2.0 INTORDUCTION
Signals are synthesized for the purpose of communicating information between humans or between
humans and machines.
Continuoustime signals

Analog Signals
Discretetime signals

Continuous amplitude
Discrete amplitude

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

Discretetime systems

Digital system

The theory of discretetime signals and systems is useful for digital signals and systems, particularly if the
signal amplitudes are finely quantized.
x x n , x n xa nT ,  n

xa t Analog signal
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
Mathematical representation
1, n 0
0, n 0
n

(2.3)
x[k ] n  k
(2.5)
1, n 0
0, n 0
(2.6)
k 
Mathematical representation
u n
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
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 real and imaginary parts vary sinusoidally with n. See Eq.(2.12).
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
(2.13)
(2.14)
(2.15)
A cos 0 n A cos 0 n 0 N
(2.16)
e j0n e j0 n e j0 N
(2.18)
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 discretetime sequence with periodic N. One set of
frequencies is
2
k , k 0,1,..., N 1
N
(2.17b)
In continuoustime signals, increasing frequency make the signal oscillate more rapidly.
A discretetime 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 .
(2.24)
Timeinvariant Systems
y n  n0 T x n  n0
Stability (BIBO stable) Boundinput sequence causes boundoutput sequence. All inputs must hold
the BIBO property.
Convolution Sum
1.
n  k
h n
k 
k 
n 1
h1 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 h1 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
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
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

y n
h2 n
x n
h1 n h2 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 
(2.72)
Input x n and output y n satisfy an Nthorder linear constantcoefficient (LCC) difference equation
N
k 0
m0
ak y n  k bm x n  m
(2.72)
otherwise.
0,
(2.101)
(2.102)
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
(2.100)
Z transform
2.
Introduction

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

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.
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 .
(2.111)
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))..
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
h k e
 j k
k n 1
e jn
k n 1
k 0
h k h k
(2.128)
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
(2.125)
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*
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
ak 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
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
(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
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
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
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
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 
A periodic discretetime 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
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 
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
Random variable

2.
mean mX X
nP n , where
n 
3.
n P n
2
n 
Random sequence

2
correlation X X
mean mX n X n
2.
autocorrelation X n, k X n X n k
3.
2
average power X n X n X n X n, 0 X 0
mean mX n mX
mX n X n
2.
nP n nP n m
Xn
n 
n
X0
X0
mX
autocorrelation 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
If input x n is real sample sequence of a stationary discretetime random process X n , the output
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)
autocorrelation 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 
autocorrelation 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 h k h k
h k h l k , then
(2.188)
l 
(2.187)
yy k chh l xx k  l
l 
7.
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
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