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Discrete-Time Signals and Systems

1. The document describes discrete-time signals and systems. Discrete-time systems transform an input signal into an output signal through operations like filtering and convolution. 2. Linear time-invariant (LTI) systems have impulse responses that do not depend on time. The output of an LTI system is the convolution of the impulse response and the input signal. 3. There are two main types of digital filters: finite impulse response (FIR) filters have finite memory, while infinite impulse response (IIR) filters have infinite memory defined by difference equations.

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0% found this document useful (0 votes)
71 views23 pages

Discrete-Time Signals and Systems

1. The document describes discrete-time signals and systems. Discrete-time systems transform an input signal into an output signal through operations like filtering and convolution. 2. Linear time-invariant (LTI) systems have impulse responses that do not depend on time. The output of an LTI system is the convolution of the impulse response and the input signal. 3. There are two main types of digital filters: finite impulse response (FIR) filters have finite memory, while infinite impulse response (IIR) filters have infinite memory defined by difference equations.

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betaga
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Discrete-time signals and systems

1
DISCRETE-TIME DYNAMICAL SYSTEMS

- -
x(t) G y(t)

Linear system: Output y(n) is a linear function of the inputs sequence:



y(n) = h(k)x(n − k)
k=−∞

h(k): impulse response of the system: Impulse

x(0) = 1, x(n) = 0, n ̸= 0

gives
y(n) = h(n), all n

2
Some terminology:

• Linear Time Invariant (LTI) System:


Impulse response from input x(n − k) to output y(n) does not depend
on time n, but only on k

• Causal system:
Output y(n) does not depend on future inputs, but only on present and
past inputs x(n), x(n − 1), . . .,

y(n) = h(0)x(n) + h(1)x(n − 1) + · · ·

(i.e., h(k) = 0, k < 0).

3
Any process which transform a signal {x(n)} to another signal {y(n)}
is a discrete-time system (for example, an audio signal is transformed by
reflections, etc).

Often a (linear) discrete-time system is designed in order to process a signal,


for example to remove noise. Then we call such a system a digital filter.

4
DIGITAL FILTER TYPES

• FIR (Finite Impulse Response) filters


- have finite memory; output depends only on a finite number of inputs
- modeled by (weighted) moving average models

y(n) = h(0)x(n) + h(1)x(n − 1) + · · · + h(N − 1)x(n + 1 − N )

• IIR (Infinite Impulse Response) filters


- have infinite memory; output depends on an infinite number of (past)
inputs
- modeled by difference equations

y(n) + a1y(n − 1) + · · · + aN y(n − N ) =


= b0x(n) + b1x(n − 1) + · · · + bM x(n − M )

5
Calculation of filter output

FIR filters:
The operation

y(n) = h(0)x(n)+h(1)x(n−1)+· · ·+h(N −1)x(n+1−N ), n = 0, 1, 2, . . . , M

between the impulse response sequence


{h(k)} = {h(0), h(1), . . . , h(N − 1)} and the input sequence
{x(n)} = {x(0), x(1), . . . , x(M − 1)}
to give the output sequence {y(n)} = {y(0), y(1), . . .} is called convolution,
and is often denoted as

{y(n)} = {h(k)} ∗ {x(n)}

Computational burden: calculation of output sequence requires N M flops

6
Efficient software for DSPs exist

In Matlab: y = conv(h,x)
or
y = filter(h,1,x) (cf. below)

7
IMPORTANT PROPERTY:

Convolution corresponds to polynomial multiplication:

If we define the polynomials

Ŷ (z) = y(0) + y(1)z −1 + · · · + y(M − 1)z −M +1


X̂(z) = x(0) + x(1)z −1 + · · · + x(M − 1)z −M +1
H(z) = h(0) + h(1)z −1 + · · · + h(N − 1)z −N +1

then we see that


( )
−1
H(z)X̂(z) = h(0)x(0) + h(0)x(1) + h(1)x(0) z + · · ·
( )
−n
+ h(0)x(n) + h(1)x(n − 1) + · · · + h(N − 1)x(n + 1 − N ) z + · · ·
−1 −M +1
= y(0) + y(1)z + · · · + y(M − 1)z
= Ŷ (z)

8
⇒ the convolution {y(n)} = {h(k)} ∗ {x(n)} can be represented as
polynomial multiplication

Ŷ (z) = H(z)X̂(z)

X̂(z): z-transform of sequence {x(n)}


Ŷ (z): z-transform of sequence {y(n)}
H(z): transfer function of the system having impulse response
h(0), h(1), . . .

9
Relation between convolution and polynomial multiplication leads to an
efficient implementation of convolution

FFT CONVOLUTION (’high-speed convolution’)

The Fourier transform X(k) of {x(n)} is precisely a polynomial in z −1,


with z = ej2πk/N :

Recall the Fourier transform of {x(n)}:

X(k) = x(0) + x(1)e−j2πk/N + · · · + x(N − 1)e−j2π(N −1)k/N


( )−1 ( )−(N −1)
= x(0) + x(1) e j2πk/N
+ · · · + x(N − 1) ej2πk/N

Comparison with X̂(z) shows that:

X(k) = X̂(zk ), zk = ej2πk/N

Hence X(k) evaluates X̂(z) at N points zk , k = 0, 1, . . . , N − 1

10
Hence we can compute the convolution as follows:

1. Compute FFT X(k) of sequence {x(n)}. Then X(k) = X̂(zk ), zk =


ej2πk/N .

2. Compute FFT H(k) of sequence {h(n)}. Use zero padding to obtain


sequences of the same length. Then H(k) = H(zk ), zk = ej2πk/N .

3. Compute Y (k) as the element-wise product Y (k) = H(k)X(k). Then


Y (k) = Ŷ (zk ), zk = ej2πk/N .

4. Compute inverse Fourier transform {y(n)} of {Y (k)}. Then {y(n)} is


the convolution {y(n)} = {h(k)} ∗ {x(n)}
TRANSFER FUNCTIONS

- -
x(t) G y(t)

In the z-transform domain, we have the simple relation

Ŷ (z) = H(z)X̂(z)

where
H(z) = h(0) + h(1)z −1 + · · ·

12
GENERAL LINEAR DISCRETE-TIME DYNAMICAL SYSTEMS

General LTI systems can be described by a difference equation:

y(n) + a1y(n − 1) + · · · + aN y(n − N ) =


= b0x(n) + b1x(n − 1) + · · · + bM x(n − M )

Discrete-time counterpart of differential equations.

Left-hand side is a convolution between the sequence 1, a1, . . . , aN and


{y(n)}, or in the z-transform:
( −1 −N
)
1 + a1 z + · · · + aN z Ŷ (z)

Right-hand side is a convolution between the sequence b0, . . . , bM and


{x(n)}, or in the z-transform:
( −1 −M
)
b0 + b1z + · · · + bM z X̂(z)

13

( −1 −N
) ( −1 −M
)
1 + a1z + · · · + aN z Ŷ (z) = b0 + b1z + · · · + bM z X̂(z)

or,
b0 + b1z −1 + · · · + bM z −M
Ŷ (z) = −1 −N
X̂(z)
1 + a1 z + · · · + aN z

Hence the system has transfer function

b0 + b1z −1 + · · · + bM z −M
Ŷ (z) = H(z)X̂(z), H(z) =
1 + a1z −1 + · · · + aN z −N

14
STABILITY
Example: First-order system

y(n) + ay(n − 1) = bu(n)

For the input {u(n)} = {1, 0, 0, 0, . . .} we have:

y(0) = b (assuming y(−1) = 0)


y(1) = −ay(0) + bu(1) = −ab
y(2) = −ay(1) + bu(2) = a2b
..

y(n) = (−a)nb

• y(n) → 0 if as t → ∞ if |a| < 1 – system is stable

• |y(n)| → ∞ as t → ∞ if |a| > 1 – system is unstable

15
Characterization of stability in terms of system transfer function:

b
H(z) =
1 − az −1

A value p for which H(p) becomes infinite is called a pole of H(z).


Here, p is the solution of 1 − ap−1 = 0 ⇒ p = a.
⇒ System is stable if its pole p = a has absolute value |p| < 1
The results generalizes to higher-order systems:
A linear discrete-time dynamical system with transfer function

b0 + b1z −1 + · · · + bM z −M
H(z) =
1 + a1z −1 + · · · + aN z −N

is stable if and only if all its poles, i.e. the solutions pi of the equation

1 + a1z −1 + · · · + aN z −N = 0

satisfy |pi| < 1 (i.e., they are inside the unit circle in the complex plane).

16
INTERCONNECTED SYSTEMS
Using transfer functions, it is easy to analyze connected systems
Example: Series connection.

y1(n)
x(n) -
H1 -
H2 -
y(n)

Introducing z-transforms X̂(z), Ŷ1(z), Ŷ (z) and transfer functions


H1(z), H2(z) gives:

Ŷ (z) = H2(z)Ŷ1(z)
= H2(z)H1(z)X̂(z) = H(z)X̂(z)

⇒ Series connection has impulse response function {h(k)} with z-transform


H(z) = H2(z)H1(z).
But this is equal to the convolution {h(k)} = {h2(k)} ∗ {h1(k)}.
Hence the impulse response of the series connection is obtained by a
convolution of the individual impulse responses

17
Example: Time shift.

Consider a time shift


y(n) = x(n − l)
Then:
Ŷ (z) = z −lX̂(z)

In other words, if the signal {x(n)} has z-transform X̂(z), then the time-
shifted signal {x(n − l)} has z-transform z −lX̂(z).

z is a so-called shift operator.

18
Example: Feedback connection.

Determine the output {y(n)} as function of the input {x(n)} in the


following feedback connection:

{x(n)} +- i {e(n)}- {y(n)}


-
G
6 −

{r(n)} 
K

where the system G is described by the difference equation

y(n) − 0.8y(n − 1) = e(n)

the K is described by

r(n) − 0.5r(n − 1) = y(n − 1) + 0.1y(n − 2)

19
SOLUTION OF DIFFERENCE EQUATIONS BY THE Z-TRANSFORM
In analogy with the the Laplace transform for differential equations,
tabulated z-transforms can be applied to solve difference equations as
follows:
Problem: Determine the solution {y(n)} of the difference equation

y(n) + a1y(n − 1) + · · · + aN y(n − N ) =


= b0x(n) + b1x(n − 1) + · · · + bM x(n − M )

for a given input sequence {x(n)}.


Solution:
1. Write the difference equation in the z-transform plane:

b0 + b1z −1 + · · · + bM z −M
Ŷ (z) = −1 −N
X̂(z)
1 + a1z + · · · + aN z

where X̂(z) is the z-transform of the input sequence {x(n)}.

2. Solve for Ŷ (z) and find the corresponding sequence {y(n)} whose
transform Ŷ (z) is.

20
The calculation of X̂(z) in stage 1 and of sequence {y(n)} in stage 2
is facilitated by tabulated z-transforms for several common signals (Table
7.1).

Example: z-transform of a signal


The exponentially decaying signal
{
0, n<0
x(n) =
an, n ≥ 0

has z-transform

∑ ∞

X̂(z) = x(n)z −n = an · z −n
n=0 n=0

= 1 + az −1 + a2z −2 + · · ·
= 1 + az −1 + (az −1)2 + · · ·
1 z
= =
1 − az −1 z − a

Compare with Table 7.1, line 5, with c = 1, e−α = a.

21
Example: Solution of difference equation

Consider the difference equation

y(n) − 0.75y(n − 1) = x(n − 1)

with {
0, n<0
x(n) =
(−0.5)n, n≥0

Then:
z −1
Ŷ (z) = X̂(z)
1 − 0.75z −1
and (cf. above)
1
X̂(z) =
1 + 0.5z −1

22
Hence,
z −1 1
Ŷ (z) = ·
1 − 0.75z −1 1 + 0.5z −1
A partial fraction expansion gives

4/5 4/5
Ŷ (z) = −
1 − 0.75z −1 1 + 0.5z −1

or ( )
4 z z
Ŷ (z) = −
5 z − 0.75 z + 0.5
z
By Table 7.1, z−a is the z-transform of the sequence {an}. Hence Ŷ (z) is
the z-transform of the sequence

4
y(n) = [0.75n − (−0.5)n]
5

which is the solution of the difference equation.

23

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