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Module 02C Difference Equation

This document discusses discrete linear systems and difference equations. It introduces how a discrete linear system can be represented by a difference equation relating the output to current and past inputs. It also discusses stability of systems and how impulse responses can characterize finite impulse response (FIR) and infinite impulse response (IIR) systems. Convolution is presented as a way to calculate the output of FIR and IIR systems from the input and impulse response. Feedback is introduced as a way to implement systems like a running average using difference equations instead of direct convolution.

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Ty Smith
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© © All Rights Reserved
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Download as PDF, TXT or read online on Scribd
0% found this document useful (0 votes)
26 views

Module 02C Difference Equation

This document discusses discrete linear systems and difference equations. It introduces how a discrete linear system can be represented by a difference equation relating the output to current and past inputs. It also discusses stability of systems and how impulse responses can characterize finite impulse response (FIR) and infinite impulse response (IIR) systems. Convolution is presented as a way to calculate the output of FIR and IIR systems from the input and impulse response. Feedback is introduced as a way to implement systems like a running average using difference equations instead of direct convolution.

Uploaded by

Ty Smith
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Difference Equation and System Stability

Dr. Clinton L. Edwards

Dr. M. Lee Edwards

Digital Signal Processing (525.427)

Discrete Linear Systems

y(n) = L x ( n )

x1 ( n )

L[]

y1 ( n )

L a1 x1 ( n ) + a2 x2 ( n ) = a1L x1 ( n ) + a2 L x2 ( n )

Stability and Impulse Response


1

h(t), impulse response

0.9
0.8

0.08

0.7

0.07

0.6

0.06
0.05

0.5
0.04

0.4

0.03

0.3

0.02

0.2

0.01

0.1

0.5

1.5
t, (s)

2.5

10

15

20

25

30

Impulse Responses
Finite Impulse Response (FIR)
h ( n ) = 0, for n < 0 and n M

Innite Impulse Response (IIR)

http://www.youtube.com/watch?v=P0Fi1VcbpAI

Convolu2on for FIR and IIR Systems

FIR Convolu2on:
M 1

M 1

k =0

k =0

y ( n ) = x ( k )h ( n k ) = h ( k )x ( n k )

IIR Convolu2on:

k =0

k =0

y ( n ) = x ( k )h ( n k ) = h ( k )x ( n k )

http://www.youtube.com/watch?v=P0Fi1VcbpAI

Dierence equa2ons are the dual to


dieren2al equa2ons for con2nuous 2me
systems.
A dierence is the equivalent of a deriva2ve
for discrete 2me systems.

y ( n ) = F y ( n 1) , y ( n 2) ,... y ( n N ) , x ( n ) , x ( n 1) , x ( n 2) ,...x (n M )
General Difference
Equation Form:
FIR Difference
Equation Form:

y ( n ) = ak y ( n k ) + bk x ( n k )
k =1

k =0

y ( n ) = bk x ( n k )
k =0

Why Feedback For A System?


1 n
y (n) =
x ( k ), n = 0,1, 2,...

n + 1 k =0

Running Average: Lots of


memory required for this
implementation

This can be implemented another way with by updating the previous


average, y(n), with the latest x(n),
n 1

( n + 1) y ( n ) = x ( k ) + x ( n ) ,

n = 0,1, 2,...

k =0

( n + 1) y ( n ) = n y ( n 1) + x ( n )
n
1
y (n) =
y ( n 1) +
x (n)
n +1
n +1
7

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