1 gag Ay = Signals and Systems The feling of pride ond satisfaction swelled ix his cart everytime he rece inde the green, fel-lined mahogony box, A fast the clouds were breaking up, 20 now Caplain Cook reached forthe instrument, exqusiely {fashioned from ebony widh an engraved ivory scale and hand-fited optics ‘mounted nr ras to reset the corrosive environment of te sea. With mate sea leg, he made his way up tothe poop deck ofthe Resolution There the “Sun ww Brightening an aging enone whose swell sll remained aftr the {uleting of gle force winds. James Cook steed snl agabat the port lata. ls body became divided. Below the waist he moved withthe rll of the skip; above the ag suspended in inertial space. Squlning through his fnew Griean deular, he sifu brought the ler limb of the noon sun thao a gente se with the horizon "As always, Master Bligh dutiful recorded the numbers lowly recited by thenavgator a he studied the vrier sale under the magoajying glass. At fist the numbers ally increased, then seemed to hover around 73 degrees ‘and 24 minus, When ascertain tha the readings were decresing, Cook Called a halt othe procedure took Bigs record, and returned his bin below deck “Af fist returning hi prized actant 10 its mahogany cae, te navigator sat av his chart table, carefully ploning Bligh’ numbers tn search for the Sun's mason ate for use ts computing the Resolutions aude. Next Course and estimated speed were applied tothe ship's previous pasion 10, Droduce a revited portion of 16" 42 north laude and 139° 46° west Tongitude. A fine droan on the chart with a quick meavurement of is ‘imu produced a beckon to Bligh: "Wel he helmsman 19 steer west rortvestoni-quarer Wes.”2 1 Signals an Syms “This one example from the cruise of the Resolution inci analog 10 digital conversion, interpolation, extrapolation, estimation, and feedback of egal data. Digital signal processing certainly extends back into history ell before Cook's second voyage in 172-1778 and waste primary form ‘of data analysis available before the developmeat of caleies by Newton sand Leibite in the middle of the seventeenth century. But nom, afer boat 300 years of reigning supreme, the casical analytical methods of continuous mathematics ae giving way to the earlier discrete approaches, ‘The reason, ofcourse, electrons digital computers, Invent yeas, heir ‘remarkable computing power hasbeen exceoded only by their amazing low ‘ost The application ae wide ranging. In only seconds, large-scale super ‘computers of today cart out computations that could not have been even, ‘serously entertained just decades ago, A the other end ofthe sel, sal, special-purpose microprocessors perform Tinted hord-wired computations perhaps even in disposable eavioaments-such ae children's toys and ‘en's mises, “The computations and the data they act on are of a wide variety, pertaining to many diferent feds of intrest: astrophyries, meteors. eophysics, computer science, oat they, conminicatons, medical technology, and (ofcourse) navigation—fundamentally ot unlike that of James Cook. For example, 2 modem navigation system might acguite satelite fixes to refine dead reckoning computations derived from the integration ofaecelerometer outputs. In modern devieos, the computations would act on digital data, just an Cook’ dy. In the many examples given above, the dats nvolved ean have diferent ‘characterises, fundameatallyelasied by four properties: analog, dtl, ‘eterministic, and innovational. These properties are not albinclusiv, ntualy exclusive, nor (since al lsifeation schemes contain arbitrary elements) are they necessarily easy to apply to every signa We will now discuss these four properties of signals, considering that the Independent variable time. Infact, for convenience throughout most of "he book, we wil fake this variable t0 be time. But, i ould he most anything. Our signals could be functions of spatial ordinates, oF 3; ‘emperitre, volume, or pressure; ora whole host of other ponies The independent variable need not be & physical quantity. T could be Population density, stock market price, oF welfre support dollars per dependent family. Mostly we ill consider funetions of a singe viable, ‘An analog signal is one that is detined over a continuous range of time. Likewise is amplitude is «continuous function of time. Examples ae tuathematial functions sch ava + rand sin us). Others ste measured physical quantities, such as atmospheric presure. We believe that 2 device designed to measure atmospheric pressure (euch #84 mere barometer) will have a measurement outpat defined Over a eominsous 1 Signal and Systems 2 ange of times, an that the values ofthis ouput (the height ofthe mercury column) will have continuous valves, When sighting the barometer’ coi tum, say number of centimeters presumed tobe a possible reading "A meteorologist might read the barometer t regular peods (forex ple, every four hours) and write the result dowa,sccurate to, for example, Four decimal digs. He has diguized the analog sigal. This digital data defied only over a disezete set of times. Furthermore, sts amit has ‘been quantized inthis example, tho digital data can oniybave values tht are multiples of O01 cm. A digital signal specied at equally spaced time intervals s called a dicreteme sequence. We see that our definitions of analog and digital signals include two Separate and independent attibates: (1) wien the signals defined onthe time seale and (2) how its amplitde i defined. Both ofthese attbutes «ould have the continuous analog behavior or the quantize dacrete be Lavior, giving rise to four posibiies. For example, we might record values of a continaow-tme function oa an analog tape recorder every rillsocond. Ten the resting record has analog amplitudes defined only at dscretetime imtervals. Such a record is elled sampled dats, Another Combination is data thal are defined over continuous time, but whose amplitude values oly take on discrete possiblities, An examples the state ‘fall the log reitsin 4 digital computer, They can be measured st any lime wth an oselloscope or a ogi probe, bu the result can only take on ‘one of two possible vas. Generally speaking, in our work we wil either be considering con sinuous sghals (Continuous valves over a continuous range of time) OF gal signals (discrete values over a discrete set of ime), "Tao other aspoct of signals hat We wish to onside thelr statistical nature. Some sigoals, such sino), ae highly determin, Thats, they are easly preditable under ressonably simple citsumstances. For exam Ple,sin(on) is exaely predicated ahead one ine ep from the equation rams abso U, a) if we know the frequency ay ofthe sinusoid and only evo past wakes at {4 rand, You can easly verify that Eq (11) 8 tegonometi identity it a= 2eos(apAl) and U~Asin(oyt+ 9). Aa interesting and significant property of Eq. (Ll) is tar is predictive power is independent of Knowledge of the origin of tine (or equivslemty, the hase 4) and the amplitode A. Hence it seems reasonable to claim tht sinooide are very predictable, or deterministic. (On the other hand, some sigalsscem to dety prediation, no mater how hard we may ry. A notorious example is the Dov Jones stock market indicator. When @ noted analyst was once asked what he thought the market would do, he rplied, “I wll actuate.” When these futuatons‘ 1 Signals and Systems ely prediction or understanding, we call their behavior random, stochas- tie or ianovative. Some eal Wt note ike as opposed to deterministic signallike behavior, There ate many other examples of random signals oie caused by elton motion in thermionic emision, in semiconductor ‘corres, and in atmosphere processes; backsater from a Doppler radar beam; and results from experiments specifically designed to produce ray ‘dom resis, such as the sin of roulette Wheel. Maay of these random ‘Sgnals contain signicat information tat can be extracted using & sat tical approach tempertute from electron processes, velocies ftom Dop. ler radar, end statistical bias (sirmess) from the route wheel, Teis not universilly recognized that itis ot necessarily the recorded data that determines whether 8 certain proces is random, But rather, We tually havea choice of two Basel different approaches treating and Interpreting observed data, deterministic apd statistical, I our understand: ingot the Observed process is good and the quantity of data is relasively “all, we may wellselet a deterministic approach. If our understanding of the process is poor aad the quantity of dats lage, we may prefer a stattical approach to analyzing the dat. Some see these approaches 3s fundamectally opposing methods, but either approach contains the poten- tial fr separating the deterministic component irom the nonterins component of a iven proces, given our level of understanding ofthe >for example the quantum mechanical desrption of molecules, tom cli and elementary parle contains both deterministic and satis] trebavion. One question is, can the behavior which appears statistical be shown, i fact, tobe determine via a deeper understanding ofthe pro- ess? (This he so-called hidden variable problom in quantum mechan- ies) Some, ike Albert Einstein even to his death, believe that the Sastcal nature of quantum mechani can be removed with a deeper tunderstancing ecase it requires less mathematical machinery, and ence itis more appropriate for an inital study of digital signal processing, we will use primarily a deterministic approach to our subject. Only in later chapters ‘when we aicuss concepts such as prediction operators and the power ‘spectrum of noislike processes will we use the statistical approach. Sampling and Aliasing (ur inmediat attention turns to deterministic digital signals Frequently these ital signals come fom sampling an anaog signal, such as Captain (Cook's shootiag ofthe noonday su. More commonly tod, his sampling Saving al Akasing 5 {sdone with an electronic anslog-to-digil (A/D) data aquisition system Sueypling rates can vary widely, from one simple per day, oles, £9 more ‘than terion simples per second "There are, however, sighals that are inherently digi, sucha thore that ‘occur in demographic studies. The deer Killin the Wisconsin woods during the gun season inhetenly a discret variable that it fonction of disrety ‘equally spaced ie samples, measured inthe number of deer pet year It has no continuous function of time fom which it was distized, Others perhaps are not so clea, Some economists say tha commodity’ price is Getermined only atthe time of sale. What then ithe price of beans between sles, and eit a eontinvowefetion of ime ora ciscrete Suction (high would not be eaualy spaced in time)? if we consider the case where a clearly continuous function is gid by tan A/D conversion, a fuidamentally important phenomenon arses. Asa temple, sinusoids ae the most instructive because, ast runs ou, they Wil ley a basic role in our studies. Thus, let us consider the familie complex snail FO) ~ coat) + isnt) — 2m a2) ‘nd form 2 time-sampled version of this signal by retritng time to only the discrete equally spaced values ¢ = nt, whete Aris the time between samples. The sampled signal snow defined for integer values of fyn eens a Now, / not dial signal ia the sense used in the introduction; it ample values are rot quantized. Indeed, i «continuous function of ‘9, property thal we pow wih 0 explore. ‘We might imagine that our sinasoid of Bg, (1.2) isa the input of an AJD converter as shown in Fg. 1.1(9). (Such an instrument would pro ace a disrete ampli aswell, but that not pot of iaterest athe momen.) Next, We consider w staring ab alow froquency nea ro and ‘increasing, We wis to sty the output ofthe A/D converter a3 function ofthe continuous parametct & As wincreses, behaves ak expected uni = fst Then happens when «=~ 7/. "To explore ths phenomenoa further, let us compare the output of the A/D converter at frequencies that difer by ‘multiples of Pr / ows 2aMiar M=1,2,Sigal an sens A Aah or ARAN co sin cme crn te hie Sin sip sims he mean women ae ‘Then Bg. (1.3) becomes freer MnO fe-venas which is identical to Bg, (1.3) This to sy, the digized esl is erik Jn frequency, with a fundamental period of 2/4, Tis i the sampling Frequency ay of the A/D converter, Those readers who ave familiar with Fourier eyathess will immetitey recognize that since the output of the [A/D converter periodic for sinusoid, It wil also be periodic forall ‘Sina because they can be synthesized ron the sinusoids. This penodiiy ‘ofthe output from tgitzing fof fudamental importance to digital signal processing. We wil pan a deeper insight into how it arses andi signi ‘anes the coming chapters. "Tis periodicity means that the outpt ofthe A/D conversion i not snigue; sin at and sinfw + a, produse the same output. Adeitionaly there is yet more ambiguity, Wemnext digitize sinusoks of frequencies wna “The output becomes fi foot Sampling and lasing 7 ‘Again we get another output of the sume ower orignal frequency w."This time theresa sign change forthe odd functions, te sins, But not forthe ‘ven ons, the cosines. Thisisa general symmety property, Butts nt of prime concern here “The main point that we have discovered in relating sinusoids digitized from analog sine Waves of Heguencies @, wt 2m, and 2 A= i summarized in Fig. 1.2. In all aes, the result sa digitized version of 9 ‘inuoid But the resus are not unique. The output frequency only allows the inpotfequency up to n/Ar; thea it Jeceases, looking like the digitized version ofa lower frequency sine-wave input. This bogus fow-fequeacy ‘Output is called an alias because it masquerading as a frequency not really preweat ithe input. Aisin is avoided only st input fequences eow one-half the sampling frequency. This frequency a/2, obviously of rime importance, is caled the Njguis fregueney wy Anotber name ometimes used for «4/2 is the folding frequency, becae i Tolls higher lrequences ack down into the range aa 0 4/2 ‘Alissings falar oll of ws from western movies where we see wagon wheels obviously misbehaving by going too slow for the speed of the ta On wo eal tran anni agit th shay showing 4p the spat macy a 20 AD camer we pa egy he ure ee el tat eo th enya ipa tpt abs: Apt ease one Nye oa ep al cs er it fein ocr anea : a 1 Sint ane Spe wagon, or worst yet by going bckward when the wagon is moving forward Modeen motion pictures show a slll-rame sample every 2 of a second, making the Nyquist frequency 12 samples/second, This Nygus frequency Fr well above the posible rotation speed of any horse-drava wagon Wheel, ‘bu the multiple spokes of the wheel produce much higher pesiodiciies that do exceed the 12 samplen/second Nyquist equency Linear Time-tnvariant Systems and the Convolution Operation ‘We wil think of systems as entice thst generate, measure, oF process signals. Systems con be categorized in many diferent ways using many diferent atrbutes. OF coutse, no categorization is complete or sways teasy to apply, The range of complexily af ystems vas greatly —from the ‘las like utggle ste, to the alracomplex, ke the human bod “The four properties discussed in the previeus section —analog, digital, sdoterminstie, and Innovatoa—can be applied to stems. The imple reatation mediom (ve, the physical sucure) of systems includes 3 ‘ast aumber of pasties: biological, chemical, electrical, mechanical, pneumatic, hyd, sos, and economic to name a few, They may be ‘atu ke river ora thunderstorm; they may be manufactured, hike 2 Iydraule contol system or wind tunnel Systems ean contain subsystems upon subsystems, The subsystems can be quite diferent from one another, ‘one might hea deterministic dita computational scheme, another might thea naturally oocurring random analog component. Figure £3 shows some _Srple examples of various systems. “Of all of the posible properties of sjstoms, there are five that are of particular importance for our study of digital signal procesing: neat, tne invariance, stability easality, and inveribilty ‘Linearity ithe grand premiere property of system that allows fr great “Simplification in understanding and eating systems that would otherwise be quite forbidding. Linearity alows eet o be saporimposed. The sum ‘of tiv ects equal to the eet of het sus. To be more precise let ws think of some operator 5. Th operation S could be anything, as long sit is delined, Aationaly, the operations of summation ard melilication ust be defined overs sclor number feld and an operand feld. Then We 1 the concept ofinearty on a mathematical level, defining line ‘operator $ ta be one which satisies Stax, + x) ay LUnerTimesovarin Ses 5 a) le wo ON _pyerinn o Fare. singles ws one ne a dy alee ‘ulin by wo constancy teen so ag sel oe Fest inemeion sche sone neh he ea ‘hgh art mmcarcalsyzon nize yo oan the mets enon he me mcg! oe pst he spar ey oped he Here, § operates nx, and xy, while «and bare scalar numbers. One of the most common examples of near operator is integration dane ees ooe 6 Slo) -aleG Seder 310) ‘The linearity condition defined by Eq. (1.8) has two pars: superposition and proportionality. Not aly does superposition hoi, but the output ofw 1 Sina sd Syaers ‘the operation [the right side of Eq. (1.4)] contains contributions from td exactly in proportion co their conteat inthe inpot (the eft side of the faqation. This means that fs Hoear system bas only one inp, and then thot inputs increased by a certain facto, the output wil then increase by exactly the same factor. "is easy to constr! near mathematical operators, but there are really cry few pyc systems that ae ently Unear- Additionally, we must, Slivays be ewere that while a system may be Fearn one prof variables, ‘tear be highly noulinear in soother pair. For example, Maxwell's ia: tions of electromagnetic theory are linear in the feds, ut the Fores vary Unie inverse square of ditance fom pont sources, giving rise 10 all nds ‘Sf nonlinear eet athe behavior af macroscopic mater. A rst ig, it tay seem that certain system ix composed only linear components, brut it may have hidden noainear ones. A simple toggle swith, for ex fmple, might contain just one linear spring. Yet when combined with the vomeity ofthe toggle action, extreme nonlinear behsvior oes, Tpit of ubiqtos noalinea syste, a study of linea systems i il very much wort ou ine. Tae earon i twofold: (1) a powerful theory of {ystems car be developed giving as great insight, and (2) many real ‘Sstems can be teated as lear over Some region giving s very useful sul, Many examples of this last point can be ghven; one will do ‘Acoustic waves inthe solid ear (rin the oceans) are so weak that the | tedium supporting their propagation undergoes extremely small vari tom in presse, velocity, and aplacereat. Over these small excursions, the mectum’s behavior is very neadly neat. This i manifestation of fgoneral pinipe: most any system canbe treated as though it were linear {or sutiientiy small excitation, This point alone is enough to jesiy ‘thorough stdy of near syste ‘Returning then to the eoathomatical implications of inearity, Wet us considera acct linear operator S that ats on a discrete sequence of Gata to produce an output y a dagrammed in Fg 1.4(a). Symboieally sve express ths action by writing Se as) ‘We cally and x me sequences because each sa sequence of digital data ‘equally spaced in time, The operator Si time domain operator acting on Sariows 8 fo produce an ontpa at time t, Next, fr reasons t0 be seen shortly, we introduce the scaled Kronecker delta 4, which is time ‘Sequence tat contains just one wat pulse at time kas shown in Fig. 1.60). ‘Ths allows us to write Dade * ae Llosa Time ivavant Syste " patel Cte ey Fire 4 Dil sens adhe nt inp 0) eer dil are sonsg ou ‘tet an afar pt Ast pleat ik sone ce eRe ea {G'herapore he yt Stop 8 hte see pe en Nos that tne treet fo he rp cay mpeg to he bcause, when summed over K, the result fs 2er0 antl = eterning the ‘value 47 Equation (1.5) then becomes on as Inte sind ap we ite move fe operat oe fot a np Decent aos of tty pry i ‘Cope mine nu tit ep, ene es ar pope oe opening on acon Cee ‘sume as the sum of the effects [Eq. (1.8)} ane Moy apes he en i te inp in he neo oft se 3 i tepcel ni 14) eer cle Gong cote ‘ee tc 0) bese = Shee a9)8 1 SaaS “Ths ation can be viewed , ie sx max mip ofthe col veto xby ae ‘matrix h to give the output of the system at och tm in the Sethe cory xt cate pty ca pc oc ot an ei wath te. “owt mnt ea sued sme aces th op oe Sine he ore tie is, Emo tine ara 1 neces so Ces St ws ed ' +e ome sean of he aco em wis ns SEIS earn pte ca ‘htm ence sly Tali ipa sal nt (evi elenh ot wheh ected eretote ee sean sl ni he easter Liner Tae vari Stans 0 omponute, te gar unas geting fee 5 Gr! componcets Hane components, such as petite 0 pert cyto ngewe, Met of he es A Sem oe ume vera (VT) specs. Bec the inset wilco asso need at aways be ime, Dut cou = any saree no ria am ancommied tem ike sit naan’ oS ng a ITE 1 NO ae preter woe pertance i keeping wth some aos 258 eT te ws of ary une of ie as the depen wail SST 5 oa eae ha he independent variable might nok De Se) aes jec it St syste, linear sifinvasan! sytem a me variance ra sevee cin 7 917 ny neti However, isthe peoer Sang Pes T we wl ica gta signal rosin wth ay NPE APE a oduct ype tie varying of aapive ose, Te nro of ese rocening ONS epee pe consring nar te variant seme 7S nits hat wo provers ve eta in Fs 150) WRN see cw ample OPUS SEATS SS ig TL oe pe invirace the empl espn Be ee Fe snes. Bec or me day, That the em et wo eat NE seas at O ay dere than does a6 2 wt toute sale By makita AOS So SR) Bocas finery two tatements 00 Toes shonin age compen sme sale ye (2) be otra ad () the ope et the sm of He APA show a edu to each spat ating alone, se shown he sof fhe, we ee hat, genet toa of TT of te gr scm respons niet nes, sei aesrding © AS ‘pest of the inputs at each imp Hime aga fe ter exposed by win En (1.910 exc acmestuaton ees In te example of Fig. 15, the sem PE th i ta) Te mae as sae mp apne A pr ed mes Thin seam Eg (19) wold jy) fi 0 0 0) ny [2 4 0 olf ye) fs 2 Of 2 1.40) yf fos 2 tps “oo yl foo 3 2f\eJ yf ooo s1“ 1Y Sia and Sstoms [Note tha elements in the M matrix appear reversed from those in Fig, 15 beonse time increases 0 the lft Im the rows of the matrix, while it Increases te ight the igure. The Amati as the number of eotamns fo match the lengt of the input and sufcient rows to include the Tost, Clement of theimpase response sisng fom thelist input element, Ica ‘een tht if the impulse response is long and the inpat is N long, the ‘uiput ill ben # N= long. This mati equation simply represen the time sited IRs of Eq, (1.9) The elma vector of inputs seas the TR to the value dependent on tbe input at tht time. For example, by matrix ratiplcation in Eq. (1.10), at time ¢~ 2 the output i yen Bhot 2m te “The fst term of thi output, 3p, the combined effect ofthe inp at Kime {and the IR at time ¢=2, The second term 2s, isthe combined eet ‘ofthe input at = 1 abd the resulting pat of the FR that oecurs at = 2, land 20 08 ‘Clearly, i isthe neat ofthe system that allows us to express the system's input-output relation sing maui algebra. Addionally, the SHivinvariant property ofthe system means that he M matrix bas 2 very Special form; each row i just shifted version of the preceding row. That isthe clements at the sme slong each uppe left to lower right diagonal, 'X mai with thisstrstreiscalled a Toephiz matic, We ean express hs ‘verre mathematically by obwerving thatthe elements of are not Jndependent functions of tei indir, bat rather are function solely of their citlerence Gay By Ghent where fic is now just one dimersonal. Equation (1.12) is called the Convolution oth wth «and is symboialy wniten yohex ay [By witing out terms in E4, (1:12), t can be seen that it implements the same shifiag, multiplying, and addition of the matix operation ia Eq, (Ls). A convenient compatational scheme for doing oavolutions ‘vith penal and papers over the order of one fctor, write above the othe, then sift, multiply, and ad, Thus, G21 (ono ine Tie vant Sens 1s DIM X¢M), YON), COME N= 1) cm0 DO 11=1,M DOWI=1,N 10 CTH) CU 1-0 + XD*YO) Fig 16. Acanpate propa to ptr he cmon C= Xe 8 pe pod ena re i iy he ns ld the convolution (1,2,3) (5.2.49) when procs are summed or each shift of (3,2, 1), Not that the eonvolaton commutes: her=xeh tnd remember thatthe length ofthe convolution sn +N ~ age the lengths ofeach factor From inspection of Eq. (1.12) it can be seen that the convohtion ‘opsttion resis all the posible products of the two factors and sums them into the output when the um of the indices of and x are equal (0 tlie. (€—-) +=) Ths recogiton leads 0 a computing algorith for ‘ing convoltions, shown in Fig. .6, which the epone of simplicy it ‘ontains only three primary statoments Tt is worth ceflecting on what we have discussed. For LT systems, the most generel relationship between the input ang the output isthe convo= tion operation of Eq, (12) The impuke response Fe les the output For ny input; hence, an LTT system is campletely and uniquely speci by impulteresponte. Although we used digital systems in our discussion, the “ime conclusions apply to analog systems, see Problem 112, “The convolution operation uses only shifig, multiplication, and nda tion, These operations ate well suited digital computing implementation ina wide vanety of envionment, ftom microcoing of integrated cris to the threesline code of a highdevel computer language Stability san important property of both physical systems and comput ing schemes, One way of fining stability ir in terms of the Impulse respon ofa system. A digital system is defined to be stable if and only i its impue response is absolutely summabe: 3a ‘Since the impulse response ofa system uniquely defines that system, is properties can be used for sytem clssifestion, Clearly Ea. (1.18 allows for an infately long impube response. Such systems are called UR sys ‘ems, These HR systems may be sable or unstable according to whether Eg, (14) is sted or not. Obviously, al fit impulse response sys tems, FIR ystoms, ae stable whore mand * a16 1 Sigal and Systems Causal is a property that we expect ofall passive stems. system with no energy sours, such ae an electrical iter creut consisting of only Fesstors, capacitors, and inductors, would not have an output before itis ‘ected with an input Tt causal, or digital system, ehis same idea ean ie exprested through the impulse response fy=0 for 120 as) where (isthe time that the impulsive input occurs. Thus, the example Ur Fig 1.5 causal system because there to output nil there san Inpu.‘This condition of Eq (1-15) does not prelude the possibility that nO for some positive times also, which would only inply « delayed utp. “Aerusal systems are not uacammon, An elettonie signal generator has an output with no Input (the ae power Tine does not count, we are only Considering signal ins). In the egal signal rocesing wold, the simple Inoving average is usually employed im an acausal manner. A simple ‘example & the operator (hy sfgs fy) = Ch 1,2) This averaging operation feplaces each value of time sequence wit the eurreat value, averaged in ‘vihone past and one future vale, weighted onesha ay much, Because it tes ft valves, eis aca ‘Causlityis an portant consideration ia many digital signal processing schemes, In geal-time computing, fr example, future data i not avaiable ‘without a delay inthe computing process, nv other applications, physical ‘Considerations ay dictate that a certain operator be causal Finally in ecusive computing schemes the outpa i ted fo the eaeulaion ise, ‘Sbviowsly, nly past ompated values can be made available for his type of ‘eeaation. Invert of systems is toc that occupies much of the interesting and scl concept of dytal signal procesing An LTT system isinverible if, (12) can be solved for xi terms of . The convolutional operator that docs this is denoted A recovering Pleher where A'+h=1 isthe unit impulse at ¢=0. This unit impulse could ‘ecuraf some tne other than 0, ging ise to inverss with vacious ‘elay properties. The diewsion of these delay propeties of inverse wil ‘be posipaned until Chapeer 8 Tuverse operators are important Because they provide a means of une doing deconvolving an operation that bas ben applied toa signal. For trample, an inpsttransdaeer for a particular measurement will have some Stops response that aulterates the measurement by aeovolution (ithe itansdcer fs am LTT instument). The eflees of this transducer can be 7 Liner Tenant Syston ” removed by using an inverse operator—a deconvolution operator—0 fecover the orginal inp signal that ws applied tothe tracer. Us tly, the deconvolution operation is Limited in acuracy and thus i an ‘nly recover an approximate version of the original signal. This property, ‘oupled with stability and causality considerations, prosides the sty of inverse operators with considerable substance. ‘An extmple of a litoar oporator and its exact iavors i provided by rotations about an axisin thre dimensions. Aveetor V with components, and in one coordinate system has components ',y",and2' ina rtated coordinate system given by veRv a eee “The rotation s about the z axis by an anae 8. Note that thsis one example ‘ta linear operator tht isnot shift invariant. The averse opesstor tht recovers, yan = is just cos? sind O\1 feos sino 0 Rr'=|-sing cose 0} =fxine cose 0 o o \o oy 1 can be realy verified by mtrix mipication, Systems whose inputs tind outputs ae elated by a aquare matix asin Eg (1.16) can always be inverted exactly to recover (1,2) proving that the determinate of the ‘nefcents in the mati is aot za. On the other hand, if we wished to find the nine rotational parameters inthe matrix given V" and V, there are only three equations and aiae uaknowas; to plot thickens. A similar situation ceusin deconvolution. Imagine, for example, tht we wished 0 Jnnert Fa, (110) to find the convolutional actor represented in the mati nothing knows about this factor, it represents nine unknowns [the three leading and the thre tiling zeros bracketing the sequonce (1.2.3) fe also unknowns). Given the six equations of y verse x, i would be {mmposible to solve for these nin elements. On the other hand, somehow wwe knew that the zeros were indeed zero, there would be only three Unknowns with sx equations, producing an overcostrained set of equ tions. The quction then wok! be to find the best inverse according 0 some eiteron. Thus, we so tha the subject of iverses of LTT systems i {ving to bean interesting one ined, "The fe properties of sysems—lincarty, time invariance, sab ‘nd verity play’ ental role in our disassion of digital0 1 Sigal and Sytem signal processing. The last thece properties —stabity causality, and ine Nertibity ean also be applied to sequences as well as systems. The Sequence inlet docussion need not represent the impulse response of Some system, but it eould be anything, such as data. Additionally, Trighforward to adapt the past dcision to analog systems. See Prob: feme 112,113, and J Constant-Coefficient Difference Equations Apnlcaions in many fils of sence require the solutions of constant- ‘ouTicen ferential equations. Froquently ts preferred fo solve these ‘Cguations mumerally, which brags to an important connection with ‘Gal signal processing, "The aumerical solutions of these const ‘oefcien diflerenal equation produces digital computing schemes tht ‘ve wih to relate to our previous dscnsion Ta the preceding section, we made ita pint to emphasize that any LTT ‘stem can be represented by the operation ef just one convolution; see Fiz. 17(a) Even though this the most general operation posible, iis instructive to consider other posses. Ose very powerful scheme— ‘ound in computing systems, conto sjstems, and many naturel systems— is feedback A sytem with feedback feds the ontpat back into the input Such a system alo called recursive or autoregressive (AR) beease it ecurs, or regreses, ack onto fel. Figure 1-76) shows the simples, och sjstem where a convolutional operator Facts onthe output and ads {tto the input. The system in Fig 1.7() is called a moving average (MA) xy = sax « o Fire 17. Be gl ha. The sings comes Se sm ex (enantio steneng ogra The coy owaon an Sr lun age They cle ater Te a 8 ‘She nc sonia no anes mig segs ARN soe, Consane contin Dierence Eeuaions ra system because the convolution ating onthe inputs the familiar sveraging ‘pttaton that moves along foreach snput data point. These two schemes cei be sommined as showa in Fig. 17(6) to produce an autoregressive Imoving erage oF ARBIA sytem, Now, i any compuing scheme de predic be used i teal physical computer, the MA and AR convolu- tional sums most only havea finite mumber of terms v8 samt Stan am “The MA operator has m+ + 1 tmms and, in genera, may ulize both futice and pst vales ofthe input That i$ maybe aasal.On the other Ind, F mst be a casa operator using only previously computed values ofthe output. In Eq, (17), F has N terms operating on values of y fom time oN to time #1 “A simple exaupe of computing sehomeof the form of Eg (1.17), that is, a digtal ARMA system, i the Lapezod rule of integration: yerver Mert te) 028) “This rule uses trapezoids to approvimate the area under a continuous rye Ina sini spit, we can approximate slopes of continuous curves With chords between digitized values o translate dferentia equations into Aierence equations. As an example, imagine that we wish 0 solve a aay x09 9) At time ¢, we will approximate the derivative withthe slope and let the Sampling interval Ar be egal to unity. Thos, one derence equation that approximates Eq. (119) 8 Wier Hed Dp MN Became the system ste invariant, this equation ikewise must be tue at ‘any other ino, such ay ¢= 1, allowing Us to rewrite the equation a WB Mon ben 29 “This equation represeats a digital ARMA computational sjtem, having the form of Eq. (1.17). ‘Several major pons can wow be stressed. (1) By using simple rules, integrals and derfvativer in any constenteoeticient diferenta-integral ‘equation can be approximated by diference operators, producing digital, Ye2 1 Sigal ar ystems ARMA system. (2) Such dliference equations wil be useful in solving intial valve problems where the starting values of y are given. (3) The steady-state solutions are also sel for implementing many analog de- ‘es in dpa fashion, We have only begun ou study of digizing analog systems; there i mich moze fo be Said on topes such as spproxzatiog dlecvatives that wil be addressed in the following chapters Tat, what bout the conention that any LST syatern can be represented by just one convolutional sum? Doss the ARMA system contact this? "To soe the answer, let us write the ARMA system of Eq, (1.17) in simpler notation yeSext Pry azn and solve for y in terms of x (= Fyey=Sex ya(i-Fyesex az yakex So, providing that (1 ~F)" exis, there i a equivalent MA operator ‘that des relate the output fo the input by just ope convolution. As we shal sce in the next chapter, his iver can alvays be found. However, under tome crcemstaness, it can ealubit very nasty bebavior. Although Phas a finite sumber of terms, the required inverse wil always have alate ‘urber If hese verms rapidly converge, a truncated version of he ioverse an be tscful. Aditonally, these tems may have strong seas compo ‘ents, euiriag many future values of x. Using fture values of xs nota Tinitation in ny eyes of of ine dat processing where al he ipa d may be available, for example, stored on magaetc computer media. Bot the requirement fora large numberof future Values ofthe sept can be distros in some realtime applications where a large delay in computing the output would be intolerable. “To summarize, any lage number of convolutional operations wits both AR and MA components ea be reduced to one AR and one MA operator expressed in Eq, (1.21). Furthermore, because the convolution isthe ‘Rost general operation of an LSI sjstem, the ARMA model can be performed, in principle, with one MA operator. Thus computationally there is always a coiee it there isan AR component in the comptational ‘heme it an be performed in that A mode oritcan be performed inthe [MA mode by wing an inverse operor. In either ease the AR operator has ‘an jnfinite impulse response and hence i always an IR stem. Clearly, {he AR system has goat computing pone; in eflect,ithas the inuence of ‘an infinite numberof term y using only Bnite number of feedback ‘oefcents. rE system Block Diagrams and low Graphs ” System Block Diagrams and Flow Graphs Because systems, in general, can be very complicated, some means of fnalyzag them i required. The digital ARMA system dingrammed In Fig. 1.7() is quite simple, contaising but one MA operator and one AR, operator. However, many systems contain nomerous components cd ing analog devices: dtl devices or operators; and signal paths, including feedback loops. However complicated, we know that any syste conti ing only LT1 components is equivalent othe simplest system in Fig. 1.7), ‘oatuning jst one MA operation. Frequently, we would ike to determine That equivalent single operator. Analyzing block diagrams can answer this ‘question as well as other questions relating to variows operators and Sutsytems For an example of this concept look at Fig. 1.8, where four LTT subeystems are combined to relate one output to one iaput, By simply Tabeling the spnal on each ine in terms of the mest recent upstream ‘operator, ie ean write the output as y=GolSe(et GeFoy) + Fey] 4 Gos oi GeseaeF=GeF] “This lst operator in parenhoses isthe equivalent one tt relates the out put tothe input by» single MA convolution, This equivalent operator Is Called the system transfer fnetion been it provide the overall elton Ship beewoen the int and the output: it wansfers th iat fo the oxtpt (Cleadly the system taster Function i exsentially the sae a the system's impulse response; wea x is the unit impulse, 9 is equ to the system impulse response. Besides compating system transfer function, block

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