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2
Copyright © 2001, S. K. Mitra
Discrete-Time Systems: Examples
n
• Accumulator - y[n] = ∑ x[l]
l = −∞
n −1
= ∑ x[l] + x[n] = y[n − 1] + x[n]
l = −∞
• The output y[n] at time instant n is the sum
of the input sample x[n] at time instant n
and the previous output y[n − 1] at time
instant n − 1, which is the sum of all
previous input sample values from − ∞ to n − 1
• The system cumulatively adds, i.e., it
3
accumulates all input sample values
Copyright © 2001, S. K. Mitra
Discrete-Time Systems:Examples
• Accumulator - Input-output relation can
also be written in the form
−1 n
y[n] = ∑ x[l] + ∑ x[l]
l = −∞ l =0
n
= y[−1] + ∑ x[l], n ≥ 0
l =0
• The second form is used for a causal input
sequence, in which case y[−1] is called
the initial condition
4
Copyright © 2001, S. K. Mitra
Discrete-Time Systems:Examples
• M-point moving-average system -
M −1
y[n] = 1 x[n − k ]
∑
M k =0
• Used in smoothing random variations in
data
• An application: Consider
x[n] = s[n] + d[n],
where s[n] is the signal corrupted by a noise
d[n]
5
Copyright © 2001, S. K. Mitra
Discrete-Time Systems:Examples
s[n] = 2[n(0.9) ], d[n] - random signal
n
8
d[n]
s[n]
6 x[n]
Amplitude
4
-2
0 10 20 30 40 50
Time index n
7
s[n]
6 y[n]
5
Amplitude
1
6 0
0 10 20 30 40 50
Time index n Copyright © 2001, S. K. Mitra
Discrete-Time Systems:Examples
• Linear interpolation - Employed to estimate
sample values between pairs of adjacent
sample values of a discrete-time sequence
• Factor-of-4 interpolation
y[n]
3 4
n
0 1 2 5 6 7 8 9 10 11 12
7
Copyright © 2001, S. K. Mitra
Discrete-Time Systems:
Examples
• Factor-of-2 interpolator -
9
Copyright © 2001, S. K. Mitra
Linear Discrete-Time Systems
• Definition - If y1[n] is the output due to an
input x1[n] and y2 [n] is the output due to an
input x2 [n] then for an input
x[n] = α x1[n] + β x2 [n]
the output is given by
y[n] = α y1[n] + β y2 [n]
• Above property must hold for any arbitrary
constants α and β , and for all possible
inputs x1[n] and x2 [n]
10
Copyright © 2001, S. K. Mitra
Linear Discrete-Time Systems
n n
• Accumulator - y1[n] = ∑ x1[l], y2 [n] = ∑ x2 [l]
l = −∞ l = −∞
• For an input
x[n] = α x1[n] + β x2 [n]
the output is
n
y[n] = ∑ (α x1[l] + β x2 [l])
l = −∞
n n
= α ∑ x1[l] + β ∑ x2 [l] = α y1[n] + β y2 [n]
l = −∞ l = −∞
• Hence, the above system is linear
11
Copyright © 2001, S. K. Mitra
Linear Discrete-Time Systems
• The outputs y1[n] and y2 [n] for inputs x1[n]
and x2 [n] are given by n
y1[n] = y1[−1] + ∑ x1[l]
l =0
n
y2 [n] = y2 [−1] + ∑ x2 [l]
l =0
• The output y[n] for an input α x1[n] + β x 2 [n]
is given by
n
y[n] = y[−1] + ∑ (α x1[l] + β x 2 [l])
12 l =0
Copyright © 2001, S. K. Mitra
Linear Discrete-Time Systems
• Now α y1[n] + β y2 [n]
n n
= α ( y1[−1] + ∑ x1[l]) + β ( y2 [−1] + ∑ x2 [l])
l =0 l =0
n n
= (α y1[−1] + β y2 [−1]) + (α ∑ x1[l] + β ∑ x2 [l])
l =0 l =0
19
Copyright © 2001, S. K. Mitra
Shift-Invariant System
• Example - Consider the up-sampler with an
input-output relation given by
x[n / L], n = 0, ± L, ± 2 L, .....
xu [n] =
0, otherwise
• For an input x1[n] = x[n − no ] the output x1,u [n]
is given by
x1[n / L], n = 0, ± L, ± 2 L, .....
x1,u [n] =
0, otherwise
x[(n − Lno ) / L], n = 0, ± L, ± 2 L, .....
=
20
0, otherwise
Copyright © 2001, S. K. Mitra
Shift-Invariant System
21
Copyright © 2001, S. K. Mitra
Linear Time-Invariant System
• Linear Time-Invariant (LTI) System -
A system satisfying both the linearity and
the time-invariance property
• LTI systems are mathematically easy to
analyze and characterize, and consequently,
easy to design
• Highly useful signal processing algorithms
have been developed utilizing this class of
systems over the last several decades
22
Copyright © 2001, S. K. Mitra
Causal System
23
Copyright © 2001, S. K. Mitra
Causal System
• Then
x1[n] = x2[n] for n < N
implies also that
y1[n] = y2[n] for n < N
• For a causal system, changes in output
samples do not precede changes in the input
samples
24
Copyright © 2001, S. K. Mitra
Causal System
• Examples of causal systems:
y[n] = α1x[n] + α 2 x[n − 1] + α 3 x[n − 2] + α 4 x[n − 3]
y[n] = b0 x[n] + b1x[n − 1] + b2 x[n − 2]
+ a1 y[n − 1] + a2 y[n − 2]
y[n] = y[n − 1] + x[n]
• Examples of noncausal systems:
1
y[n] = xu [n] + ( xu [n − 1] + xu [n + 1])
2
1
y[n] = xu [n] + ( xu [n − 1] + xu [n + 2])
3 2
25 + ( xu [n − 2] + xu [n + 1])
3 Copyright © 2001, S. K. Mitra
Causal System
• A noncausal system can be implemented as
a causal system by delaying the output by
an appropriate number of samples
• For example a causal implementation of the
factor-of-2 interpolator is given by
1
y[n] = xu [n − 1] + ( xu [n − 2] + xu [n])
2
26
Copyright © 2001, S. K. Mitra
Stable System
• There are various definitions of stability
• We consider here the bounded-input,
bounded-output (BIBO) stability
• If y[n] is the response to an input x[n] and if
x[n] ≤ Bx for all values of n
then
y[n] ≤ B y for all values of n
27
Copyright © 2001, S. K. Mitra
Stable System
• Example - The M-point moving average
filter is BIBO stable:
M −1
∑ x[n − k ]
1
y[n] =
M
k =0
• For a bounded input x[n] ≤ Bx we have
M −1 M −1
∑ x[n − k ] ≤ ∑ x[n − k ]
1 1
y[n] =
M M
k =0 k =0
1
≤ ( MBx ) ≤ Bx
M
28
Copyright © 2001, S. K. Mitra
Passive and Lossless Systems
• A discrete-time system is defined to be
passive if, for every finite-energy input x[n],
the output y[n] has, at most, the same energy,
i.e.
∞ ∞
∑ y[n] ∑ x[n]
2 2
≤ <∞
n = −∞ n = −∞
• For a lossless system, the above inequality is
satisfied with an equal sign for every input
29
Copyright © 2001, S. K. Mitra
Passive and Lossless Systems
• Example - Consider the discrete-time
system defined by y[n] = α x[n − N ] with N
a positive integer
• Its output energy is given by
∞ 2 2 ∞ 2
∑ y[n] = α ∑ x[n]
n = −∞ n = −∞
• Hence, it is a passive system if α ≤ 1 and is
a lossless system if α = 1
30
Copyright © 2001, S. K. Mitra
Impulse and Step Responses
• The response of a discrete-time system to a
unit sample sequence {δ[n]} is called the
unit sample response or simply, the
impulse response, and is denoted by {h[n]}
• The response of a discrete-time system to a
unit step sequence {µ[n]} is called the unit
step response or simply, the step response,
and is denoted by {s[n]}
31
Copyright © 2001, S. K. Mitra
Impulse Response
• Example - The impulse response of the
system
y[n] = α1x[n] + α 2 x[n − 1] + α 3 x[n − 2] + α 4 x[n − 3]
is obtained by setting x[n] = δ[n] resulting
in
h[n] = α1δ [n] + α 2δ [n − 1] + α 3δ [n − 2] + α 4δ [n − 3]
• The impulse response is thus a finite-length
sequence of length 4 given by
{h[n]} = {α1, α 2 , α 3 , α 4}
32 ↑ Copyright © 2001, S. K. Mitra
Impulse Response
• Example - The impulse response of the
discrete-time accumulator
n
y[n] = ∑ x[l]
l = −∞
is obtained by setting x[n] = δ[n] resulting
in n
h[n] = ∑ δ [l] = µ [n]
l = −∞
33
Copyright © 2001, S. K. Mitra
Impulse Response
• Example - The impulse response {h[n]} of
the factor-of-2 interpolator
1
y[n] = xu [n] + ( xu [n − 1] + xu [n + 1])
2
• is obtained by setting xu [n] = δ [n] and is
given by
h[n] = δ [n] + (δ [n − 1] + δ [n + 1])
1
2
• The impulse response is thus a finite-length
sequence of length 3:
34
{h[n]} = {0.5, 1 0.5}
↑ Copyright © 2001, S. K. Mitra
Time-Domain Characterization
of LTI Discrete-Time System
• Input-Output Relationship -
A consequence of the linear, time-
invariance property is that an LTI discrete-
time system is completely characterized by
its impulse response
• Knowing the impulse response one
can compute the output of the system for
any arbitrary input
35
Copyright © 2001, S. K. Mitra
Time-Domain Characterization
of LTI Discrete-Time System
• Let h[n] denote the impulse response of a
LTI discrete-time system
• We compute its output y[n] for the input:
x[n] = 0.5δ[n + 2] + 1.5δ[n − 1] − δ[n − 2] + 0.75δ[n − 5]
• As the system is linear, we can compute its
outputs for each member of the input
separately and add the individual outputs to
determine y[n]
36
Copyright © 2001, S. K. Mitra
Time-Domain Characterization
of LTI Discrete-Time System
• Since the system is time-invariant
input output
δ[n + 2] → h[n + 2]
δ[n − 1] → h[n − 1]
δ[n − 2] → h[n − 2]
δ[n − 5] → h[n − 5]
37
Copyright © 2001, S. K. Mitra
Time-Domain Characterization
of LTI Discrete-Time System
• Likewise, as the system is linear
input output
0.5δ[n + 2] → 0.5h[n + 2]
1.5δ[n − 1] → 1.5h[n − 1]
− δ[n − 2] → − h[n − 2]
0.75δ[n − 5] → 0.75h[n − 5]
• Hence because of the linearity property we
get
y[n] = 0.5h[n + 2] + 1.5h[n − 1]
38
− h[n − 2] + 0.75h[n − 5]
Copyright © 2001, S. K. Mitra
Time-Domain Characterization
of LTI Discrete-Time System
• Now, any arbitrary input sequence x[n] can
be expressed as a linear combination of
delayed and advanced unit sample
sequences in the form
∞
x[n] = ∑ x[k ] δ[n − k ]
k = −∞
will be ∞
y[n] = ∑ x[k ] h[n − k ]
k = −∞
which can be alternately written as
∞
y[n] = ∑ x[n − k ] h[k ]
40 k = −∞
Copyright © 2001, S. K. Mitra
Convolution Sum
• The summation
∞ ∞
y[n] = ∑ x[k ] h[n − k ] = ∑ x[n − k ] h[n]
k = −∞ k = −∞
is called the convolution sum of the
sequences x[n] and h[n] and represented
compactly as
y[n] = x[n] * h[n]
41
Copyright © 2001, S. K. Mitra
Convolution Sum
• Properties -
• Commutative property:
x[n] * h[n] = h[n] * x[n]
• Associative property :
(x[n] * h[n]) * y[n] = x[n] * (h[n] * y[n])
• Distributive property :
x[n] * (h[n] + y[n]) = x[n] * h[n] + x[n] * y[n]
42
Copyright © 2001, S. K. Mitra
Convolution Sum
• Interpretation -
• 1) Time-reverse h[k] to form h[−k ]
• 2) Shift h[− k ] to the right by n sampling
periods if n > 0 or shift to the left by n
sampling periods if n < 0 to form h[n − k ]
• 3) Form the product v[k ] = x[k ]h[n − k ]
• 4) Sum all samples of v[k] to develop the
n-th sample of y[n] of the convolution sum
43
Copyright © 2001, S. K. Mitra
Convolution Sum
• Schematic Representation -
h[n − k ] v[k ] ∑
h[−k ] zn
× y[n]
k
x[k ]
• The computation of an output sample using
the convolution sum is simply a sum of
products
• Involves fairly simple operations such as
44
additions, multiplications, and delays
Copyright © 2001, S. K. Mitra
Convolution Sum
• We illustrate the convolution operation for
the following two sequences:
1, 0 ≤ n ≤ 5
x[n] =
0, otherwise
1.8 − 0.3n, 0 ≤ n ≤ 5
h[n] =
0, otherwise
• Figures on the next several slides the steps
involved in the computation of
45
y[n] = x[n] * h[n]
Copyright © 2001, S. K. Mitra
Convolution Sum
Plot of x[-4- k] and h[k] h[k]x[-4- k]
2 3
1.5
2
Amplitude
Amplitude
1
0.5 1
0 0
-0.5
-10 0 10 k→ -10 0 10 k →
y[-4] y[n]
8 8
6 6
Amplitude
Amplitude
4 4
2 2
0 0
-10 0 10 -10 0 10
n n
46
Copyright © 2001, S. K. Mitra
Convolution Sum
Plot of x[-1- k] and h[k] h[k]x[-1- k]
2 3
1.5
2
Amplitude
Amplitude
1
0.5 1
0 0
-0.5
-10 0 10 -10 0 10
y[-1] k→ y[n] k→
8 8
6 6
Amplitude
Amplitude
4 4
2 2
0 0
-10 0 10 -10 0 10
47 n n
Copyright © 2001, S. K. Mitra
Convolution Sum
Plot of x[0- k] and h[k] h[k]x[0- k]
2 3
1.5
2
Amplitude
Amplitude
1
0.5 1
0 0
-0.5
-10 0 10 -10 0 10
y[0] k→ y[n] k→
8 8
6 6
Amplitude
Amplitude
4 4
2 2
0 0
-10 0 10 -10 0 10
48 n n
Copyright © 2001, S. K. Mitra
Convolution Sum
Plot of x[1- k] and h[k] h[k]x[1- k]
2 3
1.5
2
Amplitude
Amplitude
1
0.5 1
0 0
-0.5
-10 0 10 -10 0 10
k→ k→
y[1] y[n]
8 8
6 6
Amplitude
Amplitude
4 4
2 2
0 0
-10 0 10 -10 0 10
49 n n
Copyright © 2001, S. K. Mitra
Convolution Sum
Plot of x[3- k] and h[k] h[k]x[3- k]
2 3
1.5
2
Amplitude
Amplitude
1
0.5 1
0 0
-0.5
-10 0 10 -10 0 10
k→ k→
y[3] y[n]
8 8
6 6
Amplitude
Amplitude
4 4
2 2
0 0
-10 0 10 -10 0 10
50 n n
Copyright © 2001, S. K. Mitra
Convolution Sum
Plot of x[5- k] and h[k] h[k]x[5- k]
2 3
1.5
2
Amplitude
Amplitude
1
0.5 1
0 0
-0.5
-10 0 10 -10 0 10
k→ k→
y[5] y[n]
8 8
6 6
Amplitude
Amplitude
4 4
2 2
0 0
-10 0 10 -10 0 10
51 n n
Copyright © 2001, S. K. Mitra
Convolution Sum
Plot of x[7- k] and h[k] h[k]x[7- k]
2 3
1.5
2
Amplitude
Amplitude
1
0.5 1
0 0
-0.5
-10 0 10 k→ -10 0 10 k→
y[7] y[n]
8 8
6 6
Amplitude
Amplitude
4 4
2 2
0 0
-10 0 10 -10 0 10
52 n n
Copyright © 2001, S. K. Mitra
Convolution Sum
Plot of x[9- k] and h[k] h[k]x[9- k]
2 3
1.5
2
Amplitude
Amplitude
1
0.5 1
0 0
-0.5
-10 0 10 -10 0 10
k→ k→
y[9] y[n]
8 8
6 6
Amplitude
Amplitude
4 4
2 2
0 0
-10 0 10 -10 0 10
53 n n
Copyright © 2001, S. K. Mitra
Convolution Sum
Plot of x[10- k] and h[k] h[k]x[10- k]
2 3
1.5
2
Amplitude
Amplitude
1
0.5 1
0 0
-0.5
-10 0 10 -10 0 10
k→ k→
y[10] y[n]
8 8
6 6
Amplitude
Amplitude
4 4
2 2
0 0
-10 0 10 -10 0 10
54 n n
Copyright © 2001, S. K. Mitra
Convolution Sum
Plot of x[12- k] and h[k] h[k]x[12- k]
2 3
1.5
2
Amplitude
Amplitude
1
0.5 1
0 0
-0.5
-10 0 10 -10 0 10
k→ k→
y[12] y[n]
8 8
6 6
Amplitude
Amplitude
4 4
2 2
0 0
-10 0 10 -10 0 10
55 n n
Copyright © 2001, S. K. Mitra
Convolution Sum
Plot of x[13- k] and h[k] h[k]x[13- k]
2 3
1.5
2
Amplitude
Amplitude
1
0.5 1
0 0
-0.5
-10 0 10 k→ -10 0 10 k→
y[13] y[n]
8 8
6 6
Amplitude
Amplitude
4 4
2 2
0 0
-10 0 10 -10 0 10
56 n n
Copyright © 2001, S. K. Mitra
Time-Domain Characterization
of LTI Discrete-Time System
• In practice, if either the input or the impulse
response is of finite length, the convolution
sum can be used to compute the output
sample as it involves a finite sum of
products
• If both the input sequence and the impulse
response sequence are of finite length, the
output sequence is also of finite length
57
Copyright © 2001, S. K. Mitra
Time-Domain Characterization
of LTI Discrete-Time System
• If both the input sequence and the impulse
response sequence are of infinite length,
convolution sum cannot be used to compute
the output
• For systems characterized by an infinite
impulse response sequence, an alternate
time-domain description involving a finite
sum of products will be considered
58
Copyright © 2001, S. K. Mitra
Time-Domain Characterization
of LTI Discrete-Time System
• Example - Develop the sequence y[n]
generated by the convolution of the
sequences x[n] and h[n] shown below
x[n]
3 h[n]
2
1 1
3
0
2
3
4
n 0 1 2
n
1
–1 –1
–2
59
Copyright © 2001, S. K. Mitra
Time-Domain Characterization
of LTI Discrete-Time System
• As can be seen from the shifted time-
reversed version {h[n − k ]} for n < 0, shown
below for n = −3 , for any value of the
sample index k, the k-th sample of either
{x[k]} or {h[n − k ]} is zero
h[−3 − k ]
2
1
–6
–5 –4 –3 –2 –1 0
k
–1
60
Copyright © 2001, S. K. Mitra
Time-Domain Characterization
of LTI Discrete-Time System
• As a result, for n < 0, the product of the k-th
samples of {x[k]} and {h[n − k ]} is always
zero, and hence
y[n] = 0 for n < 0
• Consider now the computation of y[0]
• The sequence h[ − k ]
{h[− k ]} is shown
2
1
–3
k
on the right –6 –5 –4
–1
–2 –1 0 1 2 3
61
Copyright © 2001, S. K. Mitra
Time-Domain Characterization
of LTI Discrete-Time System
• The product sequence {x[k ]h[−k ]} is plotted
below which has a single nonzero sample
x[0]h[0] for k = 0
x[k ]h[− k ]
0
–5 –4 –3 –2 –1
k
1 2 3
–2
1 1 1
0 1 7
2 3 4 5 6 8 9
n
–2 –1
–2
–3
67 –4
Copyright © 2001, S. K. Mitra
Time-Domain Characterization
of LTI Discrete-Time System
• Note: The sum of indices of each sample
product inside the convolution sum is equal
to the index of the sample being generated
by the convolution operation
• For example, the computation of y[3] in the
previous example involves the products
x[0]h[3], x[1]h[2], x[2]h[1], and x[3]h[0]
• The sum of indices in each of these
products is equal to 3
68
Copyright © 2001, S. K. Mitra
Time-Domain Characterization
of LTI Discrete-Time System
• In the example considered the convolution
of a sequence {x[n]} of length 5 with a
sequence {h[n]} of length 4 resulted in a
sequence {y[n]} of length 8
• In general, if the lengths of the two
sequences being convolved are M and N,
then the sequence generated by the
convolution is of length M + N − 1
69
Copyright © 2001, S. K. Mitra
Convolution Using MATLAB
• The M-file conv implements the convolution
sum of two finite-length sequences
• If a =[− 2 0 1 − 1 3]
b =[1 2 0 -1]
then conv(a,b) yields
[− 2 − 4 1 3 1 5 1 − 3]
70
Copyright © 2001, S. K. Mitra
Simple Interconnection
Schemes
• Two simple interconnection schemes are:
• Cascade Connection
• Parallel Connection
71
Copyright © 2001, S. K. Mitra
Cascade Connection
h1[n] h2[n] ≡ h2[n] h1[n]
72
Copyright © 2001, S. K. Mitra
Cascade Connection
• Note: The ordering of the systems in the
cascade has no effect on the overall impulse
response because of the commutative
property of convolution
• A cascade connection of two stable systems
is stable
• A cascade connection of two passive
(lossless) systems is passive (lossless)
73
Copyright © 2001, S. K. Mitra
Cascade Connection
• An application is in the development of an
inverse system
• If the cascade connection satisfies the
relation
h1[n] * h 2[n] = δ[n]
then the LTI system h1[n] is said to be the
inverse of h 2[n] and vice-versa
74
Copyright © 2001, S. K. Mitra
Cascade Connection
• An application of the inverse system
concept is in the recovery of a signal x[n]
from its distorted version xˆ[n] appearing at
the output of a transmission channel
• If the impulse response of the channel is
known, then x[n] can be recovered by
designing an inverse system of the channel
channel ^ inverse system
x[n ]
x[n ] h1[n] h2[n] x[n ]
77
Copyright © 2001, S. K. Mitra
Parallel Connection
h1[n]
+ ≡ h1[n] + hh[n]=h2[n] [n]
1
h2[n]
h3[n] +
h4[n]
79
Copyright © 2001, S. K. Mitra
Simple Interconnection Schemes
h1[n] +
h1[n] +
h2[n] ≡
h3[ n ] + h 4[ n ] h 2[ n ] * ( h 3[ n ]+ h 4[ n ])
80
Copyright © 2001, S. K. Mitra
Simple Interconnection Schemes
81
Copyright © 2001, S. K. Mitra
Simple Interconnection Schemes
(
h2[n] * h4[n] = ( 1 δ[n] − 1 δ[n − 1]) * − 2( 12 ) n µ[n]
2 4
)
= − ( 12 ) n µ[n] + 12 ( 12 ) n −1µ[n − 1]
= − ( 12 ) n µ[n] + ( 12 ) n µ[n − 1]
= − ( 12 ) n δ[n] = − δ[n]
• Therefore
h[n] = δ[n] + 12 δ[n − 1] + δ[n] − 12 δ[n − 1] − δ[n] = δ[n]
82
Copyright © 2001, S. K. Mitra