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Chapter 1: Introduction

Analog and Digital Signals


analog signal = continuous-time + continuous amplitude digital signal = discrete-time + discrete amplitude

Introduction to Digital Signal Processing


continuous-time

continuous amplitude

discrete amplitude

x(t)
2

x(t)
2

Professor Deepa Kundur


-4 -3 -2 -1 1 2 3 4

1 0.5
-4 -3 -2 -1 0.5 1 1.5 2 2.5 3 4

University of Toronto
discrete-time
-3 -2 -1

-2

-2

x[n]
1 2

x[n] n
1
-3 -2 -1 0 1 2 3

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Professor Deepa Kundur (University of Toronto) Introduction to Digital Signal Processing

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Chapter 1: Introduction

Chapter 1: Introduction

Analog and Digital Signals


analog system = analog input + analog output digital system = digital input + digital output

Discrete-time Sinusoids

x (n) = A cos( n + ) = A cos(2 fn + ), n Z


discrete-time signal (not digital), A xa (t ) A and n Z A = amplitude = frequency in rad/sample f = frequency in cycles/sample; note: = 2 f = phase in rad

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Professor Deepa Kundur (University of Toronto) Introduction to Digital Signal Processing

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Chapter 1: Introduction

Chapter 1: Introduction

MINIMUM OSCILLATION

MAXIMUM OSCILLATION

ENVELOPE CYCLES
MINIMUM OSCILLATION

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Professor Deepa Kundur (University of Toronto) Introduction to Digital Signal Processing

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Chapter 1: Introduction

Chapter 1: Introduction

NOT PERIODIC

ENVELOPE CYCLES

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Professor Deepa Kundur (University of Toronto) Introduction to Digital Signal Processing

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Chapter 1: Introduction

Chapter 1: Introduction

Uniqueness: Continuous-time

Uniqueness: Continuous-time
F1 = F2 :

For F1 = F2 ,

A cos(2 F1 t + ) = A cos(2 F2 t + )

except at discrete points in time.

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Professor Deepa Kundur (University of Toronto) Introduction to Digital Signal Processing

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Chapter 1: Introduction

Chapter 1: Introduction

Uniqueness: Discrete-time
-3 -2 -1 0 1 2 3 4 5 6

Let f1 = f0 + k where k Z, x1 ( n ) = = = = A e j (2f1 n+) A e j (2(f0 +k )n+) A e j (2f0 n+) e j (2kn) x0 (n) 1 = x0 (n)

-3

-2

-1

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Professor Deepa Kundur (University of Toronto) Introduction to Digital Signal Processing

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Chapter 1: Introduction

Chapter 1: Introduction

Harmonically Related Complex Exponentials


Harmonically related sk (t ) = e jk 0 t = e j 2kF0 t , (cts-time) k = 0, 1, 2, . . .
Scientic Designation C-1 C0 C1 C2 C3 C4 . . . C9 Frequency (Hz) 8.176 16.352 32.703 65.406 130.813 261.626 . . . 8372.018 k for F0 = 8.176 1 2 4 8 16 32 1024

Harmonically Related Complex Exponentials


Scientic Designation C1 C2 C3 C4 (middle C) C5 C6 C7 C8 Frequency (Hz) 32.703 65.406 130.813 261.626 523.251 1046.502 2093.005 4186.009 k for F0 = 8.176 4 8 16 32 64 128 256 512

C1

C2

C3

C4

C5

C6

C7

C8

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Professor Deepa Kundur (University of Toronto) Introduction to Digital Signal Processing

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Chapter 1: Introduction

Chapter 1: Introduction

Harmonically Related Complex Exponentials


What does the family of harmonically related sinusoids sk (t ) have in common? Harmonically related sk (t ) = e jk 0 t = e j 2(kF0 )t , (cts-time) k = 0, 1, 2, . . . 1 1 = cyclic frequency kF0 period: Tk = any integer multiple of T0 1 common period: T = k T0,k = F0 fund. period: T0,k =

Harmonically Related Complex Exponentials


Discrete-time Case: For periodicity, select f0 =
1 N

where N Z:

Harmonically related sk (n) = e j 2kf0 n = e j 2kn/N , (dts-time) k = 0, 1, 2, . . . There are only N distinct dst-time harmonics: sk (n), k = 0, 1, 2, . . . , N 1.

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Professor Deepa Kundur (University of Toronto) Introduction to Digital Signal Processing

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Chapter 1: Introduction

Chapter 1: Introduction

Analog-to-Digital Conversion
A/D converter xa(t) x(n) Sampler Quantizer Discrete-time signal xq(n) 01011... Coder Digital signal

Analog-to-Digital Conversion
A/D converter xa(t) x(n) Sampler Quantizer Discrete-time signal xq(n) 01011... Coder Digital signal

Analog signal

Quantized signal

Analog signal

Quantized signal

Sampling: conversion from cts-time to dst-time by taking samples at discrete time instants E.g., uniform sampling: x (n) = xa (nT ) where T is the sampling period and n Z

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Professor Deepa Kundur (University of Toronto) Introduction to Digital Signal Processing

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Chapter 1: Introduction

Chapter 1: Introduction

Analog-to-Digital Conversion
A/D converter xa(t) x(n) Sampler Quantizer Discrete-time signal xq(n) 01011... Coder Digital signal

Analog-to-Digital Conversion
A/D converter xa(t) x(n) Sampler Quantizer Discrete-time signal xq(n) 01011... Coder Digital signal

Analog signal

Quantized signal

Analog signal

Quantized signal

Quantization: conversion from dst-time cts-valued signal to a dst-time dst-valued signal quantization error: eq (n) = xq (n) x (n) for all n Z

Coding: representation of each dst-value xq (n) by a b -bit binary sequence e.g., if for any n, xq (n) {0, 1, . . . , 6, 7}, then the coder may use the following mapping to code the quantized amplitude:

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Professor Deepa Kundur (University of Toronto) Introduction to Digital Signal Processing

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Chapter 1: Introduction

Chapter 1: Introduction

Analog-to-Digital Conversion
A/D converter xa(t) x(n) Sampler Quantizer Discrete-time signal xq(n) 01011... Coder Digital signal

Sampling Theorem
If the highest frequency contained in an analog signal xa (t ) is Fmax = B and the signal is sampled at a rate Fs > 2Fmax = 2B then xa (t ) can be exactly recovered from its sample values using the interpolation function sin(2 Bt ) 2 Bt is called the Nyquist rate. g (t ) =

Analog signal

Quantized signal

Example coder: 0 1 2 3 000 001 010 011 4 5 6 7 100 101 110 111
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Note: FN = 2B = 2Fmax

Professor Deepa Kundur (University of Toronto) Introduction to Digital Signal Processing

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Chapter 1: Introduction

Chapter 1: Introduction

Sampling Theorem
Sampling Period = T = 1 1 = Fs Sampling Frequency

Bandlimited Interpolation

Therefore, given the interpolation relation, xa (t ) can be written as

xa (t ) =
n=

xa (nT )g (t nT )

bandlimited interpolation function -- sinc

x(n) samples

xa (t ) =
n=

x (n) g (t nT )

where xa (nT ) = x (n); called bandlimited interpolation.

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Professor Deepa Kundur (University of Toronto) Introduction to Digital Signal Processing

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Chapter 1: Introduction

Chapter 1: Introduction

Digital-to-Analog Conversion
original/bandlimited interpolated signal

Digital-to-Analog Conversion
original/bandlimited interpolated signal

x(n)
1

zero-order hold

-3T -2T -T

2T

3T

Common interpolation approaches: bandlimited interpolation, zero-order hold, linear interpolation, higher-order interpolation techniques, e.g., using splines In practice, cheap interpolation along with a smoothing lter is employed.
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Common interpolation approaches: bandlimited interpolation, zero-order hold, linear interpolation, higher-order interpolation techniques, e.g., using splines In practice, cheap interpolation along with a smoothing lter is employed.
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Chapter 1: Introduction

Chapter 2: Dst-Time Signals & Systems

Digital-to-Analog Conversion
original/bandlimited interpolated signal

Elementary Discrete-Time Signals


1. unit sample sequence (a.k.a. Kronecker delta function): (n ) = 1, for n = 0 0, for n = 0

linear interpolation
T 2T 3T

-3T -2T -T

2. unit step signal: u (n ) = 3. unit ramp signal: 1, 0, for n 0 for n < 0

Common interpolation approaches: bandlimited interpolation, zero-order hold, linear interpolation, higher-order interpolation techniques, e.g., using splines In practice, cheap interpolation along with a smoothing lter is employed.
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ur (n) = Note: (n) u (n) =

n, for n 0 0, for n < 0

u (n) u (n 1)= ur (n + 1) 2ur (n) + ur (n 1)

= ur (n + 1) ur (n)
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Professor Deepa Kundur (University of Toronto) Introduction to Digital Signal Processing

Chapter 2: Dst-Time Signals & Systems

Chapter 2: Dst-Time Signals & Systems

Signal Symmetry
Even signal: x (n) = x (n)

Signal Symmetry

Odd signal: x (n) = x (n)

Even signal component: xe (n) = 1 [x (n) + x (n)] 2 [x (n) x (n)] Odd signal component: xo (n) = 1 2

x(n)
2 1

x(n)
2 1

x(n)
2 1

Note: x (n) = xe (n) + xo (n)


n

-7

-6

-5

-4

-3

-2

-1

-7

-6

-5

-4

-3

-2

-1

-7

-6

-5

-4

-3

-2

-1

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Professor Deepa Kundur (University of Toronto) Introduction to Digital Signal Processing

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Chapter 2: Dst-Time Signals & Systems

Chapter 2: Dst-Time Signals & Systems

Signal Symmetry
1 0.5
-6 -5 -4 -3 -2 -1 0 1

Simple Manipulation of Discrete-Time Signals


(x(n)+x(-n))/2
1 0.5
-6 -5 -4 -3 -2 -1 0 1

x(n)

even part
2 3 4 5 6 7 8

Transformation of independent variable:


n

-0.5

2 3 4

5 6

7 8

time shift: n n k , k Z
Question: what if k Z?

-1

-0.5

time scale: n n, Z
Question: what if Z?

-1

x(-n)
1 0.5
-6 -5 -4 -3 -2 -1 0 1

(x(n)-x(-n))/2
1

Additional, multiplication and scaling:


odd part

-0.5

2 3 4

5 6

7 8

0.5
-6 -5 -4 -3 -2 -1 0 1

-1

-1

-0.5

2 3 4

5 6

7 8

amplitude scaling: y (n) = Ax (n), < n < sum: y (n) = x1 (n) + x2 (n), < n < product: y (n) = x1 (n)x2 (n), < n <

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Professor Deepa Kundur (University of Toronto) Introduction to Digital Signal Processing

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Chapter 2: Dst-Time Signals & Systems

Chapter 2: Dst-Time Signals & Systems

Simple Manipulation of Discrete-Time Signals I


Find x (n) x (n + 1).
3 2 2 1
2 3 4 5 6 7 8 9 10 15 20

Simple Manipulation of Discrete-Time Signals II


3 1
-3 -2 -1 0 1

3 1

x(n)

x(n)
1
2 3 4 5 6 7 8 9 10

2 1
15

x(n)-x(n+1)

20

-3 -2 -1 0 1

-1

-2 -3

-1 -2

-1 -1 -2 -3

-1

-1

-1

-x(n+1)

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Professor Deepa Kundur (University of Toronto) Introduction to Digital Signal Processing

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Chapter 2: Dst-Time Signals & Systems

Chapter 2: Dst-Time Signals & Systems

Simple Manipulation of Discrete-Time Signals I


Find x(3 n 2 + 1).
n < 1 -1 0 1 2 3 4 5 6 7 8 9 10 11 12 > 12
3n 2

Simple Manipulation of Discrete-Time Signals


Graph of x ( 3 n + 1). 2

+1 < 1 2 1 2 1 4
11 2 5 2

0 if

3n 2

10 13 16 19 > 19
35 2 29 2 23 2

17 2

0 if

3n 2

n x ( 32 + 1) + 1 is an integer; undened otherwise undened x (1) = 1 undened x (4) = 2 undened x (7) = 3 undened x (10) = 2 undened x (13) = 1 undened x (16) = 1 undened x (19) = 2 + 1 is an integer; undened otherwise

3 1

3 2 2 1

This signal is undefined for values of n that are not even integers and zero for even integers not shown on this sketch.
10 11 12 13 14

-3 -2 -1 0 1

-1

2 3 4

5 6

7 8 9

-2 -3

-1 -2

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Professor Deepa Kundur (University of Toronto) Introduction to Digital Signal Processing

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Chapter 2: Dst-Time Signals & Systems

Chapter 2: Dst-Time Signals & Systems

Input-Output Description of Dst-Time Systems


input/ excitation x(n) Discrete-time System y(n) output/ response

Classication of Discrete-Time Systems


Common System Properties: static time-invariant linear vs. vs. vs. vs. vs. dynamic time-variant nonlinear non-causal unstable systems . . .
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Discrete-time signal

Discrete-time signal

Input-output description (exact structure of system is unknown or ignored): y (n) = T [x (n)] black box representation: x (n) y (n)
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causal stable

. . .

Professor Deepa Kundur (University of Toronto) Introduction to Digital Signal Processing

Chapter 2: Dst-Time Signals & Systems

Chapter 2: Dst-Time Signals & Systems

Static vs. Dynamic


Static system (a.k.a. memoryless): the output at time n depends only on the input sample at time n; otherwise the system is said to be dynamic

Static vs. Dynamic


Consider the general system:
y (n) = T [x (n N ), x (n N + 1), , x (n 1), x (n), x (n + 1), , x (n + M 1), x (n + M )], N, M > 0

a system is static i (if and only if) y (n) = T [x (n), n] for every time instant n.

For N = M = 0, y (n) = T [x (n)], the system is static. For 0 < N , M < , the system is said to be dynamic with nite memory of duration N + M + 1. For either N and/or M equal to innite, the system is said to have innite memory.

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Professor Deepa Kundur (University of Toronto) Introduction to Digital Signal Processing

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Chapter 2: Dst-Time Signals & Systems

Chapter 2: Dst-Time Signals & Systems

Static vs. Dynamic


Examples: memoryless or not? y (n) = A x (n), A = 0 y (n) = A x (n) + B , A, B , = 0 y (n) = x (n) cos( 25 (n 5)) y (n) = x (n) y (n) = x (n + 1) y (n) = 1x (1n+2) y (n) = e 3x (n) y (n) = n k = x (k ) Ans: Y, Y, Y, N, N, N, Y, N
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Discrete-Time Bounded Signals


x[n] x[n]

|x[n]|

|x[n]|

x[n]

x[n]

BOUNDED SIGNAL

UNBOUNDED SIGNAL n

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Chapter 2: Dst-Time Signals & Systems

Chapter 2: Dst-Time Signals & Systems

The Convolution Sum

The Convolution Sum


Let the response of a linear time-invariant (LTI) system to the unit sample input (n) be h(n). (n) h(n)
T T T T T

Recall: x (n ) =

x (k ) (n k )
k =

(n k ) h(n k ) (n k ) h(n k ) x (k ) (n k ) x (k ) h(n k )


x (k ) (n k )
k = T k =

x (k )h(n k )

x (n) y (n)
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Chapter 2: Dst-Time Signals & Systems

Chapter 2: Dst-Time Signals & Systems

The Convolution Sum

Finite vs. Innite Impulse Response


Implementation: Two classes

Therefore,

Finite impulse response (FIR):


M 1

y (n) =
k =

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

y (n) =
k =0

h(k )x (n k )

nonrecursive systems

for any LTI system.

Innite impulse response (IIR):

y (n ) =
k =0

h(k )x (n k )

recursive systems

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Professor Deepa Kundur (University of Toronto) Introduction to Digital Signal Processing

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Chapter 2: Dst-Time Signals & Systems

Chapter 2: Dst-Time Signals & Systems

System Realization
General expression for N th-order LCCDE:
N M

Building Block Elements

Adder:

ak y (nk ) =
k =0 k =0

bk x (nk )

a0

1
Constant multiplier:

Unit delay:

Initial conditions: y (1), y (2), y (3), . . . , y (N ).

Unit advance:

Need: (1) constant scale, (2) addition, (3) delay elements.

Signal multiplier:

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Professor Deepa Kundur (University of Toronto) Introduction to Digital Signal Processing

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Chapter 2: Dst-Time Signals & Systems

Chapter 2: Dst-Time Signals & Systems

Direct Form I vs. Direct Form II Realizations


N M

Direct Form I IIR Filter Implementation


+

v(n)

y (n) =
k =1

ak y (n k ) +
k =0

bk x (n k )

is equivalent to the cascade of the following systems:


M

v (n) output 1 y (n) output 2

=
k =0

bk x (n k ) input 1
N

nonrecursive

...

...

...
+

=
k =1

ak y (n k ) + v (n) input 2

recursive
LTI All-zero system LTI All-pole system

Requires: M + N + 1 multiplications, M + N additions, M + N memory locations


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Chapter 2: Dst-Time Signals & Systems

Chapter 2: Dst-Time Signals & Systems

Direct Form II IIR Filter Implementation


+ +

Direct Form II IIR Filter Implementation


Adder:
+
+ + +

Unit delay:
+

Constant multiplier: +
+ +
+

Unit advance:
+

...

...

...

...

...

Signal multiplier:

...

...

For N>M

LTI All-pole system

LTI All-zero system

Requires: M + N + 1 multiplications, M + N additions, M + N memory locations


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Requires: M + N + 1 multiplications, M + N additions, max(M , N ) memory locations


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...
+

...

Chapter 3: The z -Transform and Its Applications

Chapter 3: The z -Transform and Its Applications

The Direct z -Transform


Direct z -Transform:

Region of Convergence

X (z ) =
n=

x (n)z n

the region of convergence (ROC) of X (z ) is the set of all values of z for which X (z ) attains a nite value The z -Transform is, therefore, uniquely characterized by:

Notation: X (z )
Z

Z{x (n)}

1. expression for X (z ) 2. ROC of X (z )

x (n) X (z )

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Professor Deepa Kundur (University of Toronto) Introduction to Digital Signal Processing

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Chapter 3: The z -Transform and Its Applications

Chapter 3: The z -Transform and Its Applications

ROC Families: Finite Duration Signals

ROC Families: Innite Duration Signals

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Professor Deepa Kundur (University of Toronto) Introduction to Digital Signal Processing

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Chapter 3: The z -Transform and Its Applications

Chapter 3: The z -Transform and Its Applications

z -Transform Properties
Property Notation: Time Domain x (n ) x1 (n) x2 (n) a1 x1 (n) + a2 x2 (n) x (n k ) z -Domain X (z ) X1 (z ) X2 (z ) a1 X1 (z ) + a2 X2 (z ) z k X (z ) X (a1 z ) X (z 1 ) X (z ) dX (z ) z dz X1 (z )X2 (z ) ROC ROC: r2 < |z | < r1 ROC1 ROC2 At least ROC1 ROC2 At least ROC, except z = 0 (if k > 0) and z = (if k < 0) |a|r2 < |z | < |a|r1 1 < |z | < r1 r1 2 ROC r2 < |z | < r1 At least ROC1 ROC2 among others . . .

Common Transform Pairs


1 2 3 4 5 6 7 8 9 10 Signal, x (n) (n ) u (n ) an u (n) nan u (n) n a u (n 1) nan u (n 1) cos(0 n)u (n) sin(0 n)u (n) an an cos(0 n)u (n) sin(0 n)u (n) z -Transform, X (z ) 1
1 1z 1 1 1az 1 az 1 (1az 1 )2 1 1az 1 az 1 (1az 1 )2 1z 1 cos 0 12z 1 cos 0 +z 2 z 1 sin 0 12z 1 cos 0 +z 2 1az 1 cos 0 12az 1 cos 0 +a2 z 2 1az 1 sin 0 12az 1 cos 0 +a2 z 2

Linearity: Time shifting:

z -Scaling: Time reversal Conjugation: z -Dierentiation: Convolution:

an x (n) x (n) x (n) n x (n) x1 (n) x2 (n)

ROC All z |z | > 1 |z | > |a| |z | > |a| |z | < |a| |z | < |a| |z | > 1 |z | > 1 |z | > |a| |z | > |a|

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