Digital Signal Processing

Instructor: Jen-Hui Chuang

Department of Computer Science

National Chiao Tung University

Textbook: Digital Signal Processing: Principles, Algorithms
and Applications, by John G. Proakis and Dimitris Manolakis,
4th Edition, Prentice Hall, 2007.

Grading:

Homework: 20%

Midterm Exam: 35%

Final Exam: 45%

Course Content

Discrete-Time Signals and Systems

The Z-Transform

Frequency Analysis of Signals and Systems

Sampling and Reconstruction of Signals

Discrete Fourier Transform (and FFT)

Implementations of Discrete-Time Systems

Digital Filter Design

Why DSP?

Flexibility in system redesign

Better control over accuracy requirements

Easy storage and transmission of data

Sophisticated processing algorithms

Low cost (cheap hardware, higher flexibility)

Applications …

Applications

Speech processing and signal transmission on
telephone channels

Image processing and transmission

Seismology and geophysics

Oil exploration

Detection of nuclear explosion

Processing of signals received from outer space

Other applications …
2 Discrete-Time Signals and Systems

2.1 Discrete-Time Signals

2.2 Discrete-Time Systems
2.3 Analysis of Discrete-Time LTI Systems
2.4 Discrete-Time Systems Described by Difference Equations
2.5 Implementation of Discrete-Time Systems
2.6 Correlation of Discrete-Time Signals

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2.1 Discrete-Time Signals

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2.1 Discrete-Time Signals
2.1.1 Some Elementary Discrete-Time Signals (1/2)
Unit sample sequence

δ(t) = ?

Unit step signal

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2.1 Discrete-Time Signals
2.1.1 Some Elementary Discrete-Time Signals (2/2)
Exponential Signal ─ x(n) = an , –∞ < n < ∞

a = re jθ ?
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2.1 Discrete-Time Signals
2.1.3 Simple Manipulations of Discrete-Time Signals (1/2)
Transformation of the independent variable (time)

+2 +2
← →

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2.1 Discrete-Time Signals
2.1.3 Simple Manipulations of Discrete-Time Signals (2/2)
Addition, multiplication, and scaling of sequences

y(n) = Ax(n)
y(n) = x1(n) + x2(n)
y(n) = x1(n) x2(n)

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2.2 Discrete-Time Systems
2.2.1 Input-Output Description of Systems
Ex. Determine the response of the following systems to

x(n) = { …0, 0, 3, 2, 1, 0, 1, 2, 3, 0, 0, …}

1. y(n) = x(n)
2. y(n) = x(n – 1)
3. y(n) = x(n + 1)
4. y(n) = [x(n + 1) + x(n) + x(n – 1)]/3
5. y(n) = median [x(n + 1), x(n), x(n – 1)]
6. y(n) = x(n) + x(n – 1) + x(n – 2) + …
= y(n – 1) + x(n)

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 2.2 Discrete-Time Systems
2.2.2 Block Diagram Representation of Discrete-Time Systems
Ex.

y(n) = 0.25 y(n – 1) + 0.5 x(n) + 0.5 x(n – 1 ) Initial condition?

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2.2 Discrete-Time Systems
2.2.3 Classification of Discrete-Time Systems

1. Static (memoryless) vs. dynamic: y(n) = T[x(n), n]

2. Time-invariant vs. time-variant: x(n – k) → y(n – k)

3. Linear vs. nonlinear: T[a1x1(n) + a2x2(n)] = a1T[x1(n)] + a2T[x2(n)]

4. Causal vs. noncausal: y(n) = F[x(n), x(n – 1), x(n – 2), …]

5. Stable vs. unstable: |x(n)| ≤ Mx < ∞ → |y(n)| ≤ My < ∞

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 2.2 Discrete-Time Systems
2.2.3 Classification of Discrete-Time Systems

Ex. Time-invariant versus time-variant: x(n – k) → y(n, k) =? y(n – k)

1. y(n) = x(n) – x(n – 1) y(n, k) = x(n – k) – x(n – k – 1) = y(n – k )

2. y(n) = nx(n) y(n, k) = n x(n – k) ≠ y(n – k )

3. y(n) = x(– n) y(n, k) = x(– n – k) ≠ y(n – k )

4. y(n) = x(n) cos ω0n y(n, k) ≠ y(n – k )

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2.2 Discrete-Time Systems
2.2.3 Classification of Discrete-Time Systems
? a T[x (n)] + a T[x (n)]
Ex. Linear versus nonlinear: T[a x (n) + a x (n)] =
1 1 2 2 1 1 2 2

1. y(n) = nx(n)

2. y(n) = x(n2)
Let: x(n) ≡ a1x1(n) + a2x2(n)
3. y(n) = x2(n) ?
Check: T[x(n)] = a1T[x1(n)] + a2T[x2(n)]

4. y(n) = Ax(n) + B

5. y(n) = e x(n)

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2.2 Discrete-Time Systems
2.2.3 Classification of Discrete-Time Systems
? F[x(n), x(n – 1), x(n – 2), …]
Ex. Causal versus noncausal: y(n) =

1. y(n) = x(n) + x(n – 1)

2. y(n) = ∑k=n –∞ x(k)

3. y(n) = ax(n)

4. y(n) = x(n) + 3x(n + 4)

5. y(n) = x (n2)

6. y(n) = 2x (n)

7. y(n) = x(– n)

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2.2 Discrete-Time Systems
2.2.3 Classification of Discrete-Time Systems
Ex. Stable versus unstable: |x(n)| ≤ Mx < ∞ →? |y(n)| ≤ My < ∞

y(n) = y2(n – 1) + x(n)

x(n) = { …0, 0, 2, 0, 0, …}

y(n) = { …0, 0, 2, 22, 24, 28, …}

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 2.3 Analysis of Discrete-Time LTI Systems
2.3.2 Resolution of a Discrete-Time Signal into Impulses (1/2)

x(n) = ∑∞k= –∞ x(k)δ(n – k)

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2.3 Analysis of Discrete-Time LTI Systems
2.3.2 Resolution of a Discrete-Time Signal into Impulses (2/2)
Ex. x(n) = {2, 4, 0, 3}

x(n) = 2δ(n + 1) + 4δ(n) + 3δ(n – 2)

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2.3 Analysis of Discrete-Time LTI Systems
2.3.3 Response of LTI Systems to Arbitrary Inputs: the
Convolution Sum
y(n, k) ≡ h(n, k) = T[δ(n – k) ]
∞
y(n) = ∑k= –∞ x(k) h(n, k) (Linear)
∞
= ∑k= –∞ x(k) h(n – k) (Time-invarient)

h(n) : Impulse Response

Completely characterizes the LTI system

∞
Ex. y(n0) = ∑k= –∞ x(k) h(n0 – k)

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Ex.

→4

→8

→1
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Ex. Convolution is commutative: y(n) = ∑ x(k) h(n – k) = ∑ x(n –k) h(k)

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2.3 Analysis of Discrete-Time LTI Systems
2.3.4 Properties of Convolution and the Interconnection of LTI Systems

Commutative law

y(n) = x(n) * h(n) = ∑ x(k) h(n – k)

y(n) = h(n) * x(n) = ∑ h(n – k) x(k)

Identity and Shifting Properties

x(n) *δ(n) = x(n) δ(n) * h (n) = h(n)

x(n) *δ(n – k) = x(n – k) δ(n – k) * h(n) = h(n – k)

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2.3 Analysis of Discrete-Time LTI Systems
2.3.4 Properties of Convolution and the Interconnection of LTI Systems

Associative law (upper)

Distributive law

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2.3 Analysis of Discrete-Time LTI Systems
2.3.5 Causal LTI Systems

∞
y(n) = ∑k= –∞ x(k) h(n – k)

∞
y(n) = ∑k=0 h(k) x(n – k)
n
= ∑k= –∞ x(k) h(n – k)

Ex. x(n) = u(n), h(n) = anu(n)

n
y(n) = ∑k=0 ak = (1 – a n+1)/(1 – a)

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2.3 Analysis of Discrete-Time LTI Systems
2.3.6 Stability of LTI Systems

∞
Sn ≡ ∑k= –∞ |h(k)| < ∞

A LTI system is stable if its impulse response is absolutely summable.

2.3.7 Systems with Finite-Duration and Infinite-Duration

Impulse Response
∞
y(n) = ∑k=0 h(k) x(n – k) (IIR)

M–1
y(n) = ∑k=0 h(k) x(n – k) (FIR)

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2.5 Implementation of Discrete-Time Systems
2.5.1 Structures for the Realization of LTI Systems (1/2)
Ex. A first-order system: y(n) = – a1y(n – 1) + b0x(n) + b1x(n – 1)

Direct form I

Direct form II

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2.5 Implementation of Discrete-Time Systems
2.5.1 Structures for the Realization of LTI Systems (2/2)
N M
Ex. General case: y(n) = – ∑k=1 ak y(n – k) + ∑k=0 bk x(n – k)

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 2.5 Implementation of Discrete-Time Systems
2.5.2 Recursive and Non-recursive Realization of FIR Systems
Ex. A 2nd-order system:

y(n) = – a1 y(n – 1) – a2 y(n – 2)

+ b0 x(n) + b1 x(n – 1) + b2 x(n – 2)

FIR System

Purely recursive System

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2.5 Implementation of Discrete-Time Systems
2.5.2 Recursive and Non-recursive Realization of FIR Systems
Ex. An FIR moving average system

Non-recursive
Realization

Recursive
Realization

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