DIGITAL SIGNAL PROCESSING

Muhammad Majid (m.majid@uettaxila.edu.pk) Digital Signal Processing

 Lecture 1: Summary
•  Course Information
•  Course Syllabus
•  DSP is Everywhere
•  Why Signal Processing?
•  Limitations of Analog Signal Processing
•  Digital Signal Processing: Pros and Cons
•  Basic Discrete Time Signals and Operations
•  Unit Impulse
•  Unit Step
•  Exponential and Sinusoidal Signal
•  Discrete Time Systems
Muhammad Majid (m.majid@uettaxila.edu.pk) Digital Signal Processing
 Lecture 2: Outline
•  Linear Time Invariant System
•  Linear Time Invariant System Examples
•  Linear Constant Coefficient Difference Equation

Muhammad Majid (m.majid@uettaxila.edu.pk) Digital Signal Processing

 Linear Time Invariant
System
•  Special importance for their mathematical tractability
•  Most signal processing applications involve LTI
systems
•  LTI system can be completely characterized by their
impulse response
δ[n-k] T{.} hk[n]

•  Represent any input x[n] = ∑ x[k ]δ[n − k ]

k = −∞

⎧ ∞ ⎫ ∞ ∞
y[n] = T ⎨ ∑ x[k ]δ[n − k ]⎬ = ∑ x[k ]T{δ[n − k ]} = ∑ x[k ]h [n] k
⎩k = −∞ ⎭ k = −∞ k = −∞

Muhammad Majid (m.majid@uettaxila.edu.pk) Digital Signal Processing

 Linear Time Invariant
System
•  From time invariance we arrive at convolution
∞
y[n] = ∑ x[k ] h[n − k ] = x[k ] ∗ h[k ]
k = −∞
1 1
0.5 LTI 0.5

•  Example 0
-5 0 5
0
-5 0 5
2 2
1 LTI 1
0 0
-5 0 5 -5 0 5
2 2
1 LTI 1
0 0
-5 0 5 -5 0 5
2 4
1 LTI 2
0 0
-5 0 5 -5 0 5
Muhammad Majid (m.majid@uettaxila.edu.pk) Digital Signal Processing
 Properties of LTI System
•  Convolution is commutative
∞ ∞
x [n] ∗ h [n] = ∑ x [k ] h [n − k ] = ∑ h [k ] x [n − k ] = h [n] ∗ x [n]
k=−∞ k=−∞

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

•  Convolution is distributive
x [ n ] ∗ ( h1 [ n ] + h2 [ n ]) = x [ n ] ∗ h1 [ n ] + x [ n ] ∗ h2 [ n ]

h1[n]
x[n] h1[n]+ h2[n] y[n] x[n] + y[n]
h2[n]

Muhammad Majid (m.majid@uettaxila.edu.pk) Digital Signal Processing

 Properties of LTI System
•  Cascade connection of LTI system

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

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

x[n] h1[n]*h2[n] y[n]

Muhammad Majid (m.majid@uettaxila.edu.pk) Digital Signal Processing

 Stable and Causal LTI
System
•  An LTI system is (BIBO) stable if and only if
•  Impulse response is absolute summable
∞

∑ h[k ] < ∞
k = −∞

•  Let’s write the output of the system as

∞ ∞
y[n] = ∑ h[k ]x[n − k ] ≤ ∑ h[k ] x[n − k ]
k = −∞ k = −∞

•  If the input is bounded x[n] ≤ Bx then the output is

bounded by ∞
y[n] ≤ B x ∑ h[k ]
k = −∞

•  The output is bounded if the absolute sum of

impulse response is finite
Muhammad Majid (m.majid@uettaxila.edu.pk) Digital Signal Processing
 Stable and Causal LTI
System
•  An LTI system is causal if and only if
h[k] = 0 for k < 0
•  How?

•  Examples
•  Ideal Delay
•  Moving Average
•  Accumulator
•  Forward Difference
•  Backward Difference

Muhammad Majid (m.majid@uettaxila.edu.pk) Digital Signal Processing

 Linear Constant-Coefficient
Difference Equations
•  For all computationally realizable LTI systems, the
input and output satisfy a difference equation of the
form
N M

∑ a y [n − k ] = ∑ b x [n − k ]
k k
k=0 k=0

•  This leads to the recurrence formula which can be

used to compute the “present” output from the
present and M past values of the input and N past
values of the output

Muhammad Majid (m.majid@uettaxila.edu.pk) Digital Signal Processing

 Linear Constant-Coefficient
Difference Equations
•  First Order Example
•  Consider the difference equation
•  y[n] =ay[n- 1] +x[n]
•  We can represent this system by the following
block diagram:

Muhammad Majid (m.majid@uettaxila.edu.pk) Digital Signal Processing

 Linear Constant-Coefficient
Difference Equations
•  An important class of LTI systems of the form
N M

∑ a y [n − k ] = ∑ b x [n − k ]
k k
k=0 k=0

•  The output is not uniquely specified for a given input

•  The initial conditions are required
•  Linearity, time invariance, and causality depend on
the initial conditions
•  If initial conditions are assumed to be zero system
is linear, time invariant, and causal

Muhammad Majid (m.majid@uettaxila.edu.pk) Digital Signal Processing