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Der-Feng Tseng

Department of Electrical Engineering

National Taiwan University of Science and Technology

(through the courtesy of Prof. Peng-Hua Wang of National Taipei University)

DSP Chapter 2

1 / 61

Outline

1

10

Der-Feng Tseng (NTUST)

DSP Chapter 2

2 / 61

DSP Chapter 2

3 / 61

Definition

A sequence of number x, in which the nth number in the sequence is

denoted x[n] is written as x = {x[n]}, < n < .

If such sequences is obtained from periodic sampling of an analog

signal xa (t) at time nT , we have x[n] = xa (nT ), < n < . T is

called the sampling period, and 1/T is the sampling frequency.

Example In Fig. 2.2, we have duration = 32ms, T = 125s =

0.125ms, and number of samples = 32/0.125 = 256.

DSP Chapter 2

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The unit sample sequence is defined by

(

0, n =

6 0

[n] =

1, n = 0.

Any sequence can be expressed as a sum of scaled, delayed impulse.

The unit step sequence is defined by

(

1, n 0

u[n] =

0, n < 0.

The exponential sequence is x[n] = An .

DSP Chapter 2

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Any sequence can be expressed as a sum of scaled, delayed impulse

p[n] =

p[k][n k]

k=

u[n] =

[n k],

or

u[n] =

n

X

[k]

k=

k=0

Example 2.1 An exponential sequence x[n] that is zero for n < 0 can be

written as x[n] = An u[n].

DSP Chapter 2

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The complex exponential sequence is x[n] = Aej(0 n+) .

The sinusoidal sequence is x[n] = A cos(0 n + ) where 0 is call the

frequency and is called the phase.

Difference between continuous and discrete complex exponentials

fi (t) = eji t : f1 (t) = f2 (t) 1 = 2

xi [n] = eji n : x1 [n] = x2 [n] 1 2 = 2r

where i = 1, 2 and r is an integer.

DSP Chapter 2

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Basic Operations

Delay/shift: x[n n0 ] is delayed sequence of x[n] where n0 is an

integer.

Periodic sequence: x[n] = x[n + N ] where N is the period.

Difference between continuous and discrete complex exponentials

f (t) = ej0 t is periodic with period 2/0

x[n] = ej0 n is periodic with period N if 0 N = 2k

where k is an integer.

cos(3n/8), and x3 [n] = cos(n)?

DSP Chapter 2

8 / 61

DSP Chapter 2

9 / 61

Definition

A system is defined as a transformation or operator that maps an

input x[n] to an output y[n].

y[n] = T {x[n]}

Example 2.3 The ideal delay system is defined by y[n] = x[n nd ] where

nd is a positive integer. If nd < 0, this is a time-advance

system.

Example 2.4 The moving average system is defined by

y[n] = (x[n + M1 ] + x[n + M1 1] + + x[n]

+ x[n 1] + + x[n M2 ]) /(M1 + M2 + 1)

DSP Chapter 2

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Properties 1/4

Memoryless: y[n] depends on only x[n], not x[n n0 ] for n0 6= 0.

Example 2.3 y[n] = x[n nd ] is not memoryless unless nd = 0.

Example 2.4 The moving-average system is not memoryless unless

M1 = M2 = 0.

Example 2.5 y[n] = (x[n])2 is memoryless.

DSP Chapter 2

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Properties 2/4

Additivity: T {x1 [n] + x2 [n]} = T {x1 [n]} + T {x2 [n]}.

Homogeneity/scaling: T {ax1 [n]} = aT {x1 [n]}.

A system with additivity but not homogeneity: T {x[n]} = {x[n]}

Linearity/superposition:

T {ax1 [n] + bx2 [n]} = aT {x1 [n]} + bT {x2 [n]}.

Example 2.6 The accumulator is linear

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

n

X

x[k] =

k=

x[n k]

k=0

DSP Chapter 2

12 / 61

Properties 3/4

Time-invariant: If y[n] = T {x[n]} then y[n n0 ] = T {x[n n0 ]}.

Example 2.8 The accumulator is time-invariant.

Example 2.9 The compressor y[n] = x[M n] is not time-invariant where M

is a positive integer.

Causality: y[n] = T {x[n]} depends on only x[n], x[n 1], . . .

Example 2.10 Forward difference y[n] = x[n + 1] x[n] is not causal.

Backward difference y[n] = x[n] x[n 1] is causal.

DSP Chapter 2

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Properties 4/4

BIBO stability: Every bounded input sequence produce a bounded

output sequence.

Example 2.11 The accumulator is not stable.

DSP Chapter 2

14 / 61

DSP Chapter 2

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LTI Systems

Linear time-invariant (LTI) system.

If a system y[n] = T {x[n]} is LTI, then it can be characterized by

h[n] = T {[n]} in the sense

y[n] =

k=

The above equation is called the convolution sum. h[n] is called the

impulse response of the system.

DSP Chapter 2

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Proof of Convolution

y[n] = T {x[n]}

)

(

X

x[k][n k]

=T

(representation)

k=

=

=

k=

(linearity)

x[k]h[n k] (time-invariant)

k=

DSP Chapter 2

17 / 61

Example 2.13

x[n] = an u[n]

X

X

h[k]x[n k]

x[k]h[n k] =

h[n] x[n] =

k=

k=

N

1

X

ank u[n k]

k=0

0,

1an+1

1a ,

nN

+1 1aN ,

a

1a

DSP Chapter 2

n < 0,

0 n N 1,

n > N 1.

18 / 61

Convolution by Tabular

Compute {x[2], x[1], x[0], x[1]} {h[1], h[0], h[1]}.

x2

h1

h1 x2

x1

h0

h1 x1

h0 x2

+

y3

y2

x0

h1

h1 x0

h0 x1

h1 x2

y1

x1

h1 x1

h0 x0

h1 x1

y0

h0 x1

h1 x0

y1

h1 x1

y2

2, 1}.

2, 1}.

Prob. 2.22b Compute {2, 1} {1,

DSP Chapter 2

19 / 61

DSP Chapter 2

20 / 61

Commutative: x[n] h[n] = h[n] x[n]

Distributive: x[n] (h1 [n] + h2 [n]) = x[n] h1 [n] + x[n] h2 [n]

Cascade: h1 [n] h2 [n]

Parallel connection: h1 [n] + h2 [n]

Finite-duration impulse response (FIR) systems have only finite

nonzero impulse response.

Infinite-duration impulse response (IIR) systems have infinite nonzero

impulse response.

Causality: h[n] = 0 for n < 0

DSP Chapter 2

21 / 61

BIBO stability

An LTI system is stable if and only if

|h[k]| = S <

k=

X

h[k]x[n k]

|y[n]| =

X

X

|h[k]| = Mx S

|h[k]||x[n k]| Mx

(b) If BIBO then |h[k]| = S < . If not |h[k]| = S < then not

BIBO. If not |h[k]| = S < then BI not BO.

h [n]

, h[n] 6= 0

|h[n]|

X

X |h[k]|2

y[0] =

x[k]h[k] =

=S

|h[k]|

x[n] =

DSP Chapter 2

22 / 61

Examples 1/2

Example 2.3 Ideal delay system: h[n] = [n nd ] (FIR, stable)

Example 2.4 Moving average

h[n] =

1

([n + M1 ] + [n + M1 2] +

M1 + M2 + 1

+ [n] + [n 1] + + [n M2 ])

Example 2.6 Accumulator

h[n] = [n] + [n 1] + = u[n]

(IIR, not stable)

DSP Chapter 2

23 / 61

Examples 1/2

Example 2.7 w[n] = log10 (|x[n]|) not LTI systems.

Example 2.9 Compressor: y[n] = x[M n] not LTI systems.

Example 2.10 Forward difference: y[n] = [n + 1] [n].

Example 2.10 Backward difference: y[n] = [n] [n 1]. Backward

difference is the inverse system of accumulator.

u[n] ([n] [n 1]) = u[n] u[n 1] = [n]

DSP Chapter 2

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Equations

DSP Chapter 2

25 / 61

An N th-order linear constant-coefficient (LCC) difference equations

N

X

k=0

ak y[n k] =

M

X

bm x[n m]

m=0

y[n] =

n

X

x[k]

k=

system.

M2

X

1

x[n k]

y[n] =

M2 + 1

k=0

DSP Chapter 2

26 / 61

For the difference equation

N

X

ak y[n k] =

M

X

bm x[n m],

m=0

k=0

yh [n] is the solution to x[n] = 0, called the homogeneous solution. The

associated homogeneous equation is

N

X

ak y[n k] = 0.

k=0

DSP Chapter 2

27 / 61

Let y[n] = z n , we have

N

X

ak z k = 0

k=0

yh [n] =

N

X

ak zkn .

k=1

DSP Chapter 2

28 / 61

Example 2.16

Solve y[n] = ay[n 1] + x[n], x[n] = K[n], y[1] = c

Solution. For n 0,

y[0] = ay[1] + x[0] = ac + K

y[1] = ay[0] + x[1] = a(ac + K) = a2 c + aK

For n < 0, y[n 1] = a1 (y[n] x[n]), we have

y[2] = a1 (y[1] x[1]) = a1 c

y[3] = a1 (y[2] x[2]) = a2 c

Therefore, y[n] = an+1 c + Kan u[n].

This system is NOT causal.

This system is NOT linear.

This system is NOT time-invariant.

Der-Feng Tseng (NTUST)

DSP Chapter 2

29 / 61

Initial-Rest Conditions

We can convert an LTI system to an LCC difference equation.

We may not obtain an LTI system from an LCC difference equation.

We may obtain several LTI systems from a LCC difference equation.

Linearity, time invariance, and causality of system will depend on the

auxiliary conditions.

Initial-rest conditions. If x[n] = 0 for n < n0 , then y[n] = 0 for

n < n0 . The system is LTI and causal for initial rest conditions.

DSP Chapter 2

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DSP Chapter 2

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Eigenfunctions

Suppose that an LTI system with impulse response h[n] have its input

x[n] = ejn , < n < , the output

y[n] =

k=

H(e ) =

h[k]ejk

k=

H(ej ).

H(ej ) is called the frequency response. It is a periodic function of

period 2.

H(ej ) = HR (ej ) + jHI (ej ) is a complex function.

DSP Chapter 2

32 / 61

Example 2.17

The frequency response of the ideal delay system y[n] = x[n nd ] is

H(ej ) = ejd . We have HR (ej ) = cos(nd ), HI (ej ) = sin(nd ).

The magnitude response |H(ej )| = 1 and phase response

H(ej ) = nd .

DSP Chapter 2

33 / 61

Linearity

If

x[n] =

k ejk n ,

then

y[n] =

Example 2.18

k H(ejk )ejk n .

A j j0 n A j j0 n

e e

+ e e

2

2

A j

A

y[n] = e H(ej0 )ej0 n + ej H(ej0 )ej0 n

2

2

x[n] = A cos(0 n + ) =

y[n] = A|H(ej0 )| cos(0 n + + H(ej0 )

DSP Chapter 2

34 / 61

Example 2.20

The frequency response of the moving-average system is

H(ej ) =

1

M1 + M2 + 1

M2

X

n=M1

ejn =

M1 + M2 + 1

sin(/2)

DSP Chapter 2

35 / 61

An input x[n] = ejn u[n] is applied to an LTI system and generates the

output y[n] = yss [n] + yt [n] where yss [n] = H(ej )ejn is the

steady-state response and yt [n] is the transient response.

y[n] =

=

=

k=

n

X

k=

h[k]x[n k]

h[k]ej(nk) u[n k]

j(nk)

h[k]e

k=

h[k]ej(nk)

k=n+1

{z

yss [n]

}|

DSP Chapter 2

{z

yt [n]

36 / 61

yt [n] =

h[k]ejk ejn

k=n+1

If h[n] has infinite duration, then

|yt [n]|

|h[k]|

k=n+1

|h[k]|

k=0

In fact, if the system is stable, then

|yt [n]|

|h[k]| 0

k=n+1

by Cauchy condition.

Der-Feng Tseng (NTUST)

DSP Chapter 2

37 / 61

Transform

DSP Chapter 2

38 / 61

X(ej ) =

x[n]ejn

n=

1

x[n] =

2

X(ej )ejn d

X(ej ) = |X(ej )|ejX(e

j )

ARG[X(ej )] = X(ej ), X(ej ) < . ARG[X(ej )] may

be not continuous.

If we want a continuous phase functions for 0 < < , we use the

notation arg[X(ej )].

DSP Chapter 2

39 / 61

Convergence 1/2

If x[n] is absolute summable, i.e.,

|x[n]| <

n=

Proof.

X

jn

x[n]e

|X(e )| =

j

n=

|x[n]||ejn | =

X(ej ) =

Der-Feng Tseng (NTUST)

|x[n]|

n=

n=

an u[n].

1

1 aej

DSP Chapter 2

if |a| < 1.

February 19, 2015

40 / 61

Convergence 2/2

If x[n] is square summable, i.e.,

|x[n]|2 <

n=

Z

|X(ej ) XM (ej )|2 d = 0

lim

M

where

XM (ej ) =

M

X

x[n]ejn

n=M

DSP Chapter 2

41 / 61

Example 2.22

Hlp (ej ) =

1, || < c ,

,

0, otherwise

hlp [n] =

sin c n

, < n <

n

The sum

j

HM (e ) =

M

X

sin c n

1

=

2

ejn

d.

sin[( )/2]

does not decreased (Gibbs phenomenon). However, we still have

Z

|Hlp (ej ) HM (ej )|2 d = 0

lim

M

DSP Chapter 2

42 / 61

Example 2.22

DSP Chapter 2

43 / 61

Example 2.23 Impulse train

x[n] = 1,

X(ej ) =

2( + 2r)

r=

= 2(), < .

Note that X(ej ) is periodic with period of 2.

Example 2.24 Complex exponential sequences

x[n] = ej0 n ,

X(ej ) =

2( 0 + 2r)

r=

DSP Chapter 2

44 / 61

x[n] = u[n],

X

1

( + 2r)

+

X(e ) =

1 ej r=

j

Proof. Let x[n] = 21 + s[n] where s[n] = 12 for n 0 and s[n] = 21 for

n < 0. Then the Fourier transform of x[n] is the sum of the Fourier

transform of a constant 12 and that of s[n]. Consider

(

an ,

n0

, |a| < 1.

t[n] =

n

a , n < 0.

We have s[n] =

1

lim t[n]

2 a1

and S(ej ) =

1

lim T (ej ).

2 a1

DSP Chapter 2

45 / 61

It is easy to evaluate T (ej )

j

T (e ) =

n jn

a e

1

X

an ejn =

n=

n=0

and

lim T (ej ) =

a1

Therefore,

X(ej ) =

1 + a2 2aej

(1 aej )(1 aej )

2

1 ej

1

+ (), < .

1 ej

x[n].

DSP Chapter 2

46 / 61

DSP Chapter 2

47 / 61

For a complex sequence x[n]

conjugate-symmetric: x[n] = x [n].

conjugate-antisymmetric: x[n] = x [n].

even: x[n] = x[n].

odd: x[n] = x[n].

conjugate-symmetric (even) sequence and a conjugate-antisymmetric

(odd) sequence: x[n] = xe [n] + xo [n] where

1

xe [n] = (x[n] + x [n])

2

1

xo [n] = (x[n] x [n]).

2

DSP Chapter 2

48 / 61

Any complex (real) Fourier transform X(ej ) can be represented as a sum

of a conjugate-symmetric (even) function Xe (ej ) and a

conjugate-antisymmetric (odd) function Xo (ej )

X(ej ) = Xe (ej ) + Xo (ej )

where

1

X(ej ) + X (ej )

2

1

Xo (ej ) =

X(ej ) X (ej ) .

2

Xe (ej ) =

DSP Chapter 2

49 / 61

Properties

F

F

x [n] X (ej )

x [n] X (ej )

{x[n]} Xe (ej )

j{x[n]} Xo (ej )

xe [n] {X(ej )}

xo [n] j{X(ej )}

DSP Chapter 2

50 / 61

Properties

F

1

xe [n] {X(ej )}

xo [n] j{X(ej )}

DSP Chapter 2

51 / 61

DSP Chapter 2

52 / 61

Theorems 1/2

Linearity

F

Time shift

Frequency shift

F

Time-reversal

x[n] X(ej )

DSP Chapter 2

53 / 61

Theorems 2/2

Differentiation in Frequency

F

nx[n] j

Parsevals Theorem

1

|x[n]| =

2

n=

Convolution Theorem

dX(ej )

d

|X(ej )|2 d

Modulation Theorem

1

x[n]w[n]

2

F

X(ej )W (ej() )d

DSP Chapter 2

54 / 61

Example 2.26 Find F{an u[n 5]}.

Example 2.27 Find inverse Fourier transform of

X(ej ) =

1

(1

aej )(1

aej )

(

ejnd , c < || < ,

H(ej ) =

0,

|| < c .

Example 2.29 Find impulse response of the following stable, LTI system

1

1

y[n] y[n 1] = x[n] x[n 1].

2

4

DSP Chapter 2

55 / 61

DSP Chapter 2

56 / 61

Let the input sequence x[n] be a random precess with mean function

mx [n] , E{x[n]} and autocorrelation function

xx [n, n + k] , E{x[n]x[n + k]}.

A wide-sense stationary (WSS) random process has mean

independent of n

mx [n] = mx

and has autocorrelation function depending on time difference only

xx [n, n + k] = xx [k].

Suppose that a stable LTI system is characterized by

y[n] =

h[n k]x[k] =

h[k]x[n k].

k=

k=

output y[n] also a WSS random process?

Der-Feng Tseng (NTUST)

DSP Chapter 2

57 / 61

The mean of y[n] is

my [n] = mx

h[k] = mx H(ej0 ) = my

k=

yy [n, n + m] = E{y[n]y[n + m]} =

xx [m ]chh []

where

chh [] =

h[k]h[ + k]

k=

DSP Chapter 2

58 / 61

Assume that mx = 0. Let xx (ej ) = F{xx [m]}, yy (ej ) =

F{yy [m]}, and Chh (ej ) = F{chh []}. We have

yy (ej ) = Chh (ej )xx (ej )

Chh (ej ) = H(ej )H (ej ) = |H(ej )|2

yy (ej ) = xx (ej )|H(ej )|2

xx (ej ) is called the power density spectrum of x[n] because

total power = E{x2 [n]} = xx [0]

Z

1

=

xx (ej )d

2

DSP Chapter 2

59 / 61

Since x[n] is real, we have

xx (ej ) is real and even because xx [m] is even and real.

xx (ej ) 0.

DSP Chapter 2

60 / 61

Example 2.30

A white noise is a signal for which xx [m] = x2 [m].

xx (ej ) = x2 .

yy (ej ) = x2 |H(ej )|2

DSP Chapter 2

61 / 61

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