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2.1 Discrete-Time Signals A discrete-time signal x(n) is a function of an independent variable that is an integer. A graphical representation of a discrete-time signal is shown below
Discrete-Time Signal 2
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x(n)
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0 n
Note: A discrete-time signal is NOT DEFINED at instants between two successive samples. A discrete-time signal is defined for every integer value n for - < n < +. x(n) refers to the nth sample of the signal.
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Sequence representation through row matrices: Examples: For infinite-duration signal, the time origin (n = 0) is indicated by an below the value.
x (n ) = . . . 0 0 1 4 1 0 0. . .
If an arrow is omitted, the leftmost value is understood to be the sample at time-origin. A finite-duration sequence is represented as
x (n ) = 3 1 2 5 0 4 1
2.1.1 Some Elementary Discrete-Time Signals Unit sample sequence, denoted as (n), is defined as
In words, the unit sample sequence is a signal that is zero everywhere, except at n = 0 where its value is unity. It is also called unit impulse. The graphical representation of (n) is shown below.
1 for n = 0 n = 0 for n 0
2.1.6
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2.1.7
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2.1.8
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If a is a real number, then x(n) is also a real number. The figures below illustrate x(n) for various values of the parameter a.
xn = a
2.1.9
Figure 2.5. Real exponential signals for various values of the parameter a
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and x(n) as
xn = re = r e = r cos n + j sin n
2.1.10
xR n = r cos n xI n = r sin n
2.1.11
2.1.12
Figure below shows the real and imaginary plots of the complex exponential signal. Notice that the real part is a damped cosine wave while the imaginary part is a damped sine wave.
real part 1 0.5 0 -0.5 0 5 10 15 imaginary part 1 0.5 0 -0.5 0 5 10 15 20 25 30 20 25 30
Complex exponential signals can also be represented graphically using the amplitude function |xn| = An = r 2.1.13
The figure below shows the plot of complex exponential function in terms of magnitude and phase functions.
xn = n = n
2.1.14
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0.5
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15 phase
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5 0 -5
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Figure 2.7. Graph of amplitude and phase function of a complex-valued exponential signal
2.1.2 Classification of Discrete-Time Signals Energy and power signals o The energy E of a signal x(n) is given as E = |xn|
2.1.15
o o
If the energy of the signal E is finite, then it is an energy signal. If its energy is infinite, it may have finite average power, given by 1 |xn| P = lim N 2N + 1
N N
2.1.16
Periodic and aperiodic signals o A signal x(n) is periodic with period N (N > 0) if and only if xn + N = xn for all n 2.1.20
If there is no value of N that satisfies the above equation, the signal is considered aperiodic.
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2.1.23
hence, a periodic signal is a power signal. Example: Determine whether the following signals are energy or power signals and determine their energy and power. a) Unit sample sequence b) Unit step sequence d) xn = 0.2 un e) x (n) = L 3 2 1 1 4 3 2 L Symmetric (even) and antisymmetric (odd) signals o A real-valued signal x(n) is called symmetric or even if x(-n) = x(n) o It is asymmetric or odd if x(-n) = -x(n). We note that in this case, x(0) = 0.
Even 4 2 0 -5 5 0 -5 -5
0 Odd
Any signal can be expressed as the sum of two signal components, one even and one odd.
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2.1.26
2.1.27
Example: Resolve the following signals into its odd and even components and plot the resulting sequence. Verify your answers. a) Unit step sequence 1 + for 3 n 1 b) xn = 1 for 0 n 3 c)
x (n) = L 3 2 1 1 4 3 2 L
0 elsewhere
Transformation of the independent variable (time) o Time shifting shifting the signal x(n) in time involves replacing n with n k, where k is an integer. If k is positive, the time shifts results in the delay of the signal by k units of time. If k is negative, the time shifts results in an advance of the signal by |k| units of time.
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Figure 2.9. Graphical representation of a signal, and its delayed and advanced versions
Time folding the signal x(n) is folded about n = 0 when the time variable n is replaced by n.
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Time-scaling the signal x(n) is downsampled when the time variable n is replaced by an, where a is an integer. It is upsampled when the time variable n is replaced by n/a, where a is an integer. Downsampling means resampling the sampled signals, that is, decreasing the sampling rate by a. Upsampling means inserting a 1 samples in between samples.
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Addition, multiplication and scaling of sequences o Amplitude scaling of a signal by a constant A is accomplished by multiplying the value of every signal sample by A. yn = Axn for - < n < +
The sum of two signals x1(n) and x2(n) is a signal y(n), whose value at any instant is equal to the sum of the values of these two signals at that instant, that is yn = x n + x n for - < n < + yn = x n x n for - < n < + 1+
a. Determine its values and sketch the signal x(n). b. Sketch the signal that will result if we: i. First fold x(n) and then delay the resulting signals by four samples. ii. First delay x(n) by four samples and then fold the resulting signal. Chapter 2 Discrete-Time Signals and Systems Page 11
Example: A discrete-time signal x(n) is shown below. Sketch and label carefully each of the following signals:
a) b) c) d) e) f) g) h)
x(n 2) x(4 n) 3x(n + 2) x(n) u(2 n) x(n 1) (n 3) x(n2) even part of x(n) odd part of x(n)
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A discrete-time system is a device or an algorithm that performs some prescribed operation on a discrete-time signal. The discrete-time system performs operation on an input discrete-time signal according to some well-defined rule (the algorithm) to produce the output or response. We can describe the operation applied by the system to the input signal x(n) to produce the output y(n) in the following manner yn = xn 2.2.1
where T denotes transformation (also called an operator) or processing performed by the system on x(n) to produce y(n). 2.2.1 Input Output Description of Systems
The input output description of a discrete-time system consists of a mathematical expression or a rule, which explicitly defines the relation between the input and output signals
Determine the output of the system defined by the following input output relationship. a) yn = xn b) yn = xn 1 c) yn = xn + 1 d) yn = xn + 1 + xn + xn 1
|n|, xn = 0,
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An adder a system that performs the addition of two signals sequences to form another sequence, which is the sum of the two inputs. The symbol for an adder is illustrated below
A constant multiplier a system that multiplies the input signal by a scale factor. The symbol for the constant multiplier is shown below.
Signal multiplier a system that multiplies two input sequences to produce the product sequence. A graphical representation of the signal multiplier appears below.
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Unit delay element a system that simply delays the signal passing through it by one sample. The figure below illustrates such system.
Unit advance element a system that moves the input ahead by one sample. A unit advance system is graphically illustrated as the figure below.
Example: Sketch the block diagram representation of the discrete-time system described by the input-output relation yn = 1 1 1 yn 1 + xn + xn 1 4 2 2
Static versus dynamic systems o A discrete-time system is called static or memoryless if its output at any instant depends at most on the input sample at the same time, but not on past or future samples of the input. The systems described by the following input-output equations yn = nxn + bx n yn = axn
are both static or memoryless. Note that there is no need to store any of the past inputs or ouputs in order to compute the present output.
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yn = xn k
Time-invariant versus time-variant systems o A system is time-invariant if its input-output characteristics do not change with time. If a system T in a relaxed state is excited by the input x(n) to produce the output y(n), then we have yn = Txn 2.2.13
If we excite the system by an input delayed by k number of samples, the output becomes yn, k = Txn k
The system is said to be time-invariant if y(n,k) = y(n k); otherwise it is said to be time varying. o The system identified by the input-output equation yn = xn xn 1 yn = nxn
is time-varying system.
Example: Determine if the following systems are time-invariant or time-varying systems a) yn = xn xn 1 b) yn = nxn c) yn = xn d) yn = xn cos n
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Linear versus nonlinear systems o A linear system is one that satisfies the superposition principle. o The superposition principle requires that the response of the system to a weighted sum of signals be equal to the corresponding weighted sum of the responses of the system to each of the individual input signals. o A relaxed system T is linear if and only if Ta x n + a x n = a Tx n + a Tx n 2.2.26
for any arbitrary input sequences x1(n) and x2(n) and any arbitrary constants a1 and a2.
Linear systems exhibit multiplicative or scaling property and additive property. This is the consequence of the definition of the superposition principle (Eq. 2.2.26) o The linearity condition stated by Eq. 2.2.26 can also be extended to any weighted linear combination of signals. Example: Determine if the following systems described by the following input-output equations are linear or nonlinear. a) yn = nxn b) yn = xn c) yn = x n d) yn = Axn + B e) yn = e o Page 17
Causal versus noncausal systems o A system is said to be causal if the output of the system at any time [i.e., y(n)] depends only on present and past inputs [i.e., x(n), x(n 1), x(n 2), ], but does not depend on future inputs [i.e., x(n + 1), x(n + 2), ]. o If a system does not satisfy this condition, then it is said to be noncausal. o Noncausal systems are physically unrealizable in real-time signal processing applications. Example: Determine if the systems described by the following input-output equations are causal or noncausal o yn = xn xn 1 o yn = xk o yn = axn o yn = xn + 3xn + 4 o yn = xn o yn = x2n o yn = xn Stable versus unstable systems o Stability is an important property that must be considered in any practical application of a system o An arbitrary relaxed system is said to be bounded input bounded output (BIBO) stable if and only if every bounded (finite) input produces a bounded output. o If, for some bounded input sequence x(n), the output is unbounded (infinite), the system is classified as unstable. Example: Analyze the stability of the nonlinear system described by the input-output equation yn = y n 1 + xn
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We now turn our attention to the analysis of the important class of linear, time-invariant (LTI) systems. In particular, we shall demonstrate that such systems are characterized in the time domain simply by their response to a unit sample sequence. We shall also demonstrate that any arbitrary input signal can be decomposed and represented as a weighted sum of unit sample sequences. The general form of the expression that relates the unit sample response of the system and the arbitrary input signal to the output signal, called the convolution sum or convolution formula, is also derived.
Two basic methods for analyzing the behavior or response of a linear system to a given input signal. o Direct solution of the input-output relationship of the system, whose general form (for the LTI discrete-time systems) is yn = a yn k + b xn k
N M
2.3.1
called the difference equation and represents one way to characterize the behavior of a discrete-time LTI systems. o The second method of analyzing the behavior of a linear system to a given input signal is first decompose or resolve the input signal into a sum of elementary signals. The elementary signals are selected so that the response of the system to each signal component is easily determined. Then, using the linearity property of the system, the responses of the system to the elementary signals are added to obtain the total response of the system to the given input signal. The first method is discussed in the next section, the second method is discussed in this section.
The choice of the elementary signals appears to be arbitrary, as long as the response can be determined conveniently. Resolution of the input signal to a weighted sum of unit sample (impulse) sequence proves to be mathematically convenient and completely general solution to the response of the system. But if the input signal is periodic with period N, it can be more mathematically convenient for us to resolve these signals into harmonically related exponentials x n = e k= 0, 1, 2. . . N-1 2.3.5 Page 19
Suppose we have an arbitrary signal x(n) that we wish to resolve into a sum of unit sample sequence. We select the elementary signals xk(n) to be x n = n k 2.3.7
Note that the signal (n k) is zero everywhere except at n = k, where its value is unity.
If we multiply the input signal x(n) with (n k), the result of this multiplication is another sequence that is zero everywhere except at n = k, where its value is x(k). Thus if we repeat this process at all possible values of k, the equation below holds true: xn = xk n k
2.3.10
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We denote the response of the system to the input unit sample sequence as h(n) and is called the impulse response of the system. A relaxed LTI discrete-time system is characterized, in timedomain, by its impulse response. The response of the LTI system as a function of the input signal x(n) and its impulse response h(n) is given as yn = xnhn k
2.3.17
The convolution sum involves four steps. o Folding Fold h(k) about k = 0 to obtain h(-k). o Shifting Shift h(-k) by n0 to the right (or left) if n0 is positive (or negative) to obtain h(n0 k). o Multiplication Multiply x(k) by h(n0 k) to obtain the product sequence x(k)h(n0 k). o Summation Sum all the values of the product sequence to obtain the value of the output at time n = n0. We note that this procedure results in the response of the system at a single time instant n = n0. To evaluate the response of the system over all time instants, we should repeat steps 2 to 4 accordingly. We also note that the convolution sum is commutative, that is, it can be also expressed in the form yn = xn khn
2.3.28
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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Example: Determine the output y(n) of a relaxed linear time-invariant system with impulse response hn = a un, |a| < 1 xn = un
and
xn h n h n = xn h n h n
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xn h n + h n = xn h n + xn h n
A causal system is one whose output at time n depends only on present and past inputs but does not depend on future inputs. For LTI systems, the causality condition also puts a restriction on the impulse response of the system. A causal system has a causal impulse response, that is h(n) = 0 for n < 0. It is a necessary and sufficient condition for causality.
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The convolution sum formula can now be modified to reflect this condition. Thus
If the input signal x(n) is also causal, that is x(n) = 0 for n < 0, the above formula can be further simplified, that is
An arbitrary relaxed system is BIBO stable if and only if its output sequence y(n) is bounded for every bounded x(n). In terms of its impulse response h(n), an LTI system is stable if and only if its impulse response is absolutely summable, that is, it decays over time, or
This implies that any excitation at the input of the system, which is of finite duration, produces an output that is transient in nature, that is its amplitude decays with time and dies out eventually, when the system is stable. Example: Determine the range of values of the parameter a for which the LTI system with impulse response h(n) = an u(n) is stable.
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Example: Determine the range of values of a and b for which the LTI system whose impulse response a , hn = b , n0 n<0
is stable.
With the knowledge on the impulse response as the time-domain characterization of linear, time-invariant systems, a classification on this subclass of systems can now be discussed LTI systems can be further subdivided into class of system depending on the duration of their impulse response: o Finite impulse response (FIR) systems whose impulse response is of finite length. o Infinite impulse response (IIR) systems whose impulse response has infinite duration. For causal, finite impulse response system, it can be said that its impulse response is zero for some finite time interval, that is h(n) = 0 for n < 0 and n M The convolution formula for such systems reduces to yn = hkxn k
M
This means that the output at any time n is the weighted linear combination of the input signal samples from x(0) to x(n M + 1). In effect, this system acts as a window that views only the most recent M input signals in forming the output. It neglects or forgets all prior input samples. Thus we can say that FIR systems have finite memory. IIR systems, on the other hand have infinite memory. Its output, through the convolution formula is yn = hkxn k
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We have treated linear and time-invariant systems that are characterized by their unit sample response h(n). In turn, h(n) allows us to determine the output y(n) of the system for any given input sequence x(n) by means of convolution summation yn = hkxn k
2.4.1
This convolution formula in Eq. 2.4.1 suggests a means for the realization of the system. In case of FIR systems, such a realization involves additions, multiplications and a finite number of memory locations. Thus, FIR systems are readily implemented directly by convolution summation. If the system is IIR, however it is impractical to implement it through the convolution summation, since it requires an infinite number of memory locations, multiplications, and additions. Thus IIR systems are more practically realized through the difference equation, which gives computationally more efficient way of implementing IIR systems. This section describes the method of analyzing systems using the difference equation.
Recursive systems is a system whose output y(n) at time n depends on any number of past output values y(n-1), y(n-2), . . . etc. If the output y(n) does not depend on the previous outputs, the system is called nonrecursive. Recursive algorithm oftentimes provide more computationally efficient means of implementing algorithms. Example: Analyze the system which computes the cumulative average of a signal x(n) in the interval 0 k n. 1 xk yn = n+1
The difference between recursive and nonrecursive systems is illustrated in the diagram below. Note the presence of the feedback loop and the delay element for recursive system.
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Systems described by constant-coefficient linear difference equations are a subclass of the recursive and nonrecursive systems introduced in the preceeding subsections. Example: Analyze the simple recursive system yn = ayn 1 + xn
The first part of the response, which contains y(-1) is the result of the initial condition y(-1) of the system. The second part of the response is the response of the system to the input signal x(n). If the system is initially relaxed, i.e. y(-1) = 0, its corresponding output is called its zero-state response or forced response. It is denoted by yzs(n). If the initial conditions of the system is nonzero, and the input x(n) is zero for all values of n, the system still has output, and is called the zero-input response or natural response. It is denoted by yzi(n).
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In general, systems are described by linear, constant-coefficient difference equations. The general form for such an equation is yn = a yn k + b xn k
N M
The integer N is called the order of the difference equation or the order of the system. Observe that in order to get y(n), we need to know the present and the past inputs x(n) as well as the previous outputs y(n-k).
Given a linear, constant-coefficient difference equation as the input-output relationship describing a linear, time-invariant system, our objective in this subsection is to determine an explicit expression for the output y(n). The method that we will develop in this section is called the direct method. The indirect method of solving these types of equations involves the use of z-transform. The direct solution method assumes that the total solution is the sum of two parts: yn = y n + y n
The part yh(n) is called the homogenous or complementary solution, whereas yp(n) is called the particular solution.
The homogenous solution o Assume that x(n) = 0. Thus we will obtain the solution for the homogenous difference equation a yn k = 0 y n = m
N N
2.4.14
or
The polynomial in parentheses is called the characteristic polynomial of the system. In general, it has N roots, which we denote as m1, m2, m3, , mN. The roots can be real or Chapter 2 Discrete-Time Signals and Systems Page 28
mN mN + a mN + + aN m + aN = 0
2.4.16
2.4.17
These coefficients are determined from the initial conditions specified for the system. Since the input x(n) = 0, Eq. 2.4.17 can be used to obtain the zero-input response of the system. Example: Determine the homogenous solution of the system described by the first order difference equation yn = ayn 1 + xn Example: Determine the zero-input response of the system described by the homogenous second-order difference equation yn 3yn 1 4yn 2 = 0
yn
Example: Determine the homogenous solution and the zero-input response of the system described by the difference equation
yn = yn 1
2 + xn
Example: Determine the homogenous solution and the zero-input response of the system described by the difference equation yn 3yn 1 4yn 2 = xn + 2xn 1
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The particular solution o Assume a particular solution yp(n) that depends on the input
Substitute this particular solution to the original function. Solve for the necessary values of K that satisfies the original function for values of n where none of the terms vanish. Example: Determine the particular solution of the system described by the first order difference equation yn = ayn 1 + xn at the input x(n) = u(n). o o Example: Determine the particular solution of the difference equation
yn = yn 1 yn
2 + xn
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The total solution o The linearity property of the linear constant-coefficient difference equation allows us to add the homogenous solution and the particular solution in order to obtain the total solution. Thus yn = y n + y n
The resultant y(n) contains the constant parameters embodied in the homogenous solution. These constants can be determined to satisfy the initial conditions.
Example: Determine the total solution y(n), n 0, to the difference equation yn = ayn 1 + xn when x(n) is a unit step sequence and y(-1) is the initial condition. Example: Determine the total solution of the system
yn = yn 1 yn
to the input (a) x(n) = 4u(n) and (b) x(n) = 2nu(n). The initial conditions of this system are y(-1) = y(-2) = 1. Also determine the zero-state and zero-input response of this system.
2 + xn
to the input x(n) = 4nu(n). Also determine the zero-state and zero-input response of this system. 2.4.4 The Impulse Response of a Linear Time-Invariant Recursive System
The impulse response of the system h(n) was previously defined as the response of the system to a unit sample excitation. In the case of a recursive system, h(n) is simply equal to the zero-state response of the system when the input x(n) = (n) and the system is initially relaxed. Example: Determine the impulse response of the system yn = ayn 1 + xn We have established the fact that the total response of the system to any excitation function consists of the sum of the two solutions of the difference equation: the homogenous and the particular solution to the excitation function. In the case where the excitation is an impulse, the particular solution is zero, since x(n) = 0 for n > 0. The response of the system to an impulse consists only of the solution to the homogenous equation, with the constant parameters evaluated to satisfy the initial conditions dictated by the impulse. Page 31
Example: Determine the impulse response h(n) for the system described by the second order difference equation yn 3yn 1 4yn 2 = xn + 2xn 1 We note that any recursive system described by a linear, constant-coefficient difference equation is an IIR system.
Reference: John G. Proakis, Dimitris G. Manolakis. Digital Signal Processing: Principles, Algorithms, and Applications: Third Edition. Prentice Hall, New Jersey. 1996
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