3 DSP - System Analysis in The Shift (Time) Domain

Digital Signal Processing
C. Discrete-Time Systems

Athanassios C. Iossifides
October 2012

Athanassios Iossifides DIGITAL SIGNAL PROCESSING C2

C.1 Discrete-time systems representation
C.2 System classification
C.3 Analysis of LSI systems
C.4 LSI systems and difference equations
C.5 System realization

C.1 Discrete-time systems
representation
Definition
Discrete-time system is a device or algorithm that acts on discrete-time
signal, that is called input, following a predefined rule and produces a new
discrete-time signal called output or response.

The operand T represents the action of the system on the input.

( ) ( ) x n y n
T
Disrete-time
System
x(n) y(n)
T
x(n) y(n)
Example Proakis 2.2.1(d)
Moving average filter

1
( ) [ ( 1) ( ) ( 1)]
3
y n x n x n x n = + + +
| |, 3 3
( )
0,
n n
x n
s s
{
( ) ...,0,3,2,1,0,1,2,3,0,...} x n
|
=
( 2) (1 / 3)[ ( 3) ( 2) ( 1)] 2
( 1) (1 / 3)[ ( 2) ( 1) (0)] 1
(0) (1 / 3)[ ( 1) (0) (1)] 2 / 3
(1) (1 / 3)[ (0) (1) (2)] 1
(2) (1 / 3)[ (1) (2) (3)] 2
y x x x
y x x x
y x x x
y x x x
y x x x
= + + =
= + + =
= + + =
= + + =
= + + =
Example Proakis 2.2.1(e)
Accumulator

( ) ( ) ( ) ( 1) ( 2) ...
n
k
y n x k x n x n x n
=
= = + + +
| |, 3 3
( )
0,
n n
x n
s s
{
( ) ...,0,3,2,1,0,1,2,3,0,...} x n
|
=
( 2) ( 2) ( 3) ... 5
( 1) ( 1) ( 2) ( 3) ... 6
(0) (0) ( 1) ( 2) ( 3) ... 6
y x x
y x x x
y x x x x
= + + =
= + + + =
= + + + + =
1
( ) ( ) ( ) ( 1) ( )
n
k
y n x k x n y n x n
=
= + = +

Block diagrams
The basic structural elements for the representation of a discrete-time
system with a block diagram are:
The accumulator:

Constant multiplier:

Signal multiplier:

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Block diagrams
The basic structural elements for the representation of a discrete-time
system with a block diagram are:
Delay element:

Advance element:


Block Diagrams example
Draw the block diagram of a system with input x(n) and output given by

We write the equations as

1
( ) ( 1) ( ) ( 1)
2
y n y n x n x n = +

1
( ) ( 1) ( ) ( 1)
2
y n y n x n x n = + +
( 1) y n
( 1) x n
0.5 ( ) x n

Static/dynamic systems
A discrete-time system is called static or memoryless when its response at
any time instant depends solely on the corresponding sample of the input
at the same time instant.
Examples:

A discrete-time system that is not static is called dynamic system.
Dynamic systems have memory which can be either finite or infinite.
Examples:
( ) 3 ( ) y n x n =
2
( ) 3 ( ) ( 1) y n x n nx n = +
0
( ) ( )
n
k
y n x n k
=
=
0
( ) ( )
N
k
y n x n k
=
=
0
( ) ( )
k
y n x n k
=
=
2
( ) 2 ( ) ( ) y n x n nx n = +
Shift (time) invariant/variant systems
A discrete-time system is said to be shift invariant (SI) or time invariant
(TI) when the internal characteristics of the system remain unalterd with
shift or time, that is, when

A system that is not shift invariant is called shift variant or time variant
In order to identify if a system is shift invariant or not, we evaluate the
output of the system
and compare with the output
By setting n n k
( ) y n k
[ ( )] x n k T
( ) ( ) ( ) ( ), , ( ) x n y n x n k y n k k x n
T T
Shift invariance identification example Proakis 2.2.4

Calculation of
Calculation of

Calculation of
Calculation of

Calculation of
Calculation of

( ) : ( ) ( ) ( 1) y n k y n k x n k x n k = +
[ ( )] : [ ( )] ( ) ( 1) x n k x n k x n k x n k = + T T
( ) ( ) ( ) ( 1) x n y n x n x n = +
T
( ) ( ) ( ) x n y n nx n =
T
[ ( )] : [ ( )] ( ) x n k x n k nx n k = T T
( ) : ( ) ( ) ( ) y n k y n k n k x n k =
SI
`
)
SV
`
)
0
( ) ( ) ( )cos( ) x n y n x n n =
T
0
[ ( )] : [ ( )] ( )cos( ) x n k x n k x n k n = T T
0
( ) : ( ) ( )cos[ ( )] y n k y n k x n k n k =
SV
`
)
Linear / nonlinear systems
A discrete-time systems is linear when it satisfies the properties of
homogeneity and superposition, that is
Homogeneity:
Superposition:

[ ( )] [ ( )], constant ax n a x n a = T T
1 2 1 2
[ ( ) ( )] [ ( )] [ ( )] x n x n x n x n + = + T T T
T
T
T

1 1 2 2 1 1 2 2 1 2
[ ( ) ( )] [ ( )] [ ( )], , constants a x n a x n a x n a x n a a + = + T T T
Linearity identification example Proakis 2.2.5

1 1 2 2 1 1 2 2
[ ( ) ( )] ( ) ( ) a x n a x n a nx n a nx n + = + T
( ) ( ) y n nx n =
1 1 2 2 1 1 2 2
[ ( )] [ ( )] ( ) ( ) a x n a x n a nx n a nx n + = + T T
linear
`
)
2
2 2 2 2 2
1 1 2 2 1 1 1 1 1 1 2 2 1 2 1 2
2 2 2 2
1 1 2 2 1 1 2 2
( ) ( )
[ ( ) ( )] [ ( ) ( )] ( ) ( ) 2 ( ) ( )
nonlinear
[ ( )] [ ( )] ( ) ( )
y n x n
a x n a x n a x n a x n a x n a x n a a x n x n
a x n a x n a x n a x n
=
+ = + = + +
`
+ = +
)
T
T T
1 1 2 2 1 1 2 2 1 1 2 2
1 1 2 2 1 1 1 2 2 2
( ) ( ) , , constants
[ ( ) ( )] [ ( ) ( )] ( ) ( )
nonlinear
[ ( )] [ ( )] ( ) ( )
y n Ax n B A B
a x n a x n A a x n a x n B Aa x n Aa x n B
a x n a x n a Ax n a B a Ax n a B
= +
+ = + + = + +

`
+ = + + +
)
T
T T
Causal/non causal systems
A discrete-time systems is called causal when its current output (at any
time instant) depends solely on the current and the past samples of the
input but not on the future samples of the input.
In general, a causal system is described as a function of the form

A system for which the output depends on future samples of the input is
non causal.

Real time systems are causal systems. However, when the output signal is
recorded and its processing takes places off-line (not in real time), then
the system can be non causal.
( ) [ ( 1), ( 2),..., ( ), ( ), ( 1), ( 2),...] y n f y n y n y n N x n x n x n =
Stable/unstable systems
A discrete-time system is called stable if and only if every finite input
signal creates a finite output signal.

This type of stability is called (ounded nput ounded utput)
stability.
If for any (and only one) input signal, the output signal takes infinite
values, then the system is unstable.
( ) ( )
x y
x n M y n M < < < <

C.3 Analysis of LSI discrete-time
systems
C. Discrete-time systems
C.3 Analysis of LSI discrete-time systems
LSI system response
Let h(n) be the response (output) of a LSI system when the input signal is
(n), that is

This response is called impulse response of the system. If the impulse
response of a system is known, then the response of the system to any
input signal can be calculated.
Every signal x(n) can be expressed as a linear combination of properly
delayed and weighted impulse sequences, that is

Taking into account the properties of an LSI system, its response to any
signal x(n) may be calculated as follows.
= T[ ( )] ( ) n h n
T
(n) h(n)
=
=
( ) ( ) ( )
k
x n x k n k
T
( ) ( ) n h n
LSI system response

The response y(n) of an LSI system to the input x(n) can be calculated by
the sum

This sum is called convolution sum or simply convolution of the input
signal with the impulse response.
( ) ( )
( ) ( ), Shift invariance (SI)
( ) ( ) ( ) ( ), ( ) constant, linearity
( ) ( ) ( ) ( ), linearity
( ) ( ) ( )
k k
k
n h n
n k h n k
x k n k x k h n k x k
x k n k x k h n k
x n x k h n k

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

Convolution properties, interconnection of systems
The convolution of two signals is defined as

The following properties can be proved:
Commutative:

Associative:

(cascade interconnection of systems)
=
=
( ) ( ) ( ) ( )
k
x n h n x k h n k
= ( ) ( ) ( ) ( ) x n h n h n x n
=
1 2 1 2
[ ( ) ( )] ( ) ( ) [ ( ) ( )] x n h n h n x n h n h n
( ) x n ( ) h n
( ) y n ( ) x n ( ) h n
( ) y n
( ) x n
1
( ) h n
2
( ) h n ( ) y n ( ) x n
2
( ) h n ( ) y n
1
( ) h n

( ) x n
1
( ) h n
2
( ) h n ( ) y n ( ) x n ( ) y n
1 2
( ) ( ) h n h n

Convolution properties, interconnection of systems
Distributive:

(parallel interconnection of systems)
Identity element and shift property:
+ = +
1 2 1 2
( ) [ ( ) ( )] ( ) ( ) ( ) ( )] x n h n h n x n h n x n h n
( ) x n
1
( ) h n
2
( ) h n
( ) y n ( ) x n ( ) y n
+
1 2
( ) ( ) h n h n

=
=
( ) ( ) ( )
( ) ( ) ( )
x n n x n
x n n k x n k
Calculation of convolution
Convolution of two discrete-time signals is defined as

Calculation of convolution can be applied in four basic ways:
Direct calculation of the sum with mathematical operations
The graphical method
The method of sliding rule
Transformations (Fourier, Z)
=
=
( ) ( ) ( ) ( )
k
x n h n x k h n k
Direct convolution calculation example Hayes 1.4.1
Calculate the convolution of the following signals

For the calculation of the sum, n is considered to be constant.
u(k) is zero when k < 0.
u(n-k) is zero when n-k < 0 n < k
When n < 0, u(n-k) is zero for every positive k and has no common
nonzero values with u(k).
When n 0, u(n-k) is zero for k n, so common nonzero values with
u(k) exist from 0 up to n.
= < = ( ) ( ), 1 ( ) ( )
n
x n a u n a h n u n

= =
= = =

( ) ( ) ( ) ( ) ( ) ( ) ( )
k
k k
y n x n h n x k h n k a u k u n k
+
=
= =
1
0
1
( ) ( )
1
n
n
k
k
a
y n a u n
a
Graphical calculation of convolution

Graphical calculation consists of the following steps:
Graphical representation of the sequences with respect to k
Folding of one of the two sequences, e.g.

Shifting of the folding sequence step by step. When n < 0, the
sequence is shifted towards the left and when n > 0, the sequence is
shifted towards the right.
Sample by sample multiplication of the sequences x(k) and h(n k).
Sum of the product values for all k so that to calculate the convolution
for position (time instant) n.
Repetition of the procedure for every n.
( ) ( ) h k h k
=
=
( ) ( ) ( ) ( )
k
x n h n x k h n k
Graphical calculation of convolution example Proakis 2.3.3
Calculate the convolution of the discrete-time signals .

= < = ( ) ( ), 1 ( ) ( )
n
h n a u n a x n u n

= =
0
(0) 1 y a = ( 1) 0 y
= + (1) 1 y a
= < = ( ) ( ), 1 ( ) ( )
n
h n a u n a x n u n


= + + +
2 3
(3) 1 y a a a
= + +
2
(2) 1 y a a
= + + + +
2 3 4
(4) 1 y a a a a
= < = ( ) ( ), 1 ( ) ( )
n
h n a u n a x n u n


= + +
2
(2) 1 y a a
= =
0
(0) 1 y a
= + + + +
2 3 4
(4) 1 y a a a a
+
=
= =
1
0
1
( ) ( )
1
n
n
k
k
a
y n a u n
a
Calculation of convolution with the sliding rule method
It is used mostly for short length sequences. Steps:
We write the values of x(k) on a paper and the values of h(-k) on
another paper.
We bring the values x(0) and h(0) at the same vertical line, we
multiply the samples on by one and sum all the products so as to find
y(0).
We move left (right) the paper of h(-k) and we take the corresponding
values with the same operations as before for negative and positive n.

... ( 2) ( 1) (0) (1) (2) ... x x x x x
... (2) (1) (0) ( 1) ( 2) ... h h h h h
> 0 n
< 0 n
Remarks on convolution
Let two finite-duration sequences x
1
(n) and x
2
(n), with lengths (durations)
L
1
and L
2
, respectively. Their convolution

Has length

Comparing the formulas of crosscorrelation and convolution

we find

1 2
( ) ( ) x n x n
+
1 2
1 L L
=
=
( ) ( ) ( )
xy
k
r n x k y k n
=
=
( ) ( ) ( ) ( )
k
x n y n x k y n k
= ( ) ( ) ( )
xy
r n x y y n

3 DSP - System Analysis in The Shift (Time) Domain

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Digital Signal Processing

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