable

A discrete-time system is a mathematical operator

where the symbol T denotes the transformation

Block Diagram Representation of Discrete-Time

Unit delay element

Unit advance element

Static versus dynamic systems

If the output of a system at time n is completely

Time-invariant versus time-variant systems

A system is called time-variant if its input-output

The response of the system to x(n-k) is

if we delay y(n) by k units in time, we obtain

since y(n,k) = y(n k), then the system is time

The response of the system to x(n-k) is

if we delay y(n) by k units in time, we obtain

since y(n,k) y(n k), then the system is time-variant.

Linear versus nonlinear systems

If a relaxed system does not satisfy the

The linear system must satisfy the two following

Homogeneity (or Scaling):

The two equations can combined into a single

the response of the system to a linear combination

a linear combination of the two outputs yields

Causal versus noncausal systems

A system that has an output that depends not

Stable versus unstable systems

for all n. If, for some bounded input sequence

There are two basic ways in which systems can be

Response to an Arbitrary Input:

Any sequence x[n] can be expressed as

Since the system is linear, the response y[n] of

Since the system is time-invariant, we have

The equation indicates that a discrete-time LTI

This equation is called the convolution sum. The

The process of computing the convolution

Determine the response of the system to the

Any further shifts of h(-1-k) to the left always

The entire response of the system - < n < ,

Properties of the Convolution Sum:

with or without Memory:

Therefore if the impulse response is absolutely

and the system is BIBO stable

FIR system has a finite memory of length Msamples

IIR system has an infinite memory

eigenfunctions of discrete-time LTI systems

Thus the eigenvalue of a discrete-time LTI

the general class of IIR systems, this family of

Linear Constant-Coefficient Difference Equations

where coefficient ak and bk are real constants.