Discrete Time Signals System & Time Domain Characterization
Discrete Time Signals System & Time Domain Characterization
PART B -- DISCRETE-TIME
SYSTEMS
PART C -- TIME-DOMAIN
CHARACTERIZATION OF LTI
DISCRETE-TIME SYSTEMS
PART A:- DISCRETE-TIME
SIGNALS
TIME-DOMAIN REPRESENTATION
Types of Discrete-Time Signals
Finite & Infinite-Length Sequence
Right, Left & Double Sided Sequence
OPERATIONS ON SEQUENCES
Basic Operations
Combinations of Basic Operations
SAMPLING RATE ALTERATION
Up Sampling
Down Sampling
CLASSIFICATION OF SEQUENCES
TYPICAL SEQUENCES
SAMPLING PROCESS
Aliasing
TIME-DOMAIN REPRESENTATION
Signals represented as sequences of numbers, called
samples
For example,
the input may be a signal corrupted with additive noise
Discrete-time system is designed to generate an output by
removing the noise component from the input
In most cases, the operation defining a particular discrete-
time system is composed of some basic operations
BASIC OPERATIONS
Multiplication operation :- Scalar multiplication
Time-shifting operation:
y[n] = x[n - N]
where N is an integer
If N > 0, it is delaying operation
y[n] = x[-n]
Branching operation:
Used to provide multiple copies of a sequence
x[n] x[n]
x[n]
ELEMENTARY OPERATIONS
Product / (modulation) operation:
x[n] X y[n]=x[n]w[n]
w[n]
Application is in forming a finite-length sequence from an
infinite-length sequence
by multiplying the latter with a finite-length sequence called
an window sequence
Process called windowing
Addition operation:
x[n] + y[n]=x[n]+w[n]
w[n]
BASIC OPERATIONS
Example 2.1
Consider the two following sequences both defined for 0 < n
<4
{a[n]} = {3, 4, 6, - 9, 0}
{c[n]} = {a[n]b[n]}
{e[n]} = 3/2{a[n]}
BASIC OPERATIONS
Solution 2.1
operations are as follows:
{e[n]} = 3/2{a[n]}
= {4.5, 6, 9, 13.5, 0}
BASIC OPERATIONS
operations on two or more sequences can be carried out
ONLY IF
all sequences involved are of same length
and
defined for the same range of the time index n
{g[n]} = {a[n]}+{f[n]}
BASIC OPERATIONS
Solution 2.2
We cannot add the length-3 sequence to the length-5
sequence
Then
Solution is as follows:
Solution 2.3
SAMPLING RATE ALTERATION
Employed to generate new sequence y[n] with sampling
rate FT higher or lower than that of sampling rate FT of
given sequence x[n] '
FT
R
Sampling rate alteration ratio is FT
x [n] L xu[n]
xu [n] x[nM ]
x [n] M xd[n]
x[n] = x *[-n]
i.e
Let x[n] = xre[n] + j xre[n] Then x*[n] = xre[n] - j xre[n]
If x[n] = xre[-n] - j xre[-n] Then x[n] is conjugate symmetric
sequence
CONJUGATE-SYMMETRIC
SEQUENCE
Real Conjugate-symmetric sequence:
If x[n] is real and Conjugate-symmetric sequence then it is
called as even sequence
CONJUGATE-ANTISYMMETRIC
SEQUENCE
Conjugate-anti symmetric sequence:
Sequence x[n] is called conjugate anti symmetric sequence if
x[n] = - x *[-n]
where
1
2
xcs [n] x[ n ] x *
[ n ]
& 2.20
1
xca [n] x[n] x*[ n]
2
DECOMPOSITION OF SEQUENCE
Example 2.4
Consider the following a finite length sequence
{g[n]} = {0, 1+j4, -2+j3, 4-j2, -5-j6, -j2, 3} defined for -3 < n < 3
Solution 2.4
Step 1:- Find Conjugate sequence
{g * [n]} = {0, 1-j4, -2- j3, 4+j2, -5+j6, j2, 3}
Step2:- Find Time-reversed version
{g * [-n]} = {3, j2, -5+j6, 4+j2, -2- j3, 1- j4, 0}
Step3:- conjugate symmetric & antisymmetric component by equation
2.20
{gcs [n]} = 1/2 X ({g[n] + g* [-n]} )
= {1.5, 0.5+j3, -3.5+j4.5, 4, -3.5-j4.5, 0.5-j3, 1.5}
{gca [n]} = 1/2 X ({g[n] - g* [-n]} )
={-1.5, 0.5+j, 1.5-j1.5, - j2, -1.5-j1.5, -0.5-j, 1.5}
DECOMPOSITION OF SEQUENCE
Any real sequence can be expressed as a sum of its even
part and its odd part:
where
1
xev [n] x[ n ] x[ n ]
2
& 2.22
1
xod [n] x[n] x[n]
2
DECOMPOSITION OF SEQUENCE
Example 2.5
Consider the following a finite length sequence
Solution 2.5
Step 1:- Conjugate sequence is
{u* [n]} = {1-j4, -2-j3, 4+j2, -5+j6}
Step2:- Time-reversed version is
Sequence is undefined for x[-3], x[-2], x[-1] ???????
0 1 2 3 N-1
-4 -3 -2 -1 0 1 2 3
1
x pcs [n]
2
x[ n ] x *
[ n N
]
& 2.24
1
x pca [n] x[n] x*[ n N ]
2
MODULO OPERATION
Solution 2.5
{u[n]} = {1+j4, -2+j3, 4-j2, -5-j6}
Step 1:- Conjugate sequence is then given by
{u* [n]} = {1-j4, -2-j3, 4+j2, -5+j6}
Step2:- Time-reversed version of the above is
{u* [<-n>4]} = {1-j4, -5+j6, 4+j2, -2-j3}
Step3:- conjugate symmetric & antisymmetric component by
equation 2.24
{upcs [n]} = 1/2 X ({u[n] + u* [<-n>4]} )
= { 1, - 3.5+J4.5, 4, -3.5-J4.5}
{upca [n]} = 1/2 X ({u[n] - u* [<-n>4]} )
={J4, 1.5-J1.5, -J2, -1.5-J1.5}
x[n] Bx
[n] [n] [n 1]
TYPICAL SEQUENCES
Real sinusoidal sequence
x[n]=Acos(0 n+ ), - < n <
where A is the amplitude,0 is the angular frequency, and is the phase
of x(n)
Can be alternately written as
x[n]=xi[n]+xq[n]
where xi[n] = Acos( )cos(0 n) & xq[n] = -Asin( )sin0 n) are inphase
and quadrature component of x[n]
x[n] A n sequence
Exponential where A & can be real or complex
In general we can write A A e j & e( 0 j0 )
x[n] A e j e n ( 0 j0 ) xre [n] jxim [n]
Where xre [n] A e 0 cos( 0 n )
xim [n] A e 0 sin( 0 n )
COMPLEX EXPONENTIALS
USE OF TYPICAL SEQUENCES
An arbitrary sequence can be represented in the time-
domain as a weighted sum of some basic sequence and its
delayed (advanced) Versions
x(n) x(k ) (n k )
k
x[n] A cos(0 nT )
20
A cos n
T
A cos 0 n ,
20
Where 0 T 0T
SAMPLING PROCESS
Example 2.5
Let continuous time signal be a cosine function of 3 Hz frequency. Derive a
discrete time sequence obtained by sampling it at 10Hz
Solution 2.5
x(t)=cos(2ft)=cos(6t) x[n]=cos(2f n/FT)=cos(0.6n) for n=0,1,2,
If T > 2| 0|
then 0 will be in range - < < implying no aliasing
If T < 20
then 0 will fold into lower digital frequency implying aliasing
Hence to prevent aliasing, Principal value of digital time
frequency should be 0 | 0| (i.e. less than one half cycle per
sample)
PART B:- DISCRETE-TIME
SYSTEM
LINEAR SYSTEM
SHIFT (TIME)-INVARIANT
SYSTEM
LINEAR TIME-INVARIANT
SYSTEM
CAUSAL SYSTEM
STABLE SYSTEM
PASSIVE AND LOSSLESS
SYSTEMS
DISCRETE TIME SYSTEM
A discrete-time system processes
a given input sequence x[n]
to generates an output sequence y[n]
with more desirable properties
n
y[n] x[l ]
l
n 1
l
x[l ] x[n]
y[n 1] x[n]
This form is used for a causal input sequence, in which case y[-
1] is called the initial condition
DISCRETE TIME SYSTEMS:-
EXAMPLES 2
M-point moving-average Filter
Used in smoothing random variations in data
1 M 1
y[n] x[ n k ]
M k 0
An application
Consider a signal s[n] corrupted by noise d[n] for n0. Resulting in
measured data x[n]=s[n]+d[n]
Let s[n] = 2[n(0.9)n ], d[n] - random signal
DISCRETE TIME SYSTEMS:-
EXAMPLES 3
Linear interpolation
Employed to estimate sample values between pairs of
adjacent sample values of a discrete-time sequence
An application
Factor-of-4 interpolation
For 2 factor interpolation
1
y[n] xu [n] xu [n 1] xu [n 1]
0 1 . 2 3 2
0 1 . 2 3
0 1 . 2 3
DISCRETE TIME SYSTEMS:-
EXAMPLES 4
Median Filter
DISCRETE-TIME SYSTEMS:
CLASSIFICATION
Linear System
Shift-Invariant System
Causal System
Stable System
then
For input x [n] = x1[n] + x2[n]
then
For input x[n] = x1[n - no]
Above relation must hold for any arbitrary input x[n] & its
corresponding output y[n]
Then
Example
Consider the discrete-time system defined by y[n] = a x[n - N]
with N a positive integer
Its output energy is given by
2 2
2
y[n] x[n]
n n
Solution:-
Impulse response is obtained by setting x[n] = [n] resulting in
[n k ] h[n k ]
Since system is time invariant
y[n] x[k ]h[n - k ] h[k ]x[n - k ]
Hence I-O relationship of an LTI k k
system can be written as
LINEAR CONVOLUTION SUM
The above operation is called Linear Convolution
Sum and can be represented compactly as
y[n]=x[n]*h[n]
y[n] x[k ]h[n - k ] h[k ]x[n - k ]
k k
LINEAR CONVOLUTION SUM
y[ n] x[ k ]h[n - k ] h[ k ]x[n - k ]
k k
Solution
Time-reverse h(k) to form h( k)
Shift h( k) to right by n sampling periods if n > 0 or shift
h( k) to the left by n sampling periods if n <0 to form h(n
k)
Form the product v(k)=x(k)h(n k)
Sum all samples of v(k) to develop nth sample of y(n)
0 1 2 3 4 5
0 1 2 3 4 5
Time-reverse h,
-5 -4 -3 -2 -1 0
= 0x3 = 00 1 2 3 4 5
shift by n,
9
9 9
-3 -2 -1 0 1 2
= 0x1+ 3x2+1x3 = 00 1 2 3 4 5
INTERPRETING CONVOLUTION
Example:- Let
h[n] = {3 2 1} & x[n]={0 3 1 2 -1}
y[n] x[k ]h[n - k ]
0 1 2 3 4 5
0 1 2 3 4 5 k 11
9 9
-2 -1 0 1 2 3
= 3x1+1x2+2x3 = 0
0 1 2 3 4 5
11
9 9
1 2 3
= 1x1 + 2x2+-1x3
= 0
0 1 2 3 4 5
-1 0 4
11
9 9
0 1 2 3 4 5
= 2x1+ -1x2
=0 0
1 2 3 4 5
0
INTERPRETING CONVOLUTION
Example:- Let
h[n] = {3 2 1} & x[n]={0 3 1 2 -1}
y[n] x[k ]h[n - k ] {0,9,9,11,2,0, 1}
k
y[n] x[n-k]h[k]
k
y[0] x[0] x[ 1] x[ 2] . . h[0]
y[1] x[1] x[0] x[ 1] . . h[1]
y[2] x[2] x[1] x[0] . . h[2]
. . . . . . .
. . . . . . .
APPLICATION OF CONVOLUTION
Example:- Let
h[n] = {3 2 1} & x[n]={0 3 1 2 -1}y[n] x[k ]h[n - k ]
k
0 1 2 3 4 5
11
99 9
2
0 0
0 1 2 3 4 5
APPLICATION OF CONVOLUTION
Using Convolution to calculate the Correlations of sequence
Correlation of Signals
Definition
A measure of similarity between a pair of energy signals, x(n) and
y(n), is given by the cross-correlation sequence rxy(l) defined by
rxy [l ] x[n] y[n l ], for l 0,1,2...
n
By commutativity,
h(n)=h1(n)h2(n)=h2(n)h1(n)
An application is in the development of an inverse system
Consider
If z[n] = x[n]
Therefore
y[n] h[k ]x[n k ] h[k ] x[n k ] Bx h[ k ] Bx S
k k k
Thus, S < implies, |y[n]|By < indicating y[n] is also bounded
CAUSALITY CONDITION OF LTI
SYSTEM
Let x1[n] and x2[n] be two input sequences with
x1[n] = x2[n] for n no
The corresponding output samples at no of an LTI system with an
impulse response {h[n]} are then given by
1
y1[n0 ] h[k ]x1[n0 k ] h[k ]x1[n0 k ] h[k ]x1[n0 k ]
k k0 k
y1 [ n ] for n n0 y1 [ n ] for n n0
1
y2 [n0 ] h[k ]x 2 [n0 k ] h[k ]x 2 [n0 k ] h[k ]x 2 [n0 k ]
k k 0 k
Example 3
The factor-of-2 interpolator defined by
1 1
y[n] xu [n] xu [ n 1] xu [n 1]
2 2
is non-causal as it has a non-causal impulse response given by
h[n] 0.5, 1, 0.5
FINITE-DIMENSIONAL LTI SYSTEMS
An important subclass of LTI discrete-time systems is
characterized by a Linear Constant Coefficient Difference
Equation
N
of Mthe form
Where
d k y[ n k ] Pk x[n k ]
k 0 k 0 x[n] & y[n] are input & output of system
And d k & Pk are constants characterizing system
i.e
Complementary solution is solution with x[n]=0
&
Particular solution is solution with x[n]0
COMPLEMENTARY SOLUTION
General form of unforced oscillation i.e. systems natural
modes
Assume y has form
c
yc [n] n
N n k
dk 0
k 0
n N
d d .... d
0
N
1
N1
N 1
d 0
N
N
This is of the form d k N k
k 0
Thus
N N k
dk 0 Is known as Characteristic polynomialof system
k 0
In previous Example
complementary solution is yc[n]= 1(-3)n+ 2(2)n for n0. Hence IR is
h[n]=1(-3)n+ 2(2)n
If x[n]= [n] then
h[0] = 1 + 2 = 1 These values are obtained by using
& h[1] =-31+22 = 0 y[n]+ y[n-1]-6y[n-2] = x[n]
n
If i 1 for all i Then i Hence h[ n ]
n 0 n 0
CLASSIFICATION OF LTI SYSTEMS
Based on Impulse Response Length
Finite impulse response (FIR)
infinite impulse response (IIR)
Recursive System
Output computation involves past output samples in addition
to present and past input samples
CLASSIFICATION BY COEFFICIENTS
Real Discrete-Time System
The impulse response samples are real valued
Solution
Lp-normn of a sequence
1 {x[n]} is defined by
p
p
x p x[n]
n p is +ve
Where
integer. Typical values of p are 1,2,
x2 x
RMS value of x[ n] & mean absolut value of x[ n]
N N
x
x max peak absolute value of {x[n]}
n= 1 2 3 4 5 6 7 8 9 |x[n]|p
x[n] 4.50 -2.68 -0.14 3.91 2.62 -0.43 -4.81 3.21 -0.55
|x[n]| 4.50 2.68 0.14 3.91 2.62 0.43 4.81 3.21 0.55 22.85 L1-norm=22.85
|x[n]|2 20.25 7.18 0.02 15.29 6.86 0.18 23.14 10.30 0.30 83.53 L2-norm=9.14
9.59 1.66 8.30 6.71 5.56 1.05 2.10 9.46 1.13 2.10
|x[n]|1000 L-norm=4.81E+00
E+97 E+64 E-129 E+88 E+62 E-55 E+102 E+75 E-39 E+102
PROBLEMS
Problem 2.5
Consider following sequence
x[n] = { -4 5 1 -2 -3 0 2 } -3 n 3
y[n] ={ 6 -3 -1 0 8 7 -2 } -1 n 5
Generate following (a) {c [n]}=x[-n+2]; (b) {u[n]}= x[n]+y[n-
2]
Solution 2.5
(a)
x[n] = { -4 5 1 -2 -3 0 2 } -3 n 3
-n+2= 5 4 3 2 1 0 -1
C[n]=x[-n+2] 0 0 2 0 -3 -2 1
C[n]= { 1 -2 -3 0 2 0 0 } -1 n 5
(b) y[n] = { 0 0 6 -3 -1 0 8 } -1 n 5
n= -3 -2 -1 0 1 2 3
x[n]= { -4 5 1 -2 -3 0 2 } -3 n 3
{u[n]}=
x[n]+y[n-2] {
-4 5 7 -5 -4 0 10 } -3 n 3
PROBLEMS
Problem (~) 2.7
Analyze block diagram of LTI discrete-time system of following figure and
develop the relation between y[n] and x[n].
v[n] v[n-1] v[n-2]
w[n] u[n]
Solution (+) E1
The length of x[n] should be is 7 4 + 1 = 4.
M N M N
y[n] x[k ]h[n - k ] or h[k ]x[n - k ]
k 0 k 0
M N 1
y[n] x[n]h[0] h[k ]x[n - k ]
k 1
1 M N 1
x[n] y[ n ] h[ k ] x[ n - k ] Thus we get x[n] = {1 3 2 12} 0n
h[0]
k 1
3
PROBLEMS
Problem 2.64
Determine expression for IR of LTI discrete-time system shown bellow:
Solution 2.64
We can write
v[n] = (h1[n] + h3[n] * h5[n]) * x[n]
and y[n] = h2[n] * v[n] + h3[n] * h4[n] * x[n].
Thus, y[n] = (h2[n] * h1[n] + h2[n] * h3[n] * h5[n] + h3[n] * h4[n])
* x[n].
Hence the impulse response is given by
h[n] = h2[n] * h1[n] + h2[n] * h3[n] * h5[n] + h3[n] * h4[n].