Discrete Time systems

Discrete-Time Systems. Definition

A discrete-time system is a device or
algorithm that operates on a discrete-time
signal called the input or excitation (e.g.
x(n)), according to some rule (e.g. H[.]) to
produce another discrete-time signal called
the output or response (e.g. y(n)).
y ( n) H x ( n)
This expression denotes also the
transformation H[.]
(also called
operator or mapping) or processing
performed by the system on x(n) to
produce y(n).

Input-Output Model of DiscreteTime System

(input-output relationship description)
x ( n)

discretetime system

excitation

output
signal

H .

input
signal

y ( n) H x ( n)
x(n)

y ( n)

response

y ( n)
3

Classification of Discrete-Time
Systems
Static vs. Dynamic Systems.
A discrete-time system is called static or memoryless if its output at
any time instant n depends on the input sample at the same time, but
not on the past or future samples of the input. In the other case, the
system is said to be dynamic or to have memory.
If the output of a system
N 0 at time n is completely determined by the
input
samples in the interval from n-N to n (
), the system is
N 0
said to have memory of duration N.
If

0 N

If N
If

, the system is static or memoryless.

, the system is said to have finite memory.
, the system is said to have infinite memory.

Examples:
The static (memoryless) systems:

y[n] x[n]

y (n) nx(n) bx 3 (n)

The dynamic systems :

y[n] x[n no ]

Linear vs. Non-linear Systems. Definition

A discrete-time system is called linear if only if it satisfies the linear
superposition principle. In the other case, the system is called nonlinear.
H [.]
Definition. A relaxed system

is linear if only if

H a1 x1 (n) a2 x2 (n) a1H x1 (n) a2 H x2 (n)

x1 (n) x2 (n)
for any arbitrary input sequences
and
, and any arbitrary
a1
a2

constants

and

The multiplicativeH
(scaling)
of axlinear
a x (nproperty
) aH
(n) system:

1 1

The additivity property of a linear system:

H x1 (n) x2 (n) H x1 (n) H x2 (n)

 Linear System: A system is linear if and only if

T{x1[n] x2[n]} T x1[n] T x2[n] (additivity)
and
Tax[n] aT x[n] (scaling)

Examples
Ideal Delay System
y[n] x[n no ]

T{x1[n] x2 [n]}
T{x2 [n]} T x1[n]
Tax[n]
aT x[n]

x1[n no ] x2 [n no ]
x1[n no ] x2 [n no ]

ax1[n no ]

ax1[n no ]

Examples: Linear systems

x(n)

y(n)=T[x(n)]

TT[[]]

Ideal Delay System

y (n) x(n nd )

Moving Average

k M
1
y ( n)
x(n k )

M 1 M 2 1 k M1

Accumulator

y ( n)

x(k )

Examples:
The linear systems:

y ( n) h( k ) x ( n k )
k 0

The non-linear systems:

y (n) x(n 2 ) bx(n k )

y (n) nx(n) bx 3 (n 1)
y (n) [ x(n)]2

Linearity: Example

Linearity Example 2:

Linearity Example 3:

Causal vs. Non-causal Systems. Definition

Definition. A system is said to be causal if the output of the system at
any time n (i.e., y(n)) depends only on present and past inputs (i.e.,
x(n), x(n-1), x(n-2), ). In mathematical terms, the output of a causal
system satisfies an equation of the form

y (n) F x(n), x (n 1), x(n 2), L

F [.]

where
is some arbitrary function. If a system does not satisfy this
definition, it is called non-causal.

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Examples:
The causal system:

y ( n) h( k ) x ( n k )

y (n) x (n) bx(n k )

2

k 0

The non-causal system:

y (n) nx( n 1) bx 3 (n 1)

y ( n)

10

h( k ) x ( n k )

k 10

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Time-Invariant vs. Time-Variable Systems.

Definition
A discrete-time system is called time-invariant if its input-output
characteristics do not change with time. In the other case, the
system is called time-variable.
Definition. A relaxed system H [.] is time- or shift-invariant if
only if

y ( n) H x ( n)

x(n)

y ( n)

implies that

y (n k ) H x(n k )

x(n k )

y (n k )

for every input signal x( n) and every time shift k .

21

(TIME) Shift-Invariant
Systems
y(n)=T[x(n)]

x(n)
x(n-k)
x(n)
x(n-1)
x(n-2)

TT[[]]

y(n-k)
y(n)
y(n-1)
y(n-2)

Examples:
The time-invariant systems:

3
y
(
n
)

x
(
n
)

bx
( n)

y ( n) h( k ) x ( n k )
k 0

The time-variable systems:

y (n) nx(n) bx 3 (n 1)
N

y ( n) h N n ( k ) x ( n k )
k 0

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Linear Shift-Invariant Systems

x(n)

xx((nn)) xx((kk))((nnkk))

k k

y ( n)

y(n)=T[x(n)]

yy((nn))TT xx((kk))((nnkk))
kk

TT[[]]

x(k )T [(n k )] x(k )h(n k )

Impulse Response
x(n)=(n)
TT[[]]

h(n)=T[(n)
]

Convolution Sum
(n)
TT[[]]

x(n)
y ( n)

h(n
)
y(n)

x(k )h(n k ) x(n) * h(n)

AAlinear
linearshift-invariant
shift-invariantsystem
systemisiscompletely
completely
characterized
characterizedby
byits
itsimpulse
impulseresponse.
response.

convolution

1.2.1.1 Impulse Response and

Convolution

( n)

LTI system

unit impulse

H .

h( n) H ( n)
impulse response

LTI system description by convolution (convolution sum):

y ( n)

h( k ) x ( n k ) x ( k ) h( n k ) h( n ) * x ( n) x ( n) * h( n)

Viewed mathematically, the convolution operation satisfies the

commutative law.
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1.2.1.2. Step
Response
u (n)

g ( n) H u ( n)

LTI system

unit step

g ( n)

step response

H .

unit-step
response

h(k )u (n k ) h(k )

These expressions relate the impulse response to the step response of

the system.

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Characterize a System

x(n)

h(n)
h(n)

x(n)*h(n)

Calculating Convolution Sum

Repeat the steps 2-4 for all possible shifts

Addition Method of Discrete-Time

Convolution

Produces the same output as the graphical method

Effectively a short cut method

Let x[n] = 0 for all n<N

value of x[n]
Let h[n] = 0 for all n<M
value of h[n]

(sample value N is the first non-zero

(sample value M is the first non-zero

y n x n h n

x i h n i
iN

for n M N
for n M N

To compute the convolution, use the following array

x[N]

x[N+1]

x[N+2]

x[N+3]

1st row values of x[n]

h[M]

h[M+1]

h[M+2]

h[M+3]

2nd row values of h[n]

x[N]h[M]

x[N+1]h[M]

x[N+2]h[M]

x[N+3]h[M]

x[N]h[M+1]

x[N+1]h[M+1]

x[N_2]h[M+1]

x[N]h[M+2]

x[N+1]h[M+2]

(1st row) x (1st element

of 2nd row)
(1st row) x (2nd element
of st2nd row) rd
(1 row) x (3 element
of 2nd row)

y[N+M+2]

y[N+M+3]

Sum down a column

Discrete-Time Convolution
Array

+
y[N+M]

y[N+M+1]

The resulting values in the output sequence

Discrete-Time Convolution
Example

Find the output of a system if the input and impulse response are given as fo

x n n 1 2 n 3 n 1 4 n 2
h n n 2 5 n 1 3 n

Solution
Then, N = -1 Index of the first non-zero value of x[n]
M = -2 Index of the first non-zero value of h[n]
Next, write an array

Discrete-Time Convolution
Example
1

-1

-1

-2

-3

-4

10

15

20

12

First Row times (3)

10

17

29

12

Summation of columns

-1

Coefficients of x[n]
Coefficients of h[n]
First Row times (-1)
First Row times (5)

y[n] = 0 for n < N+M = -3

y n n 3 3 n 3 10 n 1 17 n 29 n 1 12 n 2

Numerical Convolution Using

MATLAB
Define x[n] and h[n]
xx = [5 7 -9 10];
hh = [1 2 3];
May also be useful to use the zeros and
ones functions (especially for matching
up sample values)

Use the conv function

yy = conv(xx,hh);

Properties of Convolution Math

y ( n)

x(k )h(n k ) x(n) * h(n)

y ( n)

h( k ) x ( n k ) h( n) * x ( n)

xx((nn))**hh((nn)) hh((nn))**xx((nn))

Properties of Convolution Math

x(n)

hh1(n)
1(n)

hh2(n)
2(n)

y(n)

x(n)

hh2(n)
2(n)

hh1(n)
1(n)

y(n)

x(n)

hh1(n)*h
2(n)
1(n)*h2(n)

y(n)

These
These systems
systems are
are identical.
identical.

Properties of Convolution Math

hh1(n)
1(n)

x(n)

y(n)

hh2(n)
2(n)

x(n)

hh1(n)+h
2(n)
1(n)+h2(n)

y(n)

These
These two
two systems
systems are
are identical.
identical.

1.2.2. Impulse Response Property and

Classification of LTI Systems
1.2.2.1. Causal LTI Systems
A relaxed LTI system is causal if and only if its impulse response is
zero for negative values of n , i.e.

h(n) 0 for n 0
Then, the two equivalent forms of the convolution formula can be
obtained for the causal LTI system:

y ( n) h( k ) x ( n k )
k 0

x (k )h(n k )

48

1.2.2.2. Stable LTI Systems

A LTI system is stable if its impulse response is absolutely
summable, i.e.

h( k )

49

1.1.3.5. Stable vs. Unstable of Systems.

Definitions
An arbitrary relaxed M
systemMis said to be bounded input - bounded
x
y
output (BIBO) stable if and only if every bounded input produces the
bounded
output.
It means,
that
there
exist
some finite numbers say
x
(
n
)

y
(
n
)

x that
y
and
, such

for all n. If for some bounded input sequence x(n) , the output y(n) is
unbounded (infinite), the system is classified as unstable.

50

Examples:
The stable systems:

y ( n)

h( k ) x ( n k )

y ( n) x ( n 2 ) 3 x ( n k )

k 0

The unstable system:

y (n) 3n x 3 ( n 1)
(because a constant input x(n)=1 means y(n) = 3power n which is
unbounded)

51

1.3. Frequency-Domain
Representation of
Discrete
Signals and LTI Systems
x(n) e jn
complex-valued
exponencial
signal

LTI
system
h(n)

y ( n)
LTI system output

impulse response

y ( n)

h( k ) x ( n k )

52

LTI system output:

y ( n)

h( k ) x ( n k )

j ( n k )
h
(
k
)
e

j k j n
j n
h
(
k
)
e
e

j k
h
(
k
)
e

y (n) e jn H (e j )

Frequency response:

H (e j )

j k
h
(
k
)
e

53