Chapter 8 Discrete-Time Signals and Systems 8-1 Introduction

EE 422G Notes: Chapter 8
Instructor: Zhang
Chapter 8 Discrete-Time Signals and Systems

8-1 Introduction
Most real signals and natural (physical) processes: continuous
time
A : System Design Problem
How the computer sees the rest? an equivalent

(Physical Process + Sensor +A/D + D/A )=> discrete-time
system
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Instructor: Zhang
The Equivalent discrete-time system

Modeled by a discrete-time model
System Design (Design of the computer control Algorithm):
Based on discrete-time model description.
Needs for discrete-time system analysis and design
tool:
Z-Transform (Similar position as Laplace
Transform for continuous-time system.)
B. How does the computer understand the progress and behaviors of
the
process being monitored and controlled? By sampling the output
of the
continuous-time system!
=>
How can we ensure that the sampled signal is a sufficient
representation of
its continuous-time origin. i.e., how fast we have to sample?
based analysis!
A question we must answer before z-transform
C. Two basic parts of the chapter

Part one : Theoretical frame work for determining how fast we have
to sample.
Part two : z-transform
Part one: How fast

8.2A Analog-to-Digital Conversion
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Instructor: Zhang
1. Sample Operation
Needs to Know:
(1) Sampling period: T
t=nT
(2) x(t) is sampled at
(3) What do we mean

by x(n)
p(t)
(4) Sampling function:
(5) Sampled signal xs =

x(t)p(t)
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Instructor: Zhang
2. Mathematical Description of Sampling Process

Sampled signal : xs(t) = x(t)p(t)
Objective: Derivation of xs(t)s Fourier Series Expression (Time
Domain)
Derivation :
p (t )
General Equation for

any periodical signal
(thus can be expressed using Fourier
series), with
1
T
Sampling function: A Periodical
function,
fs
Fourier Series Desc

of Sampling Functio
jn 2 f s t
period T on fundamental frequency
With Fourier series coefficients:
1 T /2
Cn
p (t )e jn 2f s t dt
T T / 2
x s (t ) p (t ) x (t )
( C n e jn 2 f s t ) x ( t )
n
general equation for F

coefficient of any per
signal
general equation: always t

any r (width of the sampli
pulse).
x ( t ) e jn 2 f s t
3. Spectrum of sampled signal

Objective: Find the spectrum of the sampled signal xs(t).
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Instructor: Zhang
Derivation :
Take Fourier Transform for
x s (t )
C x (t ) e
jn 2f st
x (t )e
xs ( f )
j 2ft
dt
C x(t )e
n
C x(t )e
For n
j 2 ( f nf s ) t
dt
dt
jn 2f s t j 2ft
X ( f nf s )
X ( f nf s )
4. Spectral Characteristic of Real Signal

Most real signals: continuous with time
Highest frequency fh can be found
X(f) = 0 if | f | f h
5. How sampling process modifies the spectrum
Xs( f )
Consider a f 0 f h
Cn X ( f
nf s )
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Instructor: Zhang
X s ( f0 )
X ( f 0 nf s )
C 0 X ( f 0 ) [C1 X ( f 0 f s ) C 1 X ( f 0 f s )]
If
f0 fs fh
X ( f0 fs ) 0
X s ( f 0 ) C0 X ( f 0 )
or
or
f0 fs fh
X ( f0 fs ) 0
Modifier
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Instructor: Zhang
If
f0 fs fh
or
X ( f0 fs ) 0
f0 fs fh
or
X s ( f 0 ) C0 X ( f 0 )
modification
X ( f0 fs ) 0
No spectrum
6. How fast we have to sample in order to keep the spectrum:
Xs( f ) X( f )
(| f | f h )
| f f s | f h
| f f s | f h
Condition
Should we consider | f | f s ? Of course not!

( | f | f s implies that the real process
changes faster than the sampling rate.)
Consider | f | f s only =>
fs f fh
=>
fs f fh
fs f fh fs 2 fh
fs fh f fs 2 fh
Answer : f s 2 f h
process
Sampling rate: at least twice as the highest

frequency of the original
Sampling Theorem: .
Constant with n
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Instructor: Zhang
7. What about if r 0 ?
(show Figure 8-4)
1 T /2
1
jn 2f s t
p (t ) (t nT ) Cn
(
t
)
e
dt
fs
T
T
n
T / 2
1
X s ( f ) f s X ( f nf s ) X ( f nf s )
T n
n
8. Practical sampling rate:
f s 10 f h
Similar as r 0
8-2B Data Reconstruction

1. Whats Data Reconstruction?
Original x(t) t 0
(anytime)
Its samples xs(t) t = 0, T, 2T, (Discrete time)
Can we tell x(t) between sampled points ( nT < t < (n+1)T ) based
on xs(t)?
Data Reconstruction problem!
2. Data Reconstruction Method
Whats a filter? A system which processes the input to generate

an output.
It could be an algorithm (mathematical equation/operation
set) or
circuit/analog computer, depending on the form of xs(t)
(digital
number or analogy signal .)
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Instructor: Zhang
Lets see how a filter works!

Output
y (t )
xs (kT )h(t kT )
x(kT )h(t kT )
Discrete-tim
algorithm
y (kT ) x(kT ) h(0) [ x(kT T )h(T ) x(kT T )h(T )

[ x(kT 2T )h(2T ) x(kT 2T )h(2T )]

Weighted sum of the should be point
x(kT)
and its surrounding points

|h(0)| should > h() 0
and |h()| decreases as
What is y (t )
algorithm)
Lets see:
x(kT )h(t kT )
xs (t ) x(t )
xs (t )
? (In addition to being an
(t kT )
or
x(kT ) (t kT )
Consider xs(t)*h(t) :
a system with impulse response (s

parameter) h() and input xs(t)!
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Instructor: Zhang
xs (t ) * h(t )
x ( )h(t )d
s
x(kT ) ( kT )h(t )d
x(kT ) ( kT )h(t )d
x(kT )h(t kT )
The reconstruction algorithm
y (t )
x(kT )h(t kT )
Reconstruction Filter: with h(t) as impulse response!

Output of the reconstruction Filter (y(t)): Convolution of xs(t)
and h() !
3. Design of Reconstruction Filter: Ideal case
Assumption : fs>2fh
than the
1/2 fs > fh
(xs(t) was generated at a frequency higher

Nyquist rate).
fh: highest frequency of the original signal
Ideal Filter
T
H( f )
0
| f | 0.5 f s
Otherwise (| f | 0.5 f s )
Question : why do we need this low-pass filter to reconstruct x(t)

from xs(t)?
answer : xs(t) contains frequencies higher than f h 0.5 f s , but
x(t)does not!
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Instructor: Zhang
Question : Will any spectrum (other than x(t)s introduced by

sampling operation
remains after the filter?
Answer: No. f s 2 f h , has ensured that no overlapping between
x(t)s
frequencies and the undesired frequencies in xs(t)
introduced by
sampling!
Implementation of Ideal Reconstruction Filter
(Given the Impulse response of the filter)
Inverse Fourier transform =>
h(t )
H ( f )e
j 2ft
df
fs / 2
Te
j 2ft
fs / 2
df T
fs / 2
e j 2ft
j 2t
j 2ft
df
fs / 2
f fs / 2
f f s / 2
T sin(f s t ) T 1 / f s sin(f s t )
t
(f s t )
Characteristic of the Ideal Reconstruction Filter: Non causal!

Output at t ( y(t) ) must be generated using xs() > t
=> Not good for real-time application!
How to reconstruction x(t) from nT < t < nT + T ?
Answer :
t
sin f s ( k )
T
x(t ) y (t ) x(kT )
t
k n l 1
f s ( k )
T
nl
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Instructor: Zhang
for example t = nT + 0.5T
x(nT 0.5T ) y (nT 0.5T )
n l
k n l 1
l+1,,n)
(k=n+1,,n+l)
x(kT )
sin f s (nT 0.5 k )

f s (nT 0.5 k )
l points before t = nT + 0.5T
(k=n-
l points after t = nT + 0.5T
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Instructor: Zhang
Part Two
8-3A The z-Transform
1. Definition
For Laplace transform, we are given a function x(t),
For z-Transform, we are given a sampling sequence: x(0) , x(T),
x(2T),
Definition: z-transform of a given sequence x(0) , x(T), x(2T),
is

Z ( x(nT )) X ( z ) x(nT ) z n x(0) x(T ) z 1 x(2T ) z 2

n 0
Why do we define such a transform?
x(t)
L[ x(t )] x(t )e st dt
0
If we want to compute this Laplace transform by computer
L[ x(t )] x(nT )e snT T

n 0
T x(nT )(e sT ) n
On the other hand
n 0
Z [ x(nT )] x(nT ) z
z ~ e sT
n 0
x(nT): samples of
x(t)
L[ x(t )] TZ ( xs (t )) z esT
Relationship between z- and s-plane

Basic Relationship : z e sT
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Instructor: Zhang
z e ( j )T eT e jT
(1) 0
(eT 1) | z | 1 (note | e jT | 1)
l.h.p. (s- plane)

(2) 0
s: r.h.p.
(3) 0
inside the unit circle (z- plane)
s: j axis.
(4) s = 0 ( 0, 0 )
| z | 1
z: outside the unit circle
| z | 1
z: unit circle
e T 1
jT
e
cos T j sin T
z=1
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Instructor: Zhang
2. Basic z-Transform pairs

Example 8-4: z-transform of unit pulse (n) :
Solution :
1
x(nT )
0
n 0
( n)
n 0
1
X ( z ) x(0) x(T ) z 1
Note the difference bet

and (n)
bounded
unbo
Similar as Lapl
transform
Example 8-5 z-Transform of unit step sequence u(n):
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Instructor: Zhang
1
x(nT )
0
Solution :
n0
n0
X ( z ) x(0) x(T ) z 1
1 z 1 z 2
(| z 1 | 1
or
1
1 z 1
| z | 1)
How to understand?
L[u (t )]
Step function u(t) :
1
1
s
j
Does TX ( z ) z e sT give the same spectrum if T 0 ?
TX ( z ) z e sT
T
1 z 1
z e sT
T
1 e sT
T
1 e sT
s j
T
1 cos T j sin T
T 0 :
T
1
1
lim
T 0 sin T j cos T
1 cos T j sin T
j
z-Transform gives the same spectrum as Laplace

transform if the sampling rate
Example 8-6 : z-transform of unit exponential sequence
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Instructor: Zhang
x(nT ) e t |t nT e nT (e T ) n
( 0)
(k eT )
kn
Solution:
X ( z ) x(0) x(T ) z 1 x(2T ) z 2
1 kz 1 k 2 z 2
1 (k 1 z ) 1 (k 1 z ) 2
k 1 z
1 1 2
1
1
1
1
1 kz 1
1
X ( z)
1 e T z 1
k 1 z 1 1
T
z
k e
Is this result reasonable?
L[e
1 s j 1
]
s
j
s j
TX ( z ) | z e sT
T 0:
T
1 e ( j )T
1 e T e jT
1 e ( j )T
1
1
T 0 ( j )e ( j )T
j
lim
Why? Because
lim e ( j )T lim e T e jT
T 0
lim e
T 0
T 0
(cos T j sin T ) 1
1
0
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Instructor: Zhang
Example 8-6 B
x ( nT ) : k 0
k1 k 2
1
=> X ( z )
1 kz 1
Summary: Basic z-transform pairs

continuous Function
sequence
(t )
( n)
u (t )
u (n) : 1, 1,
e t
(e T ) n : 1, e t , e 2t ,
1, k , k 2 ,
(| z | k )
z - transform
1
1
1 z 1
1
1 e t z 1
1
1 kz 1
Would these be sufficient? No!

3. Extended z transform pairs
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Instructor: Zhang
4. Find z-transform using symbolic tool box

Example 8-7
Solution:
n
x ( nT ) a n cos
X ( z)
Analysis:
n
2
a n cos
n 0
(1) n : odd => cos(k
n
z
)0
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Instructor: Zhang
(2) n : even =>
n 2k cos(
1
n
) cos(k )
2
1
k : even
k : odd
n n
X ( z ) a n cos
z
2
n 0
a cosk z
2k
2 k
k 0
a0
a 4 z 4 a 8 z 8
a 2 z 2 a 6 z 6 a10 z 10
1 a 4 z 4
1 1 2 a 2 z 2 (1 a 4 z 4 a 8 z 8 )
1
a 2 z 2
1 1 1 1
1 a 2 z 2 1 a 2 z 2
1
1
4 4
1
1 a z
1 a 2 z 2
Very complex!
Using Symbolic ToolBox
syms a n z
xn = a^n*cos(n*pi/2);
xz = ztrans (xn, n, z);
xz (enter)
xz =
% Declare symbolic
% Define x(n)
% Determine X(z)
z^2/(a^2+z^2)
z2
1
a2 z2 1 a2 z 2
MatLab: always in terms of z instead of z-1.
8-3B Properties of z - transform

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Instructor: Zhang
1. Linearity
Z ( x1 (nT ) x2 (nT )) Z ( x1 (nT )) Z ( x2 (nT ))
X ( z)
2. Initial Value x (0) lim
z
why?
X ( z ) x(0) x(1) z 1
(1 z 1 ) X ( z )
3. Final value x() lim
z 1
Why?
But,
x() lim sX ( s )
s 0
s0
1
s
s
sX ( s )
lim sX ( s )
s 0
z 1
1
1 z 1
1 z 1
(1 z 1 ) X ( z )
lim(1 z 1 ) X ( z )
z 1
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Instructor: Zhang
8-3C Inverse z-Transform

Two Basic Methods:
(1) Express X(z) into Definition Form
X ( z ) x(0) x(1) z 1
(very simple, use long division or MatLab:

n=8
X = dimpulse(num,den, n) (enter)
gives the first n terms)
(2) Express X(z) into partial-fraction from
X (z )
partial-fraction
expansion
each term has an inverse transform
what Terms?
1
1
z 1
What about if you have
?
1 z 1
1 z 1
1
1
T 1
1 e z
1 kz 1
1
Tz 1
What
about
if
you
have
?
(1 z 1 ) 2
(1 z 1 ) 2
1
Te T z 1
What
about
if
you
have
?
(1 e T z 1 ) 2
(1 e T z 1 ) 2
Az 1
B
T 1 2
T 1 2
T 1
(1 e z )
(1 e z )
1 e z
1
Lets see:
Az 1 B Be T z 1
(1 e T z 1 ) 2
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Instructor: Zhang
transform of
Can we now find A and B? What is the inverse z1
(1 e
z 1 ) 2
What to do if you have
1
?
1 z 2
1
1
1 1
1
1 z 2
(1 jz 1 )(1 jz 1 ) 2 1 jz 1 1 jz 1
1
1
1
2 1 ( jz 1 ) 1 ( jz 1 )
(1) n / 2
1
1
1 n
n
n
n
x(nT ) Z (
) [( j) ( j) ] ( j) [(1) 1]
2
2
2
1 z
0
1
Important: before doing partial-fraction expansion, make sure

the z-transform is in proper rational function of z 1 !
Example 8.9
z2
X ( z)
( z 1)( z 0.2)
1
A
B
Solution : X ( z )
(1 z 1 )(1 0.2 z 1 ) 1 z 1 1 0.2 z 1
Heavisides Expansion Method:
X ( z)
A
B
1 z 1 1 0.2 z 1
Page 8-23
n eve
n odd

Instructor: Zhang
1
B (1 z 1 ) z 1
A
(1) (1 z ) X ( z )
1 0.2 z 1
1 0.2 z 1
1
1
B0
1
A
A
1.25
1 0 .2
1 0 .2
0 .8
1
(2) (1 0.2 z ) X ( z )
A(1 0.2 z 1 ) B (1 0.2 z 1 )
1 z 1
1 0.2 z 1
1
A(1 0.2 z 1 )
B
1 z 1
1 z 1
1 0.2 z 1 0 ( z 0.2 )
B 1 /(1 5) 1 / 4 0.25
X ( z)
1.25
0.25
x(nT ) 1.25 0.25(0.2) n

1
1
1 z
1 0 .2 z
Example 8-9B MatLab Method

(1) Find partial-fraction expansion
z2
1
X ( z) 2
1
z 1 .2 z 0 .2 1 1 .2 z 0 .2 z 2
b = 1;
a = [1 1.2 0.2];
[r, p, k] = residuez(b,a);
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Instructor: Zhang
r
1.25
r
0.25
1.0
p pole
0.2
1.25
0.25
1
1 1 .0 z
1 0.2 z 1
1.25
0.25
1
1 z
1 0.2 z 1
(2) Directly Find Inverse Transform

syms n, z;
% Declare symbolic
xz = 1/(1-1.2*z^(-1)+0.2*z^(-2));
% define X(z)
xn = iztrans(xz,z,n);
% compute x(n)
xn
xn = 5/4-(1/4)*(1/5)^n x(nT) = 1.25-0.25(0.2)n
Example 8-10
Y ( z)
Solution :
1
z 2 1.2 z 0.2
z2
z 2Y ( z ) (or
Question: Define X ( z ) 2
z 1.2 z 0.2
Y ( z ) z 2 X ( z ) )
any relationship between
x(nT ) z 1 ( X ( z )) and
y (nT ) z 1 (Y ( z )) ?
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Instructor: Zhang
Y ( z)
1
z 2
z 2
z 2 1.2 z 0.2 z 2 ( z 2 1.2 z 0.2) 1 1.2 z 1 0.2 z 2
5(1 1.2 z 1 0.2 z 2 ) 5(1 1.2 z 1 )

5 6 z 1
5
1 1.2 z 1 0.2 z 2
1 1.2 z 1 0.2 z 2
5 6 z 1
5 6 z 1
1 1.2 z 1 0.2 z 2 (1 z 1 )(1 0.2 z 1 )

A
B
1 z 1 1 0.2 z 1
V ( z)
A V ( z )(1 z 1 ) | z 1 1
5 6 z 1
1 0.2 z 1
z 1 1
5 6 z 1
B V ( z )(1 0.2 z ) | z 1 5
1 z 1
1
1.25
0.8
z 1 5
5 30
6.25
4
1
1
6
.
25
1 z 1
1 0.2 z 1
y (nT ) 5 (n) 1.25 6.25(0.2) n
Y ( z ) 5 V ( z ) 5 1.25
y (nT ) 5 (n) 1.25 6.25(0.2) n

x(nT ) 1.25 0.25(0.2) n
= 1.2
n=0
n=1
5 + 1.25 - 6.25 = 0
0 + 1.25 - 6.25*0.2 = 0
n=2
0 + 1.25 - 6.25*0.22 = 1
0.25*0.22 = 1.24
n=3
0 + 1.25 - 6.25*0.23 =1.2
0.25*0.23 = 1.248
1.25 - 0.25 = 1
1.25 - 0.25*0.2
1.25 1.25 -
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Instructor: Zhang
Why? 6.25*0.2*0.2=0.25
=>1.25 6.25(0.2) n 2 1.25 0.25(0.2) n

y(n+2) = x(n)!
delay
Does Y ( z ) z 2 X ( z )
always imply Z 1 (Y ( z )) has two-step-
than Z 1 ( X ( z )) ?
Yes!
z-1 : Delay operator! (Must Assume X(nT)(the sequence to be z^(-1)
processed)=0 for n<0)
8-3D Delay operator : z-k ( k steps ) ( k > 0 )

Z ( x(nT )) X ( z ) x(nT ) z n
n 0
Z ( x(nT kT )) x(nT kT ) z n
n 0
x(nT kT ) z
n k
n 0
x(nT kT ) z
( n k )
n 0
We want to establish the relationship between Z(x(nT-kT)) and

Z(x(nT)) !
Lets see whats
x(nT kT ) z ( nk ) :
n 0
(1)
x(nT kT ) z ( nk )
n k 0
(2)
x ( nT kT ) z
Z ( x( nT )) ? Yes!
( n k )
n0
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Instructor: Zhang
n k 1
kT
x ( nT
)z
n0
( n k )
n k
nT kT 0
x ( nT kT ) z
x ( nT kT ) z ( n k )
nk
( n k )
n k 0
Z ( x ( nT ))
Z ( x(nT kT )) z
x(nT kT )) z ( nk ) z k Z ( x(nT ))
n 0
x(nT kT )
Z ( x(nT kT ))
k steps
x(nT )
behind
z k
Z ( x(nT ))
z k Z ( x(nT ))
Question : If Z ( x(nT ))
z 2
1 0.5 z 1
1
, whats
1 0.5 z 1
Z ( x(nT 2T )) ? Answer:
8-4 Difference Equation and Discrete-Time Systems

Continuous-Time System: Differential Equation, Laplace
Transform
Discrete-Time System: Difference Equation, z-Transform
Properties of Continuous-Time Systems
Properties of Discrete-Time Systems
8-4A Properties of Discrete-Time Systems
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Instructor: Zhang
System : Processes input to generate output

How to process : system-dependent
General symbolic notation for Discrete-Time System:

y( nT ) = H [ x(nT) ]
what does this

notation tell us?
operator or
Processor
1. Shift-Invariant System
(Time-Invariant Systems for continuous-time or general)
An example of time-varying system
The processing algorithm which maps input to
output changes!
What do we mean by a time-invariant system?
Shift-invariant systems:
Physical:
Mathematic:
Assume x(nT): x(0), x(T), has generated
y(nT): y(0), y(T),
For example:
x:
generated
1 has
y : 0 .2 0 .4 0 .6 0 .8 1
If we apply x(nT n0T ) as input

look at if n0 2
Page 8-29

Instructor: Zhang
0 1
x(nT 2T )
x: 0 0
y (nT 2T )
y : 0 0 0 .2 0 .4 0 .6
generated
Question: Is this system shift-invariant?

Yes!
Question: Is this example telling us
H [ x(nT 2T )] y (nT 2T ) ? Yes!
Question: Is H [ x(nT 2T )] y (nT 2T )
or H [ x(nT n0T )] y (nT n0T )
always true for different
systems?
No! only for time-invariant systems!
Shift-invariant system: if H [ x(nT n0T )] y (nT n0T ) true for

any n0 .
2. Causal and noncausal systems
Physical Description: A system is causal or nonanticipatory if the
systems response to an input does not depend on future values of the
input.
Mathematical Description:
What about for n

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Instructor: Zhang
Causal system: x1 (nT ) x2 (nT )
for
H [ x1 (nT )] H [ x2 (nT )]
for
n n0
n n0
Why? Although x1(nT) may not be the same as x2(nT) for n > n0
, such difference does not affect the output determined by input
up to n = n0 .
3. Linear System
Linear System
H [1 x1 (nT ) 2 x2 (nT )] 1H [ x1 (nT )] 2 H [ x2 (nT )]
Linear Systems: can be modeled as
x(kT )h(nT kT )
y ( nT )
y ( nT )
or
h(kT ) x(nT kT )
Convolution
h(kT ) : response of the shift-invariant linear system at t=kT to

an impulse input applied at t=0. (Or the response at t kT k 0T to an
impulse input applied at t k 0T )
Causal systems: h(kT ) 0 k 0
Linear+causal+ x ( kT ) 0
y (nT )
( k 0)
x(kT )h(nT kT )
x ( kT ) 0 ( k 0 )
x(kT )h(nT kT )
k 0
causal n
(nT kT 0) nT kT
x(kT )h(nT kT ) h(kT ) x(nT kT )

k 0
k 0
Example: Given
x(0) = 1, x(T) = 2, x(2T) = 2, x(3T) = 1,
Page 8-31

Instructor: Zhang
h(0) = 3, h(T) = 2, h(2T) = 1, h(3T) = 0,

MatLab:
x = [1 2 2 1 1];
h = [3 2 1];
y = conv(x,h);
y
3
8
11
9
7
3
1
Example 8-13:
n
1
x ( nT ) u( n )
n
n
2
1
1
y ( nT ) x ( nT ) * h( nT ) 3 2
n
2
3
1
h( nT ) u( n )
3
Can you write a program (algorithm) to calculate y(nT) =

x(nT)*h(nT) ?
Example 8-13: Symbolic Tool Box
syms n z
xn =(1/2)^n
hn = (1/3)^n
xz = ztrans(xn, n, z)
hz = ztrans(hn, n, z)
yz = xz*hz
yn = iztrans (yz, z, n);
yn (enter)
yn = 3*(1/2)^n-2*(1/3)^n
% Declare Symbolic
% x(n)
% h(n)
% z-transform of x(n)
% z-transform of h(n)
% multiply, not convolution
% Do you know why?
% y(nT)=3(1/2)n 2(1/3)n
* Analytic solution of convolution
x ( nT )
x ( nT )
0
h( nT )
h( nT )
0
n0
X ( z ) Z ( x ( nT ))
n0
n0
H ( z ) Z ( h( nT ))
n0
Page 8-32

Instructor: Zhang
Z ( x(nT ) * h(nT ))
Z { x(kT )h(nT kT )}
k
{ x(kT )h(nT kT )} z n
n<kn-k<0
n 0 k
n 0
x(kT ) h(nT kT ) z
k 1
n
x(kT ) h(nT kT )z h(nT kT ) z n
k 0
k 0
nk
n 0
x ( kT ) 0
k 0
nk
x(kT ) h(nT kT ) z
x(kT )z k
k 0
h(nT kT ) z
n k
n k 0
X ( z)H ( z)
i.e.
x(nT ) * h(nT ) Z 1 [ X ( z ) H ( z )]
x(nT ) 0 h(nT ) 0
if
1
1
Example: x ( nT ) u ( n 3)
4
4
1
1
h( nT ) u( n 5)
3
3
Solution:
z(nk)
Find x(nT)*h(nT)
x ( nT ) 0
h( nT ) 0
n 0
n 0
1

4
1

3
n 3
n 5
n 0
u( n 3)
u( n 5)
u( n 3)
due to
u( n 5)
Page 8-33

Instructor: Zhang
3
n
1 3 3
1
1 1
X ( z ) z Z u (n) z
1
4 4
4
1 z 1
4
5
n 5
1 1
H ( z ) Z u (n 5)
3 3
5
n
1 5 1
z Z u (n)
3
3
1
1
z 5
1
3
1 z 1
3
1
X ( z)H ( z)
4
V ( z)
1
1
(1 z 1 )(1 z 1 )
4
3
1
1 8
z
1
1
3
(1 z 1 )(1 z 1 )
4
3
3
4
1
1
1 z 1 1 z 1
4
3
1
1
Z 1 (V ( z )) (4( ) n 3( ) n )u (n)
3
4
1
1
Z 1 ( z 8V ( z )) (4( ) n 8 3( ) n 8 )u (n 8)
3
4
1 1
1
1
x(nT ) * h(nT ) ( ) 3 ( ) 5 [4( ) n 8 3( ) n 8 )]u (n 8)
4 3
3
4
4. Stable system
Consider linear shift-invariant systems only.

Definition of BIBO stable:
Page 8-34

Instructor: Zhang
| y ( nT ) |
Derivation of Criterion
for all bounded x(nT).
x(kT )h(nT kT )
y ( nT )
x(kT) bounded => | x ( kT ) | M
y (nT )
| x(kT ) || h(nT kT ) |
M | h(nT kT ) |
| h(nT kT ) |
| h(kT ) |
Criterion:
| h(kT ) |
Limited number of terms
How to use this criterion: A

h: h(0), h(1), h(N), 0, 0,
h( k ) 0
k 0
(causal)
causal + Limited N => stable

Why!
y ( nT )
x(kT )h(nT kT )
for any fixed n in

for example,
y (nT ) , N n k 0 n k n N
n 100
100 k 90
N 10
Page 8-35

Instructor: Zhang
| y (100T ) ||
100
x(kT )h(100T kT ) |
k 90
100
M | h(100T kT ) |
k 90
N
M | h(kT ) | stable
k 0
In general
y (nT )
x(kT )h(nT kT )
x(kT )h(nT kT )
k n N
| y (nT ) | M
| h(nT kT ) |
k n N
N
M | h(nT ) |
k 0
Conclusion: limited terms of h => stable!

Example : y ( nT )
x(kT )h(nT kT )
k 0
What about y ( nT )
Limited Terms
stable?
x(kT )h(nT kT )
k n 100
How to use this criterion: B

If we know
Z(h(nT)) = H(z)
H ( z)
1
1 0.2 z 1 0.22 z 2
1
1 0.2 z
h(0) h(1)
h(2)
Page 8-36

Instructor: Zhang
| h(nT ) |
n 0
What about H ( z )
Why? |0.2| < 1 !
1
1 z 1 z 2
1
1 z
Not BIBO stable!
In general, deg(num) < deg(den)

H ( z)
(1 p1 z ) (1 p n z n )
1
| p j | 1
stable
(poles inside the unit circle!)

Example 8-14: h(nT ) [4(1 / 3) n 3(1 / 4) n ]u (n)
h(nT ) 0 n 0
Due to u (n)
Solution:
| h(nT ) | | h(nT ) |
n 0
| 4(1 / 3)
n 0
3(1 / 4) | 4(1 / 3) n 4
n
n 0
1
6
1 1/ 3
Stable
8-4B Difference Equations

1. Difference Equations
Problem: determine the output of the system at the present time :
t = nT
y(nT)
Page 8-37

Instructor: Zhang
What information to use:

(1) input: current input u(nT)
previous input u(kT) (k < n)
future input u(kT) (k > n)
causal system : no future input!
Previous input u ( n 1), u ( n 2), ..., u ( n )
We do not need all of them use u(n-1), , u(nm)
(2) output: previous output (its history): y(kT) (k < n) ? Yes.
future output y(kT) (k >n) ? No, no future output
previous outputs y ( n 1), y ( n 2), ..., y ( n )
We do not need all of them! y(n-1), . , y(n-r) would
be sufficient!
Mathematical Equation
y(nT) : depends on
u( n 1),, u( n m )
y ( n 1),..., y ( n r )
Difference
Equation
linear system
y (nT ) L0 x(nT ) L1 x(nT T ) ... Lm x(nT mT )

k1 y (nT T ) ... k r y (nT rT )
weights: Li , K i
Larger weight: more important in determining y(nT)
Would the weights be the same? No!
(r, m): systems order
different systems: different order and weights
(parameters)
2. z-transfer function
Page 8-38

Instructor: Zhang
Different Equation
y (nT ) k1 y (nT T ) ... k r y (nT rT )
L0 x(nT ) L1 x(nT T ) ... Lm x(nT mT )
z-transform =>
Y ( z ) k1 z 1Y ( z ) ... kr z rY ( z )
L0 X ( z ) L1 z 1 X ( z ) ... Lm z m X ( z )
Y ( z ) L0 L1 z 1 ... Lm z m
H ( z)
X ( z)
1 k1 z 1 ... k r z r
z-transfer function
Y(z) = H(z)X(z)
response h(nT) ?
Why H(z) is the z-transform of impulse
8-4C Steady-State Frequency Response of a Linear DiscreteTime System
x(t)s spectrum X ( s ) s j
X ( )
Y ( )
( X ( s ) L[ x (t )])
x(nT)s spectrum TX ( z ) z e sT TX ( z ) z e jT
s j
y(t)s spectrum Y ( s ) s j
(Y ( s ) L[ y (t )])
Page 8-39

Instructor: Zhang
y(nT)s spectrum TY ( z ) z e sT TY ( z ) z e jT
s j
Systems frequency response
Y ( ) TY ( z ) |z e jT Y ( z )
X ( ) TX ( z ) |z e jT
X ( z ) z e jT
What is Y(z)/X(z) ? H(z) = Y(z)/X(z)

System frequency response
Y ( ) / X ( ) H ( z ) |z e jT H ( e jT )
Page 8-40

Instructor: Zhang
Property of frequency response H ( e jT )

T: sampling period
s 2f s 2
1
: sampling frequency
T
e j ( k s )T e jT e jk sT
s T 2
e jT e jk 2 e jT (cos k 2 j sin k 2 ) e jT
H (e j ( k s )T ) H (e jT )
Frequency Response H: periodic function with period s
when the frequency increase by k s , the
systems frequency
response
does not change.
Example:
Input 1: 10 sin(5t )
T = 1 second
Input 2 : 10 sin(7t )
Generate the same output amplitude?
Normalized Frequency r / s
s : frequency period s 2
jT
j 2 / s
r / s
1
T 2 / s
T
e j 2r
Frequency Response in terms of r (argument)
H ( e j 2r )
Amplitude Response | H ( e j 2r ) | or
Phase Response H ( e j 2r ) or
| H ( e jT ) |
H ( e jT )
Page 8-41

Instructor: Zhang
Question: what are their physical meaning?

Example 8-15: y(nT) = x(nT) + x(nT-2T)
Y ( z ) X ( z ) z 2 X ( z )
Solution :
H ( z)
Y ( z)
1 z 2
X ( z)
H (e jT ) 1 z 2
z e jT
1 e j 2T
(e jT e jT )e jT
2 cos T e jT
H ( e j 2r ) 2 cos 2r e j 2r
| H ( e j 2r ) | 2 | cos 2r |
cos 2r 0
2r
H ( e j 2r )
cos 2r 0
2r
Page 8-42

Instructor: Zhang
Comment: z-transform: good for analysis

difference equation: computer program
Page 8-43

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