Example of Discrete Systems

Consider a causal discrete system described by this first order difference equation:

This is a first-order recursive filter as the current output depends on the output

in the past , as well as the current input .

 Find unit sample response

Let the input be a unit sample (impulse) function:

the corresponding output is the impulse response function (also

called the unit sample response) of the system. Since the system is causal,

i.e., , we have

From this point on, all other at can be recursively found

 As this result holds only when , we can write

 Find frequency response

Given the impulse response of the system, we can further find its transfer

function . Here we let the complex constant be ,

i.e., , and the corresponding transfer function becomes
the frequency response of the system:

If , this infinite summation converges to

 (The frequency response function does not exist if ).

Alternatively, we can assume a complex exponential input and plug

the expected output into the difference equation to get

Solving this equation for , we get

In particular, when , , we get

 Find system responses

Given , we can find the system's response to any input by convolution.

Example 1: , the output is

Example 2: , the output is

If , the infinite summation above converges to

The response of the system to this complex exponential input can also be

found by multiplying it with the eigenvalue , the frequency response

function, of the system:
 same as the result by convolution.

We see that when the input is a complex exponential , the system's

response can be more easily obtained from its eigenvalue, i.e., the frequency response

function , compared to the convolution method. More importantly, as can be

seen later, the eigenvalue method can be generalized to find responses
to arbitrary input.