Part3 - Discrete Time Signals and Systems
Part3 - Discrete Time Signals and Systems
(3)
Discrete-Time Signals: Sequences
• Discrete-time signals are represented by sequence of numbers
– The nth number in the sequence is represented with x[n]
• Often times sequences are obtained by sampling of continuous-time signals
– In this case x[n] is value of the analog signal at xa(nT)
– Where T is the sampling period
10
-10
0 20 40 60 80 100 t (ms)
10
-10
0 10 20 30 40 50 n (samples)
Copyright (C) 2005 Güner Arslan 351M Digital Signal Processing 2
Unit-sample sequence ( )
• The unit-sample sequence plays the same role for discrete-
time signals and systems that the unit impulse function (Dirac
delta function) does for continuous-time signals and systems.
• The unit-sample sequence is often referred to as a discrete-
time impulse, or simple as an impulse.
[ n] =
0, n ≠ 0,
[n] =
1, n = 0,
0 n 0 n
u [n ] = = [k ] = [n − k ]
1 n 0 k =− k =0
• Exponential sequences
x[n] = An
xn = A n = A e j e j n = A e j ( n + )
n o
n o
1
y[n] = x[n − k ]
M 1 + M 2 + 1 k =− M
1
1
= {x[n + M 1 ] + x[n + M 1 − 1] + .......+ x[n] + x[n − 1] + .......+ x[n − M 2 ]}
M1 + M 2 + 1
– Maximum:
y[n] = maxx[n], x[n − 1], x[n − 2]
y[n] = (x[n])2
– Sign:
y[n] = signx[n]
• Counterexample
– Ideal Delay System:
y[n] = x[n − nd ]
nd is a fixed positive integer called the delay of the system
Copyright (C) 2005 Güner Arslan 351M Digital Signal Processing 7
Linear Systems
• Linear System: A system is linear if and only if
• Examples
– Backward Difference
y[n] = x[n] − x[n − 1]
• Counterexample
– Forward Difference
x k T n − k = x k h n Time − Inv
k =− k =−
k
impulse 0.5
LTI 0.5
0 0
-5 0 5 -5 0 5
2 2
Scaled
impulse
1
LTI 1
0 0
-5 0 5 -5 0 5
2 2
Time-delayed
impulse
1
LTI 1
0 0
-5 0 5 -5 0 5
2 4
Superposition of
two impulses
1
LTI 2
0 0
-5 0 5 -5 0 5
• Convolution is distributive
xk (h1k + h2 k ) = xk h1k + xk h2 k
h1[n]
x [n] + y[n] x[n] h1[n]+ h2[n] y[n]
h2[n]
hk
k = −
– Let’s write the output of the system as
yn = hk xn − k hk xn − k
k = − k = −
a
k =0
k yn − k = b xn − k
k =0
k
a
k =0
ky n − k = bk xn − k
k =0
where ak = bk = 1
a
k =0
k y[n − k ] = b x[n − k ]
k =0
k
x[k ]
Example)
y[n] = : Accumulator
k = −
n −1
y[n − 1] = x[k ]
k = −
n −1
y[n] = x[n] + x[k ] = x[n] + y[n − 1]
k = −
• Frequency-Domain Representation:
let theinput x[n] = e jn for − n ( complex exponentia
l) l
y[n] = h[k ]x[n − k ] = h[k ]e j ( n − k )
= e jn
h[k ]e − jk
k = − k = − k = −
Define
( ) = h[k ]e
H e j −j k
e jn : eigenfunct ion of the system
k = − H (e j ) : eigenvalue
y[n] = H (e ) e = H (e ) x[n]
j j n j
( )
H e j : frequency response of the system, complex number
( ) ( ) ( )
H e j = H e j + jH e j = H e j e jH (e )
R I ( ) j
( )
H e j = e − jn d
h [ n ] = [ n − nd ]
( ) [ n − n ] e = e
H e j = d
− jn − j n d
n = −
H (e ) = 1 H (e ) = −n
j j
d
Copyright (C) 2005 Güner Arslan 351M Digital Signal Processing 25
Linear Constant-Coefficient Difference Equations
General input :
x[ n] = k
k e j n k
y[ n] = (
k H e j e j n
k
) k
y[ n] =
A
2
H (e j 0 )e j e j 0 n + H (e − j 0 )e − j e − j 0 n
= A H (e j 0 ) cos( 0 n + + ) where = H (e j 0 )
For ideal delay H (e j 0 ) = 1 , = H (e j 0 ) = − 0 nd
y[ n] = A cos 0 ( n − nd ) +
( ) = xne
j − jn
Xe (forward transform)
Forward Fourier Transform
n = −
• Where the weighting is determined as
xn =
1
2 −
X e j
e jn
d ( ) (inverse
Inverse transform)
Fourier Transform
– X e ( )
j
is the Fourier spectrum of the sequence x[n]
– The phase wraps at 2 hence is not uniquely specified
– The frequency response of a LTI system is the DTFT of the impulse
response
( ) = hke 1
( )
He j − jk
and hn = H e j
e jn
d
k = − 2 −
( ) = xne
Xe j
n = −
− jn
xn e
n = −
− jn
= xn
n = −
• All stable systems are absolute summable and have finite and
continues frequency response
xn
2
n = −
( ) = x n e
M
( ) = xne
j − j n
j − jn
Xe XM e
n =− M
n = −
lim X(e ) − X (e )
2
j j
M =0
M→
−
−
−
• Interchanging the order of integration, we have
Y ( j ) = x( ) h(t − )e − jt dt d
−
−
• By the time shift property, the bracketed term is e-jwtH(jw), so
− j
Y ( j ) = x ( ) e H ( j )d
−
= H ( j ) x( )e − j d
−
= H ( j ) X ( j )
Copyright (C) 2005 Güner Arslan 351M Digital Signal Processing 32
x(t) Nyquist–Shannon X( f )
Sampling Theorem
FT
f
t - fmax fma
band-limited function
x
k =
f k 1
p(t) = III = [ t − kT ] ( f − kf )
t 1
p(f) = III = f − =
f
s
k = −
T T T T k = −
k = −
FT
t f
T
-fs fs
x(t). p(t) X ( f ) p( f )
1
FT f max fs
2
t f
- fmax fma
-fs fs
x
x(t). p(t) X ( f ) p( f ) 1
f max = fs
2
or
FT
f s = 2 f max
t f
Copyright (C) 2005 Güner Arslan 351M Digital Signal Processing - fmax fma 33
-fs x fs
Example: Ideal Lowpass Filter
1 c
Hlp e( )j
=
0 c
• The inverse can be written as
hlp n =
1
2 −
( )
j j n
H lp e e d =
1 c j n
2 c −
e d
sin c n
=
1
2 jn
j n c
e =
−c
1
2 jn
( )
e j c n − e − j c n =
n
H M (e ) = sin n e
M
j c − jn
Let
n=− M n
As M increases, the
oscillatory behavior at ω = ωc
(often referred to as the Gibbs
phenomenon) is more rapid (It
is also known as ripple),
which causes ringing artifacts.
35
Copyright (C) 2005 Güner Arslan 351M Digital Signal Processing 35
Is absolute summabality a necessary condition?
➢Example: Consider a sequence x[n] whose Fourier transform is the periodic
impulse train
( ) 2( −
X e j = 0 + 2r )
r = −
Assume that − 0 .
1
x[ n ] = 2( − 0 )e jn d
2 −
= e j n 0
(Not absoultely summable nor square summable! ! )
If x[n] = ak e j k n
k
X (e j
) = 2a ( − k k + 2r )
r = − k
Copyright (C) 2005 Güner Arslan 351M Digital Signal Processing 36
Example: Generalized Discrete-time Fourier
transform (DTFT)
• DTFT of x[n] = 1
• Not absolute summable, Not even square summable But we define its DTFT
as a pulse train
X (e j ) = 2 ( + 2r )
r = −
x n =
2
1
−
X ( )
e j
e j n
d
1 j n
=
2 −
r =−
2 ( + 2 r ) e d
= ( ) e j n d = e j 0 n = 1
−
Conjugate-symmetric Conjugate-antisymmetric
( ) ( )
X e j = X o e j + X e e j ( ) ( ) ( )
Xe e j 1
( )
= X e j + X * e − j
2
( ) 12 X (e )− X (e )
X o e j = j * −j
( )
X e j =
1
1 − ae − j
= X *
e(− j
) ⇒ Conjugate-symmetric
1 − a cos
( )
X R e j =
1 + a 2 − 2a cos
= X R (e − j
) ⇒ real part is even
−a sin
( )
X I e j =
1 + a 2 − 2a cos
= − X I (e − j
) ⇒ imaginary part is odd
( )
X e j =
1
(
= X e − j ) ⇒ magnitude is even
1 + a 2 − 2a cos
−a sin
( )
X e j = tan −1
1 − a cos
= − X e(− j
) ⇒ phase is odd
Copyright (C) 2005 Güner Arslan 351M Digital Signal Processing 40
Fourier Transform Theorems
x[n] X(ej)
y[n] Y(ej)
ax[n]+by[n] aX(ej)+bY(ej)
x[n-nd] d
( )
e − jn X e j
x[-n] X(e-j)
nx[n]
j
( )
dX e j
d
x[n]y[n] X(ej)Y(ej)
x[n]y[n] 1
2 −
X e j
( )(
Y e j( − )
)
d
1
( )
xn
2 2
2 −
j
Parseval's Theorem: = Xe d
n = −
1
( ) ( )
Parseval's Theorem: xny n = X e *
j
Y *
e j
d
n = − 2 −
Copyright (C) 2005 Güner Arslan 351M Digital Signal Processing 41
Fourier Transform Pairs
Sequence DTFT
[n-no] e − jn
o
1
u[n] − j
+ ( + 2k )
1−e k = −
sin(cn)
1 c
( )
X e j =
c
n 0
1 0 n M sin (M + 1) / 2 − jM / 2
xn = e
0 otherwise sin( / 2)
e jon 2( −
k = −
o + 2k )
cos(on+) [e ( −
k = −
j
o + 2k ) + e − j ( + o + 2k )]
1 − ae − j
− j 5
e
a n−5u[n − 5]
1 − ae − j
5 − j 5
a e
a u[n − 5]
n
1 − ae − j
j 1
X (e )=
(1 − ae − j )(1 − be − j )
a b
x [n ] = ( )a − (
n
)b n u [n ]
a −b a −b