1

Signal Processing ()
Lecture #5 Discrete Systems
Prof. Gyuhae Park
5-2
Discrete-time signals
In Matlab, a finite-duration sequence representation requires two ve
ctors, and each for x and n.
Example:
Question: whether or not an arbitrary infinite-duration sequence
can be represented in MATLAB?
} 7 , 3 , 4 , 1 , 0 , 1 , 1 , 2 { ) ( = n x
]; 7 , 3 , 4 , 1 , 0 , 1 , 1 , 2 [
]; 4 , 3 , 2 , 1 , 0 , 1 , 2 , 3 [
=
=
x
n
Discrete signal: discrete-time signal
N is integer valued, represents discrete instances in times
} ), 1 ( ), 0 ( ), 1 ( , { )} ( { ) ( x x x n x n x = =
2
5-3
Types of sequences
Elementary sequence for analysis purposes
Unit sample sequence
Representation in MATLAB
Or we could use x =zeros(1,n2-n1+1); x(n0-n1+1)=1;
{ } , 0 , 0 , 1 , 0 , 0 ,
0 , 0
0 , 1
) (
|
=

=
=
=
n
n
n o
2 0 1 2 1
0
0
0
, ,
, 0
, 1
) ( n n n n n n
n n
n n
n n s s s s

=
=
= o
-3 -2 -1 0 1 2 3
0
0.2
0.4
0.6
0.8
1
n
o
(n
-n
0
)
-3<n<3
n0=0

stem(n,x,ro);
5-4
Unit step sequence
{ } , 1 , 1 , 1 , 0 , 0 ,
0 , 0
0 , 1
) (
|
=

<
>
=
n
n
n u
2 0 1 2 1
0
0
0
, ,
, 0
, 1
) ( n n n n n n
n n
n n
n n u s s s s

<
>
=
Or we could use
n=[n1:n2]; x=zeros(1,n2-n2+1); x(n0-n1+1:end)=1;
0
0.5
1
1.5
3
5-5
Real-valued exponential sequence
R a n a n x
n
e = ; , ) (
For Example:
10 0 , ) 9 . 0 ( ) ( s s = n n x
n
n=[0:10]; x=(0.9).^n; stem(n,x,ro)
0 1 2 3 4 5 6 7 8 9 10
0
0.2
0.4
0.6
0.8
1
5-6
Complex-valued exponential sequence
n e n x
n j
=
+
, ) (
) (
0
e o
Attenuation: if sigma is <0, it produce attenuation, if >0,
amplification, frequency in radians:
For Example: n=[0:10]; x=exp((2+3j)*n);
0 1 2 3 4 5 6 7 8 9 10
0
0.5
1
1.5
2
2.5
3
3.5
4
4.5
5
x 10
8
4
5-7
Sinusoidal sequence
n n n x + = ), cos( ) (
0
u e
Phase in radians
For Example:
n=[0:10]; x=3*cos(0.1*pi*n+pi/3)+2*sin(0.5*pi*n)
0 1 2 3 4 5 6 7 8 9 10
-5
-4
-3
-2
-1
0
1
2
3
5-8
Random sequence
Rand(1,N)
Generate a length N random sequence whose elements are
uniformly distributed between [0,1]
Randn(1,N)
Generate a length N Gaussian random sequence with mean 0
and variance 1. en [0,1]
Periodic sequence
A sequence x(n) is periodic if x(n)=x(n+N)
The smallest integer N is called the fundamental period
example
xtilde=x*ones(1,P); xtilde=xtilde(:); xtilde=xtilde; transposition
x is a row vector.
5
5-9
Some useful results
Even and odd synthesis
Even (symmetric): x
e
(-n)=x
e
(n)
Odd (antisymmetric): x
o
(-n)=-x
o
(n)
Any arbitrary real-valued sequence can be decomposed into its eve
n and odd component: x (n)=x
e
(n)+x
o
(n)
5-10
Correlations of sequences
It is a measure of the degree to which two sequences are similar. Given t
wo real-valued sequences x(n) and y(n) of finite energy,
Crosscorrelation
Autocorrelation

+
=
=
n
y x
l n y n x l r ) ( ) ( ) (
,

+
=
=
n
x x
l n x n x l r ) ( ) ( ) (
,
The index l is called the shift or lag
parameter.
The special case: y(n)=x(n)
6
5-11
Discrete Systems
Mathematically, an operation T[.]
y(n) =T [ x(n)]
x(n): input signal (excitation)
y(n): output signal (response)
Example Discrete-Time Systems
Moving (Running) Average
Maximum
Ideal Delay System
Classification
Linear systems
Nonlinear systems
] 3 n [ x ] 2 n [ x ] 1 n [ x ] n [ x ] n [ y + + + =
{ } ] 2 n [ x ], 1 n [ x ], n [ x max ] n [ y =
] n n [ x ] n [ y
o
=
T[.] x[n] y[n]
5-12
Linear operation L[.]
If L[.] satisfies the principle of superposition
Examples
Ideal Delay System
) ( ), ( , ,
)] ( [ )] ( [ )] ( ) ( [
2 1 2 1
2 2 1 1 2 2 1 1
n x n x a a
n x L a n x L a n x a n x a L

+ = +
{ } { }
{ } { } (scaling) ] [ ] [
y) (additivit ] [ ] [ ]} [ ] [ {
if only and if Linear
2 1 2 1
n x aT n ax T
and
n x T n x T n x n x T
=
+ = +
] [ ] [
o
n n x n y =
{ }
{ }
{ } ] [ ] [
] [ ] [
] [ ] [ ] [ ]} [ {
] [ ] [ ]} [ ] [ {
1
1
2 1 1 2
2 1 2 1
o
o
o o
o o
n n ax n x aT
n n ax n ax T
n n x n n x n x T n x T
n n x n n x n x n x T
=
=
+ = +
+ = +
7
5-13
Linear operation L[.]
ARE these Linear?
5-14
Linear operation L[.]
8
5-15
Linear time-invariant (LTI) system
A linear system in which an input-output pair is invariant to a shift n
in time is called a linear times-invariant system
y(n) =L[x(n)] ---y(n-k) =L[x(n-k)]
For an LTI system, the L[.] and the shifting operators are reversible
Example
Square
Counter Example
Compressor System
( )
2
] [ ] [ n x n y =
| | ( )
| | ( )
2
o
2
1
] [ n - n y gives output the
] [ y is output input the Delay the
o
o
n n x Delay
n n x n
=
=
] Mn [ x ] n [ y =
| |
| | ( ) | |
o o
o 1
n n M x n - n y gives output the Delay
] n Mn [ x n y is output the input the Delay
=
=
5-16
Are these LTI?
compute the response yk(n) to the shifted input sequence. This is
obtained by subtracting k from the arguments of every input
sequence term on the right-hand side of the linear transformation.
To determine time-invariance, we will then compare it to the shifted
output sequence y(n k), obtained after replacing every n by (n k)
on the right-hand side of the linear transformation.
9
5-17
Are these LTI?
5-18
Properties of the LTI system
Causality
A system is said to be causal if the output at index n
0
depends only on
the input up to and including the index n
0
The output does not depend on the future values of the input
Such a sequence is termed a causal sequence.
To make sure that systems can be built.
In signal processing, unless otherwise stated, we will always assume
that the system is causal.
Examples
Backward Difference
Counter Example
Forward Difference
] n [ x ] 1 n [ x ] n [ y + + =
] 1 n [ x ] n [ x ] n [ y =
10
5-19
Properties of the LTI system
Stability
A system is said to be bounded-input bounded-output (BIBO) stable if
every bounded input produces a bounded output.
To avoid building harmful systems or to avoid burnout or saturation in
system operation
Example
Square
Counter Example
Log
( )
2
] n [ x ] n [ y =
< s
< s
2
x
x
B ] n [ y by bounded is output
B ] n [ x by bounded is input if
( ) ] n [ x log ] n [ y
10
=
| | | | | | ( ) = = =
< s
n x log 0 y 0 n x for bounded not output
B ] n [ x by bounded is input if even
10
x
5-20
Impulse Response of Linear system
For linear systems, the output y(n) of a linear system to an arbitrary input
x(n)
is called impulse response, and is denoted by h(n,k)
] ) ( [ ) ( ) ( ) ( )] ( [ ) (

+
=
+
=
=
(

= =
n n
k n L k x k n k x L n x L n y o o
)] ( [ k n L o

+
=
=
n
k n h k x n y ) , ( ) ( ) (

+
=
=
k
k n k x n x ) ( ) ( ) ( o
Unit sample synthesis
Any arbitrary sequence can be
synthesized as a weighted sum of
delayed and scaled unit sample
sequence.
11
5-21
LTI system
A linear system in which an input-output pair is invariant to a shift n
in time is called a linear times-invariant system
y(n) =L[x(n)] ---y(n-k) =L[x(n-k)]
The output of a LTI system is call a linear convolution sum
) ( )] ( [ ) , ( k n h k n L k n h = = o
) ( * ) ( ) ( ) ( )] ( [ ) ( n h n x k n k k x n x LTI n y
k

+
=
A
= = =

+
=
=
n
k n h k x n y ) , ( ) ( ) (
sum n Convolutio
] [ * ] [ ] [ ] [
)] 1 ( [ ] 1 [ )] ( [ ] 0 [ )] 1 ( [ ] 1 [
]) [ ( ] [
] 1 [ ] [ ] 1 [

= =
+ + + + + =
=

=
+
k
n h n h n h
n h n x k n h k x
n L x n L x n L x
n x L n y

o o o
5-22
LTI System
An LTI system is completely characterized in the time domain by the imp
ulse response h(n).
12
5-23
Properties of LTI Systems
Convolution is commutative
Convolution is distributive
| | | | | | | | | | | | | | | | k x k h k n x k h k n h k x k h k x
k k
- = = = -


=

=
| | | | | | ( ) | | | | | | | | k h k x k h k x k h k h k x
2 1 2 1
- + - = + -
h[n] x[n] y[n]
x[n] h[n] y[n]
h
1
[n]
x[n] y[n]
h
2
[n]
+ h
1
[n]+ h
2
[n] x[n] y[n]
5-24
Stable and Causal LTI Systems
An LTI system is (BIBO) stable if and only if
Impulse response is absolute summable
Lets write the output of the system as
If the input is bounded
Then the output is bounded by
The output is bounded if the absolute sum is finite
An LTI system is causal if and only if
| | <

= k
k h
| | | | | | | | | |


=

=
s =
k k
k n x k h k n x k h n y
x
B ] n [ x s
| | | |

=
s
k
x
k h B n y
| | 0 k for 0 k h < =