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# Chapter 2Discrete-Time Signals and Systems

2.0 INTORDUCTION

## Signals convey information about the state or behavior of a physical system.

Signals are synthesized for the purpose of communicating information between humans or between
humans and machines.

-

## According to the representation of independent variables, signals are classified as

-

Continuous-time signals
-

## Signals are defined along a continuum of time

Analog Signals

Discrete-time signals
-

## According to the representation of signal amplitude, signals are classified as

-

Continuous amplitude

Discrete amplitude
-

Digital signals are those for which both time and amplitude are discrete.

## Signal-processing systems may be classified as

-

Continuous-time systems
-

Discrete-time systems
-

Digital system
-

## Both the input and the output are digital signal.

The theory of discrete-time signals and systems is useful for digital signals and systems, particularly if the
signal amplitudes are finely quantized.

## Representation of discrete-time signals

x x n , x n xa nT , - n
-

## T Sampling period ( f 1 T is the sampling frequency)

xa t Analog signal

## x x n A sequence of numbers x . x is the set of x n

x n is defined only for integer values of n. It is not correct to think of x n as being zero when n is
not an integer.

-

Real exponential

Sinusoidal

## Unit sample sequence (Impulse sequence)

-

Mathematical representation
1, n 0
0, n 0

n
-

x n

(2.3)

x[k ] n - k

(2.5)

1, n 0
0, n 0

(2.6)

k -

## Unit step sequence

-

Mathematical representation
u n

## According to eq.(2.5), the relation between u n and n are

k -

k 0

1 u n u[k ] n - k n - k
2 Let m n - k ,
-

u n m
mn

(2.8b)
(2.7)

k -

3 n u n - u n -1

(2.9)

x n A n

(2.10)

Exponential sequences
-

Mathematical representation

(2.11)

A A e j , e j0
x n A n A e
n

x n A

j 0 n

or

cos n j sin n
0

## If 1 , the sequence oscillates with exponential growing envelope.

If 1 , the real and imaginary parts vary sinusoidally with n. See Eq.(2.12).

## 0 frequency, (unitradians or radians per sample)

phase
x n A e

j 0 n

A cos 0 n j sin 0 n

(2.12)

Sinusoidal sequences
-

Mathematical representation
x n A cos 0 n

-

## Periodic in frequency domain

Complex exponential and sinusoidal sequences with frequencies 0 2 r , where r is an integer,
are indistinguishable from one another. It is because that n is always an integer in Eq.(2.12) and Eq.
(2.14). Eq.(2.13) and Eq.(2.14) verify it. Note that continuous-time signals dont have this property.
j 2 r n
j n
j 2 rn
j n
x n A e 0
A e 0 e A e 0

-

(2.13)
(2.14)

## Periodic in time domain

In the continuous-time case, a sinusoidal signal and complex exponential signal are both periodic
in time with the periodic equal to 2 divide by the frequency. In the discrete-time case,
x n x n N , for all n then

(2.15)

A cos 0 n A cos 0 n 0 N

(2.16)

e j0n e j0 n e j0 N

(2.18)

## which requires that

0 N 2 k , k Z
(2.17)
2
2
In Eq.(2.17), the relation N k
should be satisfied. If
is not a rational number, a valid N
0
0
wouldnt be found.
-

Distinguishable frequencies
Combine Eq.(2.17) and the fact that 0 and 0 2 r are indistinguishable frequencies, it can
only find N distinguishable frequencies in a discrete-time sequence with periodic N. One set of

frequencies is

2
k , k 0,1,..., N -1
N

(2.17b)

## High and low frequencies

-

In continuous-time signals, increasing frequency make the signal oscillate more rapidly.

## In discrete-time sequences, by the fact that 0 and 0 2 r are indistinguishable frequencies, we

only consider frequencies in an interval of length 2 typically 0 2 or - . in the
vicinity of 2 r are referred to as low frequencies, and in the vicinity of 2 r are referred
to as high frequencies.

## 2.2 DISCRETE-TIME SYSTEMS

A discrete-time system is defined as a transformation that maps an input sequence x n into an output

sequence y n .
(2.19)

y n T x n
x[n]

T{}

y[n]

Fig 2.6

System properties
-

Memoryless Systems
y n at every value of n is depends only on the x n at the same value of n .

## Linear SystemsDefined by principle of superposition.

T ax1 n bx2 n aT x1 n bT x2 n

(2.24)

Time-invariant Systems
y n - n0 T x n - n0

## CausalityOutput y n0 only dependants on input x n where n n0 .

Stability (BIBO stable) Bound-input sequence causes bound-output sequence. All inputs must hold
the BIBO property.

## A system which is linear and time-invariant is called a LTI system.

Convolution Sum
1.

n - k

h n

k -

k -

n 1

h-1 n

n - 0

h0 n

n -1

2.

System

x
k

n
k

x k hk n
k
-
k -

x -1 n 1
x 0 n - 0
x 1 n -1

3.

h1 n

x k n - k

k -

x k h n - k

k -

x -1 h-1 n
Linear
System

x 0 h0 n
x 1 h1 n

Q hk n h0 n - k h n - k

(2.43,44)

x -1 n 1

x -1 h n 1

x 0 n - 0

x 0 h n - 0

x 1 n -1

4.

LTI System

x 1 h n -1

x
k

n
k

x
k
h
n
k

h k x n - k

k -
k 0
k -

x -1 n 1
x 0 n - 0

x -1 h n 1
Causal,
LTI System

x n 0

x 0 h n - 0
x n h 0

5.

x n x k n - k
k 0

x k n - k

## , then the convolution sum is

k 0

y n x n h n
6.

y n T

x k h n - k , for all n

(2.49)

k -

h n Impulse response

## The properties are defined by the properties of discrete-time convolution, it follows

-

Commutative property
x n h n h n x n

(2.60)

Distributive property
x n h1 n h2 n x n h1 n x n h2 n

(2.62)

Associative property
(2.63)

x n h n h n x n h n h n
1

Block Structure
-

h1 n
x n

y n

h2 n

x n

h1 n h2 n

x n

h1 n

x n

h2 n

h1 n h2 n

y n

y n

h k

(2.67)

h n 0, n 0

(2.72)

Bh

y n

k -

h n hi n n

(2.72)

## 2.5 LINEAR CONSTANT-COEFFICIENT DIFFERENCE EQUATIONS

Input x n and output y n satisfy an Nth-order linear constant-coefficient (LCC) difference equation
N

k 0

m0

ak y n - k bm x n - m

(2.72)

-

b
y n m x n - m
m 0 a0
M

bm
M
bm
, n 0,1,..., M .
h n n - m a0
m 0 a0

otherwise.
0,

(2.101)

(2.102)

-

-

## Forward recurrence methodgenerate y n for n 0

M

a
y n - k y n - k
a0
k 1
m 0
given y -1 , y -2 ,..., y - N
N

b m
x n - m
a0

(2.99)

can get y 0

...
-

## Backward recurrence methodgenerate y n for n - N

M
b
a
y n - N - k y n - k m x n - m
aN
k 0
m 0 a
N
given y -1 , y -2 ,..., y - N can get y - N -1
N -1

(2.100)

...

1.

Z transform

2.

## SIGNALS AND SYSTEMS

Introduction
-

Sinusoidal and complex exponential sequences play a particular important role in representing
discrete-time signals. Its because that
-

## Complex exponential sequences are eigenfunctions of LTI systems.

The response of to a sinusoidal input is sinusoidal with the same frequency as the input and with
amplitude and phase only determined by the system.

## 2.6.1 Eigenfunctions for LTI Systems

-

j n
IF input a complex exponential sequence x n e to a LTI system with impulse response h n ,

y n

h k x n - k

k -

H e j

h k e

- j k

k -

h k e

j n - k

k -

e j n h k e - j k e jn H e j , then

(2.103)

k -

H R e j jH I e j H e j e

jH e j

(2.104)

j
Eq.(2.103) shows that e j n is an eigenfunction of the system, and associated eigenvalue is H e .

## H e j is called frequency response, it describes the change in complex amplitude of x n as a

function of the frequency .

x n ak e jk n

(2.111)

## and by superposition property the output is

y n ak H e jk e jk n
k

(2.111)

j
Further more, H e is a periodic function of frequency variable with period 2 (see Eq.

(2.17b))..

## 2.6.2 Suddenly Applied Complex Exponential Inputs

-

The input is
x n e j nu n
and the output of a causal LTI system is

(2.125)

x k h n - k

y n

Q causal system

(2.125)

k -
n

e j k h n - k

Q x k 0, k 0

k 0

h k e

- j k

j n
e

h k e

- j k

j n

k 0

yss n H e

h k e

- j k

k n 1

h k e

j n
e

- j k

k n 1

j n
e

j n

yt n -

H e j e j n -
j

Q change of variable

k 0

h k e

- j k

k n 1

j n
e

-

yt n
1.

h k e

- j k

k n 1

e jn

k n 1

k 0

h k h k

(2.128)

## If h n has finite length (FIR), say 0 n M , then yt n approach zero when n M -1

yss n yt n , 0 n M -1

y n

yss n

2.

, n M -1

If h n has infinite length (IIR), then for a stable system with a bounded h n

yt n h k

(2.129)

k 0

-

y n e j n u n

(2.125)

-

## A periodic discrete-time sequence with period N

x n ak e

jk0 n

ae

x n

k N

ak e

jk

2
n
N

ak e

k N

jk

2
n
N

k N

ak*e

- jk

2
n
N

k N

a-*k e

jk

2
n
N

*
If x n is real sequence, x n x n , then ak satisfy conjugate symmetry property.

k N

2
n
N

The conjugate of x n

k N

jk

ak e

jk

2
n
N

k N

a-*k e

jk

2
n
N

ak a-*k or a- k ak*

## A real x n with odd periodic N becomes

x n

N /2

k - N /2

ak e

N /2

jk

2
n
N

a0 ak e

2
n
N

jk

-1

k 1

k - N /2

ak e

jk

2
n
N

N /2

a0 a k e

jk

2
n
N

k 1

N /2

a-k e

- jk

k 1

2
- jk n

*
N
a0 ak e
a- k e

a
e

a
e

0
k
k
k 1
k

*
2
2
2
N /2
N /2
jk
n
jk
n
jk n

N
N
N
a0 ak e
ak e
a0 2 Re ak e

k 1
k 1

N /2

2
jk
n
N

2
- jk
n
N

N /2

2
jk
n
N

Let ak Ak e j , then

N /2

j
x n a0 2 Re Ak e
k 1

## Let ak Bk jCk , then

n
N

N /2

2

a0 2 Ak cos k
n
N

k 1

2
n
N

N /2

x n a0 2 Re Bk jCk e
k 1

jk

2
n
N

N /2

2
2

a0 2 Re Bk jCk cos k
n sin k
n
N
N

k 1

N /2

2
2

a0 2 Bk cos k
n - Ck sin k
n
N
N

k 1

## A real x n with even periodic N becomes

(skip)
Find ak
Q

jk

2
n
N

n N

x n e

- jr

2
n
N

N , k 0, N , 2 N ,...
otherwise
0,

ae

k N

x n e

2
- jr
n
N

n N

- jr

x n e

- jr

n N

k N
2
n
N

ae

ak

multiply e

2
2
jk
n - jr
n
N
N

j k -r

2
n
N

1
N

n N

2
n
N

on two side

## summantion on two side

a N,

k - r 0, N , 2 N ,...

0,

otherwise

k N

n N

ar N ar

- jr

x n e

- jr

2
n
N

x n

k N

1
ak
N

2
n
N

2
2
n - jr
n
N
N

n N k N

x n e

n N

jk

ak e

jk

2
n
N

x n e

- jk

2
n
N

n N

-

## -N1 n N 2 . Construct a periodic discrete-time sequence x%

n with period N , and let x n be x% n

in one periodic. As N , x%
n will equal to x n .

x%
n

k N

1
ak
N

1
N

x% n e
N2

n - N 1

2
n
N

1
N

N2

- jk

2
n
N

- jk

2
n
N

x% n e

n- N 1

n -

x n e

x n e

- j n

thus

n-

then
1
N

jk 2 jk 2 n
X e N e N

k N

0
2

X e e
jk 0

jk 0 n

k N

1
2

X e e
jk 0

jk 0n

k N

when 0 0
x%
n

1
2

X e j e j n d

## so the discrete-time Fourier transform pair is

x n

1
2

X e j

X e j e j n d

x n e

- j n

n -

j
Let X e in polar form

X e j X e j e
-

2
n
N

- jk

- jk

x n e

1
X e jk0
N

x%
n

2
n
N

Define function

ak

jk

n N

X e j

ak e

(2.125)

j X e j

j
If x n is absolutely summable, then X e exists.

X e j

n -

x n e- jn

x n

(2.125)

n -

## Periodic discrete-time sequence Fourier transform

-

A periodic discrete-time sequence can be represented by Fourier series, and it is a subset of Fourier

j n
transform. Consider a periodic sequence x n e 0 , its Fourier transform is

x n e j0 n

X e j

DTFT

2 -

l -

- 2 l

## we perform inverse Fourier transform to verify Eq.(2.125)

x n
-

1
2

2 -
2

l -

- 2 l e jn d - 0 e jn d e j0 n
2

ak e jk0 n is
Therefore, the Fourier transform of x n k
N
x n ak e jk0n
x n

k N

ak e jk0 n

X e j

DTFT

X e j

DTFT

2 a - k

l -

l - k N

- 2 l

2 ak - k0- 2 l

2 a - k

k -

(skip)

(skip)

-

## 2.9.5 Parsevals Theorm

X e j

x n
DTFT
E

x n

X e j

DTFT

n -

1
2

X e j d
2

is called the energy density spectrum, it determines how the energy is distributed in

(skip)

Random variable
-

1.

2.

mean mX X

nP n , where

n -

3.

n P n
2

n -

Random sequence
-

2
correlation X X

## Define a discrete-time random sequence X n with

1.

mean mX n X n

2.

auto-correlation X n, k X n X n k

3.

2
average power X n X n X n X n, 0 X 0

-

## Define a discrete-time stationary random sequence X n with

1.

mean mX n mX

mX n X n
2.

nP n nP n m
Xn

n -

n-

X0

X0

mX

auto-correlation X n, k X 0, k X k

X n, k X n X n k

n1 - n2 -

n1n2 PX n , X nk n1 , n2

nn P

n1 - n2 -

1 2

X0 , X k

n1 , n2 X 0, k X k

## LTI system random process

-

If input x n is real sample sequence of a stationary discrete-time random process X n , the output

## y n of a LTI system is also a stationary discrete-time random process.

y n

h k x n - k

k -

y n with

1.

j0
mean my mx h k H e mx
k -

my my n y n

h k x n - k

k -

k -

k -

h k m x mx h k

(2.184)

auto-correlation yy k h l

2.

l -

h r k l - r
xx

r -

yy n, k y n y n k

h l x n - l h r x n k - r
r -

l -

h l h r x n - l x n k - r

l -

r -

l -

r -

h l h r x n - l x n k - r
h l

l -

yy k

h r k l - r
xx

r -

auto-correlation xy k

3.

h r k - r
xx

r -

xy n, k x n y n k x n

h r x n x n k - r

r -

4.

h r x n k - r

r -

h r k - r k
xx

r -

xy

rewrite yy k

yy k h l xy k l
l -

5.

in block diagram
chh l

xx k

6.

xy k

h n

h -n

yy k

## c yy l is called deterministic autocorrelation sequence or , autocorrelation sequence of h n

c yy l h k h -k

h k h l k , then

(2.188)

l -

(2.187)

yy k chh l xx k - l
l -

7.

## Fourier transform on Eq.(2.187) and Eq.(2.188)

Chh e j H e j H * e j H e j

(2.189)

yy e j Chh e j xx e j H e j xx e j
2

(2.190)

8.

y 2 n yy 0

1
2
1

yy e j d

Q By F.T. yy n

H e j xx e j d

Q By Eq.(2.190)

1
2

(2.192)

yy e j e j n d