Digital Signal Processing

Discussion #2
Discrete Time Signals & Systems

Tarun Choubisa
Dept. of ETC,
KIIT University

17 January 2011 1
Signal Classification
 “Generic” Signal Energy and Power
• Signal energy, E, is defined as the area under x2(t). For example, signal energy
for f(t) shown below is the shaded area shown under f2(t).

Total energy of a continuous signal x(t) over [t1, t2] is:

t2 2
E x(t ) dt
t1
• where |.| denote the magnitude of the (complex) number.
• Similarly for a discrete time signal x[n] over [n1, n2]:
n2 2
E n n1
x[n]
• By dividing the quantities by (t2-t1) and (n2-n1+1), respectively, gives the average
power, P

• Note that these are similar to the electrical analogies (voltage), but they are in
general form.
 Energy and Power over Infinite Time
• For many signals, we’re interested in examining the power and energy over
an infinite time interval (-∞, ∞). These quantities are therefore defined by:
T 2 2
E lim T x(t ) dt x(t ) dt
T
N 2 2
E lim N n N
x[n] n
x[n]
• If the sums or integrals do not converge(= not finite), the energy of such a
signal is infinite 1 T 2
P lim T x(t ) dt
2T T
1 N 2
P lim N n N
x[n]
2N 1
• Two important (sub)classes of signals
1. Finite total energy (and therefore zero average power): Energy signal
2. Finite average power (and therefore infinite total energy): Power signal
 Energy and power signal
• A signal is said to be energy signal if it has finite energy and zero power.

• Modulus is taken because signal may be complex.

• For example, a signal having only one square pulse is energy signal. A signal that decays
exponentially has finite energy, so, it is also an energy signal. The power of an energy signal
is 0, because of dividing finite energy by infinite time (or length).
• All energy signals decay to zero as |t| .
• A signal is said to be power signal if it has infinite energy and finite power.

• For example, sine wave in infinite length is power signal. Since the energy of a power signal
is infinite, it has no meaning to us. Thus, we use power (energy per given time) for power
signal, because the power of power signal is finite, 0 < P < ∞.
• Other examples: unit step, complex exponential in both continuous and discrete time(O &
W 1.3 b, e),sinusoidal signal (O & W 1.3 c)

Are all signals either energy signals or power signals?

No. Any infinite-duration, increasing-magnitude function will not be either. (For
example, the signal x(t) =t is neither.)
 Periodic and Aperiodic Signals
Discrete time:
• A signal is periodic if it satisfies periodicity
property x(n+kN)=x(n)
where N is a fundamental period and k is any
integer
• If signal is periodic with fundamental period N,
it is also periodic for any integer multiple of N
x [n]

x[n] = A cos( n + )
 Calculation of Periodicity

Discrete Time: 2
N m
0
where N is the integer.
• Sum of two or more periodic signals is also a periodic signal.
If xa[n] and xb[n] are two periodic signals with fundamental
period Na and Nb respectively, then signal y[n]=xa[n]+xb[n]
is a periodic signal with fundamental period N given by
• N= Na*Nb/(GCD(Na,Nb))
• where GCD greatest common divisor of Na & Nb
• N1 /N2 = 5/7
• N=7 N1 =5 N2
 Odd and Even Function

Symmetric about the y axis

FUNCTIONS
Symmetric about the origin
 Odd and Even Signals: Continuous time
• An even signal is identical to its time reversed signal, i.e.
it can be reflected in the origin and is equal to the
original: x( t ) x(t )

• Examples:
• x(t) = cos(t)
• x(t) = c
• An odd signal is identical to its negated, time reversed
signal, i.e. it is equal to the negative reflected signal
x( t ) x(t )
• Examples:
• x(t) = sin(t)
• x(t) = t
• Odd signal is always zero at t=0 and n=0
• This is important because any signal can be expressed as
the sum of an odd signal and an even signal.
Sine and Cosine are always periodic in CT but in Discrete Time they may be aperiodic. Sin(2n)
 Even and Odd Signals
• Any signal can be expressed in terms of odd and even signal

• Even part of odd function is always zero for every value of t

or n (O & W Q1.7(b)).
• Even part of time bounded signal is also time bounded. (O
& W Q1.7(a)).
• Even part of delayed causal signal always has the zero
values around the zero. (O & W Q1.7(c))
• Even part of advanced causal decaying exponential signal
always has the zero values at |t | →∞. (O & W Q1.7(d))
 Even and Odd Signals: Discrete time
Even(symmetric) Signal
• A discrete time signal is said to be even when, x[-
n]=x[n].
For example, Cos(ωn) is an even signal.

Odd(anti-symmetric) Signal
Signal which satisfies x(n)=-x(-n) for all values for
n is called as odd signal
Even and Odd Decomposition: Average Value
System Classification
 Memory less/memory systems( Static/dynamic system)
• A system for which the output depends only on a present input and
thus, not requires memory, is called as memory less (static ) system.
• e.g. y(n)= a*x(n) , y(n)=x2(n)
• e.g. Amplifier, a resistor is a memoryless CT system where x(t) is
current and y(t) is the voltage
• Example: Circuits composed only of resistors are static systems.
Find y(t). +
R1
+
x(t) _ R2 y(t)

_
• A system for which the output depends on past and/or future
values of the input, hence it needs memory, delay elements, is
called as memory(dynamic) system
• e.g. y(n)=x(n)+x(n+2) , y(n)=x(n-2)
• e.g. Delaying and advancing the signal.
• Differential equations require initial conditions.
Example: Circuits with inductors and capacitors are dynamic systems. Find y(t).
+ Note: We will generally be concerned with
R
+ y(t) dynamic systems. Static systems can be viewed
x(t) _ C
as a special case of dynamic systems.
17 January 2011 14
_
 Classification: Time Variant/Invariant
• A system is said to be time-invariant if its input-output
relationship does not change with time.
• Informally, a system is time-invariant (TI) if its behavior does not
depend on what time it is.
• In other words if a time shift or delay at the input
produces identical time shift at the output , then system is said to
be time invariant system.
i.e. H{x(n-a)}=y(n-a), tube-light, fan
• A system is said to be time-variant if its input-output
relationship changes with time.
• In the case of discrete-time digital systems, we often use the term
shift-invariant instead of time-invariant
• Result for time invariant system: T*e(t)+=r(t), then T*e’(t)+=r’(t)
• e(t)=excitation, r(t)=response, e’(t)=derivative of excitation.

17 January 2011 15
 Time/Shift Invariant Systems

Shift invariance(mainly used for images):

x(t a ) y(t a)

a a
 Time Variant/Invariant: Testing
• Y(n-a): simply put (n-a) at place of n in the relationship of x(n) and y(n).

• Y(n,a): x(n-a) should pass through actual system.

Y(n) Put n=n-a Y(n-a)

• If y(n,a) = y(n-a) => Time Invariant system.

•

x(n) Shift by a H Y(n,a)

x(n-a)
• Fact: If the input to a TI System is periodic, then the output is periodic
with the same period.
17 January 2011 17
 DSP: Proakis(Chapter 2)

Time Variant/Invariant: Problems

1) Y(n)=x(n)-x(n-1) “Differentiator”
Delayed o/p by k
y(n-k)=x(n-k)-x(n-k-1)
o/p of delayed input by k
Y(n,k)= x(n-k)-x(n-k-1)
Y(n,k)=y(n-k)
System is time-invariant
(fixed coefficients)
3) Y(n)=x(-n) “Folder”
o/p of delayed input by k
i.e. y(n,k)=x(-n-k)
Delayed o/p by k
Y(n-k)= x(-(n-k))=x(-n+k)
Y(n,k) !=y(n-k) System is time-variant
4) y[n]=x[n]Cos(wn) “Modulator”
Time Variant

2) Y(n)=nx(n) “Time Multiplier” Observations:

o/p of delayed input by k • Negative index, index scaling, and power of index
i.e. y(n,k)=nx(n-k) always represent time-variant nature.
Delayed o/p by k • Multiplying factor is a function of time: time variant
Y(n-k)= (n-k)x(n-k) •Ex.: Guided-missile control system
Y(n,k) !=y(n-k)
System is time-variant(dynamic coefficients)

17 January 2011 18
 LINEAR AND NONLINEAR SYSTEMS

• Many systems are nonlinear. For example:

many circuit elements (e.g., diodes, transistors)
• However, in this course we focus exclusively
on linear systems.
• Why?
• Linear models represent accurate representations of behavior of
many systems (e.g., linear resistors, capacitors)
• Linear systems are analytically tractable.
• The nonlinear models are first linearized using small perturbations.
• Traditional models deals with nonlinearity only by generating small-
signal models about a small range of operating points.

17 January 2011 19
 Sedra/Smith

Linear And Nonlinear System: Amplifiers

• Linear Signal
Amplification:
v0 (t ) Avi (t )
• A: Amplifier gain equals
the slope
• Distortion changes
waveform as in figure

An amplifier transfer characteristic that is linear

except for output saturation.
20
Linear And Nonlinear System: Amplifiers
• No real life amplifier is
perfectly linear, distortion
due to clipping
• Most amplifiers are only
linear in a narrow range of
operation
• To linearize, bias the
circuit with a dc voltage,
labeled Q, the quiescent
point.

An amplifier transfer characteristic that shows

considerable nonlinearity. 21
 LINEAR AND NONLINEAR SYSTEMS
A system is considered to be linear if it satisfies two properties:
1. Homogeneity (or scaling)
2. Additivity

Homogeneity (or scaling)

Consider a system with input x(t) and output y(t), where y(t) = f(x(t)).
A system satisfies the homogeneity property, if the input is increased k-fold, then the
output is also increased k-fold, where k is a real or imaginary number.

Example: For the circuit below, if the input voltage doubles, the output voltage
doubles. Or if the input is multiplied by k, the output is multiplied by k. So the circuit
satisfies the homogeneity property.
i i2
3 2 +
+
Input = x(t) = 10 V _ 6 5 V = y(t) = output
out
_

vout i2 i v
22
 LINEAR AND NONLINEAR SYSTEMS
Additivity
A system satisfies the additivity property if the output y(t) can be determined by the
algebraic sum of the outputs due to each input acting separately (with all other inputs
set to zero).

Example: The circuit below satisfies the additivity property since:

if y1 is the output when the input is x1, and y2 is the output when the input is x2,
then y1 + y2 will be the output when the input is x1 + x2.

3 2 +
x1 _+ 6 y1
5
_
3 2 +
x1+x2 _+ 6 y1+y2
5
3 2 + _
x2 _+ 6 y2
5
_

23
 Classification: Linear /non-linear
• Superposition( additivity + amplitude scaling/homogeneity) property of a system with any two inputs x1(n) and
x2(n) is defined as
• H{a x1(n) +b x2 (n) }= a H{x1(n)} +b H{x2(n) }
= a y1(n) +b y2(n) Testing both the properties simultaneously.
Here a and b are any complex constants(can be real also).

• If system holds superposition property , it is called as linear system

• if system violates superposition property, it is called as nonlinear system

• Individual component(additivity + amplitude scaling/homogeneity) of superposition property can also be

checked.
• For linear systems, zero input → zero output (necessary condition but not sufficient)

• To check linearity/Non-linearity: see What is your input and output

• V=IR (Linear)
• P=I2R (Non-Linear)

17 January 2011 24
 Linear /non-linear: Testing
• Interference: Principle of Superposition

• In-phase Out-phase
• A complicated system may be compose of
linear and non-linear components, but to
check about linearity, just we have to check
input-output relationship.
• Example: Fan
• If Rotations = k*voltage Linear
• Otherwise Nonlinear.
17 January 2011 25
 Linear /non-linear Systems: Problems
1) y(n)=nx(n)
y1(n)=nx1(n)
y2(n)= nx2(n)
H[ax1(n)+bx2(n)] = anx1(n)+bnx2(n)] =n[ax1(n)+bx2(n)]
…..A
ay1(n)+by2(n)= nax1(n)+ nbx2(n) = n[ax1(n)+bx2(n)]
…..B

A=B Linear system

17 January 2011 26
 Linear /non-linear Systems: Problems
2) y(n)=x2(n)
y1(n)=x12(n)
y2(n)=x22(n)
ay1(n)+by2(n)=ax12(n)+bx22(n)….A
H[ax1(n)+bx2(n)]= [ax1(n)+bx2(n)]2
= a2x12(n)+b2x22 (n)+2abx1(n)x2(n)
………B
A != B
Non-linear system

Observations(when input is not defined):

• Any power of the input is always be nonlinear.
• Integration and differentiation are linear operation.
• Multiplication of two variants of an input is a non-linear system.
• Addition of a constant by the system : non-linear system.
• Input as the exponential power: non-linear system.

17 January 2011 27
Linear /non-linear Systems: Problems
Example : A system is described by y(t) Kx(t) or use v(t) Ri(t) .
Is the system linear?
linear

t t
1
Example : A system is described by y(t) K x(t)dt or use v(t) i(t)dt .
0
C0
Is the system linear?
linear

t
1
Example : A system is described by v(t) i(t)dt v(0).
C0
Is the system linear?
Non-linear
28
Linear /non-linear Systems: Problems
Example : A system is described by the relationship y(t) = Re{x(t)}.
(Hint: Test for homogeneity (try k = j) and additivity.)
Non-linear

Example : Show that a system described by the following equation is linear: (Hint:
Test for superposition.)
dy
t 2 y(t) (2t 3)x(t)
dt
linear

29
Linear /non-linear Systems: Problems

• Identity system. Linear?

x(t) y(t)
yt xt

• Ideal delay by T seconds. Linear?

x(t) y(t)
T yt x(t T )

• Scale by a constant (a.k.a. gain block). Linear?

x(t) y(t) x(t) y(t)
a0 yt a0 x(t )

Two different but equivalent graphical syntaxes

a0
3 - 30
Linear /non-linear Systems: Problems

• Tapped delay line

Each T represents a delay of T
xt
T T … T time units

a0 There are N-1 delays

a1 … aN 2 aN 1

Continuous time system

yt
N 1
yt a0 x t a1 x t T  a N 1 x t ( N 1)T ak x t kT
k 0
Linear?
3 - 31
Linear /non-linear Systems: Problems

• Transcendental system yt cos x t

Answer: Nonlinear (in fact, fails both tests)
• Squarer yt x2 t
Answer: Nonlinear (in fact, fails both tests)
• Differentiator x(t) d y(t) d
yt xt
is linear dt dt
Homogeneity test: d d
axt a xt
dt dt
Additivity test: d d d
x1 t x2 t x1 t x2 t
dt dt dt
3 - 32
Linear /non-linear Systems: Problems

• Integration
Indefinite integration is not unique g ' (t )dx g (t ) K
t0
Definite integration is unique t1
g ' (t )dt g (t0 ) g (t1 )
t
x(t) y(t)
• Integrator
t
dt yt x u du

t t
Homogeneity test a x u du a x u du
t t t
Additivity test x1 u x2 u du x1 u du x2 u du

Answer: Linear Role of initial

conditions? 3 - 33
 Role of Initial Conditions
• Observe a system starting at time t0
Often use t0 = 0 without loss of generality
• Integrator

t t0 t
x(t) t y(t)
dt yt x u du x u du x u du
t0
• Integrator observed for t t0
t0 Due to initial
x(t) t y(t)
dt C0 C0 x u du conditions
t0

Linear if initial conditions are zero (C0 = 0, Relax network) otherwise

Non-linear
Time-invariant if initial conditions are zero (C0 = 0)
In very rare cases, the system with the initial conditions can be linear
if a battery/current source of opposite polarity/direction is
connected to cancel out the effect. 3 - 34
 Example: DT LTI

17 January 2011 35
 Classification: Causal/non-causal/anti-causal
• A system for which the output at any instant depends only on the past or/and present values
of the input( not on future samples) is called as causal system. Referred to as non-
anticipative, as the system output does not anticipate future values of the input
• E.g. y(n)= n*x(n) , y(n)=x(n) +x(n-1)
• All real-time physical systems are causal, because time only moves forward.
• Causality does not apply to systems processing recorded signals, e.g. taped sports games vs.
live broadcast.
• Fact:
– A causal system may be memory or memory-less system.
– Any memoryless system is causal.
– The composition of causal systems is causal

• A system for which the output at any instant depends also on future values (in addition to
possible dependence on past or current input values)of the input , is called as non-causal
(acausal) system. A non-causal system is also called a non-realizable system.
• E.g. y(n)=x(n2 ) , y(n)=x(-n) , y(n) = x(n/3), y(n)=x(n)+x(n+1)

17 January 2011 36
 Classification: Causal/non-causal/anti-causal
• A system that depends solely on future input values is an anticausal system.
• Eg: y(n) = x(n+1), prediction of current value from only future values in the
corrupted CD.
• Fact: All anti-causal /non causal systems are memory systems but opposite is not
true.
• To check always take negative, 0, positive values and specially -1 < value < 1
• Observations: Negative index, index scaling, and power of index represent non-
causality.

17 January 2011 37
 Classification: Stable/unstable
• The system is said to be stable if any bounded(amplitude)
input signal results in bounded output signal
– bounded signals u(n) , e-an where a>0 Stable system
y[n] = (x[n])2
Suppose x[n] is limited to the
range -10 < x[n] < 10?

• The system is said to be unstable if the system gives

unbounded output signal in response to bounded input
signal
– Unbounded signals r(n) , n*u(n)
• E.g. Consider the DT system of the bank account
y[n] x[n] 1.01y[n 1]
• This grows without bound, due to 1.01 multiplier. This
system is unstable.
17 January 2011 38
 Acknowledgement
• Various graphics used here has been taken from
public resources instead of redrawing it. Thanks to
those who have created it.
• Thanks to:
– Prof. John G. Proakis
– Prof. Dimitris G. Manolakis