Discrete-time signals

A discrete-time signal is represented as a sequence of numbers:

Here n is an integer, and x[n] is the nth sample in the sequence. Discrete-time signals are
often obtained by sampling continuous-time signals. n this case the nth sample of the
sequence is equal to the !alue of the analogue signal xa"t# at time t $ n%:

%he sampling period is then equal to %, and the sampling frequency is fs $ &$% .
x[&]
'or this reason, although x[n] is strictly the nth number in the sequence, (e often refer to
it as the nth sample. )e also often refer to *the sequence x[n]+ (hen (e mean the entire
sequence. Discrete-time signals are often depicted graphically as follo(s:
"%his can be plotted using the ,A%-A. function stem.# %he !alue x[n] is unde/ned for
noninteger !alues of n. 0equences can be manipulated in se!eral (ays. %he sum and
product of t(o sequences x[n] and y[n] are de/ned as the sample-by-sample sum and
product respecti!ely. ,ultiplication of x[n] by a is de/ned as the multiplication of each
sample !alue by a. A sequence y[n] is a delayed or shifted !ersion of x[n] if
(ith n1 an integer.
%he unit sample sequence
is defined as
%his sequence is often referred to as a discrete-time impulse, or 2ust impulse. t plays the
same role for discrete-time signals as the Dirac delta function does for continuous-time
signals. Ho(e!er, there are no mathematical complications in its defnition.
An important aspect of the impulse sequence is that an arbitrary sequence can be
represented as a sum of scaled, delayed impulses. 'or
example, the
sequence can be
represented as
n general, any sequence can be expressed as
%he unit step sequence is defined as
%he unit step is related to the impulse by
Alternati!ely, this can be expressed as
3on!ersely, the unit sample sequence can be expressed as the /rst bac4(ard difference of
the unit step sequence
5xponential sequences are important for analysing and representing discrete-time
systems. %he general form is
f A and / are real numbers then the sequence is real. f 1 6 / 6 & and A is positi!e, then
the sequence !alues are positi!e and decrease (ith increasing n:
'or & 6 / 6 1
the sequence alternates in sign, but decreases in magnitude. 'or 2/2 7 & the sequence
gro(s in magnitude as n increases. A sinusoidal sequence
has the form
%he frequency of this complex sinusoid is 81, and is measured in radians per sample. %he
phase of the signal is . %he index n is al(ays an integer. %his leads to some important
di/erences bet(een the properties of discrete-time and continuous-time complex
exponentials: 3onsider the complex exponential (ith frequency
%hus the sequence for the
complex exponential (ith frequency is exactly the same as that for the
complex exponential (ith frequency ,ore generally, complex exponential sequences
(ith frequencies (here r is an integer, are indistinguishable
from one another. 0imilarly, for sinusoidal sequences
n the continuous-time case, sinusoidal and complex exponential sequences are al(ays
periodic. Discrete-time sequences are periodic "(ith period 9# if x[n] $ x[n : 9] for all
n:
%hus the discrete-time sinusoid is only periodic if
(hich requires that
%he same condition is required for the complex exponential
sequence to be periodic. %he t(o factors 2ust described can be combined to
reach the conclusion that there are only 9 distinguishable frequencies for (hich the
corresponding sequences are periodic (ith period 9. ;ne such set is
Discrete-time systems
A discrete-time system is de/ned as a transformation or mapping operator that maps an
input signal x[n] to an output signal y[n]. %his can be denoted as
5xample: deal delay
Memoryless systems
A system is memoryless if the output y[n] depends only on x[n] at the
same n. 'or example, y[n] $ "x[n]#< is memoryless, but the ideal delay
Linear systems
A system is linear if the principle of superposition applies. %hus if y&[n]
is the response of the system to the input x&[n], and y<[n] the response
to x<[n], then linearity implies
Additivity:
Scaling:
%hese properties combine to form the general principle of superposition
n all cases a and b are arbitrary constants. %his property generalises to many inputs, so
the response of a linear
system to
Time-invariant systems
A system is time in!ariant if a time shift or delay of the input sequence
causes a corresponding shift in the output sequence. %hat is, if y[n] is the response to
x[n], then y[n -n1] is the response to x[n -n1].
'or example, the accumulator system
is time in!ariant, but the compressor system
for , a positi!e integer "(hich selects e!ery ,th sample from a sequence# is not.
Causality
A system is causal if the output at n depends only on the input at n
and earlier inputs. 'or example, the bac4(ard difference system
is causal, but the for(ard difference system
is not.
Stability
A system is stable if e!ery bounded input sequence produces a bounded
output sequence:
x[n]
is an example of an unbounded system, since its response to the unit
(hich has no /nite upper bound.

Linear time-invariant systems
If the linearity property is combined (ith the representation of a general sequence as a
linear combination of delayed impulses, then it follo(s that a linear time-in!ariant "-%#
system can be completely characterised by its impulse response. 0uppose h4[n] is the
response of a linear system to the impulse h[n -4]
at n $ 4. 0ince
f the system is additionally time in!ariant, then the response to /[n -4] is h[n -4]. %he
pre!ious equation then becomes
%his expression is called the con!olution sum. %herefore, a -% system has the property
that gi!en h[n], (e can /nd y[n] for any input x[n]. Alternati!ely, y[n] is the con!olution
of x[n] (ith h[n], denoted as follo(s:
%he pre!ious deri!ation suggests the interpretation that the input sample at n $ 4,
represented by is transformed by the system into an output sequence
. 'or each 4, these sequences are superimposed to yield the o!erall output
sequence: A slightly di/erent interpretation, ho(e!er, leads to a on!enient computational
form: the nth !alue of the output, namely y[n], is obtained by multiplying the input
sequence "expressed as a function of 4# by the sequence (ith !alues h[n-4], and then
summing all the !alues of the products x[4]h[n-4]. %he 4ey to this method is in
understanding ho( to form the sequence h[n -4] for all !alues of n of interest. %o this
end, note that h[n -4] $ h[- "4 -n#]. %he sequence h[-4] is seen to be equi!alent to the
sequence h[4] reected around the origin
0ince the sequences are non-
o!erlapping for all negati!e n, the output must be =ero y[n] $ 1> n 6 1:

%he Discrete 'ourier %ransform
%he discrete-time 'ourier transform "D%'%# of a sequence is a continuous function of 8,
and repeats (ith period </. n practice (e usually (ant to obtain the 'ourier components
using digital computation, and can only e!aluate them for a discrete set of frequencies.
%he discrete 'ourier transform "D'%# pro!ides a means for achie!ing this. %he D'% is
itself a sequence, and it corresponds roughly to samples, equally spaced in frequency, of
the 'ourier transform of the signal. %he discrete 'ourier transform of a length 9 signal
x[n], n $ 1> &> : : : >9 -& is gi!en by
An important property of the D'% is that it is cyclic, (ith period 9, both in the discrete-
time and discrete-frequency domains. 'or example, for any integer r,
since 0imilarly, it is easy to sho( that x[n : r9] $
x[n], implying periodicity of the synthesis equation. %his is important ? e!en though the
D'% only depends on samples in the inter!al 1 to 9 -&, it is implicitly assumed that the
signals repeat (ith period 9 in both the time and frequency domains. %o this end, it is
sometimes useful to de/ne the periodic extension of the signal x[n] to be %o this end, it is
sometimes useful to de/ne the periodic extension of the signal x[n] to be x[n] $ x[n mod
9] $ x[""n##9]: Here n mod 9 and ""n##9 are ta4en to mean n modulo 9, (hich has the
!alue of the remainder after n is di!ided by 9. Alternati!ely, if n is (ritten in the form n
$ 49 : l for 1 6 l 6 9, then n mod 9 $ ""n##9 $ l:
t is sometimes better to reason in terms of these periodic extensions (hen dealing (ith
the D'%. 0pecifically, if @[4] is the D'% of x[n], then the in!erse D'% of @[4] is Ax[n].
%he signals x[n] and Ax[n] are identical o!er the inter!al 1 to 9 &, but may differ
outside of this range. 0imilar statements can be made regarding the transform @f[4].
Broperties of the D'%
,any of the properties of the D'% are analogous to those of the discrete-time 'ourier
transform, (ith the notable exception that all shifts in!ol!ed must be considered to be
circular, or modulo 9. Defining the D'% pairs and
-inear con!olution of t(o finite-length sequences 3onsider a sequence x&[n] (ith length
- points, and x<[n] (ith length B points. %he linear con!olution of the sequences,
%herefore - : B & is the maximum length of xC[n] resulting from the
linear con!olution. %he 9-point circular con!olution of x&[n] and x<[n] is
t is easy to see that the circular con!olution product (ill be equal to the linear
on!olution product on the inter!al 1 to 9 & as long as (e choose 9 - - : B :&. %he
process of augmenting a sequence (ith =eros to ma4e it of a required length is called =ero
padding.
'ast 'ourier transforms
%he (idespread application of the D'% to con!olution and spectrum analysis is due to the
existence of fast algorithms for its implementation. %he class of methods are referred to
as fast 'ourier transforms "''%s#. 3onsider a direct implementation of an D-point D'%:
f the factors ha!e been calculated in ad!ance "and perhaps stored in a loo4up
table#, then the calculation of @[4] for each !alue of 4 requires D complex multiplications
and E complex additions. %he D-point D'% therefore requires D F D multiplications and DF
E additions. 'or an 9-point D'% these become 9< and 9"9 - &# respecti!ely. f 9 $
&1<G, then approximately one million complex multiplications and one million complex
additions are required. %he 4ey to reducing the computational complexity lies in the
obser!ation that the same !alues of x[n] are efecti!ely calculated many times as
the computation proceeds ? particularly if the transform is long. %he con!entional
decomposition in!ol!es decimation-in-time, (here at each stage a 9-point transform is
decomposed into t(o 9$<-point transforms. %hat is, @[4] can be (ritten as @[4] $9
%he original 9-point D'% can therefore be expressed in terms of t(o 9$<-point D'%s.
%he 9$<-point transforms can again be decomposed, and the process repeated until only
<-point transforms remain. n general this requires log<9 stages of decomposition. 0ince
each stage requires approximately 9 complex multiplications, the complexity of the
resulting algorithm is of the order of 9 log< 9. %he difference bet(een 9< and 9 log< 9
complex multiplications can become considerable for large !alues of 9. 'or example, if
9 $ <1GD then 9<$"9 log< 9# / <11. %here are numerous !ariations of ''% algorithms,
and all exploit the basic redundancy in the computation of the D'%. n almost all cases an
;f the shelf implementation of the ''% (ill be sufficient ? there is seldom any reason to
implement a ''% yourself.
0 ome forms of digital filters are more appropriate than others (hen real-(orld effects
are considered. %his article loo4s at the effects of finite (ord length and suggests that
some implementation forms are less susceptible to the errors that finite (ord length
effects introduce.
n articles about digital signal processing "D0B# and digital filter design, one thing H!e
noticed is that after an in-depth de!elopment of the filter design, the implementation is
often 2ust gi!en a passing nod. Ieferences abound concerning digital filter design, but
surprisingly fe( deal (ith implementation. %he implementation of a digital filter can ta4e
many forms. 0ome forms are more appropriate than others (hen !arious real-(orld
effects are considered. %his article examines the effects of finite (ord length. t suggests
that certain implementation forms are less susceptible than others to the errors introduced
by finite (ord length effects.