Discrete Time Signals and Systems

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1
DISCRETE TIME SIGNALS AND SYSTEMS
BY:
DR.AZURA HAMZAH
PROF.SHOZO KOMAKI
PROF.NOZOMU HAMADA
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2
DISCRETE TIME SIGNALS
3
Discrete-time signals:
analog signal
t represents any physical quantity, time in sec.
Discrete signal: discrete-time signal
N is integer valued, represents discrete instances
in times
) (t x
a
) (n x
} ), 1 ( ), 0 ( ), 1 ( , { )} ( { ) ( x x x n x n x = =
4
4
Discrete-time signals:

Time: defined only at discrete values of time: ,
Descriptions: sequences of real or complex
numbers ,
Note A.: it take on values in the continuous
interval ,
Note B.: sampling of analogue signals:
sampling interval, period: ,
sampling rate: number of samples per
second,
sampling frequency (Hz): .

( ) ( ) f nT f n =
T
1/
S
f T =
( ) ( , ) , f n a b for a b e
t nT =
5
SEQUENCES
6
Representation by a Sequence
Concerned with processing signals that are
represented by sequences.
< < = n n x x )}, ( {
1 2
3 4 5 6 7
8 9 10 -1 -2 -3 -4 -5 -6 -7 -8
n
x(n)
7
Important Sequences
Unit-sample sequence o(n)
1 2 3 4 5 6 7 8 9 10 -1 -2 -3 -4 -5 -6 -7 -8
n
o(n)
a discrete-time impulse; or
an impulse
{ } , 0 , 0 , 1 , 0 , 0 ,
0 , 0
0 , 1
) (
|
=
=
=
=
n
n
n o
8
Important Sequences
Unit-step sequence u(n)
1 2 3 4 5 6 7 8 9 10 -1 -2 -3 -4 -5 -6 -7 -8
n
u(n)
Fact:
) 1 ( ) ( ) ( = o n u n u n
{ } , 1 , 1 , 1 , 0 , 0 ,
0 , 0
0 , 1
) (
|
=
<
>
=
n
n
n u
9
Important Sequences
Real exponential sequence
n
A n x o = ) (
1 2 3 4 5 6 7 8 9 10 -1 -2 -3 -4 -5 -6 -7 -8
n
x(n)
. . .
. . .
10
Important Sequences
The exponential sequence
x[n] = A
n
Properties:
If A and are real then x[n] is real.
Moreover if 0<1 & A>0, then the sequence
x[n] is positive and decreasing with increasing
n.
If -10, then the decreasing sequence
values alternate in sign.
11
Important Sequences
Sinusoidal sequence
) cos( ) (
0
| + e = n A n x
n
x(n)
12
The sinusoidal sequence
x[n] = A cos(n+)

frequency of the sequence (in radians).
A is magnitude of the sequence.
is the phase offset (in radians).

Important Sequences
13
Important Sequences
Complex exponential sequence
n j
e n x
) (
0
) (
e + o
=
14
Important Sequences
A sequence x(n) is defined to be periodic
with period N if
N N n x n x all for ) ( ) ( + =
Example: consider
n j
e n x
0
) (
e
=
) ( ) (
0 0 0 0
) (
N n x e e e e n x
n j N j N n j n j
+ = = = =
e e + e e
t = e k N 2
0
0
2
e
t
=
k
N
0
2
e
t must be a rational
number
15
Energy of a Sequence
Energy of a sequence is defined by
| ) ( |
2
=
=
=
n
n
n x E
16
=
=
1
0
2
| ) ( |
1
N
n
x
n x
N
P
Power of a Sequence
Power of a sequence is defined by
17
Operations on Sequences
1)Sum

2)Product

3)Multiplication

)} ( ) ( { n y n x y x + = +
)} ( ) ( { n y n x y x =
)} ( { n x x o = o
18
4) Time-Shift
Delay by n
0
samples
nn-n
0
Advance by n
0
samples
nn+n
0

Example:
[n]
[n-2]
) ( ) (
0
n n x n y =
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Any sequence (digital signal) can be expressed as a weighted sum
of unit sample shifted in time; e.g.,:

In General:

On the other hand:
... ] 3 [ ] 2 [ ] 1 [
] [
] 1 [ ] 2 [ ] 3 [ ... ] [
3 2 1
0
1 2 3
+ + +
+
+ + + + + + + =

n a n a n a
n a
n a n a n a n p
o o o
o
o o o
=
=
k
k n k x n x ] [ ] [ ] [ o
]) [ ( ] [ n x T n y =
20
Sequence Representation Using delay unit
=
o =
k
k n k x n x ) ( ) ( ) (
1
2
3 4 5 6
7
8 9 10 -1 -2 -3 -4 -5 -6 -7 -8
n
x(n)
a
1
a
2 a
7
a
-3
) 7 ( ) 3 ( ) 1 ( ) 3 ( ) (
7 2 1 3
o + o + o + + o =

n a n a n a n a n x
21
0 0
, an integer n n n n + Time shifting
22
5) Time Reversal

Time reversal corresponds to reflection of
the signal along n=0, the time axis (n -n)
Time folding
23
6) Time Scaling
x[n]=u[n] n=0 y[0]=x[0]=1
y[n]=x[n/2] n=1 y[1]=x[1/2] undefined
y[1]=0
n=2 y[2]=x[1]=1

x[n] y[n]
( )
( )
( )
0 0
1
a t t t t
a
o o =
24
Scaling; Signal Compression
n Kn
K an integer > 1
25
CLASSIFICATION OF SYSTEMS
26
Types of Systems
Causal & Non-causal
Linear & Non Linear
Time Variant &Time-invariant
Stable & Unstable
Static & Dynamic
Recursive & Non-recursive Systems

27
1) Causal vs. Non-causal Systems.

Definition.
A system is said to be causal if the output of the system at any time
n (i.e., y(n)) depends only on present and past inputs (i.e., x(n), x(n-
1), x(n-2), ). Output does not depend on the future values of the
input. In mathematical terms, the output of a causal system satisfies
an equation of the form

where is some arbitrary function. If a system does not satisfy
this definition, it is called non-causal.
| |
( ) ( ), ( 1), ( 2), y n F x n x n x n =
[.] F
28
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Examples:
The causal system:

The non-causal system:

0
( ) ( ) ( )
N
k
y n h k x n k
=
=
2
( ) ( ) ( ) y n x n bx n k = +
3
( ) ( 1) ( 1) y n nx n bx n = + +
10
10
( ) ( ) ( )
k
y n h k x n k
=
=

29
2) Linear vs. Non-linear Systems.
A discrete-time system is called linear if only if it satisfies the linear
superposition principle. In the other case, the system is called non-
linear.
Definition. A relaxed system is linear if only if

for any arbitrary input sequences and , and any
arbitrary constants and .
The multiplicative (scaling) property of a linear system:

The additivity property of a linear system:
[.] H
| | | | | |
1 1 2 2 1 1 2 2
( ) ( ) ( ) ( ) H a x n a x n a H x n a H x n + = +
1
( ) x n
2
( ) x n
1
a
2
a
| | | |
1 1 1 1
( ) ( ) H a x n a H x n =
| | | | | |
1 2 1 2
( ) ( ) ( ) ( ) H x n x n H x n H x n + = +
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Examples:
The linear systems:

The non-linear systems:

0
( ) ( ) ( )
N
k
y n h k x n k
=
=
2
( ) ( ) ( ) y n x n bx n k = +
3
( ) ( ) ( 1) y n nx n bx n = +
0
( ) ( ) ( ) ( 1)
N
k
y n h k x n k x n k
=
= +

31
3) Time-Invariant vs. Time-Variant Systems.
A discrete-time system is called time-invariant if its input-output
characteristics do not change with time. In the other case, the
system is called time-variant.
Definition. A relaxed system is time- or shift-invariant if
only if

implies that

for every input signal and every time shift k .

[.] H
( ) ( )
H
x n y n
( ) ( )
H
x n k y n k
( ) x n
| |
( ) ( ) y n H x n
| |
( ) ( ) y n k H x n k
32
Examples:
The time-invariant systems:

The time-variable systems:

3
( ) ( ) ( ) y n x n bx n = +
0
( ) ( ) ( )
N
k
y n h k x n k
=
=
3
( ) ( ) ( 1) y n nx n bx n = +
0
( ) ( ) ( )
N
N n
k
y n h k x n k
=
=

33
33
4) Stable vs. Unstable of Systems.
An arbitrary relaxed system is said to be bounded input - bounded
output (BI BO) stable if and only if every bounded input produces
the bounded output. It means, that there exist some finite numbers
say and , such that

for all n. If for some bounded input sequence x(n) , the output y(n)
is unbounded (infinite), the system is classified as unstable.
x
M
y
M
( ) ( )
x y
x n M y n M s < s <
34
34
Examples:
The stable systems:

The unstable system:

0
( ) ( ) ( )
N
k
y n h k x n k
=
=
2
( ) ( ) 3 ( ) y n x n x n k = +
3
( ) 3 ( 1)
n
y n x n =
35
5) Static vs. Dynamic Systems.
A discrete-time system is called static or memoryless if its output
at any time instant n depends on the input sample at the same time,
but not on the past or future samples of the input. In the other case,
the system is said to be dynamic or to have memory.
If the output of a system at time n is completely determined by the
input samples in the interval from n-N to n ( ), the system is
said to have memory of duration N.
If , the system is static or memoryless.
If , the system is said to have finite memory.
If , the system is said to have infinite memory.
0 N >
0 N =
0 N < <
N
36
Examples:
The static (memoryless) systems:

The dynamic systems with finite memory:

The dynamic system with infinite memory:

3
( ) ( ) ( ) y n nx n bx n = +
0
( ) ( ) ( )
N
k
y n h k x n k
=
=
0
( ) ( ) ( )
k
y n h k x n k
=
=

37
1. 6) Recursive vs. Non-recursive Systems.

A system whose output y(n) at time n depends on any number of the
past outputs values ( e.g. y(n-1), y(n-2), ), is called a recursive
system. Then, the output of a causal recursive system can be
expressed in general as

where F[.] is some arbitrary function. In contrast, if y(n) at time n
depends only on the present and past inputs

then such a system is called nonrecursive.
| |
( ) ( 1), ( 2), , ( ), ( ), ( 1), , ( ) y n F y n y n y n N x n x n x n M =
| |
( ) ( ), ( 1), , ( ) y n F x n x n x n M =
38
38
Examples:
The nonrecursive system:

The recursive system:

0
( ) ( ) ( )
N
k
y n h k x n k
=
=
0 1
( ) ( ) ( ) ( ) ( )
N N
k k
y n b k x n k a k y n k
= =
=

39
DISCRETE TIME SYSTEMS
40
Discrete-Time System
A discrete-time system is a device or algorithm that
operates on a discrete-time signal called the input or
excitation (e.g. x(n)), according to some rule (e.g. T{.})
to produce another discrete-time signal called the
output or response (e.g. y(n)).
A discretetime system can be thought of as a
transformation T(x) of an input sequence to an output
sequence:

y[n] = T{x[n]}
T{}
x[n] y[n]
41
If T{x} is restricted to have properties
of

Linearity, and
Time invariance,

Then the system is referred to as linear
time-invariant (LTI) system.

42
Definition of LTI systems.
x
1
[n] and x
2
[n] inputs to a discrete-time
system.
a & b, arbitrary constants, then
The system is linear if and only if:

T{ax
1
[n] + bx
2
[n]} = aT{x
1
[n]} + bT{x
2
[n]}

Principle of superposition.
43
Principle of Superposition.
T{ax
1
[n] + bx
2
[n]} = aT{x
1
[n]} + bT{x
2
[n]}
x
1
x
2
a

b

T{}
y= T{ax
1
[n] + bx
2
[n]}
ax
1
[n] + bx
2
[n]
x
1
x
2
T{}
T{}
a

b

bT{x
2
[n]}
y= aT{x
1
[n]}+bT{x
2
[n]}
aT{x
1
[n]}
44
Properties of LTI Systems .
h
1
[n] h
2
[n] x[n] y[n]
h
2
[n] h
1
[n] x[n] y[n]
h
1
[n]*h
2
[n] x[n] y[n]
h
2
[n]*h
1
[n] x[n] y[n]
h1[n]
h
2
[n]
x[n]
y[n]
h
1
[n]+h
2
[n] x[n] y[n]
h
2
[n]+h
1
[n] x[n] y[n]
45
CONVOLUTION
46

LTI system is completely characterized by its
impulse response h[n]:
Impulse response is defined as the systems
response to a unit sample (or impulse).
* denotes the convolution operator.
] [ * ] [ ] [
] [ ] [ ] [
n h n x n y
k n h k x n y
k
=
=

=
Convolution
47
| |
. H
LTI system
unit impulse
( ) n o
| |
( ) ( ) h n H n o =
impulse response
LTI system description by convolution (convolution sum):

( ) ( ) ( ) ( ) ( ) ( ) * ( ) ( ) * ( )
k k
y n h k x n k x k h n k h n x n x n h n

= =
= = = =

Impulse Response and Convolution
48
By applying Superposition Principle and Linear Time
Invariance we can derive expression that defines
convolution:
( )

=
= =
= = =
k k
k k
k n h k x k n T k x n y
k n k x T k n k x T n x T n y
] [ ] [ ]) [ ( ] [ ] [
] [ ] [ ) ] [ ] [ ( ]) [ ( ] [
o
o o
Convolution
49
Convolution Sum
T [ ]
o(n)
h(n)
x(n)
y(n)
) ( * ) ( ) ( ) ( ) ( n h n x k n h k x n y
k
= =

=

convolution
A linear shift-invariant system is completely
characterized by its impulse response.
50
Properties of Convolution Math
) ( * ) ( ) ( ) ( ) ( n h n x k n h k x n y
k
= =

=
) ( * ) ( ) ( ) ( ) ( n x n h k n x k h n y
k
= =

=
) ( * ) ( ) ( * ) ( n x n h n h n x =
51
h
1
(n)
x(n)
h
2
(n)
y(n)
h
2
(n)
x(n)
h
1
(n)
y(n)
h
1
(n)*h
2
(n)
x(n) y(n)
These systems are identical.
52
h
1
(n)+h
2
(n)
x(n) y(n)
These two systems are identical.
h
1
(n)
x(n)
h
2
(n)
y(n)
+
53
Properties of Convolution

Commutative Property
] [ * ] [ ] [ * ] [ n x n h n h n x =
Distributive Property
]) [ * ] [ ( ]) [ * ] [ (
]) [ ] [ ( * ] [
2 1
2 1
n h n x n h n x
n h n h n x
+
= +
Associative Property
] [ * ]) [ * ] [ (
] [ * ]) [ * ] [ (
] [ * ] [ * ] [
1 2
2 1
2 1
n h n h n x
n h n h n x
n h n h n x
=
=
54
Example
0 1 2 3 4 5 6
) ( ) ( ) ( N n u n u n x =
<
>
=
0 0
0
) (
n
n a
n h
n
y(n)=?
0 1 2 3 4 5 6
55
Example
) ( ) ( ) ( * ) ( ) ( k n h k x n h n x n y
k
= =

=
0 1 2 3 4 5 6
k
x(k)
0 1 2 3 4 5 6
k
h(k)
0 1 2 3 4 5 6
k
h(0k)
56
Example
) ( ) ( ) ( * ) ( ) ( k n h k x n h n x n y
k
= =

=
0 1 2 3 4 5 6
k
x(k)
0 1 2 3 4 5 6
k
h(0k)
0 1 2 3 4 5 6
k
h(1k)
compute y(0)
compute y(1)
How to compute y(n)?
57
Example
) ( ) ( ) ( * ) ( ) ( k n h k x n h n x n y
k
= =

=
0 1 2 3 4 5 6
k
x(k)
0 1 2 3 4 5 6
k
h(0k)
0 1 2 3 4 5 6
k
h(1k)
compute y(0)
compute y(1)
How to computer y(n)?
Two conditions have to be considered.
n<N and n>N.
58
Example
) ( ) ( ) ( * ) ( ) ( k n h k x n h n x n y
k
= =

=
1
1
1
) 1 (
0 0
1 1
1
) (

+
=
= = =

a
a a
a
a
a a a a n y
n n
n
n
k
k n
n
k
k n
n < N
n > N
1 1
1
0
1
0
1 1
1
) (

= = =

a
a a
a
a
a a a a n y
N n n N
n
N
k
k n
N
k
k n

Discrete Time Signals and Systems

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www.utm.

my innovative entrepreneurial global

www.utm.my innovative entrepreneurial global

www.utm.my innovative entrepreneurial global

www.utm.my innovative entrepreneurial global

www.utm.my innovative entrepreneurial global

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