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Discrete-Time Signals and Systems
Discrete-Time Signals and Systems
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DISCRETE-TIME DYNAMICAL SYSTEMS
- -
x(t) G y(t)
∞
∑
y(n) = h(k)x(n − k)
k=−∞
x(0) = 1, x(n) = 0, n ̸= 0
gives
y(n) = h(n), all n
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Some terminology:
• Causal system:
Output y(n) does not depend on future inputs, but only on present and
past inputs x(n), x(n − 1), . . .,
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Any process which transform a signal {x(n)} to another signal {y(n)}
is a discrete-time system (for example, an audio signal is transformed by
reflections, etc).
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DIGITAL FILTER TYPES
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Calculation of filter output
FIR filters:
The operation
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Efficient software for DSPs exist
In Matlab: y = conv(h,x)
or
y = filter(h,1,x) (cf. below)
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IMPORTANT PROPERTY:
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⇒ the convolution {y(n)} = {h(k)} ∗ {x(n)} can be represented as
polynomial multiplication
Ŷ (z) = H(z)X̂(z)
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Relation between convolution and polynomial multiplication leads to an
efficient implementation of convolution
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Hence we can compute the convolution as follows:
- -
x(t) G y(t)
Ŷ (z) = H(z)X̂(z)
where
H(z) = h(0) + h(1)z −1 + · · ·
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GENERAL LINEAR DISCRETE-TIME DYNAMICAL SYSTEMS
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⇒
( −1 −N
) ( −1 −M
)
1 + a1z + · · · + aN z Ŷ (z) = b0 + b1z + · · · + bM z X̂(z)
or,
b0 + b1z −1 + · · · + bM z −M
Ŷ (z) = −1 −N
X̂(z)
1 + a1 z + · · · + aN z
b0 + b1z −1 + · · · + bM z −M
Ŷ (z) = H(z)X̂(z), H(z) =
1 + a1z −1 + · · · + aN z −N
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STABILITY
Example: First-order system
y(n) = (−a)nb
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Characterization of stability in terms of system transfer function:
b
H(z) =
1 − az −1
b0 + b1z −1 + · · · + bM z −M
H(z) =
1 + a1z −1 + · · · + aN z −N
is stable if and only if all its poles, i.e. the solutions pi of the equation
1 + a1z −1 + · · · + aN z −N = 0
satisfy |pi| < 1 (i.e., they are inside the unit circle in the complex plane).
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INTERCONNECTED SYSTEMS
Using transfer functions, it is easy to analyze connected systems
Example: Series connection.
y1(n)
x(n) -
H1 -
H2 -
y(n)
Ŷ (z) = H2(z)Ŷ1(z)
= H2(z)H1(z)X̂(z) = H(z)X̂(z)
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Example: Time shift.
In other words, if the signal {x(n)} has z-transform X̂(z), then the time-
shifted signal {x(n − l)} has z-transform z −lX̂(z).
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Example: Feedback connection.
{r(n)}
K
the K is described by
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SOLUTION OF DIFFERENCE EQUATIONS BY THE Z-TRANSFORM
In analogy with the the Laplace transform for differential equations,
tabulated z-transforms can be applied to solve difference equations as
follows:
Problem: Determine the solution {y(n)} of the difference equation
b0 + b1z −1 + · · · + bM z −M
Ŷ (z) = −1 −N
X̂(z)
1 + a1z + · · · + aN z
2. Solve for Ŷ (z) and find the corresponding sequence {y(n)} whose
transform Ŷ (z) is.
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The calculation of X̂(z) in stage 1 and of sequence {y(n)} in stage 2
is facilitated by tabulated z-transforms for several common signals (Table
7.1).
has z-transform
∞
∑ ∞
∑
X̂(z) = x(n)z −n = an · z −n
n=0 n=0
= 1 + az −1 + a2z −2 + · · ·
= 1 + az −1 + (az −1)2 + · · ·
1 z
= =
1 − az −1 z − a
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Example: Solution of difference equation
with {
0, n<0
x(n) =
(−0.5)n, n≥0
Then:
z −1
Ŷ (z) = X̂(z)
1 − 0.75z −1
and (cf. above)
1
X̂(z) =
1 + 0.5z −1
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Hence,
z −1 1
Ŷ (z) = ·
1 − 0.75z −1 1 + 0.5z −1
A partial fraction expansion gives
4/5 4/5
Ŷ (z) = −
1 − 0.75z −1 1 + 0.5z −1
or ( )
4 z z
Ŷ (z) = −
5 z − 0.75 z + 0.5
z
By Table 7.1, z−a is the z-transform of the sequence {an}. Hence Ŷ (z) is
the z-transform of the sequence
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y(n) = [0.75n − (−0.5)n]
5
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