TON DUC THANG UNIVERSITY

FACULTY OF ELECTRICAL AND

ELECTRONICS ENGINEERING

402070
DIGITAL SIGNAL PROCESSING
CHAPTER 1: DISCRETE-TIME SIGNALS AND
SYSTEMS

Tan N. Nguyen, Msc.

 OBJECTIVES

 Understand the discrete-time signals and

systems.
 Know the way to show the discrete-time
signals and systems.
 Understand the Fourier transform.

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 CHAPTER 1: DISCRETE-TIME
SIGNALS & SYSTEMS
 1.1 Discrete-time signals
 1.2 Discrete-time systems
 1.3 The Linear Time Invariant (LTI) systems
 1.4 Represent the discrete-time signals & systems
in frequency domain
 1.5 Represent the sequences by Fourier transform
 1.6 Symmetry properties of the Fourier transform
 1.7 Fourier transform theorems
 1.8 Discrete-time random signals

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 DISCRETE-TIME SIGNALS

 Discrete-Time signals are represented as

x  xn,    n  , n : integer
Cumbersome, so just use x  n
 In sampling,

xn  xa nT , T : sampling period

 1/T (reciprocal of T): sampling frequency

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 DISCRETE-TIME SIGNALS

Graphical representation of a discrete-time signals

Abscissa: continuous line

x  n : is defined only at discrete instants

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 DISCRETE-TIME SIGNALS

x[n]  xa (t ) |t nT  xa (nT )

EXAMPLE Sampling the analog waveform

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 DISCRETE-TIME SIGNALS

 Basic Sequence Operations

 Sum of two sequences: x[n]  y[n]

 Product of two sequences: x[n]  y[n]

 Multiplication of a sequence by a number

  x[n ]
 Delay (shift) of a sequence
y[n]  x[n  n0 ] n0 : integer
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 DISCRETE-TIME SIGNALS

 Basic sequences
 Unit sample sequence (discrete-time impulse,
impulse)
0 n  0
 n  
1 n  0

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 DISCRETE-TIME SIGNALS

EXAMPLE : A sum of scaled, delayed impulses

pn  a3 n  3  a1 n  1  a2 n  2  a7 n  7


Arbitrary sequence x[ n]   x[k ] [n  k ]
k  

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 DISCRETE-TIME SIGNALS
1 n  0
 Unit step sequence u[n]  
0 n  0

u[n] 
n

  k 
 n
   k  0, when n  0 ,
1, when n  0




 k 

 since   k   0 k  0
k  

 1 k 0 

u[n]   [n]   [n  1]   [n  2]      [n  k ]
k 0
 [n]  u[n]  u[n  1]
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 DISCRETE-TIME SIGNALS
 Exponential sequences x[n]  A n

 1

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 DISCRETE-TIME SIGNALS
EXAMPLE
If we want an exponential sequences that is
zero for n <0, then
 A n
n0
x[n]   Cumbersome

0 n0

x[n]  A u[n]n simpler

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 DISCRETE-TIME SIGNALS
 Exponential Sequences
A  Ae j  e jw0

j j  w0 n  
x[n]  A  A e  e  A e
n n jw0 n n

 A  cosw0 n     j A  sin w0 n   

n n

 1 Exponentially growing envelope

 1 Exponentially decreasing envelope
 1 x[n]  Ae jw0 n
is referred to
Complex Exponential Sequences
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 CHAPTER 1: DISCRETE-TIME
SIGNALS & SYSTEMS
 1.1 Discrete-time signals
 1.2 Discrete-time systems
 1.3 The Linear Time Invariant (LTI) systems
 1.4 Represent the discrete-time signals & systems
in frequency domain
 1.5 Represent the sequences by Fourier transform
 1.6 Symmetry properties of the Fourier transform
 1.7 Fourier transform theorems
 1.8 Discrete-time random signals

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 DISCRETE-TIME SYSTEMS

 Discrete-Time Systems is a transformation or

operator that maps input sequence 𝑥[𝑛] into
a unique 𝑦[𝑛]
 𝑦[𝑛] = 𝑇{𝑥[𝑛]}, 𝑥[𝑛], 𝑦[𝑛]: discrete-time
signal
𝑥[𝑛] 𝑦[𝑛]
𝑇{‧}

Discrete-Time System
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 DISCRETE-TIME SYSTEMS

 The Ideal Delay System

y[n]  x[n  nd ],    n  
 nd is a positive integer -> Shift the input
sequence to the right by nd samples to form the
output .
 nd is a negative integer-> the system will shift
the input to the left by nd samples.

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 DISCRETE-TIME SYSTEMS

 Properties of Discrete-time systems

 Memoryless systems:

The output 𝑦[𝑛] at every value of n depends only on the

input 𝑥[𝑛] at the same value of n

yn    x[n]
2

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 DISCRETE-TIME SYSTEMS
 Linear Systems
IF y1 n 𝑇{‧} y1 n

y2 n 𝑇{‧} x1 n

and only If:

y1 n 𝑇{‧} y1 n additivity property

y2 n 𝑇{‧} x1 n scaling property

Principle of superposition
x2 n 𝑇{‧} x1 n  x2 n
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 DISCRETE-TIME SYSTEMS

 Time-Invariant Systems
 Shift-Invariant Systems

y1 n 𝑇{‧} y1 n

x2 n  x1 n  n0  𝑇{‧} y2 n  y1 n  n0 

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 DISCRETE-TIME SYSTEMS

 Example of Time-Invariant System

Accumulator system
n
yn   xk 
k  

x1  xn  n0 
n n n  n0
y1 n   x k    xk  n    xk   yn  n 
1 0 1 0
k   k   k1  

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 DISCRETE-TIME SYSTEMS

 Causality
 Forward difference system is not Causal

yn  xn  1  xn

 Backward difference system is Causal

yn  xn  xn 1

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 DISCRETE-TIME SYSTEMS

 Stability
Bounded-Input Bounded-Output (BIBO)
Stability: every bounded input sequence
produces a bounded output sequence.

if xn  Bx  , for all n

then yn  By  , for all n

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 DISCRETE-TIME SYSTEMS

 Example for Stability or Instability

yn    x[n] is stable
2

if xn  Bx  , for all n

then yn  By  B  , 2
x for all n

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 CHAPTER 1: DISCRETE-TIME
SIGNALS & SYSTEMS
 1.1 Discrete-time signals
 1.2 Discrete-time systems
 1.3 The Linear Time Invariant (LTI) systems
 1.4 Represent the discrete-time signals & systems
in frequency domain
 1.5 Represent the sequences by Fourier transform
 1.6 Symmetry properties of the Fourier transform
 1.7 Fourier transform theorems
 1.8 Discrete-time random signals

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 LTI SYSTEMS

 Impulse response
 n T{‧} h n

 n  n0  T{‧} h n  n0 
 Representation of general sequence as a
linear combination

of delayed impulse
xn   xk  n  k 
k  
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 LTI SYSTEMS

 Principle of superposition

 
 
yn  T   xk  n  k    xk T  n  k 
k    k  

  xk hn  k   xn hn
k  

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 LTI SYSTEMS
 Computation of the Convolution

yn   xk hn  k 
k  

hn  k   h k  n

hk  h k 
 Reflecting h[k] about the origin to obtain h[-k]
 Shifting the origin of the reflected sequence to
k=n
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 LTI SYSTEMS

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 LTI SYSTEMS

 Properties of LTI Systems

 Convolution is commutative

xn hn  hn xn

 Convolution is distributed over addition

xn h1n  h2 n  xn h1n  xn h2 n

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 LTI SYSTEMS

 Cascade connection of systems

hn  h1n h2 n

x [n] h1[n] h2[n] y [n]

x [n] h2[n] h1[n] y [n]

x [n] h1[n] h2[n] y [n]

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 LTI SYSTEMS

 Parallel connection of systems

hn  h1n  h2 n

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 LTI SYSTEMS

 Stability of LTI Systems

LTI system is stable if the impulse

response is
absolutely summable : S   hk   
k  
 
yn   hk xn  k    hk  xn  k 
k   k  

xn  Bx y  n   Bx  h k   
k 

Causality of LTI systems hn  0, n  0

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 LTI SYSTEMS

 Impulse response of LTI systems

 Impulse response of Ideal Delay systems

h  n    n  nd  , nd a positive fixed integer

 Impulse response of Accumulator
n
1, n  0
hn    k     un
k   0, n  0

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 CHAPTER 1: DISCRETE-TIME
SIGNALS & SYSTEMS
 1.1 Discrete-time signals
 1.2 Discrete-time systems
 1.3 The Linear Time Invariant (LTI) systems
 1.4 Represent the discrete-time signals & systems
in frequency domain
 1.5 Represent the sequences by Fourier transform
 1.6 Symmetry properties of the Fourier transform
 1.7 Fourier transform theorems
 1.8 Discrete-time random signals

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 THE DISCRETE-TIME SIGNALS &
SYSTEMS IN FREQUENCY DOMAIN
 Eigenfunction and Eigenvalue for LTI
If yn  T xn  H xn xn
 xn is called as the eigenfunction of the
system T   , and the associated
eigenvalue is H xn

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 THE DISCRETE-TIME SIGNALS &
SYSTEMS IN FREQUENCY DOMAIN
 Complex exponentials is the eigenfunction
for discrete-time systems. For LTI systems:
x  n  e
jwn
,   n  

y  n  h  n  x  n   h k  x n  k 
k 

jw n  k     jwk  jwn
  h k e    h k e e
k   k  
 jw  jwn
 H e e eigenfunction
 
eigenvalue frequency response

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 THE DISCRETE-TIME SIGNALS &
SYSTEMS IN FREQUENCY DOMAIN
 Frequency response
   jwk  jwn  jw  jwn
y  n    h  k  e e  H e e
 k    
H e jw
 is called as frequency response of the system.

Real part, imagine part

H e jw
  H  e   jH  e 
R
jw
I
jw

Magnitude, phase
H e
 
jw
  H e  e jw jH e jw

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 THE DISCRETE-TIME SIGNALS &
SYSTEMS IN FREQUENCY DOMAIN
 Frequency Response of Ideal Low-pass
Filter

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 THE DISCRETE-TIME SIGNALS &
SYSTEMS IN FREQUENCY DOMAIN
 Frequency Response of Ideal High-pass
Filter

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 THE DISCRETE-TIME SIGNALS &
SYSTEMS IN FREQUENCY DOMAIN
 Frequency Response of Ideal Band-pass
Filter

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 CHAPTER 1: DISCRETE-TIME
SIGNALS & SYSTEMS
 1.1 Discrete-time signals
 1.2 Discrete-time systems
 1.3 The Linear Time Invariant (LTI) systems
 1.4 Represent the discrete-time signals & systems
in frequency domain
 1.5 Represent the sequences by Fourier transform
 1.6 Symmetry properties of the Fourier transform
 1.7 Fourier transform theorems
 1.8 Discrete-time random signals

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 REPRESENT THE SEQUENCES BY
FOURIER TRANSFORM
 Discrete-Time Fourier Transform, DTFT，

analyzing X  e jw    x  n e jwn
  n 

 If xn is absolutely summable, i.e.  x  n   

then X e  exists. (Stability)
jw n 

 Inverse Fourier Transform, synthesis

xn    X e e
1  jw jwn
dw
2 

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 REPRESENT THE SEQUENCES BY
FOURIER TRANSFORM
 Fourier Transform
Xe    X e  jX e   X e e
jw
R
jw
I
jw jw  
jX e jw

rectangular form polar form

X e   : Fourier transform,
jw

Fourier spectrum, spectrum

X e jw
 : magnitude, magnitude spectrum,
amplitude spectrum
X e   : phase, phase spectrum
jw

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 REPRESENT THE SEQUENCES BY
FOURIER TRANSFORM
 Impulse response and Frequency response
 The frequency response of a LTI system is the
Fourier transform of the impulse response.

H e jw
   h  n e  jwn

n 

hn 
1
2 



He  e jw jwn
dw

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 CHAPTER 1: DISCRETE-TIME
SIGNAL & SYSTEM
 1.1 Discrete-time signals
 1.2 Discrete-time systems
 1.3 The Linear Time Invariant (LTI) systems
 1.4 Represent the discrete-time signals & systems
in frequency domain
 1.5 Represent the sequences by Fourier transform
 1.6 Symmetry properties of the Fourier transform
 1.7 Fourier transform theorems
 1.8 Discrete-time random signals

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 SYMMETRY PROPERTIES OF THE
FOURIER TRANSFORM
 Conjugate-symmetric sequence
xe n   x  n 

e
 Conjugate-antisymmetric sequence
xo n   xo  n


xn  xe n  xo n

xe  n    x  n   x  n   xe  n 
1
2
xo n  xn  x   n   xo  n
1
2
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 SYMMETRY PROPERTIES OF THE
FOURIER TRANSFORM
 Symmetry Properties of real sequence
even sequence: a real sequence that is
Conjugate-symmetric xe n   xe  n 


 odd sequence: real, Conjugate-antisymmetric

xo n   xo  n
real sequence: xn  xe n  xo n
xe n  xn  x n  xe  n
1
2
xo n   xn  x n   xo  n
1
2
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 CHAPTER 1: DISCRETE-TIME
SIGNAL & SYSTEM
 1.1 Discrete-time signals
 1.2 Discrete-time systems
 1.3 The Linear Time Invariant (LTI) systems
 1.4 Represent the discrete-time signals & systems
in frequency domain
 1.5 Represent the sequences by Fourier transform
 1.6 Symmetry properties of the Fourier transform
 1.7 Fourier transform theorems
 1.8 Discrete-time random signals

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 FOURIER TRANSFORM THEOREMS
 Linearity
x1  n
F
 X1 e  jw
x2  n
F
 X 2 e jw

ax1  n  bx2  n
F
 aX1 e   bX e 
jw
2
jw

 Time shifting and frequency shifting

xn  X e   jw

x  n  nd   e X e 
 jwnd jw

e jw0 n
xn  X e  j  w w0 

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 FOURIER TRANSFORM THEOREMS
 Time reversal
 
xn  X e jw

x n  X e   jw

If xn is real, x n  X e 

 jw

x  n   x  n   X

e   X e 
 jw  jw

x  n  x  n  X  e   X  e 
 jw   jw

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 FOURIER TRANSFORM THEOREMS

 Differentiation in Frequency

nxn  j
dX e   jw

dw

 jwn
x  n  X  e jw
   x n e
n 
dX  e jw
 j  de
 jwn 
 jwn
j
dw
 x n dw   nx n e
n n
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 FOURIER TRANSFORM THEOREMS

 Convolution Theorem
xn  X e   hn  H e 
jw jw


if y  n   x  k  h n  k   x n  h n
k 

Ye    X e H e 
jw jw jw

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 FOURIER TRANSFORM THEOREMS
 Example: Determine the Fourier Transform

of sequence x n  a nu n  5  
x1 n  a un  X 1 e 
n
 1
1  ae
jw
 jw

x2 n  x1 n  5  a un  5
 n 5 

 j5w
 X 2 e   e X 1 e  
jw e
 j5w jw
 jw
1  ae
5  j 5w
xn  a x2 n  X e   a X 2 e  
5 jw 5 jw ae
 jw
1  ae
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 FOURIER TRANSFORM THEOREMS
 Example: Determine the impulse response
for a difference equation:
yn  yn  1  xn  xn  1
1 1
2 4
 Impulse response x n   n  
hn  hn  1   n   n  1
1 1
2 4
He jw 1  jw
2
jw 1  jw
 e H e  1 e
4
 
1  1 e jw 1 e jw
H e   4 1
jw
  4
1  1 e jw 1  1 e jw 1  1 e jw
2 2 2
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 CHAPTER 1: DISCRETE-TIME
SIGNALS & SYSTEMS
 1.1 Discrete-time signals
 1.2 Discrete-time systems
 1.3 The Linear Time Invariant (LTI) systems
 1.4 Represent the discrete-time signals & systems
in frequency domain
 1.5 Represent the sequences by Fourier transform
 1.6 Symmetry properties of the Fourier transform
 1.7 Fourier transform theorems
 1.8 Discrete-time random signals

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 DISCRETE-TIME RANDOM SIGNALS

 Deterministic: each value of a sequence is

uniquely determined by a mathematically
expression, a table of data, or a rule of some
type.

 Stochastic signal: a member of an ensemble

of discrete-time signals that is characterized
by a set of probability density function.

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 DISCRETE-TIME RANDOM SIGNALS

 For a particular signal at a particular time,

the amplitude of the signal sample at that
time is assumed to have been determined by
an underlying scheme of probability.

 
That is, x n is an outcome of some random
variable x n

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 DISCRETE-TIME RANDOM SIGNALS

 xn  is an outcome of some random variable

xn ( not distinguished in notation).
 The collection of random variables is called a
random process.
 The stochastic signals do not directly have
Fourier transform, but the Fourier transform
of the autocorrelation and autocovariance
sequence often exist.

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 SUMMARY

 Define a set of basic sequence.

 Define and represent the LTI systems in
terms of the convolution, stability and
causality.
 Introduce the linear constant-coefficient
difference equation with initial rest conditions
for LTI, causal system.
 Recursive solution of linear constant-
coefficient difference equations.
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 SUMMARY

 Define frequency response of the LTI

system.
 Define Fourier transform.
 Introduce the properties and theorems of
Fourier transform. (Symmetry)
 Introduce the discrete-time random signals.

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 HOMEWORK

 Review the chapter 1

 Read chapter 2 ( pp.99->137)
 Solve the exercise: 2.1, 2.2, 2.4, 2.5, 2.7,
2.11, 2.12, 2.15, 2.20, 2.62.

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