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Chapter 02

Discrete Time Signals: LTI Systems,


Convolution and Correlation

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Representation of Discrete Time Signals

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Elementary DT signals

If the impulse function is δ[n],


then, the weighted, delayed
impulse function is represented
by Aδ[n-k]

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Elementary DT signals

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Elementary DT signals

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Elementary DT signals

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Elementary DT signals

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Elementary DT signals

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Simple Manipulations of DT signal

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Simple Manipulations of DT signal

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Manipulation of DT signals:
• Example:
This example shows a discrete time signal x(n) transformed in one of five
different ways, considering k=1 in every case.

a. Original signal, x[n].


b. Phase advance (shift to the left) by k intervals, i.e. x[n + k].
c. Phase delay (shift to the right) by k intervals, i.e. x[n - k].
d. Signal reversal, i.e. x[-n].
e. Phase delay of reversed signal, i.e. x[-n + k]
f. Phase advance of reversed signal, i.e. x[-n - k]

If the signals seem a bit confusing, look at Table 2.1, which shows the index
variable n, the original signal x[n] and the transformed variants.

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Manipulation of DT signals

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Manipulation of DT signals

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Resolution of a Discrete Time signal into
Impulses
 x (n) δ(n-k) =x(k)δ(n-k)

𝑥 𝑛 𝜕 𝑛 − 2 = 𝑥(2)𝜕(𝑛 − 2)

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Resolution of a Discrete Time signal into
Impulses

 Example:
x(n)= [2,4,0,3]

= 2δ(n+1)+ 4δ(n-0)+ 0δ(n-1)+ 3δ(n-2)


= 2δ(n+1)+ 4δ(n)+ 3δ(n-2)

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LTI Systems
• x (n) y (n)means that y(n) is the response of the system when x(n) is
applied at its input.

• Linear Systems obey the Principle of Superposition:


That is, if 𝑥1 (𝑛) → 𝑦1 (n) and 𝑥2 (𝑛) → 𝑦2 (n) , then
𝑎1 𝑥1 𝑛 + 𝑎2 𝑥2 (n) = 𝑎1 𝑦1 𝑛 + 𝑎2 𝑦2 (n) where 𝑎1 and𝑎2 are
constants.

• Time Invariance: The time invariance property means that the system
characteristics remain fixed with time. That is, if x (n) y (n), then,
x (n-𝑛𝑑 ) y (n-𝑛𝑑 )
where 𝑛𝑑 is an arbitrary time delay.
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LTI Systems
• x (n) y (n)means that y(n) is the response of the system when x(n) is
applied at its input.

• If x(n) is a delta function, δ(n), then the output of the system, y(n), is
known as the impulse response, h(n).

• Now, if we h(n) for any LTI system, then we can easily determine the
output for any input signal, x(n), by means of convolution.

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Convolution
• The impulse response, denoted by h (n), of a Linear and Time-invariant
system is defined to be the response of the system to an impulse. That is,
𝜕(𝑛) → ℎ(𝑛)
• The impulse response is the most important feature of a linear system,
because it characterizes the system completely.
• h(n) can be used to determine the response of the linear time invariant
system to any other input signal x (n).
• If the impulse response h(n) of a linear system is known, then it may be
convolved with any input signal x(n) to produce the system’s response,
denoted as y(n), i.e. 𝑦 𝑛 = 𝑥 𝑛 ∗ ℎ(𝑛)

𝑀−1
𝑦𝑛 = ℎ 𝑘 𝑥(𝑛 − 𝑘)
𝑘=0
• Convolution algorithms are applied for many purposes; possibly the most
common is for filtering.
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Convolution
• Steps for convolution:
1. Folding
2. Shifting
3. Multiplication
4. Summation
5. Repetition
Example:
The impulse response of a linear time-invariant system is
ℎ 𝑛 = 1,2,1, −1

Determine the response of the system to the input signal


𝑥 𝑛 = *1,2,3,1+

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Graphical Convolution

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Graphical Convolution

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Convolution

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Convolution

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Convolution

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Tabular method for Convolution

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FIR and IIR Systems
• FIR system has an impulse response equal to zero outside a finite interval.
Thus, it has a finite memory.
𝑀−1

𝑦 𝑛 = ℎ 𝑘 𝑥(𝑛 − 𝑘)
𝑘=0
• IIR system does not have finite memory and its impulse response is not
zero outside a finite interval.

𝑦 𝑛 = ℎ 𝑘 𝑥(𝑛 − 𝑘)
𝑘=0

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Recursive and Non-recursive Systems
• Recursive System: Some systems need to be expressed in terms of present
input and past output values to generate the present output. In other words,
there exists a feedback path between the input and output. Such systems are
called recursive systems.
• For this particular system given below, if x(n) is the input and y(n-1) is the
feedback to generate y(n) then y(n-1) is called the initial condition value.

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Recursive and Non-recursive Systems
• Non-Recursive System: Systems for which the output , y(n) depends only
on the present and past input values, such as x(n), x(n-1), x(n-2)…, are
called non-recursive systems.

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Correlation
• A close relative of convolution is the operation of correlation.
• There are two types: autocorrelation and cross-correlation.

• Auto-correlation: correlation of a signal with itself.

• Cross-correlation : two different signals are correlated with one another and
the distinct peak in the output indicates that the two signals are matched for
that particular time shift.

• The two operations , convolution and correlation, are almost identical,


except that convolution involves the time-reversal of one of the signals.

• Correlation is used for signal enhancement and noise suppression.

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Correlation
• Example

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Correlation

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Correlation
• Example:
Consider a transmitted signal to be 𝑥 𝑛 = *2 1 -7 0 -1 2 4} & received signal
to be y(n)=x(n-4)

• If we perform cross correlation of these two signals, they will completely


superimpose on each other after 4 samples of right shift. The peak in the
output will signify the same.

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Correlation
• Since, we know that the two signals will match after n=4 samples,
therefore, we can, determine the time difference between them if we know
the sampling period of x(n).
• x(t)=x(nT)
• t=nT
• We can also determine the distance between these two signals by using the
formula s=d/t, where t is the time difference, s=speed and d=distance
travelled.

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