Introduction to Discrete-Time Signals and Systems

Discrete-Time Signals and Systems
Introduction to Discrete-Time Systems

Dr. Deepa Kundur
University of Toronto
Reference: Sections 1.1 - 1.4 of John G. Proakis and Dimitris G. Manolakis, Digital Signal Processing: Principles, Algorithms, and Applications, 4th edition, 2007.
Dr. Deepa Kundur (University of Toronto)
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Chapter 1: Introduction
1.1 Signals, Systems and Signal Processing
1.2 Classication of Signals
What is a Signal? What is a System?

Signal:
any physical quantity that varies with time, space, or any other independent variable or variables Examples: pressure as a function of altitude, sound as a function of time, color as a function of space, . . . x (t ) = cos(2 t ), x (t ) = 4 t + t 3 , x (m, n) = (m + n)2
Analog and Digital Signals

analog signal = continuous-time + continuous amplitude digital signal = discrete-time + discrete amplitude
continuous amplitude discrete amplitude
x(t)
2
x(t)
2
System:
a physical device that performs an operation on a signal Examples: analog amplier, noise canceler, communication channel, transistor, . . . (t ) dx (t ) y (t ) = 4x (t ), dy dt + 3y (t ) = dt + 6x (t ), 1 y (n) 2 y (n 2) = 3x (n) + x (n 2)
continuous-time
-4 -3 -2 -1 1 2 3 4 -2
1 0.5
-4 -3 -2 -1 0.5 1 1.5 2 2.5 3 4
-2
x[n]
discrete-time
-3 -2 -1 0
x[n]
2
1
-3 -2 -1 0 1 2 3
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Analog and Digital Signals
Analog and Digital Systems
analog system = Analog signals are fundamentally signicant because we must interface with the real world which is analog by nature. Digital signals are important because they facilitate the use of digital signal processing (DSP) systems, which have practical and performance advantages for several applications. analog signal input + analog signal output
advantages: easy to interface to real world, do not need A/D or D/A converters, speed not dependent on clock rate
digital system = digital signal input + digital signal output

advantages: re-congurability using software, greater control over accuracy/resolution, predictable and reproducible behavior
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1.3 The Concept of Frequency
Deterministic vs. Random Signals

Deterministic signal:
any signal that can be uniquely described by an explicit mathematical expression, a table of data, or a well-dened rule past, present and future values of the signal are known precisely without any uncertainty
What is a pure frequency signal?
xa (t ) = A cos(t + ) = A cos(2 Ft + ), t R analog signal, A xa (t ) A and < t < A = amplitude = frequency in rad/s F = frequency in Hz (or cycles/s); note: = 2 F = phase in rad
Random signal:
any signal that lacks a unique and explicit mathematical expression and thus evolves in time in an unpredictable manner it may not be possible to accurately describe the signal the deterministic model of the signal may be too complicated to be of use.
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Continuous-time Sinusoids
xa (t ) = A cos(t + ) = A cos(2 Ft + ), t R 1. For F R, xa (t ) is periodic
i.e., there exists Tp R+ such that xa (t ) = xa (t + Tp )
Discrete-time Sinusoids
x (n) = A cos( n + ) = A cos(2 fn + ), n Z discrete-time signal (not digital), A xa (t ) A and n Z A = amplitude = frequency in rad/sample f = frequency in cycles/sample; note: = 2 f = phase in rad
2. distinct frequencies result in distinct sinusoids

i.e., for F1 = F2 , A cos(2 F1 t + ) = A cos(2 F2 t + )
3. increasing frequency results in an increase in the rate of oscillation of the sinusoid

i.e., for |F1 | < |F2 |, A cos(2 F1 t + ) has a lower rate of oscillation than A cos(2 F2 t + )
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x (n) = A cos( n + ) = A cos(2 fn + ), n Z
x (n) = A cos( n + ) = A cos(2 fn + ), n Z 1. x (n) is periodic only if its frequency f is a rational number
1 Note: rational number is of the form k k2 for k1 , k2 Z periodic discrete-time sinusoids: x (n) = 2 cos( 4 7 n), x (n) = sin( 5 n + 3) aperiodic discrete-time sinusoids: x (n) = 2 cos( 4 7 n), x (n) = sin( 2 n + 3)
2. radian frequencies separated by an integer multiple of 2 are identical

or cyclic frequencies separated by an integer multiple are identical
3. lowest rate of oscillation is achieved for = 2k and highest rate of oscillation is achieved for = (2k + 1) , for k Z
subsequently, this corresponds to lowest rate for f = k (integer) +1 and highest rate for f = 2k2 (half integer), for k Z; see Figure 1.3.4 of text .
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Complex Exponentials
Complex Exponentials
e j = cos() + j sin() cos() = sin() =

e j +e j 2 e j e j 2j
Eulers relation Continuous-time: A e j (t +) = A e j (2Ft +) Discrete-time: A e j (n+) = A e j (2fn+)
where j
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Periodicity: Continuous-time
Periodicity: Discrete-time
x (t ) = j (2 Ft +) Ae = j 2 Ft j e e = 1 = j 2 k e =1 =
x (t + T ), T R+ A e j (2F (t +T )+) e j 2Ft e j 2FT e j e j 2FT e j 2FT , k Z k T = k Z F 1 T0 = , k = sgn(F ) |F |
x (n ) = j (2 fn+) Ae = j 2 fn j e e = 1 = j 2 k e =1 = f N0
x (n + N ), N Z+ A e j (2f (n+N )+) e j 2fn e j 2fN e j e j 2fN e j 2fN , k Z k = k Z N k k = , min |k | Z such that Z+ f f
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Uniqueness: Continuous-time
Uniqueness: Discrete-time
Let f1 = f0 + k where k Z,
For F1 = F2 , A cos(2 F1 t + ) = A cos(2 F2 t + ) except at discrete points in time.
x1 ( n ) = = = =
A e j (2f1 n+) A e j (2(f0 +k )n+) A e j (2f0 n+) e j (2kn) x0 (n) 1 = x0 (n)
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Uniqueness: Discrete-time
Therefore, dst-time sinusoids are unique for f [0, 1). For any sinusoid with f1 [0, 1), f0 [0, 1) such that x1 (n) = A e j (2f1 n+) = A e j (2f0 n+) = x0 (n). Example: A dst-time sinusoid with frequency f1 = 4.56 is the same as a dst-time sinusoid with frequency f0 = 4.56 4 = 0.56. Example: A dst-time sinusoid with frequency f1 = 7 is the 8 same as a dst-time sinusoid with frequency f0 = 7 + 1= 1 . 8 8
Figure 1.4.5 of text
Harmonically Related Complex Exponentials

Harmonically related sk (t ) = e jk 0 t = e j 2kF0 t , (cts-time) k = 0, 1, 2, . . .
Scientic Designation C-1 C0 C1 C2 C3 C4 . . . C9 Frequency (Hz) 8.176 16.352 32.703 65.406 130.813 261.626 . . . 8372.018 k for F0 = 8.176 1 2 4 8 16 32 1024
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Scientic Designation C1 C2 C3 C4 (middle C) C5 C6 C7 C8 Frequency (Hz) 32.703 65.406 130.813 261.626 523.251 1046.502 2093.005 4186.009 k for F0 = 8.176 4 8 16 32 64 128 256 512

What does the family of harmonically related sinusoids sk (t ) have in common? Harmonically related sk (t ) = e jk 0 t = e j 2(kF0 )t , (cts-time) k = 0, 1, 2, . . .
1 1 = cyclic frequency kF0 period: Tk = any integer multiple of T0 1 common period: T = k T0,k = F0 fund. period: T0,k =
C8
C1
C2
C3
C4
C5
C6
C7
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Discrete-time Case: For periodicity, select f0 =
1 N
where N Z:
Harmonically related sk (n) = e j 2kf0 n = e j 2kn/N , (dts-time) k = 0, 1, 2, . . . There are only N distinct dst-time harmonics: sk (n), k = 0, 1, 2, . . . , N 1.
sk +N (n) = = = =
e j 2(k +N )n/N e j 2kn/N e j 2Nn/N e j 2kn/N 1 e j 2kn/N = sk (n)
Therefore, there are only N distinct dst-time harmonics: sk (n), k = 0, 1, 2, . . . , N 1.
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1.4 Analog-to-Digital and Digital-to-Analog Conversion
Analog-to-Digital Conversion
A/D converter xa(t) x(n) Sampler Quantizer Discrete-time signal xq(n) 01011... Coder Digital signal
Analog signal
Quantized signal
Analog signal
Quantized signal
Sampling: conversion from cts-time to dst-time by taking samples at discrete time instants E.g., uniform sampling: x (n) = xa (nT ) where T is the sampling period and n Z
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Analog signal
Quantized signal
Analog signal
Quantized signal
Quantization: conversion from dst-time cts-valued signal to a dst-time dst-valued signal quantization error: eq (n) = xq (n) x (n) for all n Z
Coding: representation of each dst-value xq (n) by a b -bit binary sequence e.g., if for any n, xq (n) {0, 1, . . . , 6, 7}, then the coder may use the following mapping to code the quantized amplitude:
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Sampling Theorem
If the highest frequency contained in an analog signal xa (t ) is Fmax = B and the signal is sampled at a rate Fs > 2Fmax = 2B then xa (t ) can be exactly recovered from its sample values using the interpolation function g (t ) = sin(2 Bt ) 2 Bt
Analog signal
Quantized signal
Example coder: 0 1 2 3
000 001 010 011
4 5 6 7
100 101 110 111

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Note: FN = 2B = 2Fmax is called the Nyquist rate.
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Sampling Theorem
Sampling Period = T = 1 1 = Fs Sampling Frequency
Digital-to-Analog Conversion
original/bandlimited interpolated signal
x(n)
1
Therefore, given the interpolation relation, xa (t ) can be written as
xa (t ) =
n=
xa (nT )g (t nT )
xa (t ) =
n=
x (n) g (t nT )
where xa (nT ) = x (n); called bandlimited interpolation. See Figure 1.4.6 of text .
Dr. Deepa Kundur (University of Toronto) Introduction to Discrete-Time Systems 31 / 34
Common interpolation approaches: bandlimited interpolation, zero-order hold, linear interpolation, higher-order interpolation techniques, e.g., using splines In practice, cheap interpolation along with a smoothing lter is employed.
linear interpolation
T 2T 3T
zero-order hold
-3T -2T -T
2T
3T
-3T -2T -T

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Discrete-Time Signals and Systems

Introduction to Discrete-Time Systems

Dr. Deepa Kundur (University of Toronto)

Introduction to Discrete-Time Systems

Dr. Deepa Kundur (University of Toronto)

Introduction to Discrete-Time Systems

1.1 Signals, Systems and Signal Processing

1.2 Classication of Signals

What is a Signal? What is a System?

Analog and Digital Signals

Dr. Deepa Kundur (University of Toronto)

Introduction to Discrete-Time Systems

Dr. Deepa Kundur (University of Toronto)

Introduction to Discrete-Time Systems

1.2 Classication of Signals

1.2 Classication of Signals

Analog and Digital Signals

Analog and Digital Systems

digital system = digital signal input + digital signal output

Dr. Deepa Kundur (University of Toronto)

Introduction to Discrete-Time Systems

Dr. Deepa Kundur (University of Toronto)

Introduction to Discrete-Time Systems

1.2 Classication of Signals

1.3 The Concept of Frequency

Deterministic vs. Random Signals

What is a pure frequency signal?

Dr. Deepa Kundur (University of Toronto)

Introduction to Discrete-Time Systems

Dr. Deepa Kundur (University of Toronto)

Introduction to Discrete-Time Systems

1.3 The Concept of Frequency

1.3 The Concept of Frequency

2. distinct frequencies result in distinct sinusoids

3. increasing frequency results in an increase in the rate of oscillation of the sinusoid

Dr. Deepa Kundur (University of Toronto)

Introduction to Discrete-Time Systems

Dr. Deepa Kundur (University of Toronto)

Introduction to Discrete-Time Systems

1.3 The Concept of Frequency

1.3 The Concept of Frequency

2. radian frequencies separated by an integer multiple of 2 are identical

Dr. Deepa Kundur (University of Toronto)

Introduction to Discrete-Time Systems

Dr. Deepa Kundur (University of Toronto)

Introduction to Discrete-Time Systems

1.3 The Concept of Frequency

1.3 The Concept of Frequency

e j = cos() + j sin() cos() = sin() =

Eulers relation Continuous-time: A e j (t +) = A e j (2Ft +) Discrete-time: A e j (n+) = A e j (2fn+)

Dr. Deepa Kundur (University of Toronto)

Introduction to Discrete-Time Systems

Dr. Deepa Kundur (University of Toronto)

Introduction to Discrete-Time Systems

1.3 The Concept of Frequency

1.3 The Concept of Frequency

x (t + T ), T R+ A e j (2F (t +T )+) e j 2Ft e j 2FT e j e j 2FT e j 2FT , k Z k T = k Z F 1 T0 = , k = sgn(F ) |F |

Dr. Deepa Kundur (University of Toronto)

Introduction to Discrete-Time Systems

Dr. Deepa Kundur (University of Toronto)

Introduction to Discrete-Time Systems

1.3 The Concept of Frequency