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Note Set #7

D-T Systems: Recursive Solution of Difference Equations Reading Assignment: Section 2.3 of Kamen and Heck

The arrows here show conceptual flow between ideas. Note the parallel structure between the pink blocks (C-T Freq. Analysis) and the blue blocks (D-T Freq. Analysis). New Signal Models

Ch. 1 Intro

C-T Signal Model Functions on Real Line System Properties LTI Causal Etc D-T Signal Model Functions on Integers

Fourier Series Periodic Signals Fourier Transform (CTFT) Non-Periodic Signals

Frequency Response Based on Fourier Transform

Transfer Function

C-T System Model Differential Equations D-T Signal Model Difference Equations Zero-State Response Zero-Input Response Characteristic Eq.

Ch. 2 Convolution

C-T System Model Convolution Integral D-T Signal Model Convolution Sum

DTFT (for Hand Analysis) DFT & FFT (for Computer Analysis)

Freq. Response for DT Based on DTFT

Transfer Function

We saw that Differential Equations model C-T systems D-T systems are modeled by Difference Equations.

The quotes are used here because we arent really modeling some existing system with difference equations but rather building a desired system with difference equations. So in that sense, difference equations arent just models they are the system.

The difference between these two index values is the order of the difference eq. Here we have: n (n N) = N

Although Difference Equations are quite different from Differential Equations, the methods for solving them are remarkably similar. Well study such analytic methods later. Here well look at a numerical way to solve Difference Equations. This method is called Recursion and it is actually used to implement (or build) many D-T systems, which is the main advantage of the recursive method. The disadvantage of the recursive method is that it doesnt provide a so-called closed-form solution in other words, you dont get an equation that describes the output (you get a finiteduration sequence of numbers that shows part of the output). Later well see how to get closed-form solutions such solutions give engineers keen insight needed to perform design and analysis tasks.

Solution by Recursion

But, for computer processing it is possible to recursively solve (i.e. compute) a numerical solution. In fact, this is how D-T systems are implemented (i.e. built!) We can re-write any linear, constant-coefficient difference equation in recursive form. Here is the form weve already seen for an Nth order difference:

Re-Write As:

i =1 i =0

i =1 i =0

The key to Recursive Form is that you have the current output y[n] in terms of past outputs y[n - i]

Note: sometimes it is necessary to re-index a difference equation using n+kn to get this form as shown below. Here is a slightly different form but it is still a difference equation:

If you isolate y[n] here you will get the current output value in terms of future output values (Try It!) We dont want that! So in general we start with the Most Advanced output sample here it is y[n+2] and re-index it to get only n (of course we also have to reindex everything else in the equation to maintain an equation): So here we need to subtract 2 from each sample argument:

Now we can put this into recursive form as before.

y[n] 1.5 y[n 1] + y[n 2] = 2 x[n 2]

For Recursive Form:

n -2 -1 0 1 2 3 x[n]=u[n] 0 0 1 1 1 1

y[n] 2 1 1st: Fill in Input (Unit Step here) 2nd: Put ICs Here 3rd: Compute n=0 Output y[0]=1.5y[-1] y[-2] + 2x[-2] 4th: Compute n=1 Output y[1]=1.5y[0] y[-1] + 2x[-1] Etc.

1.5 1 2 + 2 0 = 0.5

1.5 (0.5) 1 + 2 0 = 1.75

-.0125 3.563

We can write a simple matlab routine to implement this difference equation y[n] = 1.5 y[ n 1] y[n 2] + 2 x[n 2]

There is a more general version of this code on the Books web page.

x is a vector of input samples (from our table-based solution we see that we need the vector x to start at n = -2) y_ics is 1x2 vector holding the 2 ICs y will be the returned vector holding the output samples Each time through the for-loop we compute the output value according to the recursive form of the difference equation

The trickiest part of getting this code right is getting the indexing right!!! Mathematical indexing used in difference equations is zero-origin and allows negative indices. Matlab indexing is one-origin and does NOT allow negative indexing. The k in the code is related to the math index n according to: k = n+3 Thus, when we first enter the loop we are computing for k=3 or n = 0 function y = recur_2(x,y_ics); y(1) = y_ics(1); y(2) = y_ics(2); for k=3:(length(x)+2) y(k)=1.5*y(k-1)-y(k-2)+2*x(k-2) end We already have filled the first two elements of the output vector so we put y[0] into the 3rd position, etc. Store y[-2] in k=1 position of vector Store y[-1] in k=2 position of vector We must continue the loop until the last input value is used since we use x(k-2) in the recursion we need to stop our for-loop at length(x)+2. That way when we go through the last loop (i.e., k = length(x)+2) well index x using k-2 = length(x) which grabs the last element in the input vector x

We could use these ideas to implement this D-T system on a computer although for real-time operation we would not use matlab, we likely would write the code using C or assembly language. Also we probably wouldnt implement this on a general microprocessor like those used in desktop or laptop computers. We would implement it in a microcontroller for simple applications but for high-performance signal processing applications (like for radar and sonar, etc.) we would use a special DSP microprocessor.

x[n]

Computer Running Recursion code

y[n]

This is a S/W implementation of the D-T system. It is also possible to build dedicated digital H/W to implement it.

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