Discrete-Time Signals and Systems: Digital Signal Processing, 2010

Discrete-time
Signals and Systems

Chapter. 2.
EE432 Digital Signal Processing Fall, 2010 Korea Advanced Institute of Science and Technology
Brief History of Signal Processing
Leonhard Euler
Signal Processing is concerned with
the representation, transformation
Pierre-Simon Laplace and manipulation of signals and the
information they contain
1707-1783 Joseph Fourier
• Military systems
1749-1827
• Entertainment
• Communication systems
Claude Shannon
VOCODER
1768-1830
Al Oppenheim HDTV
1916-2001 1928
1937- 1990
Contents
• Introduction
• Sequences
• Discrete-time systems
• LTI
• Linear constant-coeff difference eqn
• Frequency-domain representation of discrete-
time signals and systems
• Discrete-Time Fourier Transform (DTFT)
Introduction (1)
• Signal is a function of one or more independent variable that
generally conveys information about the state or behavior of a
physical systems for the purpose of communicating
information
– Example:
x 10
-3 continuous-time signals
8
2
x(t)
-2
-4
-6
0 5 10 15 20 25 30 35
t: continuous independent variables (32ms)
x 10
-3 discrete-time signals: sequences
8
2
x[n]
-2
-4
-6
0 50 100 150 200 250 300
n: discrete independent variables (256 samples)
Introduction (2)
• System is defined mathematically as a transformation or
operator that maps an input signal into an output signal
input System output
– continuous-time, discrete-time, digital
Sequences (1)
• Sequences: discrete-time signals
• Important sequences
– unit sample, impulse
1 Unit sample
 
0 n
– unit step Unit step
1
 
0 n
– exponential
Sequences (2)
Real exponential Sinusoidal
  
0 n  0 n
a1
a−3 p[n]
2 7
− 4− 2 0 1 3 5 n
a2 a7
• Important class sequences
– periodic and aperiodic
Discrete-time systems (1)
• Discrete-time system: defined as transformation or operator
that maps an input sequence into output sequence
Discrete-time
System
• Example
– (delay)
– (accumulator)
– (average)
– (compressor)
• memoryless, linear, time-invariance, causal, stable (BIBO)
• Memoryless
– A system is referred to as memoryless if the output
at every value of depends only on the input at the
same value of
• Linear
– If and are the responses of a system when
and are the respective inputs, then the system is
linear if and only if
and
• Time-Invariance
– A time-invariant system is a system for which a time shift
or delay of the input sequence causes a corresponding
shift in the output sequence
• Causal
– A system is causal if, for every choice of , the output
sequence value at the index depends only on the
input sequence values for
• Stable
– A system is stable in the bounded-input, bounded-output
(BIBO) sense if and only if every bounded input sequence
produces a bounded output sequence.
(1) (2) (3) (4) (5)
memoryless
linear
time-invariance
causal
stable
• time-invariance check
Not time-invariant!!
time-invariant!!
• stability check
Not stable!!
(1) (2) (3) (4) (5)
memoryless x x x o x
linear o o o x o
time-invariance o o o o x
causal o o o o x
stable o o x x o
LTI (1)
• LTI system: Linear and time-invariant system
• Impulse response
LTI
• Convolution sum
• Example
LTI (2)
• Linear system
– is fixed, and is the independent variable.
– linear system
Linear
– scaling
Linear
– additive
Linear
• Time-invariant
TI
• LTI
LTI
LTI (3)
• Convolution (i)
– First understand
h[k ] flipping h[−k ] = h[0 − k ]
−3 0 6 k −6 0 3 k
h[n − k ] = h[−(k − n)]

shift by
n−6 0 n n+3 k
– Second perform inner product
LTI (4)
• Example of convolution
h[n − k ]
x[k ]
n 0 k 0 n k
n − ( N − 1) n − ( N − 1)
y[n]
0 n k 0 k
n − ( N − 1) N −1
LTI (5)
• Convolution (ii)
LTI (6)
• Impulse response • Commutative property
– FIR 3
-1
-2
-3 -2 -1 0 1 2 3
– IIR 1.5
0.5
• Inverse system
0
-3 -2 -1 0 1 2 3
– causality
– stability
− Example
Accumulator Backward
difference
Summary
• Signal
• System
• Sequence
– periodic/aperiodic
• Discrete-time system
– memoryless, linear, time-invariance, causal, stable
(BIBO)
• LTI
– Impulse response
– Convolution
Contents
• Introduction
• Sequences
• Discrete-time systems
• LTI
• Linear constant-coeff difference eqn
• Frequency-domain representation of discrete-
time signals and systems
Linear Constant-Coefficient Difference Equation (1)
• If the output for is , then
where
and where is obtained from initial conditions, and

is the root of
(here, all roots are assumed to be distinct)
Initial
• Recursive computation condition
– Initial condition
– Causal part
– Anti-causal part
– Total solution equals to causal plus anti-causal part.
• Example of recursive computation
– Causal part
– Anti-causal part
– Total solution
– For ,
• When and ,
then
(LTI)
• When the initial rest condition is satisfied

( for )
then
(causal and linear)
Initial
at rest
causal
LTI
Frequency-Domain Representation of Discrete-
Time Signals and Systems (1)
• is an eigenfunction of LTI system.
• Frequency response of LTI system is periodic

–
• Low frequency is and high frequency is
• Example
– Find frequency response of ideal delay
– So, the frequency response is given by
• Another example
–
– Find of the following system when
– Output
• Assume is real
,
• Complex exponential input
– For causal linear system ( )
– Consider
– Stable
• Example
– Case I ) Stable and when
(i.e. is a finite-length impulse response), then
+
– Case II) Stable but as
Discrete-Time Fourier Transform (DTFT) (1)
• DTFT
• Inverse DTFT
(synthesis equation)
Discrete-Time Fourier Transform (DTFT) (2)
• Gibbs phenomenon
• and
H M (e jw ), M = 1 H M (e jw ), M = 3
1.2
1.2
1
1
0.8
0.8
0.6
0.6
0.4
0.4
0.2
0.2
w/π
0
-0.2
w/π -0.2
-1 -0.8 -0.6 -0.4 -0.2 0 0.2 0.4 0.6 0.8 1
H M (e jw ), M = 7
-1 -0.8 -0.6 -0.4 -0.2 0 0.2 0.4 0.6 0.8 1
H M (e jw ), M = 19
1.2 1.2
1 1
0.8 0.8
0.6 0.6
0.4 0.4
0.2 0.2
0 0
-0.2 w/π -0.2

w/π
-1 -0.8 -0.6 -0.4 -0.2 0 0.2 0.4 0.6 0.8 1 -1 -0.8 -0.6 -0.4 -0.2 0 0.2 0.4 0.6 0.8 1
TABLE2.1 SYMMETRY PROERTIES OF THE FOURIER TRANSFORM
Sequence Fourier Transform
1.
2.
3. (conjugate-symmetric part of )
4. (conjugate-antisymmetric part of )
5. (conjugate-symmetric part of )
6. (conjugate-antisymmetric part of )
The following properties apply only when is real :

(Fourier transform is
7. Any real
conjugate symmetric)
8. Any real (real part is even)
9. Any real (imaginary part is odd)
10. Any real (magnitude is even)
11. Any real (phase is odd)
12. (even part of )
13. (odd part of )

(even)
(odd)
5 2
4.5
1.5
4
1
3.5
0.5
3
Amplitude
Amplitude
2.5 0
2
-0.5
1.5
-1
1
-1.5
0.5
solid curve
0 -2
-1 -0.8 -0.6 -0.4 -0.2 0 0.2 0.4 0.6 0.8 1 -1 -0.8 -0.6 -0.4 -0.2 0 0.2 0.4 0.6 0.8 1
Radian frequency (w/pi) dashed curve Radian frequency (w/pi)
5
1
4.5
0.8
4
0.6
3.5 0.4
Phase (radians)
0.2
Amplitude
2.5 0
2 -0.2
1.5 -0.4
-0.6
1
-0.8
0.5
-1
0 -1 -0.8 -0.6 -0.4 -0.2 0 0.2 0.4 0.6 0.8 1
-1 -0.8 -0.6 -0.4 -0.2 0 0.2 0.4 0.6 0.8 1 Radian frequency (w/pi)
Radian frequency (w/pi)
TABLE2.2 FOURIER TRANSFORM THEOREMS
1.
2. ( an integer)
3.
4.
if real.
5.
6.
7.
Parseval’s theorem:
8.
9.
TABLE2.3 FOURIER TRANSFORM PAIRS

1. 1
2.
3. 1
4.
5.
6.
7.
8.
9.
10.
11.
Summary
• Linear Constant-Coefficient Difference Equation
– particular solution, homogeneous solution
– initial rest condition
• Frequency-Domain Representation of Discrete-Time
Signals and Systems
– Frequency response
– Understanding of DTFT and IDTFT
– Gibbs phenomenon
Appendix
• Difference Equation
– Example
Appendix
• Difference Equation
– Example
+
+

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Discrete-time

Signals and Systems

1707-1783 Joseph Fourier

input System output

– continuous-time, discrete-time, digital

• memoryless, linear, time-invariance, causal, stable (BIBO)

(1) (2) (3) (4) (5)

(1) (2) (3) (4) (5)

h[n − k ] = h[−(k − n)]

– Second perform inner product

• If the output for is , then

and where is obtained from initial conditions, and

– Total solution equals to causal plus anti-causal part.

• When the initial rest condition is satisfied

• Frequency response of LTI system is periodic

• Low frequency is and high frequency is

– So, the frequency response is given by

– Find of the following system when

– For causal linear system ( )

– Case II) Stable but as

-0.2 w/π -0.2

Sequence Fourier Transform

The following properties apply only when is real :

8. Any real (real part is even)

9. Any real (imaginary part is odd)

10. Any real (magnitude is even)

11. Any real (phase is odd)

12. (even part of )

13. (odd part of )

Sequence Fourier Transform

Sequence Fourier Transform

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