BAHIR DAR INSTITUTE OF TECHNOLOGY

Faculty of Electrical and Computer Engineering

Digital Signal Processing

EEng - 4081

Lecturer: Tadie B.

14 May 2020

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Chapter 2

Time Domain Analysis of Discrete Time Systems

2.1 Introduction

An important subset of continuous-time & discrete-time systems are systems that satisfy the
linearity and time-invariance properties. Such systems are referred to as linear, time-invariant
(LTI) systems. In the time domain, continuous-time LTI systems can be analyzed using the
convolution integral or a linear constant-coefficient differential equation. Whereas, discrete-time
LTI systems can analyzed using the convolution sum or a linear constant-coefficient difference
equation.

2.2 Time Domain Convolution

a. Representation of discrete time signals in terms of shifted unit samples

▪ Any discrete time signal can be represented as alinear combination of scaled time
shifted version of sample signal.

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 b. Convolution sum representation of Response of LTI systems
▪ The impulse (sample in DT) response of an LTI system is the response of the
system to an impulse input signal.

Discrete Time Convolution Steps:

Step 1: List the index ‘k’ covering a sufficient range
Step 2: List the input x[k]
Step 3: Obtain the reversed sequence h[-k], and align the rightmost element of h[n-k] to the
leftmost element of x[k]
Step 4: Cross-multiply and sum the nonzero overlap terms to produce y[n]
Step 5: Slide h[n-k] to the right by one position

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Step 6: Repeat step 4; stop if all the output values are zero or if required.
Interpretation:

Example: Find the convolution of the two sequences x[n] and h[n] given by,

Hint: Hint: The value of k starts from (– length of h + 1) and continues till (length of h + length
of x – 1) Here k starts from -3 + 1 = -2 and continues till 3 + 3 – 1 = 5
y[0] = 3 x 3 = 9 y[1] = 3 x 2 + 3 x 1 = 9 y[2] = 3 x 1 + 1 x 2 + 2 x 3= 11
y[3] = 1 x 1 + 2 x 2 = 5 y[4] = 2 x 1 = 2 y[5] = 0 (no overlap)
y[n] = {9,9,11,5,2,0}

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Exercise: Find the convolution of the two sequences x[n] and h[n] represented by,

Recall: response is the output of the system

c. Properties of Convolution and Discrete Time LTI Systems
▪ A DT LTI System is completely characterized by its unit sample response.

Commutative Property:

Distributive Property:

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The Associative Property:

Properties of LTI Systems:

2.3 Linear Constant-Coefficient Difference Equation

In our study of signals and systems, it will often be useful to describe systems using equations
involving the rate of change in some quantity. In discrete time, this is modeled through difference
equations (differential equations for continuous time), which are a specific type of recurrence
relation.
Given a sufficiently descriptive set of initial conditions or boundary conditions, if there is a
solution to the difference equation, that solution is unique and describes the behavior of the system.
An important subclass of difference equations is the set of linear constant coefficient difference
equations. These equations are of the form:

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 where x is the input to the system and y is the output. This can be rearranged to find y(n) as

Applications of Difference Equations:

▪ Difference equations can be used to describe many useful digital filters as
described in the chapter discussing the z-transform.
▪ important mathematical tool for modeling discrete time systems.
▪ An important subclass of these is the class of linear constant coefficient difference
equations.
▪ useful in describing a wide range of situations that arise in electrical engineering
and in other fields.
Solving Linear Constant Coefficient Difference Equations:
Consider some linear constant coefficient difference equation given by Ay(n)=f(n), in which A is
a difference operator of the form:

where D is the first difference operator

Thus, the form of the general solution yg(n) to any linear constant coefficient ordinary difference
equation is the sum of a homogeneous solution yh(n) to the equation Ay(n)=0 and a particular
solution yp(n) that is specific to the forcing function f(n) or input x(n).
Finding the Homogeneous Solution:
First set the input to zero so that the difference equation comes to:

We know that the solutions have the form cλn for some complex constants c, λ.

Since

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for a solution it follows that
Therefore, the solution exponential are the roots of the above polynomial, called the characteristic
polynomial. For equations of order two or more, there will be several roots. If all the roots are
distinct, then the general form of the homogeneous solution is simply:

If a root has multiplicity that is greater than one, the repeated solutions must be multiplied by each
power of n from 0 to one less than the root multipicity (in order to ensure linearly independent
solutions). For instance, if λ1 had a multiplicity of 2 and λ2 had multiplicity 3, the homogeneous
solution would be:

Finding the Particular Solution:

It can be found through convolution of the input with the unit impulse response once the unit
impulse response is known.

Example: Determine the response y(n), n≥0 of the system described by the second order
difference equation.
𝑦(𝑛) = 0.7𝑦(𝑛 − 1) − 0.1𝑦(𝑛 − 2) + 2𝑥(𝑛) − 𝑥(𝑛 − 2); 𝑡𝑜 𝑡ℎ𝑒 𝑖𝑛𝑝𝑢𝑡 𝑥(𝑛) = 4𝑛 𝑢(𝑛)
The homogenous solution is:

Particular Solution:

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2.4 The Impulse Response of LTI recursive system

The impulse response can be obtained from the linear constant coefficient difference equation.
That is the solution of homogeneous equation and particular solution to the excitation function. In
the case where the excitation function is an impulse function. The particular solution is zero yp(n)
= 0, since x(n) = 0 for n>0.

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2.5 Implementation of Discrete Time Systems

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Example: Determine the direct form II realization for the following LTI system.
2𝑦(𝑛) + 𝑦(𝑛 − 1) − 4𝑦(𝑛 − 3) = 𝑥(𝑛) + 3𝑥(𝑛 − 5);
Solution:

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