DSP#05
DSP#05
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Example
Superposition: For the system to be linear, if x1 Homogeneity: For linear, the system should
[n] produces y1[n] and x2[n] produces y2[n], then for satisfy:
If x[n] produces y[n], then for any scalar a, the
any scalars a and b, the input
input ax[n] should produce ay[n].
ax1[n]+bx2[n] should produce ay1[n]+by2[n].
For the input ax[n]:
Let y1[n]=Ax1[n]+B and y2[n]=Ax2[n]+B.
y[n]=A(ax[n])+B = aAx[n]+B.
For the input ax1[n]+bx2[n]:
For the output to be ay[n]:
y[n]=A(ax1[n]+bx2[n])+B =Aax1[n]+Abx2[n]+B. ay[n]=a(Ax[n]+B)= aAx[n]+ aB.
We need to compare this with ay1[n]+by2[n]: Again, these two results are not equal unless
•ay1[n]+by2[n]= B=0.
•a(Ax1[n]+B)+b(Ax2[n]+B)= aAx1[n]+aB+bAx2 Since the system fails to satisfy both the
[n]+bB =aAx1[n]+bAx2[n]+(a+b)B. superposition and homogeneity properties, we
conclude that the system y[n]=Ax[n]+B is
These two results are not equal
a nonlinear system unless B=0. If B=0, then it is
unless a+b=1, which is generally not true for
a linear system.
arbitrary scalars a and b. 6
Based on Time-Invariance
Time-Invariant Systems: The system's behavior and characteristics do not change over time. If the input is
delayed, the output is delayed by the same amount.
Time-Varying Systems: The system's behavior changes over time. The output may not simply be a delayed
version of the input.
Time-Varying Systems Mathematical Definition
Time-Invariant Systems Mathematical Definition
y(t)=S[x(t)]
Let a system S such that: y(t)=S[x(t)] But the system operator S itself depends on time. Therefore, the time-
Where: y(t) output. x(t) input. varying system can be represented as: y(t)=S[t][x(t)]
S[⋅] operation of the system. Where S[t] indicates system's behavior can change
based on the time t.
System is time-invariant if for any time delay τ:
Example
S[x(t−τ)]=y(t−τ)
Consider a system defined by:
Example
Consider a simple linear system defined by:
y(t)=etx(t)
y(t)=ax(t) a is a constant gain. This means that the system applies a time-
dependent gain to the input signal. Now, let's apply a
If we apply a delayed input: delayed input:
y(t)=S[x(t−τ)] = ax(t−τ) If we take the delayed input x(t−τ):
This results in: y(t)=S[x(t−τ)]=etx(t−τ)
Now, compare the output with a delayed version of
S[x(t−τ)] = a⋅x(t−τ) = y(t−τ) the original output: y(t−τ)=et−τx(t−τ)
This shows that the system is time- Since et changes with time, etx(t−τ) is not equal to et−τ
x(t−τ) due to the varying gain et. Therefore, the
invariant, as the output is simply a
output of a time-varying system when the input is
delayed version of the input when we delayed does not match the delayed output of the
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apply a delay. original system.
Tutorial Based on Time-Invariance
Determine if the system shown in the figure is time invariant or time variant.
( A ) y[n] = x[n] – x[n-1]. ( B ) y[n] = nx[n] ( C ) y[n] = x[n]cosw 0n
Let's analyze each system one by one:
(a) y[n] = x[n] – x[n-1]. (b) y[n] = nx[n]
Original system: Original system: y[n]= nx[n]
y[n]= x[n] - x[n−1] Shift the input: Let x[n]→x[n−n0].
Shift the input: Let x[n]→x[n−n0], y[n]= nx[n−n0]
where n0is a time shift. Shift the output:
y[n] = −x[n−n0] - x[n−n0−1] y[n−n0] = (n−n0)x[n−n0]
Shift the output: The output after shifting the input is not the same as
shifting the output because of the factor nn which
y[n−n0]= x[n−n0] - x[n−n0−1]
depends on nn. Therefore, this system is
Since the output after shifting the input is the same time variant.
as shifting the output, this system is time invariant.
(c ) y[n] = x[n]cosw0n
Original system: y[n]= x[n]cos(ω0n)
Shift the input: Let x[n]→x[n−n0].
y[n]=x[n−n0]cos(ω0n)
Shift the output:
y[n−n0]=x[n−n0]cos(ω0(n−n0))= x[n−n0]cos(ω0n−ω0n0)
Since the output after shifting the input is not the same as shifting the output (due
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Based on Causality
Causal Systems: The output at any time depends only on current and past input
values (not future inputs).
Non-Causal Systems: The output depends on future input values.
n
y[n] x[k ]
Determine if the systems described by the following input-output equations
k are
causal or noncausal.
(a) y[n] = x[n] – x[n-1] (b) y[n] = ax[n] (c)
(d) y[n] = x[n] + 3x[n+4] (e) y[n] = x[n 2] (f) y[n] = x[-n]
1 0.5
2
The sum converges, leading to the conclusion that the system is BIBO stable.
Conclusion
In example, showed how the digital filter described by the difference equation is stable since
it does produce a bounded output for bounded inputs.
Mathematically, we verified its BIBO stability through the convergence of the impulse
response series. 11
Based on the Structure
Digital Filters: Systems designed to process discrete signals, can be further classified into:
FIR (Finite Impulse Response) Filters: Have a finite duration impulse response.
IIR (Infinite Impulse Response) Filters: Have an infinite duration impulse response.
State-Space Systems: Represent systems using state variables and equations.
FIR Systems and IIR Systems. Each of these classes has different structural
characteristics, and we will analyze their features and behaviors while focusing on
their mathematical representations and implications for system performance.
1. Finite Impulse Response (FIR) Systems
Theoretical Overview
FIR systems have a finite duration of impact from an input signal, means output
depends only on a finite number of previous inputs.
FIR systems are inherently stable and can be designed to be linear phase, which is
advantageous for preserving the shape of signals.
Mathematical Structure M
FIR Structure define using Eq:
y[n] bk x[n k ]
k 0
Optimization
The design of FIR filters can be expedited using methods like
the Parks-McClellan algorithm, which uses the Remez exchange
algorithm to minimize the maximal ripple in the passband and
stopband frequency response, leading to an efficient and optimal filter
design.
M
y[n] bk x[n k ] 13
k 0
Based on the Structure
2. Infinite Impulse Response (IIR) Systems
Theoretical Overview
IIR systems possess an infinite duration of impact from the input signal
due to feedback. Their outputs depend on both the current and past
inputs and past outputs, making them capable of achieving a specific
performance with fewer coefficients than FIR systems.
Mathematical Structure
An IIR system can be described using the following difference
equation: M N
y[n] bk x[n k ] a j y[n j ]
k 0 j 1
where:
ajare the feedback coefficients, M is the order of the input,
N is the order of the output.
Properties 14
Based on the Structure
2. IIR Systems
Properties
Stability: Stability criteria for IIR systems depend on the location of
the poles in the Z-domain; the system is stable if all poles are within
the unit circle.
Causality: Similar to FIR systems, IIR systems can also be causal or
non-causal.
Efficiency: IIR systems typically require fewer coefficients than FIR
systems to achieve a similar frequency response, leading to lower
computational load.
Optimization
Optimizing an IIR filter design can involve techniques such as:
Bilinear Transformation: Used to convert an analog filter prototype
into a digital IIR filter while preserving frequency characteristics.
Pole-Zero Placement: Strategic placement of poles and zeros can
achieve desired frequency response and stability. 15
Based on the Structure
3. State-Space Representation
Both FIR and IIR systems can also be modeled using state-space
representation, which provides a comprehensive framework for
analyzing complex systems.
Theoretical Overview
In state-space models, the system is represented by a set of first-order
differential or difference equations.
Mathematical Structure
The state-space representation for a discrete-time system is given by:
x[n 1] Ax[n] Bu[n]
y[n] Cx[n] Du[n]
where:
x[n] is the state vector, u[n] is the input,
y[n] is the output, A is the state matrix,
B is the input matrix, C is the output matrix,
D is the feedforward matrix. 16
Based on the Structure
3. State-Space Representation
Properties
Controllability: Determines whether it's possible to move the system
state to a desired state using the input.
Optimization
Conclusion
By categorizing discrete-time systems based on their structures—
FIR, IIR, and state-space representation—we gain insights into their
theoretical properties and mathematical formulations. Each class
provides unique advantages for specific applications, and optimizing
their performance involves leveraging algorithms suited to their
structures. Understanding these classes aids in expediting the
analysis, design, and implementation of discrete-time systems in
various engineering applications.
b x[n k ]
k 0
k
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Based on the Nature of the System
Based on Implementation
Analog Systems: Continuous-time systems that can be discretized.
Digital Systems: Systems that operate on discrete-time signals.
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Summary
Understanding these classifications helps
in analyzing and designing discrete-time
systems effectively, as each category
has different implications for system
behavior and performance.
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