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Lect 3

The document discusses the properties of Linear Time-Invariant (LTI) systems, including convolution properties, stability conditions, and the distinction between Finite Impulse Response (FIR) and Infinite Impulse Response (IIR) systems. It also covers the application of convolution in digital filtering and the concept of correlation between sequences. Additionally, it provides an example of a moving average filter used to reduce noise in a signal.

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13 views32 pages

Lect 3

The document discusses the properties of Linear Time-Invariant (LTI) systems, including convolution properties, stability conditions, and the distinction between Finite Impulse Response (FIR) and Infinite Impulse Response (IIR) systems. It also covers the application of convolution in digital filtering and the concept of correlation between sequences. Additionally, it provides an example of a moving average filter used to reduce noise in a signal.

Uploaded by

ahmed.ragab.galal1
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Digital Signal Processing

Associate Prof. Heba Afify


Linear Time-Invariant Systems
Properties of LTI Systems
• Convolution is commutative
 
xk   hk    xkhn  k   hkxn  k  hk  xk
k   k  

x[n] h[n] y[n] h[n] x[n] y[n]

• Convolution is distributive
xk   h1 k   h2 k   xk   h1 k   xk   h2 k 

h1[n]
x[n] h1[n]+ h2[n] y[n] x[n] + y[n]
h2[n]
Properties of LTI Systems
• Cascade connection of LTI systems

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

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

x[n] h1[n]h2[n] y[n]


Stable and Causal LTI Systems
• An LTI system is (BIBO) stable if and only if
• Impulse response is absolute summable

 hk  
k  
• Let’s write the output of the system as
 
yn   hkxn  k   hk xn  k
k   k  
• If the input is bounded
x[n]  Bx
• Then the output is bounded by

yn  Bx  hk
k  

• Then, the output is bounded if the absolute sum is finite


hk   0 for k  0

• An LTI system is causal if and only if


Example:
Solution :
FIR and IIR
• Note that the impulse response for this system has finite
terms; that is, it is nonzero for only a finite time duration.
Because of this property, the system is known as a finite
impulse response (FIR) system.
• On the other hand, a system whose impulse response is
nonzero for an infinite time duration is said to be an
infinite impulse response (IIR) system.
Example:

Solution
(a)
Convolution and Digital filters

• Convolution is the most practical way of applying a digital filter. It represents the
time-domain equivalent to applying a filter in the frequency domain by multiplying
raw spectra.

• It is equivalent to weighted differencing of the input signal. The filter provides the
weighting coefficients.

y=x*h x h y

where y is the output signal, x is the input signal and h is the filter impulse response.
Correlation
• The correlation between two N-length sequences is computed as
follows:
Nm1
rhx (m)   x(n  m)h(n),
n 0
m0

• It calculates the similarity between two sequences.


Convolution vs. Correlation
Convolution

Correlation Nm1
rhx [m]  n 0
x[n  m]h[n], m  0

 h[0]x[m]  h[1]x[m  1]  ..........  h[N  m  1]x[N  1]

• Comparing at zero lag (m=0) gives:


rhx [0]  h[0]x[0]  h[1]x[1]  ..........  h[N  1]x[N  1]

• They are of similar forms except that x[n] in the convolution is in the
reverse order to that in the cross-correlation.
Moving Average Filter
• To obtain a filtered signal f by two-point moving average filtering on
vector d, this means that:
f (n)=d(n)/2+d(n-1)/2.

• You may notice that f is simply the sum of two copies of d, with the
second copy delayed by one tap, and both copies scaled by one half.

• Using conv function in Matlab, we write


f=conv(d,[0.5 0.5]) d[n]
δ[n]
d[n]

d[n] d[n-1]
δ[n-1]
Moving Average Filter
• This smoothing can help reduce “noise”.
• First, let’s make a nice sinusoidal signal:
s=sin(pi/10:pi/10:10*pi)*3;
plot(s)
legend([{'clean'}]);
• Now, we contaminate the signal with some ugly Gaussian
noise
n=randn(size(s));
sn=s+n;
hold on;
plot(sn,'r')
legend([{'clean'},{'noisy'}]);
Moving Average Filter

6
clean
noisy
4

-2

-4

-6
0 20 40 60 80 100

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