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Sugata Munshi

Dept. of Electrical Engineering,


Jadavpur University, Kolkata.

DISCRETE-TIME SIGNALS AND


SYSTEMS

A PRESENTATION BY

SUGATA MUNSHI
DEPARTMENT OF ELECTRICAL
ENGINEERING
JADAVPUR

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UNIVERSITY

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

Discrete-Time Signals
Digital Signal is particular type of discrete-time signal.
A discrete time signal is one which is defined only at
discrete instants of time.
s(t)

Its values are known as


Samples

samples.
Hence it is also known
t

as :
sampled-data signal.

If the samples are uniformly spaced in time, we have a


uniformly sampled signal.

One of the distinctive feature of digital signals is that, they


are quantized both in time and magnitude. That is, they are
discrete-time discrete-magnitude signals. That means not
only are they defined for discrete instants of time but they
can assume only discrete values.

Another distinctive feature of digital signals is that their


sample values are coded in binary numbers.

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Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.
magnitude quantization
levels

s(t)
5q
4q
3q
2q
q

Block diagram of a typical Digital Signal Processing System


Analog
signal

Digital
signal
ADC

Digital
Signal
Processor

Digital
signal
DAC

Analog
signal

Digital
Memory

The digitized analog signal is processed by a digital signal processor.


Processing can be of various types e.g. integrating or differentiating or
filtering or finding out the DFT (to determine the frequency spectra of the
signal). The processed signal is converted into an analog signal if necessary
or stored in memory for use in future.

BENEFITS
DIGITALLY:

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OF

PROCESSING

SIGNALS

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

Guaranteed Accuracy determined only by


number of bits used.
Perfect

Reproducibility:

Identical

performance from unit to unit, since there is no


variations due to component tolerance.
No drift in performance with temperature or
age.
Greater Flexibility:

Can be programmed

and reprogrammed to perform a variety of


functions, without modifying the hardware.
Superior Performance: DSP can be used to
perform functions not possible with analog
systems. Example: Linear phase response can
be

achieved,

complex

adaptive

algorithms can be implemented.

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fitering

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

Tremendous advancements in electronics


industry are fruitfully utilized: Compact
size, lower cost, low power nconsumption,
greater speed.
The Sampling Process (Uniform Sampling)
A sampling operation transforms a continuous time signal
into a discrete-time signal.

Ideal switch( closes periodically at intervals of ,


remains closed for a moment and opens immediately)
is the sampling period

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Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

fs

is the sampling frequency.

A more realistic case

The duration of closure of the switch should be finite (<)

Sampling Process Modelled As Pulse


Amplitude Modulation (PAM):
The process of periodic sampling of a continuous time
signal x(t) can be considered as a pulse amplitude
modulation process in which a unit pulse train p(t) is
multiplied by the signal x(t) to produce the sampled version

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Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

x*p t x t p t

p(t) (carrier)

Pulse
Amplitude
Modulator

x(t)
modulating
signal
x(t)

()

x*p(t) = x(t) p(t)

x*p(t)

= Time period of
unit pulse train
= Sampling period
= Pulsewidth =
Sampling duration.

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Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

p t u t K u t K
K

x t x t u t K u t K
K
*
p

If the sampling duration is very small compared to the


smallest time constant of the continuous-time system that
*
has generated x(t), then x p t can be approximated by a

sequence of flat-topped pulses.


x*p t

That is,

for K t K 1

Then,
8

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K=0,1,2,....... ,

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

x t x K u t K u t K
*
p

Taking the Laplace transform on both sides ,

1 es K s
X s x K
e

K
s

*
p

Now,

1 e

1 1 s
...........
2!

s
If is very small compared to , 1 e s

X *p ( s)

Ks
x
(
K

Taking inverse Laplace Transform of both sides,

x (t ) x (t )
*
p

x( K ) (t K )

for small each pulse becomes a vertical line.


R.H.S. represents a train of impulses, with the strength of
the impulse at t K equal to

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x( K )

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

Hence the finite pulsewidth sampler can be approximated


by an impulse sampler followed by an attenuator with
gain .

x*p(t)

x(t)

()

x(t)

x*i(t)

= x*(t)

(very
small)

x*(t)

impulse sampler

x (t )
*
i

x( K ) (t K )

Here the role of is just scaling. Hence it is considered as unity.

x (t )
*

x( K ) (t K )

Thus, for the sake of mathematical maneuvering a sampleddata signal can be represented by a train of scaled impulses
and the strength of the impulse at any instant is equal to the
value of the sample at that instant. That is, actual sampling
process can be represented mathematically by
sampling or impulse modulation.
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impulse

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

x(t)

x*(t)

Impulse
Modulator

t
T(t)

Output of the impulse sampler is

x (t ) x(t ) (t ) x(t ) (t K )
*

Reconstruction of Continuous Time Signal from


its Samples:

- 4

- 3 - 2

In the absence of any additional conditions or

information, a continuous time signal can not be


uniquely specified by a sequence of equally spaced
samples. In the above figure, three continuous time

11 of 112

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

signals that can generate the given set of samples have


been shown.
In general, from a given sampled data signal an
infinite number of continuous time signals can be
reconstructed. Hence, reconstruction of a continuoustime signal from its samples becomes a problem, unless
some other information is available.

Reconstruction

of

Continuous-time

sinusoid from its samples:


x(t)
A

to

x*(t)

Let a continuous-time signal

12 of 112

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

2
x t A sin t A sin 2 ft A sin
T

be sampled with a sampling period .


1
f

Sampling rate s

If the sampling starts at a time angle 2 fto from


the zero instant as shown, then the sampled-data signal is

where, n = 0,1,2,..

f
x n A sin 2
n
fs

2 n

A sin

or,
f
T
where, s
f

is the time period in number of samples.


Case I:

>> 1, i.e., fs >> f, << T


13 of 112

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

x*(t)

Reconstructed analog
sinusoidal signal from
x*(t)

The analog sinusoid x(t) can be uniquely reconstructed from


x (n ).
Case II:

< 1, i.e., fs < f, > T

14 of 112

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

f
fs f
2
n

x n A sin 2 n 2 2 n

1
A sin 2 n 1

f fs
A sin 2 n

f
s

f
f
fs
2
3
n

x n A sin 4 n 2 4 n

1

A sin 2 n 2

f 2 fs
A sin 2 n

f
s

f
f
fs
3
4
15 of 112

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

x n A sin 6 n 2 6 n

1

A sin 2 n 3

f 3 fs
A sin 2 n

fs

for

f
f
fs
K 1
K

K 1, 2,3, etc

.x n A sin 2 K n 2 2 K n

f Kf s
A sin 2 n

f
s

16 of 112

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

Also,
and

i.e,

2 n

x n A sin 2 Mn

n
x n A sin 2 Mn 2

M = 1,2,3, etc.

x n A sin 2 n M

1
x
(
n

ASin
[2

n
(
M

) ]
and

or,

M = 1,2,3, etc.

Mf s f

x n A sin 2
n
fs

Mf s f

x
n

A
sin
2

and
f
s

M = 1,2,3, etc.

Thus, since x n is also the sampled version


of a continuous-time sinusoid of frequency
f f Kf s f , the sinusoid that is actually

represented

by

f f Kf s
17 of 112

x n , has a frequency

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

Frequency

f Kf s is the Alias of

frequency f .
Phenomenon is called aliasing.

It is the

effect of undersampling.
Case III :

= 1, i.e., fs = f, = T

x n A sin 2 n A sin
for all values of n.
x(t)

x*(t)

A sin

Reconstructed
signal

Reconstruction gives a steady value.Samplings at zero


crossings yield no information.
18 of 112

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

CASE IV:

1 2, i.e. , f f s 2 f ,

T
T
2

x(t)

x*(t)
t

x n A sin 2 A sin 2 n 2 1 n

A sin 2
n

f fs

A sin 2
n
f
s

f f

A sin 2 s
n
fs

19 of 112

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

Also
2 n

x n A sin 2 Mn

M = 1,2,3,etc

2 n

x n A sin 2 Mn

M = 2,3,4 etc.

Mf s f

x n A sin 2
n
fs

M=1,2,3,..

and

Mf s f

x n A sin 2
n
fs

M=2,3,4..

x n is also sampled version of sinusoid with freq.


f fs f f .
Thus analog sinusoid reconstructed by interpolation, from
samples

x n , will have a frequency f s f f .

So, frequency f of original signal is folded back into the


interval 0 f

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fs
.
2

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

Frequency

fs f

is

alias of f for

f fs 2 f
Case V:
2, i.e., f s 2 f , T

x n A sin 2 A sin n
2

x(n ) ASin
x n A sin

for even n

&

for odd n .

x n can also be represented by


n

B sin n , i.e. B sin 2


2

such that

B sin A sin

So, x n can also be sampled version of sinusoid


B sin t .

Infinite no. of combinations of B &

B sin A sin .
21 of 112

yield

Hence, if

0,

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

it is possible to have infinite number of

reconstructions of analog sinusoids of same frequency f, but


differing in amplitude and phase.

x(t)

ion
Reconstruct
x*(t)

with f s 2 f , original sinusoid can not be uniquely


reconstructed from its samples, by interpolation.
Case VI:

2, i.e. f s 2 f , T
n

x n A sin 2

A sin 2 Mn 2

n
A sin 2 Mf s f
fs

22 of 112

(M = 1,2,3......)

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

Also,

n
x n A sin 2 Mf s f (M = 1,2,3,..)
fs

x(t)

Reconstruction
x*(t)

x n can be sampled version of x(t) as well as of analog


sinusoids with frequencies Mf s f f & Mf s f f .

Sinusoid x(t ) A sin 2 ft can be uniquely reconstructed


from x*(t) by interpolation.

Observations :
1
x t A sin 2 ft sampled at f s starting

from t =0, such that


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Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

0 f

1
fs .
2

y t A sin 2 f Mf s t (where M is a +ve integer)


sampled at same rate fs.
Then the sampled versions are,

x n A sin 2 fn

(1)

&
y n A sin 2 Mf s f n
A sin 2 nM 2 fn

or
y n A sin 2 fn

Sequences x n and

(2)

y n are identical.

Not possible to distinguish between the


samples of sinusoids whose frequencies differ
by integral multiple of sampling frequency.

Frequency f Mf s (M=1,2,3,.) is folded back into


interval 0 f

24 of 112

fs
.
2

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

Frequency

1
fs
2

folding frequency

or Nyquist

frequency.

Frequency f is alias of Mf s f .
z t As i n 2 Ms f f tare sampled at

Again, if

f s , 0 f s , then
2

z n A sin 2 Mf s f n
A sin 2 nM 2 fn

or
z n

A sin 2 fn

Hence frequencies Mf s f

(3)

are folded back into

fs
0

interval
2.

Frequency

Spectra

of

Discrete-Time

Signals
x(t) is sampled at f s 1 to obtain a D.T. signal x*(t).
25 of 112

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

Fourier Transform of x(t) is


X ( j ) F x(t )

x(t )e jt dt

F.T. of x*(t) is ,

X j F x n t n
n

F x t t n

n
*

Consider the periodic signal

t t n , with a period .
n

can be expanded into Fourier series as

( )

Fm

(t-n )=

n=-

(t ) e

jms t

dt

26 of 112

e jmst

t 0

(t ) e

Fm e jmst

jms t

for all m,

dt

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

Therefore,

( )

where,

(t-n )=

n=-

s 2 f s

e jmst

Hence,

X ( j )
*

X j m
s

m -

For simplicity, let x(t) be such that X(j) is a +ve real-valued


function of .
i.e. x(t) has only amplitude spectrum and no phase spectrum.
Then

X j X
and

X * j X *

27 of 112

X ms f s X ms

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

X ms has same waveform as X except that it is


centred at ms .

X * is sum of all repetitions of

ms .

f s X ( )

centred at

m 0, 1, 2,.....

Consider x(t) as bandlimited signal, with bandwidth W

r/s ; i.e. the frequency spectrum is 0 for > W.

f m BW
. . in Hz =

s 2W

i.e.,

W
2

f s 2 f m repetitions do not overlap

theoretically possible to exactly reconstruct x(t) from

x*(t) by

passing x*(t) through an ideal (brick-wall type) L.P. filter with cutoff
freq.

s
1
& pass band gain
(i.e. ).
fs
2

28 of 112

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

If s 2W i.e.

f s 2 f m adjacent replications of

X*()

overlap & resulting X*() will no longer preserve


information of X .

If we try to reconstruct x(t) from x*(t) by L.P. filtering,


resulting signal will be x(t) contaminated by higher frequency
components. This phenomenon is known as aliasing.

29 of 112

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

Sampling Theorem :If a Band-limited continuous time


signal x(t) containing no frequency component greater than

f m , is sampled at a frequency f s , then x(t) can be uniquely


reconstructed from its sampled version x*(t) if f s 2 f m .

Sampling rate f N 2 f m is known as Nyquist rate.

ANTI-ALIAS

FILTER

Practically no analog signal is naturally band limited. So, prior to


sampling (i.e. A/D conversion) the analog signal is made
bandlimited ( as far as practicable ) by passing it through an analog
filter.
Thus, to get rid of aliasing, the C.T.

x t is processed (prior to

sampling) by analog L.P. filter with cut-off frequency <

30 of 112

fs

2 .

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

Pass band of anti-alias filter depends on type of analog signal


to be processed.

Frequency spectra of human voices contain useful info up to


about 4 KHz. So for processing speech signals, cutoff freq. fc is
selected a little bit more than 4 KHz. The sampling is carried
out at f s 2 f c .

31 of 112

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

THE Z-TRANSFORM
What is Z-Transform ?
x(t) sampled at a rate

fS 1

Sampled version of x(t) is

x * (t )

x(n ) (t n )

(1)

where n = 0, 1, 2,
or, x * (t )

where

x (t n )

(1a)

xn x(n) x[n] x n x t t n

L.T of both sides of equation (1a) yields

L[ x * (t )] L[ xn (t n )]
n

or,

X * ( s)

(2)

sn
x
e
n

(3)

X*(s) Discrete Laplace Transform or Starred Laplace


Transform.

32 of 112

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

s
e
z . Then z is a complex variable.
Let

Substitution of

X * ( s)

z es

in (3) gives

n
x
z
n X ( z)

(4)

X(z) is known as the Z-transform of sequence xn


In operational form,

Z [ xn ] X ( z )

xn z n

(5)

where Z [ . ] stands for Z-transform operator.


If xn represents a causal sequence, then,

Z [ xn ] X ( z ) xn z n
n 0

(6)

Eq. (5) gives 2-sided or bilateral Z-transform a series


in both +ve and -ve powers of z-1 .

Eq. (6) gives one sided or unilateral Z-transform a


series in +ve power of z-1.

33 of 112

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

The Complex-Variable z
z e s
1
s ln z

z 1 1 z 1 3 1 z 1 5

ln z 2


..............
z

1
3
z

1
5
z

1 z 1
ln( z ) 2
1
1

Hence,

2 1 z 1
s
1 z 1

Bilinear transformation or Tustin transformation

s j
z es e e j
or,

z e

(in polar form)

e cos j sin

u jv

34 of 112

(in cartesian form)

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

z e
if 0,

z 1

if 0,

z 1

if 0,

z 1

Z-TRANSFORMS OF SOME

ELEMENTARY

SEQUENCES:
1. Unit Step Sequence

un 1 for n 0
0 for n0
Un
1

-2 -1

01 2 3 4 5 6

Z un un z
n

z n
n 0

1 z 1 z 2 ........

35 of 112

1
z

1 z 1 z 1
; ROC : z 1

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

L u t

1
s
jv

z-plane

s-plane

2 . Causal Exponential Sequence:

xn e an u n

Z xn e an z n
n 0

1 e a z 1 e 2 a z n e 3a z 3 .........
1
z
a

;
ROC
:
z

e
1 e a z 1 z e a
36 of 112

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

Alternatively,

xn e anun ;

where

a = time const. in terms of

number of samples.
Then,

1
X ( z ) Z xn
1 e a z 1

;
ROC : z> e-a

If a is real:

3 . Unit Discrete Impulse Sequence or Kronecker Delta


Sequence or Unit Sample Sequence.
n = 1 for n=0
=0 for n 0

37 of 112

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.
n
1
n

0
-5 -4 -3 -2 -1

1 2 3 4 5

Z n n z n z o 1 ; ROC : Entire z-plane.


n

4 . Causal Sinusoidal Sequence:

xn 0 for n0

A sin o n for n 0

i.e. xn = A sin o n un
xn

38 of 112

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

Z [ A Sin 0 n un ]

Az sin o
z e jo

z e jo

A causal sinusoidal sequence can be also expressed as :

x n = A Sin (0 n)un ; where 0 is in radian. ,


39 of 112

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

then,

Az 1 Sin0
X ( z)
; ROC : z 1
-1
2
1-2z Cos0 z

Some Important Properties of Z-Transform


Linearity of z-transform :
If F z Z [ f n ] ,

xn f n n

z Z [n ] , & are constants and

, then

X z Z[ xn ] F z z

40 of 112

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

X z Z xn Z f n n

f n n z n
n 0

n 0

n 0

f n z n n z n
Z f n Z n

Proof:

F z z

Multiplication by an (scaling in the z-domain)


If

X(z) = Z[ xn ] ; ROC : r2 z r1 ,

then ,

Z a n xn X a 1 z

ROC : a r2 z a r1

Z a n xn a n xn z n
n

xn a z

X a 1 z
1 n
1
Z un
Example :
2
1 1 z 1
2

Real translation property (shifting properly)


If X z Z xn & K is a +ve integer, then,

Z xnk z K X z
ROC:same as of X(z) except z = 0
41 of 112

(1)

K
Z
x

z
X z

nk
and

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

(2)

ROC: same as of X(z) except for z =


.
Thus, multiplication of a Z-transform by z

has the effect of

*
delaying the time function x t by K time units, i.e. xn by

K samples.

also known as right shift or backward time

shift.
Multiplication of a Z-transform by zk

has the effect of

*
advancing time function x t by K time units, i.e. by K

samples.

Also known as left

shift or forward time shift.

Real Convolution Property


D.T. linear convolution or convolution sum of sequences

g n is given by

yn xn g n xk g n k
k

for n 0, 1, 2, 3 etc.

42 of 112

(1)

xn

&

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

If Y z , X z and G z are Z-transforms of

yn

xn

& g n , then,

Y z X zG z ;
ROC: At least the intersection of those for

X z and G z .
That is, D.T. convolution of 2 sequences results in
multiplication in z-domain.
Proof:

Y z yn z

[ xK g n K ] z n
n K

or,

Y(z) = xK g n K z n

xK z

n K
gnK z

Let m=n-K
Y ( z )

Note:
43 of 112

z m X ( z ).G ( z )

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

If xn and g n are causal sequences, then


n

yn xn g n xk g nk

for n = 0, 1, 2,

k 0

etc.

Energy and Power Signals


Normalized energy:
N

E im xn xn
2

N n N

Normalized power:
N
1
xn
N 2 N 1 n N

P im

If E is finite, obviously P = 0
In this case,

xn

is an energy signal.

If E is infinite, P may be finite or infinite.


When P is finite and E = , then

xn

is a power signal.

Correlation Property
The cross-correlation of finite energy sequences x(n) is y(n) is
given by

44 of 112

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

rxy (l )

x ( n) y ( n l ) x ( n l ) y ( n )
(1)
for

l 0, 1, 2, 3 etc.

and,

ryx (l )

y ( n) x ( n l ) y ( n l ) x ( n )
for

(2)

l 0, 1, 2, 3 etc.

Then,

S xy z Z rxy l X z Y z 1

; ROC is at least

1
the intersection of those for X z and Y z

Note:

rxy (l ) ryx (l )
Autocorrelation of a finite-energy sequence x(n) is

rx (l ) rxx (l )

x ( n) x ( n l ) x ( n l ) x ( n )

S x ( z ) Z rx (l ) X ( z ) X ( z 1 )
45 of 112

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

Time Multiplication Property ( Differentiation in Z


Domain)

If
X ( z ) Z [ xn ]
Z [nxn ] -z

dX(z)
; both transforms have the same ROC
dz

Example :
Z [un ] U ( z )

z
;
z 1

Z[nu n ] -z

dU(z)
d z
z
z

dz
dz z 1 ( z 1) 2

Initial and Final Value Theorems

If Z xn X z , xn being a causal sequence,


Then,

x0 im X z
z

x im
z 1

46 of 112

z 1 X
z

IVT

z 1) X ( z ) .FVT
z lim(
z 1

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

Mapping Between s-plane and z-plane:


Importance of the study

Design & analysis of C.T. system often rely on pole-zero


configuration of system T.F. in the s-plane.

Similarly, poles & zeros of Z-transform of the system transfer


function determine response of a D.T. system at sampling
instants.

Hence the study of mapping between s-plane and z-plane is


important.

z e e cos j sin
j

jv
S-plane

Z-Plane

Z
Trnasform

For = 0, |z| = 1.

47 of 112

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

Thus, the j axis in the s-plane corresponds to the circumference


of unit circle centred at origin in the z-plane.
For < 0 , |z| < 1

So entire left half of s-plane is mapped into interior of unit


circle centred at origin, in z-plane.
For > 0, |z| > 1.

Hence entire right half of s-plane is mapped into exterior of


unit circle centred at origin, in z-plane.

:
Mapping of Left half of the s-plane into the z-plane:

s-plane divided into infinite no. of horizontal periodic strips,


each of width
48 of 112

in direction of j axis.

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.
1
1
Each strip extends from j ( N ) s to j(N )s in direction
2
2

of j axis, where N 0, 1, 2, 3,...........


j
j3

s
2
N=1

Complementary strip

Primary strip

Complementary strip

N=0

j3

N=-1

s
2

N = 0 primary strip,
Others are complementary strips.
Mapping of left half of Primary Strip
j

jv
j

C
-

Primary
strip A
D

s
2

49 of 112

S-plane

s
2

Z-plane
u
A

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

In s-plane, A B C D E A representing boundary of


L.H. of

primary strip, is traversed in

counter clockwise

direction.

During

traversal,

varies

in

following

At A, z 10o
Interval [A,B]
z 1

180

At B, z 1180o
Interval B, C
z z 180o ,

1 z 0

0 l

At C , z 0 180o
Interval C , D ,
z z ,
1800 1800 ;
At D, z 0 180o .
Interval D , E :

50 of 112

z 0

manner.

z z 180o ,

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

1 z 0

At E , z 1 180o
Interval E , A :
z 1 , 1800 0o

Entire L.H. of primary strip is mapped into interior of unit


circle centred at origin in z-plane.

Mapping of left halves of complementary strips:


sc pt. in L.H. of strip with N = 1.

Sc
Sp

js j 3 s
2
p j s
2
0

Gc
j

s
2

j3

where

s p c j p is point in

L.H. of primary.
In general, any point sc in L.H. of any compl. strip can be
represented by

sc s p jNs

where

N 1, 2,........ & sp is a point in

51 of 112

primary strip.

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

Hence, in z-domain,

zc e

sc

s p jNs
s p

e e

j 2 N

s p

e e jNs
e

s p

zp

Inference:
Correspondence between

z-plane &

s-plane is not

unique.
A point in z-plane corresponds to infinite no. of points in
s-plane, although a point in s-plane corresponds to a
single point in z-plane.
So L.H. of every complementary strip is mapped into unit circle
in z-plane.
Aliasing of complementary strips into primary strip .

52 of 112

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.
j

N=2

N=1

jv
Z
Trnasform

= 0, + s , + 2s------

Primary
Strip (N=0)

N=-1

N=-2

Z-Plane

S-Plane

Entire L.H. of s-plane is mapped into interior of unit circle in zplane, & entire R.H. of s-plane is mapped into exterior of unit
circle in z-plane.
j axis in s-plane maps into circumference of unit circle in zplane.

THE REGION OF CONVERGENCE


(ROC) OF Z-TRANSFORM
Consider bilateral Z-transform

X z Z xn xn z n
n

53 of 112

(1)

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

where,

z re j and is in radians.

Now,

r z e

X z xn r n e jn

(2)

The region of convergence (ROC) of X(z) set of all values of z


for which X z attains a finite value.
Now,

X z xn r e

n j n

or,

X z xn r

or,

xn r n
n

xn r n
n0

xn
X z x n r n
n 1
n0 r

54 of 112

n j n

xn r e
n

(3)

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

If X(z) converges in some region of z-plane, both


summations in (3) must be finite in this region.

1st sum converges for values of r small enough such that


product sequence

x n r n , (1 n )

is absolutely

n
summable, i.e. x n r .
n 1

ROC of 1st sum consists of all points within a circle of


radius r

< r1.

2nd sum converges, for values of r large enough such that


xn
product sequence n , (0 n ) is absolutely summable, i.e.
r

n 0

xn

rn

ROC of 2nd sum consists of all points outside a circle of radius

r r2 .

55 of 112

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

Therefore, ROC of X(z) can be represented in general by

r2 r r1 ,

an annular region

i.e. r2 z r1 , which is a

common region where both of above mentioned sums are


< .

If r1 > r2 , there is no common region of convergence


of the 2 sums & hence X(z) does not exist.

Example:

xn a nun , an infinite duration causal sequence


X z a n z n az 1

n 0

n 0

az 1 1, i.e. z a ,

If

power

series

1 az .
1

X z

1
; ROC : z a
1 az 1

ROC is exterior of a circle of radius |a|.


If, a = 1,
X ( z ) [u n ]

56 of 112

1
; ROC : z 1
1 z 1

converges

to

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.
jv
ROC

Example:

xn a nu n1 , anti-causal infinite duration sequence.


X z a
1

a 1 z

m 1

where, m = n .
2
3
Now, C C C ..........

C
1 C

where, |C| < 1.

a 1 z
1
X z

,
1
1
1 a z 1 az
if,

a 1 z 1, i.e.

z a

1
n

a
u

; ROC : z a .
n 1
That is,
1 az 1
ROC is interior of a circle of radius |a| & centred at origin in
z-plane.
57 of 112

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

Observation:

Closed form expressions of

Z-transforms of

sequences anun and -anu-n-1 are identical but


their ROCs are different.
Above examples reveal 2 important facts: 1st uniqueness of Z-transform.
2nd non-uniqueness of inverse Z-transform in absence of
citation of the ROC.

Thus a uniformly sampled signal xn is uniquely determined


by its Z-transform X(z) and the ROC of X(z).

Also seen ROC of Z-tr of a causal signal is exterior


of a circle centred at origin & that of

anti-causal

sequence is interior of a circle centred at origin in zplane.


Example:

xn a nun bnu n1

; two sided infinite duration sequence.

n 0

X z a n z n bn z n
az 1 b 1 z

n 0

58 of 112

m 1

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

The first sum converges if

z b

z a . The second sum converges if

Case I:
If

b a , the two ROC do not overlap. Hence X(z) does

not exist.
Example :

b 1 ,a 1
3
2
Case II:
If b a , there is a ring in z-plane with inner radius |a| and
outer radius |b| where both power series converge simultaneously.
Thus,

a b z 1

1
1
X z

; ROC: a z b
1
1
1
2
1 az
1 bz
1 a b z abz

This example shows that if there is a ROC for an infinite


duration two-sided time series, it is an annular region
centred at origin in the z-plane.

59 of 112

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.
jv

jv

b
u
a

ROC

b < a
X(z) does not exist

Examples:
1.

xn 1, 2,5, 7 , a causal finite duration sequence.

X z 1 2 z 1 5z 2 7 z 3 ; ROC : entire z-plane


except z = 0,
2.

[r 2 = 0 ]

xn 2, 6,8,5,1 ; a two-sided finite duration sequence.

X z 2 z 2 6 z 8 5z 1 z 2 ; ROC : entire Z-plane

except z = 0 and z=.


[ r2 =0 ; r1 = ]
3.

xn 9,5,3, 2,1 , an anti-causal finite duration

sequence.

60 of 112

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

X z 9 z 4 5z 3 3z 2 2 z 1 ;ROC: entire z-plane except


z = .

[r1 =]

NOTE :
1. A rational Z-transform always has at least one pole
located on any boundary separating its regions of
convergence and divergence.

2. There is never a pole located inside the ROC.

INVERSE Z-TRANSFORM
If

Z xn X z ,

then,

xn Z 1 X z

xn is inverse Z-tr of X(z)


POWER SERIES EXPANSION:
LONG DIVISION (EXAMPLE- 1)

z2
X ( z)
; ROC : z 1
( z 1)( z 0.2)
Find Z -1 X ( z )

61 of 112

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

z2
1
X z 2

z 1.2 z 0.2 1 1.2 z 1 0.2 z 2


xn Z 1 X ( z )
ROC is z 1; x n is causal

We seek power series expansion in -ve powers of z.


1

xo Lim X z Lim
1
z
z 1 1.2 z 1 0.2 z 2

z 1 X z Lim 1 1 1.25
x Lim
z 1
z 1
z
1 0.2 z 1 0.8
The long division is illustrated below:

1 1.2 z 1 0.2 z 2

1 1.2 z 1 1.24 z 2 1.248 z 3 .......


1
1 1.2 z 1 0.2 z 2
1.2 z 1 0.2 z 2
1.2 z 1 1.44 z 2 0.24 z 3
1.24 z 2 0.24 z 3
1.24z -2 1.488 z 3 0.248 z 4
1.2483z 3 0.248 z 4
1.248 z ...................................

X z 1 1.2 z 1 1.24 z 2 1.248z 3 .............


62 of 112

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

But,

X z xo x1 z 1 x2 z 2 x3 z 3 ..............
xo 1
x1 1.2
x2 1.24
x3 1.248

div. can be contd. to give as many terms as desired.


Disadvantage not yielding xn in closed form.
Example 2.
z2
1

If X z 2
; ROC : |z| < 0.2,
1
z 1.2 z 0.2 1 1.2 z 0.2 z 2

It is clear that xn is anti-causal .


So power series expansion in +ve powers of z reqd.
5 z 2 30 z 3 155 z 4 780 z 5 .......
0.2 z 2 1.2 z 1 1
1
1 6z 5z 2
6 z 5z 2
6 z 36 z 2 30 z 3
31z 2 30 z 3
31z 2 186 z 3 155 z 4
156 z 3 155 z 4
156 z 3

63 of 112

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

X z 5 z 2 30 z 3 155 z 4 780 z 5 ..............


x1 0, x2 5, x3 30, x4 155, x5 780

xn ..........780,155,30,5, 0, 0

INVERSE TRANSFORM OF NON-RATIONAL FUNCTION


Example

X z log 1 az 1 ;

z a

Using power series expansion for log (1+x) with |x|< 1,

1 x n

log 1 x
n 1
n

Here,

x az 1
1

X z

n 1

an z n

n 1

xn Z 1 X z

or, xn

64 of 112

n 1

n 1

a n for n 1

n
0 for n 0

n 1

a nun 1

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

Alternatively

X z log 1 az 1 ;

z a

dX z az 2

dz
1 az 1

xn Z 1 X z

Let,

From the differentiation property,


dX z
az 1
Z n xn z

dz
1 az 1
a
n
Z a a un
1

1 az
n 1
Z nxn Z a a un 1

Z [nxn ] a a
or, xn

n 1

un 1

n 1

a nun 1

Problem:
X z sin z, ROC includes z 1 .

Expanding X(z) in a Taylor series about z = 0,


X z X z z 0 z
z

65 of 112

2
K
dX z
z2 d X z
zK d X z

......

.....
dz z 0 2! dz 2 z 0
K ! dz K z 0

z3 z5
z 2 n 1
n
..... 1
n 0
3! 5!
2n 1!

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

X z xn z n
n

xn 1

1
,
2
n

1
!

n 1, 3, 5,.........

PARTIAL FRACTION METHOD

x t
u t

X s

1
s
1
e at u t
sa
1
at u t
s ln a

X z

z
z 1
z
e anun
z ea
z
a n un
za
xn
un

Examination of 1st -order functions in

table for Z-

transforms shows that a factor z is required in the numerator


of these terms.

X z
Hence we expand
into partial fractions & then
z

multiply by z to obtain expansion of X(z).

66 of 112

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

Problem:

X z

z
z2 z 1

is

Z-transform of

causal sequence xn.

Determine xn.
Solution:

X z
1
2
z
z z 1

1
3
1
3
z 2 z 1 z j
z

2
2
2
2

j
j

3
z e z e 3

67 of 112

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

X z
K1
K2

j
j
z
z e 3 z e 3
1
1
K1 j

e 3 e 3
j 2sin
3
1
1
K 2 j

e 3 e 3 j 2sin
3

X z

j
j

3
3
z

e
z

j 2sin
j 2sin

3
3

1
z
1
z

j
j
j 3 (z e 3 ) j 3 (z e 3 )

xn Z 1 X z

jn
1 jn 3
3
e

e
un
j 3

2
n
sin
3
3

un

Problem:

z3 z2
X ( z) 2
; ROC : z 3
z 4z 3

68 of 112

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

Solution:

X z
z2 z

z
z 1 z 3

Converting above improper rational function M N into sum


of a constant & a proper rational function,
X z
5z 3
1
z
z 1 z 3
K
K
5z 3
1 2
z 1 z 3 z 1 z 3

K1 z 1
K 2 z 3

69 of 112

5 z 3
1
z 1 z 3 z 1

5 z 3
6
z 1 z 3 z 3

X z
1
6
1

z
z 1 z 3
1
6
or, X z z

1 z 1 1 3z 1

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

xn n 1 un 6 3 un
n

CONTOUR INTEGRATION METHOD

X z Z xn
xn Z 1 X z

X z z

n 1

dz

2 j C

where C is a closed contour within ROC of X(z) that encircles


origin in z-plane in a counter clockwise direction.
According to Cauchys residue theorem,
xn

n 1
n 1
X z z dz Residues of X z z at the poles inside C

2 j C

For a simple pole z = zo ,residue at

z zo is

z zo X z z n1 z z

For a pole of multiplicity m > 1 at

z zo ,

1
d m1
m

z
X ( z ) z n 1

o
m

Res. m 1 ! dz
zz

70 of 112

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

Proof:

X z xn z n
n

Multiplying both sides by Zk-1 and integrating w.r.t. Z about


closed contour in the ROC of X(z),

n k 1
dz
X z z dz xn z
k 1

C n

xn z k n 1dz
n

dz 2 j kn

k n 1

Now,

By Cauchy

1 if k n
0 if k n

kn

Hence

X z z
C

dz 2 j xn kn

K 1

2 jxk

71 of 112

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

xK

X z z

K 1

dz
2 j C
1
n 1
xn
X z z dz
2 j C

C is a contour in the ROC of X(z) traversed about origin in the


counter clockwise direction/

DISCRETE-TIME LTI SYSTEMS

x*(t)

1.

input

Discrete-time
System

xn
input

Discrete-time
System

y*(t)
output

yn
output

Discrete-Time Differentiator

x t

72 of 112

Differentiator

y t

dx t
dt

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

Derivative of C.T. signal x(t) :

y t

dx t
dt

y (t )

(1)

dy (t )
slope of x(t) at t=t
dt t t

x(t)

x(n)

Discrete-time
Differentiator

y n

y(n)

dx t
dt t n

n=0,1,2,..

y n =slope of x(t) at t n ; n = 0,1,2,

73 of 112

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.
x(t)

Actual slope

x n

Approximate x n x n

slope

x n

n 1

slope approx. by backward difference relation.

y(n )

dx(t)
dt t n

x(n )- x(n - )

( 2)

smaller, approximation better.

y n

or,

1
x n x n

yn ao xn a1 xn1

(3)

(3)

1
1
a

,
and
a

1
where o

D.T differentiation algorithm can be pictorially represented


as

74 of 112

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.
ao

xn

yn

Unit
delay

xn-1

a1

Taking Z-transforms , transfer fn of D.T. differentiator is

G z

Y z
ao a1Z 1
X z
1 z

(4)

D.T. Integrator
Integral of C.T. fn x(t) over interval 0 to t is:
t

y t x t dt
o

(1)

Value of y(t) = area under x(t) over 0 t t.


x(t)

75 of 112

Integrator

y(t)

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.
x(t)

x(n)

Discrete-time
Integrator

y(n)

Then,
n

y n x t dt

(3)

or,

y n x t dt x t dt
n

or

y n y n x t dt
n

(4)

2nd term of R.H.S. of relation (4) = area under x(t) over

n t n .
area shaded rectangle shown below.
Smaller better approx..
x(t)
x n

x n

2 n x n

76 of 112

t'

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

Hence,
n

x(t)

dt

x(n )

(5)

Then, equation (4) becomes,

y n y n x n
or,

yn yn1 xn

or,

yn ao xn yn1

where,

(6)
(6a)

ao

Equation (6a) gives the 1st order difference equation for D.T.
integrator using rectangular integration.
Algo can be pictorially represented as:
xn

ao

yn

unit delay

yn-1

Taking Z-transforms of both sides,

Y ( z ) ao X ( z ) z -1Y ( z )

(5)

Z-transfer-function of the D.T. integrator is


77 of 112

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

ao
Y(z)

X(z)
1 z 1

GRI ( z )

1 z 1

z-1

(8)
X(Z)

G z

Y(Z)

z 1

jv

j
S-plane

Z-plane
u

True integrator

Approximate discrete-time
integrator

For more accurate integration,

x t dt

approx. by area of the shaded trapezium.

78 of 112

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

Hence,

(9)
From equation (4) and (9),

y n y n x n x n
2

yn

or,

yn ao xn a1 xn1 yn1

xn

or,

xn 1 yn 1

(10)

where, ao 2 , a1 2
Eq. (10) 1st order difference equation representing algo for
D.T. integrator based on trapezoidal integration.

79 of 112

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.
xn

ao

yn

a1xn-1

yn-1

Taking Z-transforms :

Y ( z) a0 X ( z ) a1 z 1 X ( z ) z 1Y ( z )
The Z-transfer function is

Y z ao a1 z 1 1 z 1
GTI z


X z
1 b
2 1 z 1
z 1 (11)

2 z 1

z 1

X(Z)

Y(Z)

2 z 1
jv

j
S-plane

Z-plane

80 of 112

u
-1

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

1 z 1

s 2 z 1

2 z 1 2 1 z 1
s

Tustin Transformation relation


z 1 1 z 1

Observations:
S(t)

* If

S(n)
or
Sn

DTLTI
System

ds t
z n
dt t n

zn ao1sn a11sn 1
1

ao1 , a11

* If

81 of 112

d 2s t
z n
dt 2 t n

Z(n)
or
Zn

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

z n

ds t
ds t

dt t n
dt t n

x n x n x n x n 2

zn ao 2 sn a12 sn 1 a22 sn 2
ao 2 a22

, a12
2

* Similarly, if

d 3s t
z n
dt 3 t n

zn ao3 sn a13 sn1 a23 sn2 a33 sn3

* Hence, if

82 of 112

d i s t
z n
dt i t n

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

zn aoi sn a1i sn1 a2i sn2 ........ aii sni


Representing a discrete-time LTI system by a constantcoefficient difference equations:
x(t)

Continuous-time
LTI System

y(t)

The most basic mathematical model of a stable causal


continuous-time LTI system is the differential equation
representation, wherein i/p x(t) & o/p y(t) are related by the
linear differential equation.
For BIBO stability

d i y t M d i x t
bi
;
ai
i
i
i 0
i 0
dt
dt
N

M N
(1)

{ ai } & {bi} are constants.


N = order of the system.

83 of 112

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.
x(t)

xn
Causal

Discrete-time
LTI System

yn

Signal

M
d i y t
d i x t

ai
i
i 0
dt t n i 0 dt i t n
N

Hence i/p & o/p of a causal DTLTI system can be related


by constant coeff. linear difference equation.

i 0

i 0

i yn 1 i xn 1

(2)

If N 0
Equation (2) can be expressed as
N
1 M
yn
i xni i yn 1

i 1
o i 0

Directly expresses o/p at instant n in terms of previous


values of i/p & o/p.
Taking Z-transform of both sides of eq. (2) ,

84 of 112

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.
N
M

i z i Y z i z i X z
i 0

i 0

Z- T.F. of the system is :


M

i z

i
i z
o
i 0
M

Y z i 0
G z
N
X z
i z i

i i
z
i 1 o
N

i 0

Properties

of

Discrete-time

(3)

Convolution

and

Interconnection of LTI systems


X Z

xn

G Z

Y Z

yn

gn

g n z 1 G Z

Y Z G Z X Z

O/p yn of a DTLTI system excited by i/p sequence xn,


can be expressed as convolution of xn and gn, where gn is
the weighting sequence of the system.

yn xn g n xm gn m

(1)

Also,
85 of 112

yn g n xn g m xn m
m

(2)

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

xn n

If

yn g n n g m n m
m

Now

nm 1 for n m

0 for n m

and

yn gn
Hence gn is the impulse response of the system.
Following are the properties of convolution:1. Commutative Property:-

xn gn gn xn

(3)

xm g nm g m xn m
i.e. m
0
m0
xn

gn

(4)

yn

gn

Y(Z)

G(Z)

xn

yn

In the Z-domain,
X(Z)

G(Z)

Y(Z)

X(Z)

2. Associative Law:

xn g1n g 2n
86 of 112

x n g1n g 2n

(5)

xn g1n y1n

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

&
y1n g 2 n xn g1n g 2 n yn

From a physical point of view, x n may be interpreted as


the input signal to an LTI system with impulse sequence
g1n . The output of this system denoted as y1n , becomes
the input to a second LTI system with impulse sequence
g2n. Then the output is

yn y1n g2n xn g1n g2n


which is the left hand side of equation (5).
Thus, the LHS of equation (5) corresponds to having two
LTI systems in cascade. RHS of equation (5) indicates that

87 of 112

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

xn is applied to an equivalent system having an impulse


response

gn g1n g2n

and yn xn g n
From commutative law we also have

g n g 2n g1n
As

generalization of associative law, if there are L

DTLTI systems in cascade, with impulse response


sequence g1n , g2n ,.., gln, then equivalent system will
have an impulse-response

gn g1n g2n .......... g Ln


xn

g1n

g2n

gLn

yn

xn

g n g1n g 2 n ,......., g Ln

yn

In the Z-domain
X(Z)

Y(Z)
G1(Z)

G2(Z)

G3(Z)

3. Distributive to Property:
88 of 112

GL(Z)

X(Z)

G(Z) = G 1(Z) G 2(Z) Y(Z)


GL(Z)

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

xn g1n g2n xn g1n xn g2n

(6)

This law implies that if we have two LTI systems with


impulse responses g1n and g2n excited by the same input
sequence xn, the sum of the two responses is identical to
the response of an overall system with impulse response

gn g1n g2 n
As a Generalization the interconnection of L LTI systems
in parallel with impulse responses g1n, g2n, .., gLn
and excited by the same input xn is equivalent to one
overall system with impulse response
L

g n g jn
j 1

g1n
g2n
xn
g3n

gLn

In the Z-domain

89 of 112

yn

xn

gn = g1n + g 2n
+ ...... + g Ln

yn

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.
G1(Z)
G2(Z)
X(Z)

Y(Z)

X(Z) G(Z) = G 1(Z) + G 2(Z) Y(Z)


+ + G L(Z)

GL(Z)

CONCEPT OF CAUSALITY OF DTLTI SYSTEMS

A system is said to be causal if the output yn at any

instant n depends on present and past inputs xn, xn-1, xn-2,


etc. and does not depend on future inputs xn+1 , xn+2 etc.

If a system does not satisfy this condition, it is non-

causal.

Examples of non-causal systems

# yn 2 xn 1.5 xn 3
# yn x2 n
# yn xn2
# yn x n y2 x2

90 of 112

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

From the definition of causality it is clear that for a causal system,


the impulse response sequence gn should be a causal sequence.
Constraint on Transfer Function
Example:
z3 2z 2 z 1 Y z
G z

2z2 4z 1
X z
z 2 z 1 z 2 Y z
G z

2 4 z 1 z 2
X z
Y z 0.5 zX z X z 0.5 z 1 X z 0.5 z 2 X z 2 z 1Y z 0.5 z 2Y z
yn 0.5 xn 1 xn 0.5 xn 1 0.5 xn 2 2 yn 1 0.5 yn 2

So system is non-causal.
So, order of numerator polynomial in z Order of denominator
polynomial in z for causality.

STABILITY OF DTLTI SYSTEMS


An LTI system is BIBO stable if and only if its output
sequence yn is bounded for every bounded input xn.
If xn is bounded there exists a constant Bx such that

xn Bx

for all n

Similarly if yn is bounded, there exists a constant By such that,

91 of 112

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

yn By

for all n

Constraint on impulse response


The response of a DTLTI system (with weighting sequence gn ) to
a bounded input xn , is expressed as

yn g m xn m
m

; n 0, 1, 2 etc.

yn g m xn m g m xn m
xn m Bx

yn Bx g m
m

For yn to be bounded, we should have

gm

or, g n
n

Thus the DTLTI system is BIBO stable if its impulse

response is absolutely summable.

Constraint on transfer function

92 of 112

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

G z Z gn gn z n
n

G z gn z

gn z n
n

when evaluated on the unit circle (i.e.

z 1)

G z gn
n

g n should be finite.
If the system is BIBO stable n

Hence, G z evaluated on the unit circle, should be finite.


G z can only be finite in the ROC of G(Z).
A DTLTI system is BIBO stable if and only if the ROC of the
system transfer function includes the unit circle centred at origin in
the Z-plane.
The above is valid for both causal and non-causal systems.
For a causal system, however, the condition for stability can be
narrowed to a certain extent.

For a causal system ROC of G(z) is |z| > r


For a stable system ROC of G(z) must include the
unit
93 of 112

circle.

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

For a causal and stable system the ROC of the

system function is |z| > r < 1.

Since the ROC can not contain any pole of G(z), it can be seen that
a causal DTLTI system is BIBO stable if and only if all the poles
of G(z) are inside the unit circle.
Example: A DTLTI system has transfer function
G z

3
4

1
1
1 z 1 1 2 z
4

Determine the ROC of G(z) and find gn for


i)

a stable system.

ii)

a causal system.

iii)

Purely anti-causal system.

Solution: Poles of G(z) are at


i)

1
4

and z = 2

ROC must include unit circle and poles can not be within
ROC. So ROC is

1
z 2.
4

g n is non-causal
n

n
1
g n 3 un 4 2 un 1
4

94 of 112

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

ii)

For causality of gn , ROC of G(z) is |z| > 2

gn 3 1

un 4 2 un
n

Since ROC does not include unit circle,


G(z) is unstable.
iii)

gn is purely anti-causal. Hence ROC of G(z) is

1
4

n
1
g n 3 u n 1 4 2 u n 1
4

Since ROC does not include unit circle,


G(z) is unstable.

Systems

with

Finite-Duration

and

Infinite-Duration Impulse Response:


It is convenient to subdivide the class of discrete-time LTI
systems into two types, those that have a finite-duration
impulse response (FIR) and those that have an infiniteduration impulse response (IIR).
An FIR system has an impulse response that is zero outside
some finite interval of time. For a causal FIR system,

gn 0 for n 0 and n K

95 of 112

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

The convolution formula for such a system is

K 1

m0

m0

m K

yn g m xnm g m xn m g m xn m
K 1

or,

yn g m xn m
m0

It is worth noting that that output of the system at any instant n,


is simply a weighted linear combination of input signal samples
xn, xn-1 ,., xn-K+1. The system acts as a window that views
only the most recent K input signal samples and sums the K
products. It neglects all prior input samples i.e., xn-K , xn-K-1, ..
Thus it is said that an FIR system has a finite memory of length
of K samples.
A IIR linear time-invariant system has an infinite-duration
impulse response. Output of a causal IIR system, based on the
convolution formula, is

yn g m xn m
m0

Here, the system output is a weighted linear combination of


input signal samples xn , xn-1 , xn-2 , ., xo . Since this
weighted sum involves the present and all the past input
samples, it is said that the system has an infinite memory.

96 of 112

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

The convolution summation expression suggests a means for


ready implementation of FIR systems involving additions,
multiplications, and a finite number of memory locations. If the
system is IIR, its practical realization using convolution is
clearly impossible, since it requires an infinite number of
memory locations, multiplications and additions. A question
that naturally arises, then, is whether or not it is possible to
realize IIR systems other than in the form suggested by the
convolution summation. Fortunately there is a practical and
computationally efficient means for implementing a family of
IIR systems.

This family of IIR systems are more conveniently described


by difference equations. This subclass of IIR systems is very
useful in a variety of practical applications, including the
implementation of digital filters.

RECURSIVE AND NON-RECURSIVE SYSTEMS:


Definitions: A system whose output yn at instant n depends on
any number of past output values yn-1 , yn-2 ,.. is called a
recursive system.
97 of 112

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

A system whose output yn at any instant n depends only on the


present and past inputs xn , xn-1, ., but not on any past
output value, is called a non-recursive system.
Discussions:

Let us consider a discrete-time system

represented by a linear constant coefficient difference equation


N

i 0

i 0

i yni i xn i

(1)

If N 0,
On rearranging the terms, we have

N
1 M
yn
i xni i yni

i 0
o i 0

(2)

If N 0,
This equation directly expresses the output at time n in terms of
previous values of input and output. It can be immediately
seen that in order to calculate yn, we need to know yn-1, yn-2
,, yn-N. An equation of this form is called a recursive
equation, since it specifies a recursive procedure for
determining the output in terms of the input and previous
outputs. The system is hence, called a recursive system.
In the special case, when, in equation (1), N is zero, the
equation reduces to
98 of 112

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

i
yn xn i
i 0
o
M

(3)

In this case, yn is a function of the present and previous values


of the input. For this reason, equation (3) is called a nonrecursive equation, since we do not recursively use previously
computed values of the output to compute the present value of
the output. The system represented by the equation is known as
non-recursive system. The impulse response of the system is
given by

i
g n n i
i 0
o
M

ni will be 0 for n i

which is obtained as

n
, for 0 n M

g n o
0 ,
otherwise

99 of 112

for n M , i can never be equal to n

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

Note that the impulse response has finite duration, i.e. it is nonzero only over a finite time interval. Because of this property
the system is an FIR system.

The basic differences between non-recursive and


recursive discrete-time systems are illustrated below.

xn

F xn , xn1,....., xnM

yn

Non-recursive System
xn

F yn1,...., ynN,

yn

xn , xn1,....., xnM
delay (s)

Recursive System

The fundamental difference between the two systems is the


presence of feedback loop in the recursive system, which feed
back the output sample(s) of the system through a delay
element. The presence of this delay element is crucial for the
realizability of the system, since its absence would force the

100of 112

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

system to compute yn in terms of yn, which is not possible for


discrete-time systems.
There is another important difference between recursive and
non-recursive systems. Suppose we wish to compute the output
yno of a system when it is excited by an input applied at time n =
0. if the system is recursive, to compute yno, all the previous
values yo , y1 ,., yno-1 should be computed first. If the
system is non-recursive, we can compute yno immediately
without computing yno-1 , yno-2, It implies that the output of
a recursive system should be computed in order [i.e. yo , y1 , y2,
.], whereas for a non-recursive system, the output can be
computed in any order [e.g. y100 , y25, y2 , y150, etc.]. This feature
is desirable in some practical applications.

Impulse Response of Recursive Systems:


The general form of difference equation for recursive systems is
repeated below
M

i 0

i 1

yn bi xn i ai yni

(4)

By substituting xn = n , the impulse response of the system is


obtained as

101of 112

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

g n bn ai g n i
i 1

(5)

No simple interpretation for this result can be given.


However it can be noted that the impulse response can remain
non-zero for even large indices.

The recursive portion

continues to generate an output long after the b ns


are zero. Therefore recursive discrete-time systems have
infinite impulse response. The point can be illustrated by
considering the following simple causal recursive system.

yn bo xn a1 yn1

(6)

The response of the filter to a unit sample sequence is obtained


by substituting xn = n and is given by

g o bo
g1 a1bo
g 2 a12bo
g3 a13bo
g n a1nbo a1nboun
The response has clearly infinite duration.

102of 112

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.
gn
a1>1
a1 = 1
bo

0<a1<1

The sketches of the impulse response show that the nonrecursive coefficient (bo) merely controls the amplitude of the
response at n = 0. The recursive coefficient (a1) determines the
shape of the response. If a1 is negative, the response alternates
sign. If a1 is between 0 and 1, the response exponentially decays
to zero. If a1 is greater than 1, the response grows. If a1 is
unity, the response has a steady value.

IDEAL DIGITAL-TO-ANALOG CONVERSION


Let x(t) be a band-limited analog signal with highest
frequency component fm = W/(2) and is sampled at a rate fs =
2fm to obtain a discrete-time signal x*(t).
Let us now examine how to reconstruct x(t) from x*(t).
Now,

103of 112

x t F

1
F
fs

2 f s

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

X * over the range W to W

W 2 f s

*
jt
X e d

jn jt

e d
x n e

2 f s W n

1
where f = sampling period.
s
Inter-changing the order of integration and summation and
considering that

W 2 f m f s

sin W t t
sin W t n sin W t t


t n dt
W t n
W t t t n W t t

2 f s

x t

x n e j t n d
W

x n e jwt n e jwt n

n 2W
j
t

x n
n

sin W t n
W n

(1)

This gives the ideal interpolation formula for reconstructing x(t)


from x*(t).
104of 112

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

Therefore, in equation (1),

sin W t t

x(t ) x n t n
dt

W t t
n

x* t gi t t dt

x* t g i t

sin Wt
sin Wt
g
t

where i
Wt
t

sin

2
t

t
is the impulse

response function of the ideal-interpolator or ideal discrete-time


to

continuous-time

converter

or

ideal

digital-to-analog

converter.
The frequency response function of the ideal-interpolator is

s
s

for

Gi j gi t
2
2

otherwise.
0
Hence the ideal interpolator is nothing but an ideal low pass filter
with pass band of

s
2

and pass band gain of .

Hence the ideal interpolation formula may be used to


reconstruct x(t) from x*(t) if fs > 2fm .

105of 112

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

There are however two important problems associated with the


ideal interpolation formula.

Firstly it requires infinite numbers of additions and


multiplications. This is not feasible in practice.
.

Secondly, the computation can not be carried out in real time.


By this we mean that the computation of x(to) requires not only
x(n) for n to but also x(n) for n > to.
Hence we can start to compute x(t) only after all x(n) (n = 0,
1, 2, .) are known.
Because of these two reasons, equation (1) is not very useful
in the reconstruction of x(t) from x*(t).

PRACTICAL DAC
In practice a D/A converter employs a zero order hold (ZOH) for
reconstructing the analog signal from its sampled version.
The function of the DAC is to decode the input digital words
(binary numbers) and then convert the digital signal into an analog
signal. Hence a DAC can be represented by a decoder followed by
a ZOH.

106of 112

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.
x*(t)

xr(t)
Decoder

ZOH
DAC

If we consider a DAC as a system, the decoder does not affect the


system transfer function. So we can only consider the ZOH.
x*(t)

xr(t)
ZOH

A zero-order hold (ZOH) holds a sample value constant


until receiving the next sample value.

xr(t)
Samples

There are discontinuities in the analog signal constructed from the


digital signal by a ZOH. This implies the presence of high
frequency components.
The output staircase waveform of the ZOH can be expressed
as
107of 112

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

xr t x n u t n u t n
n

n 0, 1, 2, 3,..............
Taking the Laplace Transform of both sides,

e n s e n 1 s
X r s x n

n
s

1 e s
n s

x
n

s n

Now,

x(n )e

n s

X * ( s) L[ x* (t )]

G ho ( s)

1-e-s

is the transfer function of the zero-order hold.

108of 112

[A]

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

Now,

[B]

Thus it is often said that the ZOH introduces a time delay of


approximately half the sampling period.

Frequency response function of Z.O.H

1 - e -s
G ho ( s)
s

109of 112

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

Gho ( j )

Sin

[C]

Gho ( j ) Sin

or,

Gho ( j ) m -

m = 0,1,2,..

110of 112

[D]

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.
G j
ideal filter Gi j

ZOH Gho j

0.637

3s

2s

s
2

s
2

2s

3s

The nature of Gho ( j ) reveals that the ZOH allows high


frequency components of x*(t) to pass through.

111of 112

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.

Hence the ZOH (i.e. DAC) should be followed by a low pass


analog filter (post-filter) with cut off frequency

2 to remove

these high frequency components.


x*(t)

ZOH

Post
filter

xo(t)

xo(t)

xr(t)

xr(t)

Hence a complete DSP system can be represented as

112of 112

Sugata Munshi
Dept. of Electrical Engineering,
Jadavpur University, Kolkata.
x(t)

113of 112

PreFilter

xb(t)

ADC

x*(t)

Signal
Processing
Algorithm

y*(t)
DAC

yr(t)

Post
Filter

yo(t)