Lecture :5 Discrete Time

Signals &Systems
Dr. Ajay Singh Raghuvanshi
Electronics & Telecommunication
Engineering, NIT, Raipur

Content

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Introduction to Signals
Discrete time Signal generation and
representation
Introduction to Discrete Time system
Classification of DST
LTI System
Cascade in LTI
Stable and Causal LTI
Frequency Response of LTI

Dr. Ajay Singh Raghuvanshi

Signal Types
Analog signals: continuous in amplitude
Example: voltage, current, temperature,

Digital signals: discrete amplitude

Example: attendance of this class, digitizes analog signals,

Continuous time signal: continuous in time

Discrete-time signal: discrete in time, continuous in amplitude

Example: hourly change of temperature at Raipur

DSP Theory is based on discrete-time continuous-amplitude

signals and their interaction with Discrete systems
Most convenient to develop theory
Good enough approximation to practice with some care

In practice we mostly process digital signals on processors

Need to take into account finite precision effects

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Dr. Ajay Singh Raghuvanshi

Periodic (Uniform) Sampling

Sampling is a continuous to discrete-time conversion

Most common sampling is periodic

-3 -2 -1 0 1 2 3 4

xn x c nT n

T is the sampling period in second

fs = 1/T is the sampling frequency in Hz

Sampling frequency in radian-per-second s=2fs rad/sec

Use [.] for discrete-time and (.) for continuous time signals
This is the ideal case not the practical but close enough

In practice it is implement with an analog-to-digital converters

We get digital signals that are quantized in amplitude and time

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Dr. Ajay Singh Raghuvanshi

Periodic Sampling
Sampling is, in general, not reversible
Given a sampled signal one could fit infinite continuous signals
through the samples
1
0.5
0
-0.5
20

40

60

80

100

Fundamental issue in digital signal processing

If we loose information during sampling we cannot recover
it
Under certain conditions an analog signal can be sampled
without loss so that it can be reconstructed perfectly
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Dr. Ajay Singh Raghuvanshi

Representation of Sampling
Mathematically convenient to represent in two stages
Impulse train modulator
Conversion of impulse train to a sequence

s(t)
xc(t)

xc(t)

x[n]=xc(nT)

x[n]

s(t)

-3T-2T-T 0 T 2T3T4T

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Convert
impulse train to
discrete-time
sequence

-3 -2 -1 0 1 2 3 4

Dr. Ajay Singh Raghuvanshi

Continuous-Time Fourier Transform

Continuous-Time Fourier transform pair is defined as

X c j

jt

x
t
e
dt
c

1
jt

xc t
X
j

e
d
c

We write xc(t) as a weighted sum of complex exponentials

Remember some Fourier Transform properties
Time Convolution (frequency domain multiplication)

x(t) y(t) X( j)Y( j)

Frequency Convolution (time domain multiplication)

x(t)y(t) X( j) Y( j)

Modulation (Frequency shift)

x(t)e jot X j o

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Dr. Ajay Singh Raghuvanshi

Frequency Domain Representation of Sampling

Modulate (multiply) continuous-time signal with impulse train:

x s t x c t s t

x t t nT

s(t)

t nT

Lets take the Fourier Transform of xs(t) and s(t)

1
X s j
X c j S j
2

2
S j
k s

T k

Fourier transform of impulse train is again a impulse train

Note that multiplication in time is convolution in frequency
We represent frequency with = 2f hence s = 2fs

1
X s j
X c j k s

T k

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Dr. Ajay Singh Raghuvanshi

 Convolution with pulse creates replicas at pulse location:

1
X s j
X c j k s

T k

This tells us that the impulse train modulator

Creates images of the Fourier transform of the input signal
Images are periodic with sampling frequency
If s< N sampling maybe irreversible due to aliasing of images

X c j

-N

X s j

s>2N
3s

-2s

s -N

2s

3s

X s j

s<2N
3s

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-2s

s -N

Dr. Ajay Singh Raghuvanshi

2s

3s
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Nyquist Sampling Theorem

Let xc(t) be a band limited signal with

X c ( j) 0

for N

Then xc(t) is uniquely determined by its samples x[n]= xc(nT)

2
if

2fs 2N

T
N is generally known as the Nyquist Frequency
The minimum sampling rate that must be exceeded is known
as the Nyquist Rate
Ideal Low pass filter

X s j

s>2N
3s

-2s

s -N

2s

3s

X s j

s<2N
3s

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-2s

s -N

Dr. Ajay Singh Raghuvanshi

2s

3s
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Discrete-Time Systems
Discrete-Time Sequence is a mathematical operation that
maps a given input sequence x[n] into an output sequence
y[n]

y[n] T{x[n]}

x[n]

T{.}

y[n]

Example Discrete-Time Systems

Moving (Running) Average

y[n] x[n] x[n 1] x[n 2] x[n 3]

Maximum

y[n] max x[n], x[n 1], x[n 2]

Ideal Delay System

y[n] x[n no ]
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Dr. Ajay Singh Raghuvanshi

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Classification of DTS
Static (Memory less) versus Dynamic
Time-invariant versus Time-variant
Linear versus Non Linear
Causal versus Non Causal
Stable versus Unstable

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Dr. Ajay Singh Raghuvanshi

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Static (Memory less) versus Dynamic

Static or Memory less System
A system is memory less if the output y[n] at every value of
n depends only on the input x[n] at the same value of n
Examples : Memoryless Systems
Square

y[n] x[n]
Scaling

y[n] 5 x[n]

Counter Example
Ideal Delay System

y[n] x[n no ]
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Dr. Ajay Singh Raghuvanshi

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Time-invariant versus Time-variant

Time-Invariant (shift-invariant) Systems
A time shift at the input causes corresponding time-shift at output

y[n] T{x[n]} y[n no ] T x[n no ]

Example
Square

y[n] x[n]

y1 n x[n no ]

Delay the input the output is

2

Delay the output gives

yn - no x[n no ]

Counter Example
Compressor System

y[n] x[Mn]

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Delay the input the output is

Delay the output gives

Dr. Ajay Singh Raghuvanshi

y1 n x[Mn no ]

yn - no xMn no

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Linear versus Non Linear

Linear System: A system is linear if and only if

T {x1[n] x2 [n]} T x1[n] T x2 [n] (additivity)

and T ax[n] aT x[n] (scaling)
Follows Superposition Theorem

Examples
Ideal Delay System

y[n] x[n no ]

T{x1[n] x2[n]}
T{x2[n]} T x1[n]
Tax[n]
aT x[n]
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x1[n no ] x2[n no ]
x1[n no ] x2[n no ]

ax1[n no ]

ax1[n no ]

Dr. Ajay Singh Raghuvanshi

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Causality
A system

is causal its output is a function of

only the current and previous samples

Examples

y[n] x[n] x[n 1]

Backward

Difference
y[n] x[n 1] x[n]

Counter Example
Forward

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Difference
Dr. Ajay Singh Raghuvanshi

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 Stability (in the sense of bounded-input bounded-output

BIBO)
A system is stable if and only if every bounded input produces a
bounded output

x[n] B x y[n] B y

Example

y[n] x[n]

Square

if input is bounded by x[n] B x

output is bounded by y[n] B2x

Counter Example
Log

y[n] log10 x[n]

even if input is bounded by x[n] B x

output not bounded for xn 0 y0 log10 xn

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Dr. Ajay Singh Raghuvanshi

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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
[n-k]

T{.}

Represent any input xn

yn T

xk n k

hk[n]

xk n k

xk Tn k xk h n

From time invariance we arrive at convolution

yn
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xk hn k xk hk

Dr. Ajay Singh Raghuvanshi

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Cascade connection of LTI systems

x[n]

h1[n]

h2[n]

y[n]

x[n]

h2[n]

h1[n]

y[n]

x[n]

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h1[n]h2[n]

Dr. Ajay Singh Raghuvanshi

y[n]

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Stable and Causal LTI Systems

An LTI system is (BIBO) stable if and only if
Impulse response is absolute summable

hk

Lets write the output of the system as

yn

hk xn k

hk xn k

If the input is bounded

x[n] Bx
Then the output is bounded by

yn Bx

hk

The output is bounded if the absolute sum is finite

An LTI system is causal if and only if

hk 0 for k 0
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Dr. Ajay Singh Raghuvanshi

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Frequency response of LTI Systems

Complex exponentials are used to get frequency response of
LTI systems:
jn

xn e

Lets see what happens if we feed x[n] into an LTI system:

yn

hk xn k

yn

hk e

j(n k )

h
k
e

jk

e jn H e j e jn

Frequency
response

frequency response of the system

hk e

He

j k

H(e ) is a complex function of frequency

j

Specifies amplitude and phase change of the input

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Dr. Ajay Singh Raghuvanshi

sinusoidal
function

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