Note

Discrete-time Signals & Systems
Dr. Sujit Kumar Sahoo

Assistant Professor,SES
IIT Goa
School of Electrical Sciences

IIT Goa
August 3, 2023
Dr. Sujit Kumar Sahoo (IIT GOA) Discrete-time Signals & Systems August 3, 2023 1 / 44
Overview
1 Discrete time signals
2 Discrete time systems
3 LTI System
4 Linear constant coefficient difference equations
5 Frequency domain representation
6 Discrete Time Random Signals
Discrete time signals
Definition:
x = {x[n]}; −∞ < n < ∞
Impuse (Dirac delta function):

(
1, n = 0
δ[n] =
0, otherwise
Unitstep signal:
(
1, n ≥ 0
u[n] =
0, n < 0
Discrete time signals
Unitstep signal can be represented in terms of impulse as

∞
X
u[n] = δ(n − k)
k=0
Any discrete time signal can be represented in terms of impulse as

∞
X
x[n] = x[k]δ[n − k]
k=−∞
δ[n] can be represented in terms of unitstep signal as
δ[n] = u[n] − u[n − 1]
Disrete time signals
Exponential signal:
x[n] = an u[n]
Periodic signal:
x[n] = x[n + N]
e.g. x[n] = cos(ω0 n)
n
Let x[n] = e jω , is it a periodic signal?
e jωn = e jω(n+N)
jωN
e = 1 ⇒ ωN = 2πk
Condition for periodicity
ω = 2π(k/N)
Discrete time systems
A discrete system which takes discrete input and produces the discrete output.
y [n] = T (x[n])
Delay system:
y [n] = x[n − nd ]
Accumulator:
n
X
y [n] = x[k] = x[0] + x[1] + x[2] + ...... + x[n]
k=0
Memoryless system: Present output depends only on present input values.

Example: y [n] = x 2 [n]
Causal system: If present output depends only on past and present input
values then that system is causal.
Example:
i) Backward differentiator is causal:
y [n] = x[n] − x[n − 1]
ii) Forward differentiator is non causal:
y [n] = x[n + 1] − x[n]
Linear system:
T (x1 [n] + x2 [n]) = T (x1 [n]) + T (x2 [n])

T (ax[n]) = aT (x[n])
Example: y [n] = log (x[n]) → Non - linear system
Time invariant system:
Pn
Example: y [n] = k=0 x[k]
n
X n−d
X
T (x[n − d]) = x[k − d] = x[k]
k=0 k=−d
n−d
X
̸= x[k] = y [n − d]
k=0
P−1
It’s a time varying systems, because k=−d x[k] ̸= 0
However, we can argue that the above system becomes time-invariant for
positive delays if the signal is right sides (i.e. x[k] = 0 for k < 0).
n−d
X n−d
X
x[k] = x[k] = y [n − d]
k=−d k=0
Stability: For a bounded input it gives bounded output.

|x[n]| ≤ Bx ∀n
|y [n]| ≤ By ∀n
Linear Time Invariant (LTI) System
δ[n] h[n]
x[0]δ[n] x[0]h[n]
x[1]δ[n − 1] x[1]h[n − 1]
x[0]δ[n] + x[1]δ[n − 1] x[0]h[n] + x[1]h[n − 1]
∞
X ∞
X
x[n] = x[k]δ[n − k] y [n] = x[k]h[n − k]
k=−∞ k=−∞
LTI System
LTI System
LTI System
Impulse response of an LTI system completely describes the system behavior. The
output for any input can be computed using convolution.
Convolution
∞
X
y [n] = x[k]h[n − k] ∀n
k=−∞
= x[n] ∗ h[n]
Delayed output: ∞
X
y [n − d] = x[k]h[n − d − k] ∀n
k=−∞
= x[n] ∗ h[n − d] = x[n − d] ∗ h[n]
Computing convolution sum:
∞
X ∞
X
y [n] = x[k]h[−(k − n)] = x[k]h1 [k − n],
k=−∞ k=−∞
where h1 [k] = h[−k].

LTI System
Let’s take the follwing example

1 if 0 ≤ n ≤ N − 1
h[n] =
0 otherwise
an

if n ≥ 0
x[n] =
0 otherwise
For n < 0, y [n] = 0
LTI System
Pn
For N > n ≥ 0, y [n] = k=0 ak
Pn
For n ≥ N, y [n] = k=n−N+1 ak
LTI System

0,
 0 > n > −∞
1−an+1
y [n] = 1−a , N>n≥0
 1−aN n−N+1

1−a a , ∞>n≥N
Properties of LTI systems
Commutative:
x[n] ∗ h[n] = h[n] ∗ x[n]
Distributes over addition:
x[n] ∗ (h1 [n] + h2 [n]) = x[n] ∗ h1 [n] + x[n] ∗ h2 [n]
Associative:
(x[n] ∗ h1 [n]) ∗ h2 [n] = x[n] ∗ (h1 [n] ∗ h2 [n])
x[n] ∗ (h2 [n] ∗ h1 [n]) = (x[n] ∗ h2 [n]) ∗ h1 [n]
(a) (b)
Figure: (a) Parallel combination of LTI systems. (b) An equivalent systems
(a) (b)
(c)
Figure: (a) Cascade combination of two LTI systems. (b) Equivalent cascade. (c) Single
equivalent system.
BIBO stable
|y [n]| < ∞
∞
X ∞
X
|y [n]| = | h[k]x[n − k]| ≤ |h[k]||x[n − k]|
k=−∞ k=−∞
If x[n] is bounded i.e., |x[n]| ≤ Bx , then

∞
X
|y [n]| ≤ Bx |h[k]| < ∞
k=−∞
(can be bounded) only if

∞
X
Bh = |h[k]| < ∞
k=−∞
Examples of LTI systems
Ideal delay
h[n] = δ[n − nd ] nd is a positive fixed integer
Moving average
M2
(
1
1 X
M1 +M2 +1 , −M1 ≤ n ≤ M2
h[n] = δ[n − k] =
M1 + M2 + 1 0, otherwise
k=−M1
Accumulator
n
(
X 1, n ≥ 0
h[n] = δ[k] = = u[n]
k=−∞
0, n < 0
Difference
h[n] = δ[n + 1] − δ[n] ; h[n] = δ[n] − δ[n − 1]
Examples of LTI systems
h[n] = (δ[n + 1] − δ[n]) ∗ δ[n − 1]

= δ[n − 1] ∗ (δ[n + 1] − δ[n])
= δ[n] − δ[n − 1]
h[n] = u[n] ∗ (δ[n] − δ[n − 1])

= u[n] − u[n − 1]
= δ[n]
Linear constant coefficient difference equations
N
X M
X
ak y [n − k] = bm x[n − m]
k=0 m=0
Accumulator systems
n
X n−1
X
y [n] = x[k] = x[n] + x[k] = x[n] + y [n − 1]
k=−∞ k=−∞
y [n] − y [n − 1] = x[n]
Block diagram of a recursive difference

equation representing an accumulator.
Linear constant coefficient difference equations
Moving average systems
2 M
1 X
y [n] = x[n − k]
M2 + 1
k=0
The corresponding impulse response is h[n] = M21+1 (u[n] − u[n − M2 − 1]).
Equivalent difference equation form
1
y [n] − y [n − 1] = (x[n] − x[n − M2 − 1])
M2 + 1
We can factor it into two systems:
1
x1 [n] = (x[n] − x[n − M2 − 1]) and y [n] − y [n − 1] = x1 [n]
M2 + 1
Block diagram of the recursive form of a moving-average system

Frequency domain representation of discrete time signals
and systems
Eigen function, x[n] = e jωn y [n] = H(e jω )e jωn
Frequency response
∞
X
H(e jω ) = h[k]e −jωk
k=−∞
jω
jω
H(e ) = HR (e jω ) + jHI (e jω ) = |H(e jω )|e ∠H(e )
X X
x[n] = αk e jωk n y [n] = αk H(e jωk )e jωk n
k k
and systems
Ideal delay: y [n] = x[n − nd ]
y [n] = e jω(n−nd ) = e −jωnd e jωn

H(e jω ) = e −(jωnd )
X∞
H(e jω ) = δ[n − nd ]e −jωn = e −jωnd
n=−∞
HR (e jω ) = cos(ωnd ); HI (e jω ) = −sin(ωnd )
|H(e jω )| = 1 and ∠H(e jω ) = −ωnd
and systems
Causal moving average system:

M
1 X −jωn
H(e jω ) = e
M + 1 n=0
1 − e −jω(M+1)

1
H(e jω ) =
M +1 1 − e −jω
e jω(M+1)/2 − e −jω(M+1)/2 e −jω(M+1)/2

1
=
M +1 e jω/2 − e −jω/2 e −jω/2
1 sin[ω(M + 1)/2] −jωM/2
= e
M +1 sin(ω/2)
for the case M = 4

1 sin(5ω/2) −j2ω
H(e jω ) = e
5 sin(ω/2)
and systems
(a) Magnitude and (b) phase of the frequency response of the moving average
system for the case M = 4.
Suddenly Applied Complex Exponential Inputs
(
jωn 0, n<0
x[n] = e u[n] y [n] = Pn −jωk
jωn
k=0 h[k]e e , n≥0
Pn
If we consider the only output for n ≥ 0, we can write y [n] = k=0 h[k]e jω(n−k)
∞ ∞
! !
X X
−jωk jωn −jωk
y [n] = h[k]e e − h[k]e e jωn
k=0 k=n+1
∞
!
X
jω jωn −jωk
= H(e )e − h[k]e e jωn = yss [n] + yt [n]
k=n+1
Steady-state response, yss [n] = H(e jω )e jωn

P∞
Transient response, yt [n] = − k=n+1 h[k]e −jωk e jωn
Note: What will happen to the transient as n → ∞?
Representation of sequences by Fourier Transforms
Many sequences can be represented by a Fourier integral of the form

Z π ∞
1 X
x[n] = X (e jω )e jωn dω, where X (e jω ) = x[n]e −jωn
2π −π n=−∞
|X (e jω )| < ∞ for all values of ω
P∞ P∞ P∞
|X (e jω )| = | n=−∞ x[n]e −jωn | ≤ n=−∞ |x[n]||e −jωn | ≤ n=−∞ |x[n]| < ∞
Absolute summability is a sufficient condition for the existence of a Fourier

transform representation.
Representation of sequences by Fourier Transforms
Fourier Transform for a Suddenly Applied Exponential
x[n] = an u[n]
Absolute summability
∞
X 1
|a|n = < ∞ if |a| < 1
n=0
1 − |a|
Fourier Transform
∞
X ∞
X
X (e jω ) = an e −jωn = (ae −jω )n
n=0 n=0
1
= if |ae −jω | or |a| < 1
1 − ae −jω
Summability for the ideal lowpass filter
Z ωc
1
hlp [n] = e jωn dω
( 2π −ωc
jω 1, |w | < ωc
Hlp (e ) = 1 jωn ωc 1
0, ωc < |w | ≤ π = e −ω
= (e jωc n − e −jωc n )
2πjn c 2πjn
sinωc n
= , −∞ < n < ∞
πn
hlp [n] is not absolutely summable, the sum tend to infinite.
P∞ sinωc n −jωn
H(e jω ) = n=−∞ πn e doesnot converge uniforml for all values of ω.
PM
Let’s define HM (e jω ) = n=−M sinω c n −jωn
πn e , which will help us developing an
intuition about the convergence,
Z π
lim |Hlp (e jω ) − HM (e jω )|2 dω = 0
M→∞ −π
Summability for the ideal lowpass filter
Figure: Convergence of the Fourier transform. The oscillatory behavior at ω = ωc is

often called the Gibbs phenomenon
Fourier Transform
Fourier Transform of a constant

∞
DTFT
X
jω
x[n] = 1 ←−−→ X (e ) = 2πδ(ω + 2πr )
r =−∞
Fourier Transform of Complex Exponential Sequences

∞
DTFT
X
x[n] = e jω0 n ←−−→ X (e jω ) = 2πδ(ω − ω0 + 2πr )
r =−∞
Expressing the signal is easy.

Z π
1
x[n] = 2πδ(ω − ω0 )e jωn dω
2π −π
Symmetry properties of the Fourier transform
Conjugate-symmetric sequence, xe [n] = xe∗ [−n]
Conjugate-antisymmetric sequence, xo [n] = −xo∗ [−n]
Any sequence x[n] can be expressed as a sum of a conjugate-symmetric and

conjugate-antisymmetric sequence. Specifically
x[n] = xe [n] + xo [n]
where
1
xe [n] = (x[n] + x ∗ [−n]) = xe∗ [−n]
2
1
xo [n] = (x[n] − x ∗ [−n]) = −xo∗ [−n]
2
Fourier transform Examples
A Fourier transform can be decomposed into a sum of conjugate-symmetric

and conjugate-antisymmetric functions as
X (e jω ) = Xe (e jω ) + Xo (e jω )
where
1 1
Xe (e jω ) = X (e jω ) + X ∗ (e −jω ) and Xo (e jω ) = X (e jω ) − X ∗ (e −jω )

2 2
Conjugate-symmetric function, Xe (e jω ) = Xe∗ (e −jω )
Conjugate-antisymmetric function, Xo (e jω ) = −Xo∗ (e −jω )
where X (e jω ) = XR (e jω ) + jXI (e jω )
Symmetry properties of the Fourier transform
1. x ∗ [n] X ∗ (e −jω )
2. x ∗ [−n] X ∗ (e jω )
3. Re{x[n]} Xe (e jω ) (Conjugate-symmetric part of X (e jω ))
4. jIm{x[n]} Xo (e jω ) (Conjugate-antisymmetric part of X (e jω ))
5. xe [n] XR (e jω ) = Re{X (e jω )}
6. xo [n] jXI (e jω ) = jIm{X (e jω )}
The following properties apply only when x[n] is real;
7. Any real x[n] X (e jω ) = X ∗ (e −jω ) (FT is conjugate symmetry)
8. Any real x[n] XR (e jω ) = XR (e −jω ) (Real part is even)
9. Any real x[n] XI (e jω ) = −XI (e −jω ) (Imaginary part is odd)
10. Any real x[n] |X (e jω )| = |X (e −jω )| (magnitude is even)
11. Any real x[n] ∠X (e jω ) = −∠X (e −jω ) (Phase is odd)
12. xe [n] XR (e jω )
13. xo [n] jXI (e jω )
Fourier Transform Theorems
1. ax[n] + by [n] aX (e jω ) + bY (e jω )
2. x[n − nd ] (nd an integer) e −jωnd X (e jω )
3. e jω0 n x[n] X (e j(ω−ω0 ) )
4. x[−n] X (e −jω )
5. x[−n] X ∗ (e jω ) if x[n] is real
jω
6. nx[n] j dXdω
(e )
7. x[n] ∗ y [n] X (e jω )Y (e jω )
1
Rπ jθ j(ω−θ)
8. x[n]y [n] 2π −π X (e )Y (e )dθ
P∞ 2 1
Rπ jω 2
)
9. n=−∞ |x[n]| = 2π −π |X (e )| dω
P∞ ∗ 1
Rπ jω ∗ jω
Parseval′ stheorem
10. n=−∞ x[n]y [n] = 2π −π X (e )Y (e )dω
Fourier Transform of Some of signals
Sequence Fourier Transform

1. δ[n] 1
2. δ[n − n0 ] e −jωn0
P∞
3. 1 (∞ < n < ∞) k=−∞ 2πδ(ω + 2πk)
1
4. an u[n]; (|a| < 1) 1−ae −jω
1
P∞
5. u[n] 1−e −jω
+ k=−∞ πδ(ω + 2πk)
1
6. (n + 1)an u[n]; (|a| < 1) (1−ae −jω )2
1
r n sinωp (n+1) 1−2rcosωp e −jω +r 2 e −j2w
7. sinωp u[n]; (|r | < 1) (
1, |w | < ωc
8. sinωc n X (e jω ) =
πn
( 0, ωc < |w | ≤ π
1, 0 ≤ n ≤ M sin[w (M+1)/2] −jωM/2
e
9. x[n] = sin(ω/2)
0, otherwise
P∞
10. e jω0 n k=−∞ 2πδ(ω − ω0 + 2πk)
P∞
11.cos(ω0 n + ϕ) k=−∞ [πe
jϕ
δ(ω − ω0 + 2πk) + πe −jϕ δ(ω + ω0 + 2πk)]
Fourier transform Examples
Example 1:
1
X (e jω ) =
(1 − ae −jω )(1 − be −jω )
a/(a − b) b/(a − b)
= −jω
−
1 − ae 1 − be −jω

a n b
x[n] = a u(n) − b n u[n]
a−b a−b
Example 2: (
jω e −jωnd , ωc < |ω| < π
H(e ) =
0, |ω| < ωc
H(e jω ) = e −jωnd (1 − Hlp (e jω )) = e −jωnd − e −jωnd Hlp (e jω )
(
jω 1, |ω| < ωc
Hlp (e ) =
0, ωc < |ω| < π
sinωc (n − nd )
h[n] = δ[n − nd ] − hlp [n − nd ] = δ[n − nd ] −
π(n − nd )
Impulse response for a difference equation
Determining the impulse response for a difference equation

1 1
y [n] − y [n − 1] = x[n] − x[n − 1]
2 4
1 1
h[n] − h[n − 1] = δ[n] − δ[n − 1]
2 4
Applying DTFT on both sides
1 1
H(e jω ) − e −jω H(e jω ) = 1 − e −jω
2 4
1 − 14 e −jω
H(e jω ) =
1 − 12 e −jω
n n−1
1 1 1
⇒ h[n] = u[n] − u[n − 1]
2 4 2
Discrete Time Random Signals
When the input signal x[n] is a random signal carrying random values,
∞
X ∞
X
y [n] = h[n − k]x[k] = h[k]x[n − k]
k=−∞ k=−∞
The means of the input and output processes are

mx [n] = E{x[n]}, my [n] = E{y [n]}
∞
X
my [n] = E{y [n]} = h[k]E{x[n − k]}
k=−∞
If the input is wide (weak) sense stationary (WSS), i.e., mx [n − k] = mx , then

∞
X
my [n] = mx h[k] = H(e j0 )mx = my
k=−∞
Output becomes constant mean, i.e., my = H(e j0 )mx .

Auto-correlation function of the output process for a WSS random input signal
ϕyy [n, n + m] = E{y [n]y [n + m]}
Discrete Time Random Signals
∞ ∞
( )
X X
ϕyy [n, n + m] = E h[k]x[n − k] h[r ]x[n + m − r ]
k=−∞ r =−∞
∞
X ∞
X
= h[k] h[r ]E{x[n − k]x[n + m − r ]}
k=−∞ r =−∞
Since x[n] is WSS, E{x[n − k]x[n + m − r ]} = ϕxx [m + k − r ], that depend only

on the time difference.
ϕ̂xx [m+k]=h[m+k]∗ϕxx [m]
z }| {
∞
X X∞
ϕyy [n, n + m] = h[k] h[r ]ϕxx [m + k − r ]
k=−∞ r =−∞
= h[m] ∗ h[−m] ∗ ϕxx [m] = ϕyy [m]
Output is also WSS as the ϕyy [n, n + m] depends only on the time difference m.
Power spectrum of the input & the output (DTFT of the Auto-correlation)
Φyy (e jω ) = |H(e jω )|2 Φxx (e jω )
Example
x[n] is white noise.
ϕxx [m] = σx2 δ[m]

Φxx (e jω ) = σx2 ; for all ω
jω
Φyy (e ) = |H(e )|2 σx2 jω
Suppose that h[n] = an u[n]
1
H(e jω ) =
1 − ae −jω
2
1 σx2
Φyy (e jω ) = σx2 =
1 − ae −jω 1 + a2 − 2a cos ω
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Discrete-time Signals & Systems

Dr. Sujit Kumar Sahoo

School of Electrical Sciences

1 Discrete time signals

2 Discrete time systems

4 Linear constant coefficient difference equations

5 Frequency domain representation

6 Discrete Time Random Signals

x = {x[n]}; −∞ < n < ∞

Impuse (Dirac delta function):

Unitstep signal can be represented in terms of impulse as

Any discrete time signal can be represented in terms of impulse as

δ[n] can be represented in terms of unitstep signal as

δ[n] = u[n] − u[n − 1]

Memoryless system: Present output depends only on present input values.

y [n] = x[n] − x[n − 1]

ii) Forward differentiator is non causal:

y [n] = x[n + 1] − x[n]

T (x1 [n] + x2 [n]) = T (x1 [n]) + T (x2 [n])

Example: y [n] = log (x[n]) → Non - linear system

Time invariant system:

Stability: For a bounded input it gives bounded output.

x[0]δ[n] + x[1]δ[n − 1] x[0]h[n] + x[1]h[n − 1]

where h1 [k] = h[−k].

Let’s take the follwing example

For n < 0, y [n] = 0

x[n] ∗ (h1 [n] + h2 [n]) = x[n] ∗ h1 [n] + x[n] ∗ h2 [n]

Figure: (a) Parallel combination of LTI systems. (b) An equivalent systems

If x[n] is bounded i.e., |x[n]| ≤ Bx , then

(can be bounded) only if

h[n] = δ[n − nd ] nd is a positive fixed integer

h[n] = δ[n + 1] − δ[n] ; h[n] = δ[n] − δ[n − 1]

h[n] = (δ[n + 1] − δ[n]) ∗ δ[n − 1]

h[n] = u[n] ∗ (δ[n] − δ[n − 1])

Block diagram of a recursive difference

Block diagram of the recursive form of a moving-average system

Eigen function, x[n] = e jωn y [n] = H(e jω )e jωn

Ideal delay: y [n] = x[n − nd ]

y [n] = e jω(n−nd ) = e −jωnd e jωn

Causal moving average system:

for the case M = 4

Steady-state response, yss [n] = H(e jω )e jωn

Note: What will happen to the transient as n → ∞?

Many sequences can be represented by a Fourier integral of the form

|X (e jω )| < ∞ for all values of ω

Absolute summability is a sufficient condition for the existence of a Fourier

Fourier Transform for a Suddenly Applied Exponential

hlp [n] is not absolutely summable, the sum tend to infinite.

Figure: Convergence of the Fourier transform. The oscillatory behavior at ω = ωc is

Fourier Transform of a constant

Fourier Transform of Complex Exponential Sequences

Expressing the signal is easy.

Conjugate-symmetric sequence, xe [n] = xe∗ [−n]

Conjugate-antisymmetric sequence, xo [n] = −xo∗ [−n]

Any sequence x[n] can be expressed as a sum of a conjugate-symmetric and

x[n] = xe [n] + xo [n]

A Fourier transform can be decomposed into a sum of conjugate-symmetric

Sequence Fourier Transform

Determining the impulse response for a difference equation

The means of the input and output processes are

If the input is wide (weak) sense stationary (WSS), i.e., mx [n − k] = mx , then

Output becomes constant mean, i.e., my = H(e j0 )mx .

Since x[n] is WSS, E{x[n − k]x[n + m − r ]} = ϕxx [m + k − r ], that depend only