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AREA DE CIENCIA Y TECNOLOGIA


INGENIERIA ELECTRÓNICA

Temario: Señales y Sistemas en tiempo discreto

Puntos de estudio:
• Definición de un sistema en tiempo discreto
• Sistemas sin memoria
• Sistemas lineales
• Sistemas Invariantes en el tiempo
• Respuesta al Impulso y Suma de Convolución
• Propiedades de Sistemas LTI (Linear-Time Invariant Systems)

Docente:
PhD. Walter Humberto Orozco Tupacyupanqui
Cuenca, Marzo-Agosto 2018
Digital Signal Processing
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Resultados de Aprendizaje:

▪ Aplica las diferentes leyes involucradas en el análisis de señales y sistemas en tiempo discreto

Indicadores de logro:

▪ Caracterización de las sistemas en tiempo discreto.


▪ Operaciones de los sistemas en tiempo discreto.
▪ Resuelve problemas con base en el procesamiento de señales en tiempo discreto.

Cuenca, Marzo-Agosto 2018


Ph.D. Walter Orozco Digital Signal Processing
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Definition of “System”

▪ Ambiguous and subject to interpretation.


▪ A large organization that administers or implements some process, e.g. Social Security System.
▪ We need a narrower definition linked to signals.
▪ E.g., An audio CD stores or represents a music signal as a sequence of numbers. A CD player is a system for
converting the stored numbers to an acoustic signal that we can hear.
▪ In general, systems operate on signals to produce new signals or new signal representations.

A system maps (transforms) an input sequence 𝑥[𝑛] into an output sequence 𝑦[𝑛], i.e.,
𝑦 𝑛 = 𝑇{𝑥[𝑛]}

𝑦[𝑛] may depend on x[𝑛] at several or even all values of 𝑛.

Example 2.1 The ideal delay.


𝑦 𝑛 = 𝑥[𝑛 − 𝑛𝑑 ] where 𝑛𝑑 is an integer and −∞ < 𝑛 < ∞.
x[n] T{  } y[n]

PhD. Walter Orozco Digital Signal Processing


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Example 2.2 Implement:


𝑦 𝑛 = 𝑥[𝑛 − 7]
x[n]  n
𝑦 𝑛 = 𝑥[𝑛 + 7]

y[n]  xn  7  n  7

y[n]  xn  7  n  7

PhD. Walter Orozco Digital Signal Processing


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Example 2.3 Moving Average.

Example 2.4 Moving Average applied to 𝑥 𝑛 = 𝑛

PhD. Walter Orozco Digital Signal Processing


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Memoryless Systems: The output of a memoryless system, 𝑦[𝑛], at every value of 𝑛 depends only on the input 𝑥 𝑛 at
the same value of 𝑛.

Example 2.4.
𝑦 𝑛 = 𝑥[𝑛] 2

x[n]  n
For example: 𝑦 𝑛 = 𝑥[𝑛 − 𝑛𝑑 ] is not a memoryless
system unless 𝑛𝑑 = 0 and the moving average system is
also a memoryless system.

𝑀2
1
𝑦𝑛 = ෍ 𝑥[𝑛 − 𝑘]
𝑀1 + 𝑀2 + 1
𝑘=−𝑀1
Memoryless Systems :
y[n]  ( x[n])2  n 2

PhD. Walter Orozco Digital Signal Processing


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Linear Systems
If y1[n] and y2 [n] are the outputs of a system correspond ing to
inputs x1[n] and x2 [n], then the system is linear if and only if
T {x1[n]  x2 [n]}  T {x1[n] }  T {x2 [n]}  y1[n]  y2 [n]
The ideal delay and moving average systems are linear.
and On the contrary, 𝑦 𝑛 = 𝑥[𝑛] 2 is non-linear.
T {ax1[n] }  aT {x1 [n] }  ay1[n]
Where a is an arbitrary constant. Combining these two equations
we get the principal of superposit ion :
T {ax1[n]  bx2 [n]}  aT {x1[n] }  bT {x2 [n]}  ay1[n]  by2 [n]
Generalizing, if yk [n]  T xk [n] and
Example 2.5. The Accumulator 𝑦 𝑛 = σ𝑛𝑘=−∞ 𝑥[𝑘] is linear.
x[n]   ak xk [n]
k
Since if: 𝑥 𝑘 = 𝑎𝑥1 𝑘 + 𝑏𝑥2 𝑘 then
then 𝑛 𝑛 𝑛

y[n]   ak yk [n]
𝑦 𝑛 = ෍ 𝑎𝑥1 𝑘 + 𝑏𝑥2 𝑘 = ෍ 𝑎𝑥1 𝑘 + ෍ 𝑏𝑥2 𝑘
𝑘=−∞ 𝑘=−∞ 𝑘=−∞
k
and
𝑦 𝑛 = 𝑎𝑦1 𝑛 + 𝑏𝑦2 𝑛

therefore, an accumulator is linear.


PhD. Walter Orozco Digital Signal Processing
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Time-invariant Systems
If 𝑦 𝑛 = 𝑇{𝑥[𝑛]} and 𝑦 𝑛 − 𝑘 = 𝑇{𝑥[𝑛 − 𝑘]} for all 𝑘, then 𝑇 is time-invariant.
Example 2.6.
𝑦 𝑛 = 𝑥[𝑛] 2

2 2
If 𝑦1 𝑛 is the response to 𝑥1 𝑛 = 𝑥 𝑛 − 𝑘 then 𝑦1 𝑛 = 𝑥1 [𝑛] = 𝑥 [𝑛 − 𝑘]
But then
2
𝑦 𝑛 − 𝑘 = 𝑥 [𝑛 − 𝑘] = 𝑦1 [𝑛] ∴ the square function is time-invariant.

Example 2.7. The compressor (decimator or downsampler)

PhD. Walter Orozco Digital Signal Processing


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Example 2.8 The accumulator is given by

Time-invariant systems

y[n]  x[n]  n

y1[n]  ( x[n])2  n 2

y[n  5]  x[n  5]  n  5

y2 [n]  ( x[n  5])2  (n  5) 2  y1[n  5]

PhD. Walter Orozco Digital Signal Processing


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Impulse Response and Convolution Sum

Since we can write


𝑥 𝑛 = ෍ 𝑥 𝑘 𝛿[𝑛 − 𝑘]
𝑘=−∞
And if 𝑇{} is a linear transformation, then

𝑦 𝑛 =𝑇 𝑥 𝑛 = ෍ 𝑥 𝑘 𝑇{𝛿 𝑛 − 𝑘 }
𝑘=−∞

Let 𝑇 𝛿 𝑛 = ℎ 𝑛 , then if we impose time-invariance


T 𝛿 𝑛−𝑘 = ℎ[𝑛 − 𝑘]
and
Convolution Sum
𝑦 𝑛 = σ∞
𝑘=−∞ ℎ[𝑛 − 𝑘]𝑥 𝑘

or
𝑦 𝑛 = 𝑥 𝑛 ∗ ℎ[𝑛]
A linear time-invariant system is completely characterized by its response, ℎ[𝑛].

PhD. Walter Orozco Digital Signal Processing


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If we know h[n], then what is h[n  k ] ? Impulse response

Let h[k ]  2,4,6, 8,7,6,5,4,3,2,1


where the underscore represents n  0. h[k ]

then h[k ]  1,2,3,4,5,6,7, 8,6,4,2


is just h[k ] reflected or " flipped" about k  0.
replacing k by n-k , where n is a fixed integer, leads to a h[k ]
shift of the origin of h[k ] to k  n.
Thus to get h[n  k ]
1. Reflect h[k ] about k  0 to get h[ k ]
h[4  k ]
2. Shift the origin of the reflected sequence to k  n.
Note : if    k  n, h[n  k ] correspond s to h[k ] for k  0.
if n  k  , h[n  k ] correspond s to h[k ] for k  0

PhD. Walter Orozco Digital Signal Processing


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Example 2.9 Let

PhD. Walter Orozco Digital Signal Processing


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Example 2.9
h[k ]  .7 k u[k ]

h[k ]  (.7) k u[k ]

h[4  k ]  (.7) 4k u[4  k ]

PhD. Walter Orozco Digital Signal Processing


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Example 2.9
(Cont…)
x[k ]  R7 [n]

h[2  k ]  (.7) 2k u[2  k ]

y[2]

PhD. Walter Orozco Digital Signal Processing


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Example 2.9
(Cont…)
x[k ]  R7 [n]

h[1  k ]  (.7) 1k u[1  k ]

y[1]

PhD. Walter Orozco Digital Signal Processing


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Example 2.9
(Cont…)
x[k ]  R7 [n]

h[0  k ]  (.7) k u[k ]

y[0]

PhD. Walter Orozco Digital Signal Processing


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Example 2.9
(Cont…)
x[k ]  R7 [n]

h[1  k ]  (.7)1k u[1  k ]

y[1]
y[0]

PhD. Walter Orozco Digital Signal Processing


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Example 2.9
(Cont…)
x[k ]  R7 [n]

h[2  k ]  (.7) 2k u[2  k ]

y[2]

PhD. Walter Orozco Digital Signal Processing


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Example 2.9
(Cont…)
x[k ]  R7 [n]

h[3  k ]  (.7)3k u[3  k ]

y[3]

PhD. Walter Orozco Digital Signal Processing


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Example 2.9
(Cont…)
x[k ]  R7 [n]

h[4  k ]  (.7) 4k u[4  k ]

y[4]

PhD. Walter Orozco Digital Signal Processing


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Example 2.9
(Cont…)
x[k ]  R7 [n]

h[5  k ]  (.7)5k u[5  k ]

y[5]

PhD. Walter Orozco Digital Signal Processing


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Example 2.9
(Cont…)
x[k ]  R7 [n]

h[6  k ]  (.7)6k u[6  k ]

y[6]

PhD. Walter Orozco Digital Signal Processing


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Example 2.9
(Cont…)
x[k ]  R7 [n]

h[7  k ]  (.7)7k u[7  k ]

y[7]

PhD. Walter Orozco Digital Signal Processing


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Example 2.9
(Cont…)
x[k ]  R7 [n]

h[8  k ]  (.7)8k u[8  k ]

y[8]

PhD. Walter Orozco Digital Signal Processing


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Example 2.9
(Cont…)
x[k ]  R7 [n]

h[9  k ]  (.7)9k u[9  k ]

y[9]

PhD. Walter Orozco Digital Signal Processing


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Example 2.9
(Cont…)
x[k ]  R7 [n]

h[10  k ]  (.7)10k u[10  k ]

y[10]

PhD. Walter Orozco Digital Signal Processing


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Example 2.9
(Cont…)
x[k ]  R7 [n]

h[20  k ]  (.7) 20k u[20  k ]

y[20]

PhD. Walter Orozco Digital Signal Processing


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Properties of LTI systems

Commutativity :

Starting with y[n]   x[k ]h[n  k ].
k  

Change summation variables to m  n  k



y[n]   h[m]x[n  m].
m

Changing summation variables back to k  m and summing


in reverse order gives

y[n]   h[k ]x[n  k ]
k  
 x[n]  h[n]  h[n]  x[n]


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

PhD. Walter Orozco Digital Signal Processing


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Cascaded Systems :

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

y[n]  w[n]  h2 [n] and w[n]  x[n]  h1[n]


Substituti ng gives
y[n]  x[n]  h1[n]  h2 [n]
Let h[n]  h1[n]  h2 [n]  h2 [n]  h1[n]
 y[n]  x[n]  h[n]

x[n] h[n]  h1[n]  h2 [n] y[n]

PhD. Walter Orozco Digital Signal Processing


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Parallel Systems :
y1[n]
h1[n]
y2 [n] y1[n]  y2 [n]
x[n] y[n]
h2 [n]
y1[n]  x[n]  h1[n] and y2 [n]  x[n]  h2 [n] then
 
y[n]  y1[n]  y2 [n]   h [k ]x[n  k ]   h [k ]x[n  k ]
k  
1
k  
2

 
y[n]   h [k ]  h [k ]x[n  k ]   h[k ]x[n  k ] where
k  
1 2
k  

h[n]  h1[n]  h2 [n]

x[n] h[n]  h1[n]  h2 [n] y[n]

PhD. Walter Orozco Digital Signal Processing


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Example
Example 2.10: Find the:impulse response of the system.

y1[n]
h1[n] h2 [n]
y2 [n] y1[n]  y2 [n]
x[n] y[n]
h3 [n]

h1[n]  .5 [n]   [n  1] , h2 [n]  R2 [n] and h3 [n]  R2 [n  1]


h[n]  h1[n]  h2 [n]  h3 [n] but
h1[n]  h2 [n]  .5 [n]   [n  1]  R2 [n]  .5 [n]  R2 [n]   [n  1]  R2 [n]
h1[n]  h2 [n]  .5 R2 [n]  R2 [n  1]  .5, .5  0, 1, 1  .5, 1.5, 1
h[n]  .5, 1.5, 1  0, 1, 1  .5, 2.5, 2
 
If x[n]  sin   n  u[n] then y[n]  ?
 2

PhD. Walter Orozco Digital Signal Processing


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Composite System Example
Example 2.10 (Cont…)
x[n]
h[n]
y[n]

y[n]  x[n]  h[n] using filter

y[n]  x[n]  h[n] using conv


y[n]

PhD. Walter Orozco Digital Signal Processing


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clc Example 2.10 (Cont…)


clear
%Example 2.10 (Digital Signal Processing)
n=-5:20;
n2=0:20;
h=[.5 2.5 2]; %Impulse response
a=1;
x=zeros(1,26);
x(6:26)=sin(pi*n2+.5*pi); %Input system
y1=filter(h,a,x);
y2=conv(x,h);
figure(1);clf
subplot(411),stem(n,x,'fill');grid
ylabel('x[n]')
subplot(412),stem(n,[zeros(1,5) h zeros(1,18)],'fill');grid
ylabel('h[n]')
subplot(413),stem(n,y1,'fill');grid
ylabel('y[n]')
subplot(414),stem(-5:22,y2,'fill');grid
ylabel('y[n]')
xlabel('Sample')

PhD. Walter Orozco Digital Signal Processing


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Temas revisados:

• Definición de un sistema en tiempo discreto


• Sistemas sin memoria
• Sistemas lineales
• Sistemas Invariantes en el tiempo
• Respuesta al Impulso y Suma de Convolución
• Propiedades de Sistemas LTI (Linear-Time Invariant Systems)

Referencias bibliográficas
1. Proakis J.G., Manolakis D.G., Digital signal processing, Prentice Hall,2006.
2. Ingle V.K., Proakis J.G. - Digital Signal Processing Using Matlab, 2012.
3. Sanjit K Mitra, Digital Signal Processing_A Computer-Based Approach, McGraw-Hill , 2001.
4. Vojir William, Digital Signal Processing Course, New York Institute of Technology, 2005.

Lecturas sugeridas:

Robert J. Schilling, Sandra L Harris, Fundamentals of Digital Signal Processing Using MATLAB (2011, CL-Engineering)
Richard G. Lyons, Understanding Digital Signal Processing (2003, John Wiley & Sons Inc)

PhD. Walter Orozco Circuitos Eléctricos

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