Beruflich Dokumente
Kultur Dokumente
Systems
Introduction
z Signal processing (system analysis and design)
Analog
Digital
z Examples of (digital) signals and systems (O&S, Chap. 1)
1-D: Speech and audio
2-D: Images and video
z History (O&S, Chap. 1)
Before 1950s: analog signals/systems
1950s: Digital computer
1960s: Fast Fourier Transform (FFT)
1980s: Real-time VLSI digital signal processors
z A typical digital signal processing system
Chapter 2 1
Discrete-time signal – Defined at discrete times. x[n]; sequences of
numbers.
Discrete-time system – Operates on and produces discrete-time
signals.
Ex., (O&S, p.10)
z Basic Sequences:
Unit sample Sequence
1
n=0
δ [n] = ⎧⎨
1
−1 0 1 2 3 n
⎩0 n≠0
Chapter 2 2
Remark: It is often called the discrete-time impulse or simply
impulse. (Some books call it unit pulse sequence.)
Unit Step Sequence
1
n≥0
u[n] = ⎧⎨
1
−1 0 1 2 3 n
⎩0 n<0
Note 1: u[0]=1, well-defined.
Note 2: u[n] = ∑ m = −∞ δ [m] running sum;
n
x[n] = Aα n u[n]
z Sinusoidal sequences
x[n ] = A cos(ω 0 n + φ ) for all n
Chapter 2 3
One discrete-time sinusoid corresponds to multiple continu-
ous-time sinusoids of different frequencies.
x[n] = A cos(ω 0 n + φ )
= A cos((ω 0 + 2πr )n + φ ) for all n
Chapter 2 4
x[n] = A α e j (ω 0 n +φ ) = A α cos(ω 0 n + φ ) + j A α sin(ω 0 n + φ )
n n n
Discrete-time Systems
z A discrete-time system is defined mathematically as a transforma-
tion or operator that maps an input sequence with values x[n] into
an output sequence with values y[n] .
x [n ] y[n ] = T[x [n ]]
T[:]
y[n] = T {x[n]}
Ideal Delay
y[ n] = x[ n − nd ], − ∞ < n < ∞ ,
where nd is a fixed positive integer called the delay of the system.
Moving Average
M2
1
y[n] = ∑ x[n − k ]
M1 + M 2 + 1 k = −M1
z Memoryless: If the output y[n] at every value of n depends only
on the input x[n] at the same value of n.
z Linear: If it satisfies the principle of superposition.
(a) Additivity: T {x1[n] + x2 [n]} = T {x1[n]} + T {x2 [n]}
(b) Homogeneity or scaling: T {ax[n]} = aT {x[n]}
z Time-invariant (shift-invariant): A time shift or delay of the input
sequence causes a corresponding shift in the output sequence.
y[n]
T delay
y[n-n0]
x[n]
x[n-n0]
delay T yn0[n]
Chapter 2 5
Ex. y[n] = x[αn] is not time-invariant.
z Causality: For any n0 , the output sequence value at the index
n = n0 depends only on the input sequence values for n ≤ n0
z Stability in the bounded-input, bounded-output sense (BIBO): If and
only if every bounded input sequence produces a bounded output
sequence.
1 2
1/2 1
1/3
h[n ] −1 0 1 2 3 n x [n ] −1 0 1 2 n
x[n ] = δ [ n ] + 2δ [ n − 1]
1
1/2
1/3
h [n ] −1 0 1 2 3 n
Chapter 2 6
2
1
2/3
2h[n − 1] −1 0 1 2 3 n
1 5/2
4/3
2/3
Î y [n ] −1 0 1 2 3 n
∞
z Convolution sum: f 3 [n ] = ∑ f1[m] f 2 [n − m ] = f1[n ] ∗ f 2 [n ]
m = −∞
Procedure of convolution
1. Time-reverse: h[m] Æ h[−m]
2. Choose an n value
3. Shift h[−m] by n: h[n − m]
4. Multiplication: x[n] ⋅ h[n − m]
∞
5. Summation over m: y[n] = ∑ x[m]h[n − m]
m = −∞
Choose another n value, go to Step 3.
Example:
1 2
1/2 1
1/3
h [n ] −1 0 1 2 3 n x [m ] −1 0 1 2 m
Chapter 2 7
1/2 1
1/3
h[ − m ] −2 −1 0 m
y [0] = ∑ m x [ m ]h [ − m ] = 1 ,
1/2 1
1/3
h[1 − m ] −2 −1 0 1 m
y[1] = ∑m x[m]h[1 − m] = 5 / 2 ,
1/2 1
1/3
h[2 − m] −1 0 1 2 m
y[2] = ∑m x[m]h[2 − m] = 4 / 3 ,
1/2 1
1/3
h[3 − m] − 1 0 1 2 3 m
y[3] = ∑ m x[ m ]h[3 − m ] = 2 / 3 .
h1(n) h2(n) h 1( n) * h 2( n )
==>
z Parallel connection:
Chapter 2 8
h[n] = h1[n] + h2 [n]
h1(n)
+
h2(n) + h 1( n) + h 2( n )
==>
-- Accumulator
n
h[n] = u[n] , unit step
y[n] = ∑ x[k ]
k = −∞
-- Forward Difference
y[ n] = x[ n + 1] − x[ n] h[n] = δ [n + 1] − δ [n]
-- Backward Difference
y[ n] = x[ n] − x[ n − 1] h[n] = δ [n] − δ [n − 1]
Chapter 2 9
Its impulse response is infinite in duration.
z Inverse System:
h[n] g[n]
x[n] y[n] x[n]
Frequency-Domain Representation
z Eigenfunction and eigenvalue
What is the eigenfunction of a system T{.}?
Cf [n] = T { f [n]} , where C is a complex constant, eigenvalue.
The output waveform has the same shape of the input waveform.
The complex exponential sequence is the eigenfunction of any LTI
Chapter 2 10
system.
∞
jω
H (e ) = ∑ h[k ]e
k = −∞
− jωk
Magnitude: H (e jω ) Phase: ∠H (e jω )
z H (e jω ) is periodic. Why?
z The above eigenfunction analysis is valid when the input is applied
to the system at n = −∞ .
z What happens if the input applies to a causal LTI system at n=0?
⎧ 0, n<0
jωn ⎪ n
x[n] = e u[n] ⇒ y[n] = ⎨⎛ ⎞
⎜ ∑ h[k ]e − jωk ⎟e jωn n ≥ 0
⎪⎩⎝ k = 0 ⎠
Consider only n>=0,
⎛ ∞ − jωk ⎞ jωn ⎛ ∞ ⎞
y[n] = ⎜ ∑ h[k ]e ⎟e − ⎜ ∑ h[k ]e − jωk ⎟e jωn
⎝ k =0 ⎠ ⎝ k = n +1 ⎠
⎛ ∞ ⎞
jω
= H (e )e jωn
− ⎜ ∑ h[k ]e − jωk ⎟e jωn
⎝ k = n +1 ⎠
y[n] = y ss [n] + yt [ n]
where yss [n] is called the steady state response and
yt [n] is called the transient response.
If the system is stable, yt [ n] → 0 as n → ∞ .
H (e jω ) exists if the system is stable. In this case, y[n] = y ss [n]
as n → ∞ .
Chapter 2 11
soidal components” of different frequencies.
z DTFT: Discrete-time Fourier Transform
∞
Analysis: X (e ) =jω
∑ x[n]e− jωn ≡ F{x[n]} −π < ω ≤ π
n = −∞
1 π
∫ π X (e
jω
Synthesis: x[n ] = )e jωn dω ≡ F −1{ X (e jω )}
2π −
Chapter 2 12
z DTFT of Special Functions
-- Impulse
δ [ n] ↔ 1
δ [n − n0 ] ↔ e − jωn0
-- Constant
∞
1↔ ∑ 2πδ (ω + 2πr ) ; A periodic impulse train.
r = −∞
-- Complex exponential
∞
e jω 0 n
↔ ∑ 2πδ (ω − ω 0 − 2πr )
r = −∞
-- Cosine sequence
∑ π [e jθ δ (ω − ω 0 + 2πk ) + e− jθ δ (ω + ω 0 + 2πk )]
∞
cos(ω 0 n + θ ) ↔
k = −∞
Chapter 2 13
-- Unit step
∞
1
u[n] ↔ + π ∑ δ (ω + 2πr )
1 − e − jω r = −∞
Chapter 2 14
If x[n] ↔ X (e jω ) and y[n] ↔ Y (e jω )
then ax[ n] + by[ n] ↔ aX (e jω ) + bY (e jω )
-- Time Shift
If x[n] ↔ X ( e jω )
then x[n − nd ] ↔ X ( e jω ) e − jω n d
-- Frequency Modulation
If x[ n] ↔ X ( e jω )
then e jω 0 n x[n] ↔ X (e j (ω −ω 0 ) )
--Time Reversal
If x[ n ] ↔ X ( e jω )
then x[-n ] ↔ X ( e − jω )
-- Complex Conjugation
If x[ n ] ↔ X ( e jω )
then x * [n ] ↔ X * ( e − jω )
-- Differentiation in frequency
If x[n] ↔ X ( e jω )
dX (e jω )
then nx[n] ↔ j
dω
-- Convolution
If x[n] ↔ X ( e jω ) and h[n] ↔ H (e jω )
then x[n] ∗ h[n] ↔ X (e jω ) H (e jω )
-- Multiplication
If x[n] ↔ X ( e jω ) and w[n] ↔ W (e jω )
1 π jθ
then x[n]w[n] ↔ ∫−π X (e )W (e j (ω −θ ) )dθ
2π
Chapter 2 15
-- Parseval’s Theorem
If x[n] ↔ X ( e jω )
∞ π
1
then E= ∑ | x[n] |2 = 2π ∫−π | X (e
jω
) |2 dω
n = −∞
-- Signal Energy:
⎡ M 2⎤
E = lim ⎢ ∑ x[n] ⎥ , if exists.
M →∞ ⎣ ⎦
n=−M
-- Signal Power:
⎡⎛ 1 ⎞ M 2⎤
P = lim ⎢⎜ ⎟ ∑ x[n] ⎥ , if exists.
M → ∞ ⎣⎝ 2 M + 1 ⎠ ⎦
n=−M
Chapter 2 16
Example 2.25
Chapter 2 17
Chapter 2 18
Discrete-Time Random Signals
z Input signal x[n]: real-valued sequence and wide-sense stationary
discrete-time random process.
System h[n]: A stable LTI system with real impulse response.
∞ ∞
Output y[n]: y[n ] = ∑ h[n − k ]x[k ] = ∑ h[k ]x[n − k ]
k = −∞ k = −∞
∞
where we have defined chh [l ] = ∑ h[k ]h[l + k ]
k = −∞
Chapter 2 19
chh[l] is called a deterministic autocorrelation sequence or, sim-
ply, the autocorrelation sequence of h[n].
1 π jω
z E [ y 2 [n ]] = φ yy [0] =
2π ∫−π Φ yy (e )dω = total average power in output
1 π jω
E [ y 2 [n ]] = φ yy [0] = ∫−π | H (e ) |2 Φ xx ( e jω )dω
2π
z Corss-correlation
∞
φ xy [m] = E [ x[n ] y[n + m ]] = E [ x[n ] ∑ h[k ]x[n + m − k ]
k =−∞
∞
= ∑ h[k ]φ
k =−∞
xx [m − k ]
Chapter 2 20
Assume φxx[m]=σx2δ[m], we note that φxy[m]=σx2h[m]
1. Φxx(ejω)=σx2, -π≤ω≤π.
2. Φxy(ejω)=σx2H(ejω)
Chapter 2 21