CHAPTER 7

DISCRETE TIME LINEAR SYSTEM

7.1 CORELATION BETWEEN CONTINUOUS AND DISCRETE TIME
SYSTEM
We have studied continuous time linear systems there is a close corelation With discrete
thehelp of differential
e near systems. The continuous time system is described by
equation, the analysis of which is carried out utilizing S-plane and Laplace Transform, while
discrete time system is described by utlizing Z-plane and Z transform and they are described
by the help of "Differential Equation" as developed later. The Fig. [7.1] show continuous
and discrete time system.

(t)
TN x(t) h(t)-H (s)
YCt)= htt)* ntt)

H(jw)~H(10)| Y(s) = HCS)xCs)

yw) = H(®)x{

Fig.7.1
x (n)
hn)H (z) yn) h(n)

lll x(n)
HC2HeHey(2)=
x(e)
Fig.7.2
H(2) «H
Yte)
xln)

Hle)»ce

H ()= h(t)edtH (2) = h (n) z

n

n= - o

(continuous time system)

(Discrete time system)
Fig.7.2. Co-relation between continuous and Discrete
A discrete time system is systems.
essentially a mathematical
algorithm that takes input sequence
(n) and produces an output sequence y (n). Some
of the discrete time systems are 'digital
7 1
 7-2
Signals & Systems

Discrete Time Linear System

XDGroller
digital
digital spectrum
analyzer and 'digital filters.
CRIVATIOION OF DIFFERENCE
EQUATION FROM
2NTINUOUS TIME DIFFERENTIAL EQUATION:
CONTINU

Car continuous time LIl system we have developed First order differential equation for
F
RC. nerwork as

ot)= v,(t)-RC dt
or

C) =
Rc %t
d t t o (t)
The solution of this equation for unit step input and zero initial condition can be
time
btained in tin domain by the help of Laplace Transform. To obtain discrete time
Hovanessian and
ivalent for above equation we apply backward differences described by
obtain

RCY(k)-Y(k- 11) +Y(k) =x (k). where 'Ar' is sampling time for

At
for Y (k)
continuous system response, solving
we get,

Y(k - 1)
Y (k) Y(k
At *+AtRC x (k)
1RC
1
At order terms of
1-ArRC negiecting higher
using approximation 1+ RC»
expansion, we have

bx(k) a,y (k-1 +

where
bRC and
Y(k)
=

a =l-bo
"k° or 'n' as discrete integer, the
discrete time parameter. Defining
here k indicates
expression referred as first order
1) is
bx (n) +a, y
(n -

y (n)= difference equation.

difference equation as

can be represented by general

The discrete time system 1)
b, X (n
-

X (n) +
(n 2)
u)*a, y (n -1)+a, y
-

+ b, x (n
-

2) +....

N
M i)
bx (n
-

+ 2
i)
a , y (n
-

i 0
ory (n) i = 1
equation, we get,
difference
general
Ta
dking Z transform of above
 7 3 Discrete Time Linear Syste
Signals & Systems
N
b, Z
Y(Z) =Y (z) i =0
M
H ()
H (2) =

x (z) R(z)
1+ a, z
i= 1

N
bZ"
-
n=0
or H (z) =
M
X(z) 1+
n= 1

7.3 REPRESENTATION OF SYSTEM DESCRIBED BY THE

DIFFERENCE EQUATION.
Let system is described to the second order difference equation;
y(n)-3 y(n-1)+ 0.6 y (n - 2 ) = x(n)
)
where y (n) is present output and y (n - 1); y (n-2) are pass outputs and x (n) is
present input. The system can be represented by the block diagram using, delay operator,
scalar and summing device.

x (k) Unit x (k-1)

Delay

X (n) Kx(n)
X x (k)
X(k-1)

Fig. 7.3 (Scalar]

Fig. 7.4 [Unit Delayl

Xz(n) X(p) Y(n)

X1n)

h(n)
06
Fig. 7.5
Fig.7.6
Representation of Digital System in time domaain.]
Signals & S y s t e m s
7 4
hlock diagram of the difference Discrete Time Linear System
Equation is
e the
system is desCribea by the present and shown in fig. [7.6].
past input and outputs as
0.3 y (n - 1)+0.6 y (n 2)
y (n)-
-

2x =

(n) -0.8 x (n 1) -

x(n)

403

06
Fig. 7.7 [This structure is known as Direct Form 11
74 THE DISCRETE -TIME SYSTEM PROPERTIESS
The discrete system assumed to be
linear, time invariant (that is
sampled data sequence x(n) as input. The system is Linear if x, (n) + adaptive)
non with
X, ( z) and

X, (n) X, (z)
then with 'a' and 'b as real constant, we have
ax, (n) + bx, (n) a , X, (z) + a, X, (z) + aY, (n) +b Y, (n)

Ifsystem is to be physically realizable then it is referred "causal" then h (n) 0 for n

0. The discrete - time (digital system) system identical properties as listed ca ier for

continuous time system.

If y (n) =3 x (n ) +5 x (n - 1). Then it is causal, linear, time invarianct
with memory and stable.
If y (n) = 12 y (n- 1) + 2x(n+ 1) as present output depends upon future
is 'non-causal', it is linear, time invariance, with memory invertible but "unstable'.

Discrete time system stability :

A linear shift invariant is stable if and only if it's delta response h (n) is absol tely

Summable that is if and only if E h(n)| < o (a)

n = - CO

Otherwise the system is either conditionally stable or unstable. To show that equ: ion
(a) is a sufficient condition for stability we must show that equation (a) implies that any
bounded input produces a bounded output. Using convolution, the output y (n) for inp t x
(m) can be expressed as
Signals & Systems 7-5 Discrete Time Linear System
em
in cquality gives
y (n)== x(k )h (n -k), the triangle

the condition x (n)|s M

M is
Y (n)| s 2 |x (k) || h (n- k) | consequently
a positive constant, implies that
whe.
nere

y(n)| sME |h(n-k) | or

y(n)| s ME |h (k) | this shows y (n) is bounded if x (n) is bounded and
d
cquation (a) holds, therefore equation (a) is a sufficient condition for stability.
The stability can also be predicted by locating poles and zeroes ofH7) on z-plane. If
poles are within unit circle the discrete time system is absolutely stable. f they are outside
unit circle it is absolutely unstable and if they lie on circumference of unit circle it is
marginal or conditionally stable.

7.5 SOLUTION OF DIFFERENCE EQUATION

The solution of difference equation can be obtained by the help of first principle or by
the application of Z-transform for continuous time system solution may be particular or
homogeneous solution. For discrete time system.
If difference equation is rearranged to make y (n) the subject, it is known as a
'recurrence' formula. If we consider the difference equation
y (n) = b, x (n) + a, y ( n - 1)

for an arbitrary input signal, for any arbitrary input above equation produces a
sequence.
y (0) = bo% x (0)

y (1) = box (1)+b, a,x (0)

y(2) =b, x (2)+b% , x(1)+bo a x(0)

y (n)= bx (n)+b,a, x (n- 1)+... +

b, a x (0)
Now for impulse input x (n) 8(n)

y(0) =
b h(0) =

y(1) =h(1) =b%

y (2) h (2) b, as
= =

y(n) h(n) =
b, a
 Signals& Systemns 7 6
Discrete Time Linear System
Therefore the general expression for
y (n) =h(0) x (n) + h(1 ) x (n -1)+.
k +h ( n ) x()
h(i)x
i = 0
(k -i) which is a convolution sum.

et the difference equation in a discrete time system is,

y(n)-y (n - 1) =x (n)

If x (n) =
ô(n)
output can be obtained by term
Then by -

term by recursive formula

y (n)= h (n) =
0.5 y (n -

1) + 0.5 8 (n)
0.5 h (n - 1) + 0.5 8 (n) for n = 0

h(0) = 0.5 (0) +0.5 ( 1) = 0.5 as & (n) = 1 at n = 0

=
0 elsewhere forn = 1
h (1) = 0.5 (0.5) + 0.5 ( 0) = 0.25

h (2) = 0.5 (0.25 ) +0.5 ( 0) = 0.125

h (3) = 0.5 (0.125 ) + 0.5 (0) = 0.625 etc.

Now taking Z-transform of the difference equation, we get,

Y (2) = H (z) = 0.5 Z'(z) + zx (z)

= (1 - 0.5 z') Y(z) =X (z)

or Y (z) =
H(z) =

Z 0.5
1 0.5 z

=
y (n)
= Inverse Z.Tr. of 4
. h (n)
Z-2
= ( 2 " u (n) x

. h (0) /
h (1) = 0.25
h (2)= 0.125 etc.
EQUATION WITH INITIAL
SOLUTION OF DIFFERENCE
CONDITIONS. initial
described by the difference equation with
Ex.7.
A 1 . Let the discrete time system is

conditions as
Signals & Systems 7-7 Discrete Time Linear System

and
(n)-y (n - 1) + ;y(n-2) G,n2 0 =

y(-) =
4; y (- 2) = 10. Obtain the response y (n).
Sol.: Taking Z transform of the difference equation we have

Y(Z)+z'Y(-1) +2y(-2)|-3Y(z)E'+?Y(-1)]+ Y(2)

Substituting initial conditions,

[Y),r'(4)+10]-2[Y(a)r',4]+ Y (z-)
Solving gor Y (z),

Y
Z[2z-4Z+ 2]
(2) =

(z-1)(z -2)(z - 4)
Y(2) B C
Z
-

Z A4
+
-1
Calculating A, B, C by Partial Fraction expansion,

Y (z)
4
=

Z- +
Taking inverse Z transform we have
Y (n)= a + ( 2"+s(1)"
Ex.7.2 Consider a Linear Time invariant discrete time system represented by
y (n)+3 y (n -1) =
r(n) where =
u(n) and x(m)
= 1.
y(-1)
Obtain response y (n). [B.U.]
Sol. Taking Z - transform of difference equation yield
Y(z) +3Y(2)+°Y(-4)
Z 1

Y(2) [1+3z'] =,*-3

Z 1

Y ) = -1)-3 z[3-2z]
1+3z7 (-1) (z+3)
Y(z) 3-2z A B
Z
(2-1) +3) z -1 z+3
0,25 4
2-17+3
Z+3
s g n a l s& S y s t e m s
7 8 Discrete Time Linear System

Y (z) = 0.25 z - 7
(z 1) (z+3)
ting inverse z transtorm we get response,

y (n)= 0.25
(1 -~(-3u(n)
The advance system is described by the difference equation
Ex.7.3 The

v (k+ 2) + 5 y(k*1) + 6y(k) x (k), if initial conditions are

=

y ()=0, y (1) =1, obtain,

) zero input response (i) unit Impulse response.

For advanced system, we have Z -

transform of {f(k+n}
=2F(Z)-z"f(0) -z'f(1)-z*f(2) -zn-* f(3).
Taking Z transform of above equation,
6 Y (7) =
X(z)
ZYC2) -z Y (0) -z (1)+5 z Y(2) - z Y(0)+
Y

For zero input response, we have,

+ 6 Y(2) = X (2) =
0
Y(2)- 0-t (1)+5zY (2)-0
Z Z
or Y (2) 5z+6 (z+2)(z+3)

Y( Z (z+2)(z+3)
Z+3

A =(z+2)(z+2)(z+3)-2
-1
B 2 ° '(z+ 2) +3) z=-3
ZT p reopana
Z

Y (z) ,+2 (z+ 3)

transform, we get,
Taking inverse Z u (n)
{-2)"-(-3)"
y (n)
=

1 hence
X (z) =

For unit Impulse response

Y (2)
(z+2) (z+3) (z+2)(z+3)
(z+1) A
Z+2 Z+3
Y (2)(2+2)(z+3
(Z+1) (-2+1) = -1
A =(z+2) (z+2)(z+ 3) 'z--?(-2+3)
(Z+1)
B (2+3)+2)(2+3)--s ( -3-3-2*
+ 2)
 7 9 Discrete Time Linear System
Signals & Systems

hence Y (2)
( z +2)
Taking inverse Z-transform, we get
(n)
2 " * i +2( - 3"
u

y (n) = - 1 (- in Use
fig.7.8. Z- transform to find i
order discrete system is shown
Ex.7.4 A second
with initial conditions:
response to the input signal x (n) (n) 8=

y(-1) =
-1.25; y (-2) =
-0.52. B.U.]
Y(n)
X(n)

-0.48

Fig.7.8.
Sol. The difference equation of the discrete time system is

(n 1) +0.48 y (n -2
y (n) x(n) +(-0.2) y
-

2) 0.2 y (n -1)+y (n)

=
d(n)
that is-0.48 y (n -

Taking Z-transform, we get,

(2) Y 1
- 0.48 Y(2)*+z'y(-1)+2'y(-2)]+ 0.2|Y(2)z+?y(-1)]+
=

Y(z)0.48 +0.2 +1=1+0.25 0.25 0.6

+ 0.2(-1.25 ) =1
Y (2)-0.48 z"+0.2 z'+1-0.48(-1.25)z'-0.48 (-0.52)

Y (2) =
1.5 0.6 z 1.5z-0.6z
(z +0.8 ) ( z - 0.6 )
1+0.2 z - 0.48 z
1.5 z - 0.6
A B
Y(2) =
Z (z - 0.8)(z- 0.6) (z+0.8 ) (z-0.6)

1.29 0.213
(z+0.8) z 0.6
Y (2) = 1.29 z 0.213 z
(z +0.8 ) Z 0.6
Taking Inverse Z-transform,

y (n) =
1.29 (- 0.8 " +0.213 (0.6 )"u (n)
sgnals&
Systems 10 Discrete Time Linear System
. 5 Determine thee
the rresponse
Determine e of the system described by difference equation
.7.5
(m)= ly(n -1)-i (n -2) + x (n)

where x (n) =d(n)-8 (n-1).

function in °Z domain is
S, The systeni
(2)= Y(z) ---

X(z) 1-

Therefore Y (2) = H(z) X(z)

as X (2) = 1 - i 7

Therefore, Y (2) = 1-4z)(11-41(i-%r')

1
1-42

y y (n)= u(n)
are static or dynamic.
the following systems
Ex.7.6 Which of
ay (n)
(i) y (n)
= 2x (n) +3
x (n - 1)
(i) y (n)
n = k

(i) y (n)
= x (n -k)
n = 0 systems.
are dynamic
Systems (ii) and (i)
a y (n) is static system. difference equation,
check stability
Sol. i) y (n)
=
described by the
discrete time
system
Ex.7.7. For the 1 ).
e"y (n
-

(n) +
=x
y (n)
or unit Impulse Input,
difference equation.
of the
Sol. We have z - transform

Y(z)
1+e"z"'
Y(z)
=

1
or Y (2) [1 -e t " z ] =
. Y (z) 1 6 etaz

Inverse
Z-transform
=
(e" )"u (n)
y (n)=
we
have
criterion
From stability
Signals &Systems 7-11 Discrete Time Linear System

Iy (n) | =2 |h (n) | = 1+ | e" |+... + |e" | +.

n =0 n = 0

The series converges if

k+1)a
<1 or e <1. Therefore, for stability a <0
ea

Note:

Stability condition can also be checked by locating poles and zeroes of H (z) on an
Z plane.

Ex.7.8 A digital system is described by the difference equation:

y (n) ß x (n) =6 x (n -2) + 4x (n +2 ).
=

Check whether it is causal or anticausai.

Sol. We know that a discrete time
system is causal system whose response at a specific
instant is independent of
subsequent values of the excitation (inputs) or a discrete time
system is causal if and only if

Bx,(n)= B(n) for n s k

for all possible pair of excitations x, (n) and
x, (n) satisfying he constraint.
x, (n) = x, (n) for n s k

X, (n) z X, (n) for n > k

We have for example,

Bx,(n) 6x, (k-2)+4x(k+2)
=

Bx, (n)= 6x, (k-2) + 4 x, (k +2)

as
6x, (k +2) 6x, (k +2)
Therefore, B x, (n) B x, (n) for n =k, that is, the
#

also be concluded as the

system is noncausal. This can
system has present and past inputs.
Ex.7.9 Check whether the difference
equation
y (n) =Ay (n-1) + Bx
(n +2) is causal and stable.
Sol. It is causal because output
non
is zero, output depends on future input. It is unstable because if mput
goes on increasing without limit as
each output is A times the
Ex.7.10 Check whether
system previous one.
y (n) =12 x (n) + 6 x
Sol.
(n - 1) is stable, causal and has memory.
System is causal, stable, has memory, also
it is linear and time
invariant.