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04-Transform Domain Analysis

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04-Transform Domain Analysis

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© © All Rights Reserved
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Addis Ababa Science and Technology University

College of Electrical & Mechanical Engineering


Electrical and Computer Engineering Department

Digital Signal Processing (EEEg-3151)

Chapter Four
Analysis of Discrete-time Signals and Systems in
Transform Domain
Analysis of Discrete-time Signals and Systems in
Transform Domain
Outline
 The Discrete-time Fourier transform (DTFT)
 Properties of the DTFT
 Frequency Response of Discrete-time LTI Systems
 Transform Domain Analysis using the DTFT
 The Z-transform
 Properties of the Z-transform
 Transfer function of Discrete-time LTI Systems
 Transform Domain Analysis using the Z-transform
Semester-II, 2017/18 2
The Discrete-time Fourier Transform

 The discrete-time Fourier transform (DTFT) of a discrete-time


signal x(n), denoted by X(ejω), is defined as:


X (e j )   x (
n  
n ) e  jn

 The DTFT X(ejω) of a discrete-time signal x(n) is continuous


in frequency and periodic with periodic 2π.

 The inverse DTFT is given by:

1 
x ( n) 
2 

X (e j )e jn d

Semester-II, 2017/18 3
The Discrete-time Fourier Transform……

 We say that x(n) and X(ejω) are DTFT pairs and denote this
relationship as:

x(n)   X (e j )
DTFT

 The DTFT X(ejω) is continuous and periodic with fundamental


period 2π.

Existence of the DTFT:

 The DTFT X(ejω) of a discrete-time signal x(n) exists if:


 x ( n)  
n  
Semester-II, 2017/18 4
The Discrete-time Fourier Transform……..

Exercise:

1. Determine the DTFT of the following discrete-time signals.

a. x(n)   (n)

b. x(n)  a nu (n)

c. x(n)  a nu (n  1)

d . x(n)  a nu (n  1)

Semester-II, 2017/18 5
The Discrete-time Fourier Transform……..

2. Determine the DTFT of the following discrete-time signals.

n
1
a. x(n)    u (n) d . x ( n )  3n u ( n )
2

n n
 1 1
b. x(n)     u (n) e. x(n)    u (n  1)
 2 2

c. x(n)  2 n u (n  1)

Semester-II, 2017/18 6
The Discrete-time Fourier Transform ……

3. Determine the inverse of the following DTFTs.

a. X (e j )   ( )

1 ,   c
j 
b. X (e )  
0 , otherwise

c. X (e j )  2 cos( )

Semester-II, 2017/18 7
Some Common DTFT Pairs

Semester-II, 2017/18 8
Common DTFT Pairs…....

Semester-II, 2017/18 9
Properties of the DTFT

1. Linearity property

x1 (n)   X 1 (e j ) and x2 (n) 


DTFT
 X 2 (e j )
DTFT

 a1 x1 (n)  a2 x2 (n)   a1 X 1 (e j )  a2 X 2 (e j )
DTFT

2. Time scaling property

 n  DTFT
x(n)  X (e )  x   X e ja
DTFT j
 
a

Semester-II, 2017/18 10
Properties of the DTFT……..

3. Time shifting

x(n)   X (e j )  x(n  n0 ) 
DTFT
 e  jn0 X (e j )
DTFT

 x(n  n0 )   e jn0 X (e j )
DTFT

4. Frequency shifting

x(n)   X (e j )  e j0 n x(n) 


DTFT
 X (e j ( 0 )
DTFT

 e  j0 n x(n)   X (e j ( 0 )


DTFT

Semester-II, 2017/18 11
Properties of the DTFT…….

5. Differentiation in the frequency

x(n)   X (e j )
DTFT

j
dX ( e )
 ( jn ) x(n) 
DTFT

d
6. Time differencing

x(n)   X (e j )
DTFT

 x(n)  x(n  1)  [1  e  j ] X (e j )


DTFT

Semester-II, 2017/18 12
Properties of the DTFT……..

7. Time Convolution

x1 (n)   X 1 (e j ) and
DTFT
x2 (n)   X 2 (e j )
DTFT

 x1 (n) * x2 (n)   X 1 (e j ) X 2 (e j )
DTFT

8. Multiplication

x1 (n)   X 1 (e j ) and
DTFT
x2 (n)   X 2 (e j )
DTFT

 x1 (n) x2 (n) 


DTFT1
2

X 1 (e j ) * X 2 (e j ) 
Semester-II, 2017/18 13
Properties of the DTFT…….

9. Parseval’s theorem

 If x(n) is an energy signal and x(n)   X (e j ) , the


DTFT

energy of the discrete-time signal x(n) is given by:


 
1
E x   x ( n)    X (e
j 2
) d
2

n   2 

 Parseval’s theorem states that the DTFT is a lossless transform


as there is no loss of energy if a signal is transformed to the
frequency domain.

Semester-II, 2017/18 14
Properties of the DTFT…….

Exercise:

Determine the DTFT of the following discrete-time signals using


properties of the DTFT.

a. x(n)  e j0 n d . x(n)  cos(0 n)

 j 0 n
b. x(n)  e e. x(n)  sin(0 n)

c. x(n)   (n  1)  2 (n)   (n  1)

Semester-II, 2017/18 15
Frequency Response of Discrete-time LTI Systems

 An important representation for a discrete-time LTI system is


obtained by calculating the DTFT of the impulse response h(n),
i.e.,

h(n)   H (e j )
DTFT

 The DTFT H(ejω) is referred to as the frequency response of


the discrete-time LTI system.

 Mathematically,
 
1
j
H (e )   h ( n )e
n  
 jn
and h(n) 
2 

H (e j )e j d

Semester-II, 2017/18 16
Frequency Response of Discrete-time LTI Systems…..

 We know that the output y(n) of a discrete-time LTI system


equals the convolution of the input x(n) with the impulse
response h(n), i.e.,

y(n)  x(n) * h(n)


 Calculating the DTFT of both sides of the above equation by
applying the convolution property, we obtain:
j
j j j j Y ( e )
Y (e )  X (e ) H (e )  H (e ) 
X (e j )

Semester-II, 2017/18 17
Frequency Response of Discrete-time LTI Systems…..

 The above equation provides an alternative definition for the


frequency response as the ratio of the DTFT of the output signal
and the DTFT of the input signal.

 The relationship between the input signal x(n) and output signal
y(n) can also be described using a constant-coefficient difference
equation as:
N M

a
k 0
k y (n  k )  bk x(n  k )
k 0

Semester-II, 2017/18 18
Frequency Response of Discrete-time LTI Systems…..

 Taking the DTFT of both sides of the above equation by


applying the linearity and time-difference properties, we get:

N M

 ak e
k 0
 jk
Y (e )  bk e  jk X (e j )
j

k 0

 Thus, the frequency response can be expressed as:


M

j Y ( e j
) k
b e  jk

H (e )  j
 k 0
N

 k
X (e )  jk
a e
k 0

Semester-II, 2017/18 19
Frequency Response of Discrete-time LTI Systems…..
Exercise:

1. The input-output relationship of a discrete-time LTI system is


given by the following difference equation:

3 1
y(n  2)  y(n  1)  y(n)  2 x(n  2)
4 8

Determine the frequency response H(ejω) and the impulse


response h(n) of the system.

Semester-II, 2017/18 20
Frequency Response of Discrete-time LTI Systems…..

2. Determine and plot the frequency responses of the discrete-time


LTI systems with the following impulse responses:

sin n / 6 
a. h(n) 
n

 n  sin n / 6
b. h(n)  cos 
 2 n

 n   n 
c. h(n)  cos   sin  
 4   2 

Semester-II, 2017/18 21
Transform Domain Analysis using the DTFT

 The procedure for evaluating the output y(n) of a discrete-time

LTI system using the DTFT consists of the following four steps.

1. Calculate the DTFT X(ejω) of the input signal x(n).

2. Calculate the DTFT H(ejω) of the impulse response h(n) of the

discrete-time LTI system.

3. Based on the convolution property, the DTFT of the output y(n)

is given by Y(ejω) = H(ejω)X(ejω).

Semester-II, 2017/18 22
Transform Domain Analysis using the DTFT…….

4. The output y(n) in the time domain is obtained by calculating

the inverse DTFT of Y(ejω) obtained in step (3).

 Since the DTFT is periodic with period ω = 2π, steps (1) to

(4) can be applied only to the frequency range -π ≤ ω ≤ π.

Semester-II, 2017/18 23
Transform Domain Analysis using the DTFT…….

Exercise:

1. The impulse response h(n) of a discrete-time system is given by:

sin n / 4
h( n) 
n
Find the output signal y(n) of the system if the input signal is:

sin n / 8 sin n / 2


a. x(n)  c. x(n) 
n n

 n   n 
b. x(n)  cos   sin  
 2  8 
Semester-II, 2017/18 24
Transform Domain Analysis using the DTFT…….

2. A causal discrete-time LTI system is described by the difference


equation:
3 1
y(n)  y(n  1)  y(n  2)  x(n)
4 8
Determine the:

a. frequency response H(ejω) of the system.

b. impulse response h(n) of the system.

c. Output signal y(n) of the system if the input is:


1
x(n)   (n)   (n  1)
2
Semester-II, 2017/18 25
The Z-transform

 The Z-transform of a discrete-time signal x(n), denoted by X(z),


is defined as:

X ( z)   x (
n  
n ) z n

 The Z-transform is a mapping (transformation) from a sequence


to a power series.

 We say that x(n) and X(z) are Z-transform pairs and denote this
relationship as:
x(n) 
Z
X ( z ) (with certain ROC)
Semester-II, 2017/18 26
The Z-Plane

 The variable z is complex and can be viewed in the z-plane.

 The Z-transform of a discrete-time signal x(n) is a function X(z)


defined on the z-plane.

Semester-II, 2017/18 27
Region of Convergence (ROC)

 The region of convergence (ROC) is defined as the set of all


values of z for which X(z) has a finite values.

 Every time we cite a Z-transform, we should indicate its ROC.

Example:

Semester-II, 2017/18 28
Region of Convergence (ROC)……
Exercise:

1. Find the Z-transform of the following discrete-time signals and


state the ROC.

a. x(n)   (n) d . x(n)  a nu (n  1)

b. x(n)  u (n) e. x(n)  a nu (n  1)

c. x(n)  a nu (n)

Semester-II, 2017/18 29
Region of Convergence (ROC)……

2. Find the Z-transform of the following discrete-time signals and


state the ROC.

a. x(n)  2 n u (n) d . x(n)  2 n u (n)  3n u (n  1)

b. x(n)  (2) n u (n) e. x(n)  2 n u (n  1)  3n u (n)

c. x(n)  3n u (n  1)

Semester-II, 2017/18 30
Properties of the ROC

Semester-II, 2017/18 31
Properties of the ROC……

Semester-II, 2017/18 32
Properties of the ROC……

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Properties of the ROC……

 In general, the ROC has the following properties.

i. The ROC can not contain any poles inside it.

ii. If x(n) is left-sided signal, then:

ROC : z  r1 , r1 : is the innermost pole

iii. If x(n) is right-sided signal, then:

ROC : z  r2 , r2 : is the outermost pole

Semester-II, 2017/18 34
Properties of the ROC……

iv. If x(n) is two-sided signal, then:

ROC : r2  z  r1

v. If x(n) is a finite length signal, then ROC is the entire z-plane

except possibly at z  0 or z  .

vi. The DTFT of x(n) exists if and only if the ROC of x(n)

includes the unit circle.

Semester-II, 2017/18 35
Properties of the ROC……
Exercise:

The Z-transform of a discrete-time signal x(n) is given by:

1
X ( z) 
3 1 1 2
1 z  z
4 8

Determine:

a. all the possible ROCs

b. the corresponding discrete-time signal x(n) for each of the


above ROCs
Semester-II, 2017/18 36
Summary of the ROC

Semester-II, 2017/18 37
Summary of the ROC……..

Semester-II, 2017/18 38
Summary of the ROC……..

Semester-II, 2017/18 39
Some Common Z-transform Pairs

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Some Common Z-transform Pairs……

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Some Common Z-transform Pairs……

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Rational Z-transforms

 The most important and most commonly used Z-transforms are


those for which X(z) is a rational function of the form:
M

N ( z) k
b z k
b0  b1 z 1  .....  bM z  M
X ( z)   k 0

N
a0  a1 z 1  .....  aM z  N
 k
D( z ) k
a z
k 0

 The roots of the numerator N(z) are known as the zeros of X(z).

 The roots of the denominator D(z) are known as the poles of


X(z).

Semester-II, 2017/18 43
Rational Z-transforms……

 The above rational Z-transform contains:

 M zeros at z1, z2, ……, zM

 N zeros at p1, p2, ……, pM

 If M<N, then there are N-M additional zeros at the origin z=0.

 If M>N, then there are M-N additional poles at the origin z=0.

 If M=N, then X(z) has exactly the same number of poles and
zeros.

Semester-II, 2017/18 44
Rational Z-transforms……
Exercise:
Find the Z-transform and sketch the pole-zero plots of the
following discrete-time signals.

a. x(n)  0.5n u (n)

b. x(n)  0.5n u (n  1)

c. x(n)  (0.5) n u (n)  (1.5) n u (n  1)

Semester-II, 2017/18 45
Rational Z-transforms……

Semester-II, 2017/18 46
Rational Z-transforms……

Semester-II, 2017/18 47
Properties of Z-Transform

Semester-II, 2017/18 48
Inverse Z-transform
Inverting by Inspection:

 The simplest inversion method is by inspection, or by comparing


with the table of common Z-transform pairs.

Exercise:

Find the inverse of the following Z-transforms by inspection.


1
a. X ( z )  1
, ROC : z  0.5
1  0.5 z

1
b. X ( z )  1
, ROC : z  0.5
1  0.5 z
Semester-II, 2017/18 49
Inverse Z-transform……
Inverting by Partial Fractional Expansion:

 This is a method of writing complex rational Z-transforms as a


sum of simple terms.

 After expressing the complex rational Z-transform as a sum of


simple terms, each term can be inverted by inspection.

Exercise:

Find the inverse Z-transform by partial fractional expansion method.


1
X ( z)  ROC : z  0.5
1  0.25z 1  0.5z 
1 1
,

Semester-II, 2017/18 50
Transfer Function of Discrete-time LTI Systems
 The Z-transform of the impulse response h(n) is known as the
transfer function of the system.

 Mathematically:

H ( z)   h (
n  
n ) z n

 We say that h(n) and H(z) are Z-transform pairs and denote this
relationship as:

h(n) 
Z
H ( z)

Semester-II, 2017/18 51
Transfer Function of Discrete-time LTI Systems……

 The output y(n) of a discrete-time LTI system equals the


convolution of the input x(n) with the impulse response h(n),
i.e.,
y(n)  x(n) * h(n)

 Taking the Z-transform of both sides of the above equation by


applying the convolution property, we obtain:

Y ( z)
Y ( z)  X ( z) H ( z)  H ( z) 
X ( z)

Semester-II, 2017/18 52
Transfer Function of Discrete-time LTI Systems……
 From the LCCDE, we have:
N M N M

 k
a
k 0
y ( n  k )  k
b x (
k 0
n  k ) 
Z
 k
a z Y
k 0
( zk
)   k X ( z)
b z
k 0
k

 Thus, the transfer function can be expressed as:

Y ( z)  k X ( z)
b z k

H ( z)   k 0
N

 k Y ( z)
X ( z) k
a z
k 0

Semester-II, 2017/18 53
Transfer Function of Discrete-time LTI Systems……
i. Causal LTI Systems
 A discrete-time LTI system is causal if h(n)=0, n<0. In other
words, h(n) is right-sided signal.
 Therefore, ROC of H(z) is an exterior region starting from the
outermost pole.

Semester-II, 2017/18 54
Transfer Function of Discrete-time LTI Systems……
ii. Anti-causal LTI Systems
 A discrete-time LTI system is anti-causal if h(n)=0, n>0. In
other words, h(n) is left-sided signal.
 Therefore, ROC of H(z) is an interior region starting from the
innermost pole.

Semester-II, 2017/18 55
Transfer Function of Discrete-time LTI Systems……
iii. BIBO Stable LTI Systems

 A discrete-time LTI system is BIBO stable if h(n) is absolutely


summable, i.e. ,

 h( n)  
n  

 Therefore, ROC of H(z) always contains the unit circle.

Semester-II, 2017/18 56
Transfer Function of Discrete-time LTI Systems……

Semester-II, 2017/18 57
Transfer Function of Discrete-time LTI Systems……
iv. Causal & BIBO stable LTI Systems
 The ROC of H(z) must be an exterior region starting from the
outermost pole and contains the unit circle.
 In other words, all poles must be inside the unit circle.

Semester-II, 2017/18 58
Transfer Function of Discrete-time LTI Systems……
Exercise:
1. The transfer function of a discrete-time LTI system is given by:

3  3z 1
H ( z) 
1  2.5 z 1  z 2
a. Find the poles and zeros of H(z).
b. Sketch the pole-zero plot.
c. Find the impulse response h(n) if the system is known to be:
i. causal iii. BIBO stable
ii. anti-causal
Semester-II, 2017/18 59
Transfer Function of Discrete-time LTI Systems……
2. Plot the ROC of H(z) for discrete-time LTI systems that are:
a. causal & BIBO stable
b. causal & unstable
c. anti-causal & BIBO stable
d. anti-causal & unstable

Semester-II, 2017/18 60
Transform Domain Analysis using the Z-transform

 The procedure for evaluating the output y(n) of a discrete-time

LTI system using the Z-transform consists of the following four

steps.

1. Calculate the Z-transform X(z) of the input signal x(n).

2. Calculate the Z-transform H(z) of the impulse response h(n) of

the discrete-time LTI system.

Semester-II, 2017/18 61
Transform Domain Analysis using the Z-transform….

3. Based on the convolution property, the Z-transform of the

output y(n) is given by Y(z) = H(z)X(z).

4. The output y(n) in the time domain is obtained by calculating

the inverse Z-transform of Y(z) obtained in step (3).

Semester-II, 2017/18 62
Transform Domain Analysis using the Z-transform….

Exercise:
1. A causal discrete-time LTI system is characterized by the
LCCDE given by:

5 1
y(n)  y(n  1)  y(n  2)  x(n)
6 6
Find its response to the input:
1
x(n)   (n)   (n  1)
3

Semester-II, 2017/18 63
Transform Domain Analysis using the Z-transform….

2. A discrete-time LTI system has an impulse response given by:

h(n)  2(0.5) n u(n)  2n u(n)

Find the LCCDE that describes the system

3. Determine the unit step response of a causal discrete-time


system if its transfer function is:

1 z3
H ( z) 
1 z4

Semester-II, 2017/18 64
Exercise

1. Consider a causal discrete-time LTI system described by the


difference equation:

1 1
y(n)  y(n  1)  x(n)  x(n  1)
2 2
a. Determine the frequency response H(ejω) of the system.

b. Find the impulse response h(n) of the system.

c. Determine the output y(n) of the system to the input:

1
x(n)   (n)   (n  1)
2
Semester-II, 2017/18 65
Exercise……

2. The impulse response of a discrete-time LTI system is given


by:

sin n / 4
h( n) 
n / 4

a. Determine the frequency response H(ejω) of the system.

b. Find the output y(n) of the system to the input:

 n   n 
x(n)  cos   sin 
 2  8 

Semester-II, 2017/18 66
Exercise……
3. Find the Z-transform of the following discrete-time signals.
n n
1  1
a. x(n)    u (n)     u (n)
2  3

n n
 1 1
b. x(n)     u (n)    u (n  1)
 3 2
4. Find the inverse Z-transform of:
1 1
X ( z)  , ROC : z 
 1 1  1 1  2
1  z 1  z 
 4  2 

Semester-II, 2017/18 67
Exercise……

5. The input to a causal discrete-time LTI system is given by:


n
1
x(n)  u (n  1)    u (n)
2
The Z-transform of the output of this system is:
1 1
 z
Y ( z)  2
 1 1 
 1  z 1  z 1

 2 
a. Determine the impulse response h(n) of the system.
b. Find the output y(n) of the system.
Semester-II, 2017/18 68

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