Kundur DTS Chap2 PDF

Chapter 2: Discrete-Time Signals and Systems
Discrete-Time Signals and Systems
Discrete-Time Signals and Systems Reference:
Dr. Deepa Kundur Sections 2.1 - 2.5 of
University of Toronto John G. Proakis and Dimitris G. Manolakis, Digital Signal Processing:
Principles, Algorithms, and Applications, 4th edition, 2007.
Dr. Deepa Kundur (University of Toronto) Discrete-Time Signals and Systems 1 / 36 Dr. Deepa Kundur (University of Toronto) Discrete-Time Signals and Systems 2 / 36
Chapter 2: Discrete-Time Signals and Systems Chapter 2: Discrete-Time Signals and Systems
Elementary Discrete-Time Signals Signal Symmetry

1. unit sample sequence (a.k.a. Kronecker delta function):

δ(n) =
1, for n = 0 Even signal: x(−n) = x(n)
0, for n 6= 0
Odd signal: x(−n) = −x(n)
2. unit step signal:
1, for n ≥ 0
u(n) =
0, for n < 0
x(n) x(n) x(n)
3. unit ramp signal: 2 2 2
n, for n ≥ 0
ur (n) = 1 1 1
0, for n < 0
-7 -6 -5 -4 -3 -2 -1 0 1 2 3 4 5 6 7
n -7 -6 -5 -4 -3 -2 -1 0 1 2 3 4 5 6 7
n -7 -6 -5 -4 -3 -2 -1 0 1 2 3 4 5 6 7
n
Note:
δ(n) = u(n) − u(n − 1) = ur (n + 1) − 2ur (n) + ur (n − 1)

u(n) = ur (n + 1) − ur (n)
Signal Symmetry Signal Symmetry
x(n) (x(n)+x(-n))/2
1 1 even part
1 0.5 0.5
Even signal component: xe (n) = [x(n) + x(−n)] 2
-6 -5 -4 -3 -2 -1 0 1 2 3 4 5 6 7 8
n -6 -5 -4 -3 -2 -1 0 1 2 3 4 5 6 7 8
n
-0.5 -0.5
Odd signal component: xo (n) = 12 [x(n) − x(−n)]
-1 -1
Note: x(n) = xe (n) + xo (n) x(-n) (x(n)-x(-n))/2

1 1 odd part
0.5 0.5
-6 -5 -4 -3 -2 -1 0 1 2 3 4 5 6 7 8
n -6 -5 -4 -3
-2 -1
0 1 2 3 4 5 6 7 8
n
-0.5 -0.5
-1 -1
Simple Manipulation of Discrete-Time Signals Simple Manipulation of Discrete-Time Signals I

Find x(n) − x(n + 1).
I Transformation of independent variable:
time shift: n → n − k, k ∈ Z 3
I
I Question: what if k 6∈ Z? 3 x(n)

2 2
I time scale: n → αn, α ∈ Z 2
I Question: what if α 6∈ Z? 1
1
I Additional, multiplication and scaling: 15
I amplitude scaling: y (n) = Ax(n), −∞ < n < ∞ -3 -2 -1 0 1 2 3 4 5 6 7 8 9 10
20
n
I sum: y (n) = x1 (n) + x2 (n), −∞ < n < ∞ -1
product: y (n) = x1 (n)x2 (n), −∞ < n < ∞ -1
-2
I
-2
-3
Simple Manipulation of Discrete-Time Signals II Simple Manipulation of Discrete-Time Signals I

Find x( 32 n + 1).
3n
n +1 x( 3n + 1)
x(n) x(n)-x(n+1)
2 2
3 < − 12 3n
< −1 0 if 2
+ 1 is an integer; undefined otherwise
-1 − 12 undefined
2 2 0 1 x(1) = 1
5
1
1 undefined
1 1 1
2
2 4 x(4) = 2
11
3 undefined
15 20
n
2
4 7 x(7) = 3
-3 -2 -1 0 1 2 3 4 5 6 7 8 9 10 5 17
undefined
-1
2
6 10 x(10) = 2
-1 -1 -1 -1 7 23
undefined
-2
2
8 13 x(13) = 1
-3 -x(n+1)
29
9 2
undefined
10 16 x(16) = −1
35
11 2
undefined
12 19 x(19) = −2
3n
> 12 > 19 0 if 2
+ 1 is an integer; undefined otherwise
Simple Manipulation of Discrete-Time Signals Input-Output Description of Dst-Time Systems

Graph of x( 23 n + 1).
x(n) y(n)
input/ Discrete-time output/
excitation System response
3 3 This signal is undefined for values of n Discrete-time Discrete-time

2 2 2 that are not even integers and zero for signal signal
even integers not shown on this sketch.
1 1
n
10 12
I Input-output description (exact structure of system is unknown
-3 -2 -1 0 1 2 3 4 5 6 7 8 9 11 13 14 or ignored):
-1 -1 y (n) = T [x(n)]
-2 -2 I “black box” representation:
-3 T
x(n) −→ y (n)
Classification of Discrete-Time Systems Time-invariant vs. Time-variant Systems
Why is this so important?

I Time-invariant system: input-output characteristics do not
I mathematical techniques developed to analyze systems are often change with time
contingent upon the general characteristics of the systems being
I a system is time-invarariant iff
considered
I for a system to possess a given property, the property must hold T
x(n) −→ y (n) =⇒ x(n − k) −→ y (n − k)
T
for every possible input to the system
I to disprove a property, need a single counter-example for every input x(n) and every time shift k.
I to prove a property, need to prove for the general case
Time-invariant vs. Time-variant Systems Linear vs. Nonlinear Systems
Examples: time-invariant or not?

I y (n) = A x(n)
I Linear system: obeys superposition principle
I y (n) = n x(n)
p I a system is linear iff
I y (n) = x(n) + x 2 (n − 2)
I y (n) = x(−n) T [a1 x1 (n) + a2 x2 (n)] = a1 T [x1 (n)] + a2 T [x2 (n)]
I y (n) = x(n + 1)
1
for any arbitrary input sequences x1 (n) and x2 (n), and any
I y (n) =
1−x(n+2) arbitrary constants a1 and a2
I y (n) = e 3x(n)
Ans: Y, N, Y, N, Y, Y, Y
Linear vs. Nonlinear Systems Causal vs. Noncausal Systems
Examples: linear or not?

I y (n) = A x(n)
I Causal system: output of system at any time n depends only on
I y (n) = n x(n)
p present and past inputs
I y (n) = x(n) + x 2 (n − 2) I a system is causal iff
I y (n) = x(−n)
I y (n) = x(n + 1) y (n) = F [x(n), x(n − 1), x(n − 2), . . .]

I y (n) = 1
1−x(n+2) for all n
3x(n)
I y (n) = e
Ans: Y, Y, N, Y, Y, N, N
Causal vs. Noncausal Systems Stable vs. Unstable Systems
Examples: causal or not?

I y (n) = A x(n)
I Bounded Input-Bounded output (BIBO) Stable: every bounded
I y (n) = n x(n)
p input produces a bounded output
I y (n) = x(n) + x 2 (n − 2) I a system is BIBO stable iff
I y (n) = x(−n)
I y (n) = x(n + 1) |x(n)| ≤ Mx < ∞ =⇒ |y (n)| ≤ My < ∞

I y (n) = 1
1−x(n+2) for all n.
3x(n)
I y (n) = e
Ans: Y, Y, Y, N, N, N, Y
Stable vs. Unstable Systems The Convolution Sum
Examples: stable or not?

I y (n) = A x(n)
I y (n) = n x(n)
p Recall: ∞
I y (n) = x(n) + x 2 (n − 2) X
x(n) = x(k)δ(n − k)
I y (n) = x(−n)
k=−∞
I y (n) = x(n + 1)
I y (n) = 1
1−x(n+2)
I y (n) = e 3x(n)
Ans: Y, N, Y, Y, Y, N, Y
The Convolution Sum The Convolution Sum

Let the response of a linear time-invariant (LTI) system to the unit
sample input δ(n) be h(n).
T Therefore,
δ(n) −→ h(n)
T ∞
δ(n − k) −→ h(n − k) X
y (n) = x(k)h(n − k) = x(n) ∗ h(n)
T
α δ(n − k) −→ α h(n − k) k=−∞
T
x(k) δ(n − k) −→ x(k) h(n − k)
∞ ∞ for any LTI system.
T
X X
x(k)δ(n − k) −→ x(k)h(n − k)
k=−∞ k=−∞
T
x(n) −→ y (n)
Properties of Convolution Properties of Convolution

Associative and Commutative Laws: Distributive Law:
x(n) ∗ h(n) = h(n) ∗ x(n) x(n) ∗ [h1 (n) + h2 (n)] = x(n) ∗ h1 (n) + x(n) ∗ h2 (n)
[x(n) ∗ h1 (n)] ∗ h2 (n) = x(n) ∗ [h1 (n) ∗ h2 (n)]
h1(n) + h2(n)
x(n) y(n)
h1(n) h2(n)
h1(n)
x(n) y(n)
h1(n) * h2(n) = h2(n) * h1(n) +
y(n)
h2(n)
x(n) h2(n) h1(n)
Causality and Convolution Finite-Impulse Reponse vs. Infinite Impulse

Response
For a causal system, y (n) only depends on present and past inputs
values. Therefore, for a causal system, we have: Finite impulse response (FIR):
∞
X M−1
X
y (n) = h(k)x(n − k) y (n) = h(k)x(n − k)
k=−∞ k=0
−1
X ∞
X
= h(k)x(n − k) + h(k)x(n − k) Infinite impulse response (IIR):
k=−∞ k=0
∞
∞ X
=
X
h(k)x(n − k) y (n) = h(k)x(n − k)
k=0
k=0
where h(n) = 0 for n < 0 to ensure causality. How would one realize these systems? Two classes: recursive and
nonrecursive.
Infinite Impulse Response System Realization Infinite Impulse Response System Realization
I Consider an accumulator:
There is a practical and computationally efficient means of n
implementing a family of IIR systems that makes use of . . . y (n) =
X
x(k) n = 0, 1, 2, . . .
k=0
. . . difference equations.
I Memory requirements grow with increasing n!
Infinite Impulse Response System Realization Linear Constant-Coefficient Difference Equations
I Example for a linear constant-coefficient difference equation

n
X (LCCDE):
y (n) = x(k) y (n) = y (n − 1) + x(n)
k=0 +
n−1
Initial conditions: at rest for n < 0; i.e., y (−1) = 0
X
= x(k) + x(n)
k=0 I General expression for Nth-order LCCDE:
= y (n − 1) + x(n)
N M
∴ y (n) = y (n − 1) + x(n) recursive implementation X X
ak y (n − k) = bk x(n − k) a0 , 1
k=0 k=0
Initial conditions: y (−1), y (−2), y (−3), . . . , y (−N)
Direct Form I vs. Direct Form II Realizations Direct Form I IIR Filter Implementation
+ +
N
X M
X
y (n) = − ak y (n − k) + bk x(n − k)
+ +
k=1 k=0
is equivalent to the cascade of the following systems:

+ +
M
X
v (n) = bk x(n − k) nonrecursive + +
|{z} | {z }
k=1
...
...
...
...
output 1 input 1
+ +
X N
y (n) = − ak y (n − k) + v (n) recursive
|{z} |{z}
k=1
output 2 input 2
LTI All-zero system LTI All-pole system
Requires: M + N + 1 multiplications, M + N additions, M + N memory locations

Direct Form II IIR Filter Implementation Direct Form II IIR Filter Implementation
Adder: +
+ +
+ +
Unit delay:
+ +
+ +
Constant multiplier: + +
+ +
Unit advance:
+ +
+ +
...
...
...
Signal multiplier: + +
...
...
...
...
+
+ +
...
For N>M
LTI All-pole system LTI All-zero system
Requires: M + N + 1 multiplications, M + N additions, max(M, N) memory
Requires: M + N + 1 multiplications, M + N additions, M + N memory locations
locations

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Chapter 2: Discrete-Time Signals and Systems

Discrete-Time Signals and Systems

Discrete-Time Signals and Systems Reference:

Dr. Deepa Kundur Sections 2.1 - 2.5 of

Elementary Discrete-Time Signals Signal Symmetry

δ(n) = u(n) − u(n − 1) = ur (n + 1) − 2ur (n) + ur (n − 1)

Signal Symmetry Signal Symmetry

Note: x(n) = xe (n) + xo (n) x(-n) (x(n)-x(-n))/2

Simple Manipulation of Discrete-Time Signals Simple Manipulation of Discrete-Time Signals I

I Question: what if k 6∈ Z? 3 x(n)

Simple Manipulation of Discrete-Time Signals II Simple Manipulation of Discrete-Time Signals I

Simple Manipulation of Discrete-Time Signals Input-Output Description of Dst-Time Systems

3 3 This signal is undefined for values of n Discrete-time Discrete-time

Classification of Discrete-Time Systems Time-invariant vs. Time-variant Systems

Why is this so important?

Time-invariant vs. Time-variant Systems Linear vs. Nonlinear Systems

Examples: time-invariant or not?

Linear vs. Nonlinear Systems Causal vs. Noncausal Systems

Examples: linear or not?

I y (n) = x(n + 1) y (n) = F [x(n), x(n − 1), x(n − 2), . . .]

Causal vs. Noncausal Systems Stable vs. Unstable Systems

Examples: causal or not?

I y (n) = x(n + 1) |x(n)| ≤ Mx < ∞ =⇒ |y (n)| ≤ My < ∞

Stable vs. Unstable Systems The Convolution Sum

Examples: stable or not?

The Convolution Sum The Convolution Sum

Properties of Convolution Properties of Convolution

Causality and Convolution Finite-Impulse Reponse vs. Infinite Impulse

Infinite Impulse Response System Realization Linear Constant-Coefficient Difference Equations

I Example for a linear constant-coefficient difference equation

Initial conditions: y (−1), y (−2), y (−3), . . . , y (−N)

is equivalent to the cascade of the following systems:

Requires: M + N + 1 multiplications, M + N additions, M + N memory locations

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