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Chapter 2

Discrete-Time Signals and Systems


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)

February 19, 2015

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Outline
1

2.1 Discrete-Time Signals: Sequences

2.2 Discrete-Time Systems

2.3 Linear Time-Invariant Systems

2.4 Properties of Linear Time-Invariant Systems

2.5 Linear Constant-Coefficient Difference Equations

2.6 Frequency-Domain Representation

2.7 Representation of Sequences by Fourier Transform

2.8 Symmetry Properties of the Fourier Transform

2.9 Fourier Transform Theorems

10

2.10 Discrete-Time Random Random Signals


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2.1 Discrete-Time Signals: Sequences

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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.

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Basic sequences 1/3


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 .

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Basic sequences 2/3


Any sequence can be expressed as a sum of scaled, delayed impulse
p[n] =

p[k][n k]

k=

u[n] can be expressed as a sum of delayed impulse


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].

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Basic sequences 3/3


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.

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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.

Example 2.2 What is the period of x1 [n] = cos(n/4), x2 [n] =


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

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2.2 Discrete-Time Systems

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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)

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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.

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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

Example 2.7 w[n] = log10 (|x[n]|) is nonlinear.

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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.

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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.

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2.3 Linear Time-Invariant Systems

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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] =

x[k]h[n k] , x[n] h[n]

k=

The above equation is called the convolution sum. h[n] is called the
impulse response of the system.

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Proof of Convolution

y[n] = T {x[n]}
)
(
X
x[k][n k]
=T

(representation)

k=

=
=

k=

x[k]T {[n k]}

(linearity)

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

k=

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Example 2.13

h[n] = u[n] u[n N ] = 1, 0 n N 1.


x[n] = an u[n]

X
X
h[k]x[n k]
x[k]h[n k] =
h[n] x[n] =
k=

k=

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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.

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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

Prob. 2.22a Compute {0, 1} {


2, 1}.

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

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2.4 Properties of Linear Time-Invariant Systems

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Properties of LTI Systems


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

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BIBO stability
An LTI system is stable if and only if

|h[k]| = S <

k=

Proof. (a). If |h[k]| = S < then BIBO.



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] =

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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 2.5 y[n] = (x[n])2 , not LTI systems.


Example 2.6 Accumulator
h[n] = [n] + [n 1] + = u[n]
(IIR, not stable)

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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]

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2.5 Linear Constant-Coefficient Difference


Equations

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LCC Difference Equations


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

Example 2.14 Difference equation representation of the accumulator.


y[n] =

n
X

x[k]

k=

Example 2.15 Difference equation representation of a moving-average


system.
M2
X
1
x[n k]
y[n] =
M2 + 1
k=0

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Solve LCC DE 1/2


For the difference equation
N
X

ak y[n k] =

M
X

bm x[n m],

m=0

k=0

the solution can be written by y[n] = yh [n] + yp [n].


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

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Solve LCC DE 2/2


Let y[n] = z n , we have
N
X

ak z k = 0

k=0

Denote its solution as z1 , z2 , . . . , zk . Then


yh [n] =

N
X

ak zkn .

k=1

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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.
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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.

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2.6 Frequency-Domain Representation

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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] =

h[k]ej(nk) = ejn H(ej )

k=

H(e ) =

h[k]ejk

k=

ejn is the eigenfunction of the system with associated eigenvalue


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.

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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 .

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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 + ) =

If h[n] is real, it can be shown that H(ej0 ) = H | ast(ej0 ), and


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

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Example 2.20
The frequency response of the moving-average system is
H(ej ) =

1
M1 + M2 + 1

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M2
X

n=M1

ejn =

ej(M2 M1 )/2 sin[(M1 + M2 + 1)/2]


M1 + M2 + 1
sin(/2)

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Causal Input 1/2


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=

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h[k]ej(nk)

k=n+1

{z

yss [n]

}|

DSP Chapter 2

{z

yt [n]

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Causal Input 2/2

yt [n] =

h[k]ejk ejn

k=n+1

If h[n] = 0 except 0 n M , then yt [n] = 0 for n > M 1.


If h[n] has infinite duration, then
|yt [n]|

|h[k]|

k=n+1

|h[k]|

k=0

If the system is stable, |yt [n]| is bounded.


In fact, if the system is stable, then
|yt [n]|

|h[k]| 0

k=n+1

by Cauchy condition.
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2.7 Representation of Sequences by Fourier


Transform

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Fourier Transform of Sequences

X(ej ) =

x[n]ejn

n=

1
x[n] =
2

X(ej )ejn d

X(ej ) = XR (ej ) + jXI (ej )


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

j )

X(ej ) has a period 2.


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 )].

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Convergence 1/2
If x[n] is absolute summable, i.e.,

|x[n]| <

n=

then X(ej ) exists.


Proof.



X

jn
x[n]e
|X(e )| =



j

n=

|x[n]||ejn | =

Example 2.21 Let x[n] =

Its Fourier transform is

X(ej ) =
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|x[n]|

n=

n=

an u[n].

1
1 aej

DSP Chapter 2

if |a| < 1.
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Convergence 2/2
If x[n] is square summable, i.e.,

|x[n]|2 <

n=

then X(ej ) exists in the sense that


Z
|X(ej ) XM (ej )|2 d = 0
lim
M

where
XM (ej ) =

M
X

x[n]ejn

n=M

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Example 2.22
Hlp (ej ) =

1, || < c ,
,
0, otherwise

hlp [n] =

sin c n
, < n <
n

hlp [n] is not absolutely summable.


The sum
j

HM (e ) =

M
X
sin c n

1
=
2

ejn

sin[(2M + 1)( )/2]


d.
sin[( )/2]

have an overshoot near c . As M , the size of the overshoot


does not decreased (Gibbs phenomenon). However, we still have
Z
|Hlp (ej ) HM (ej )|2 d = 0
lim
M

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Example 2.22

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Example 2.23 & 2.24


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=

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Example: Fourier Transform of Unit Step Function

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

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and S(ej ) =

1
lim T (ej ).
2 a1

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Example: Fourier Transform of Unit Step Function


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

Remark. The () in X(ej ) represents the effect of DC component in


x[n].

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2.8 Symmetry Properties of the Fourier Transform

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Even-Odd Decomposition 1/2


For a complex sequence x[n]
conjugate-symmetric: x[n] = x [n].
conjugate-antisymmetric: x[n] = x [n].

For a real sequence x[n]


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

Any complex (real) sequence can be represented as a sum of a


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

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Even-Odd Decomposition 2/2


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 ) =

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Properties
F

If x[n] X(ej ), then


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 )}

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Properties
F

If x[n] is real and x[n] X(ej ), then


1

Fourier Transform is conjugate symmetric. X(ej ) = X (ej )

Real part is even. {X(ej )} = {X(ej )}

Imaginary part is odd. {X(ej )} = {X(ej )}

Magnitude is even. |X(ej )| = |X(ej )|

Phase is odd. X(ej ) = X(ej )

xe [n] {X(ej )}

xo [n] j{X(ej )}

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2.9 Fourier Transform Theorems

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Theorems 1/2
Linearity
F

ax1 [n] + bx2 [n] aX1 (ej ) + bX2 (ej )


Time shift

x[n nd ] ejnd X(ej )


Frequency shift
F

ej0 n x[n] X(ej(0 ) )


Time-reversal

x[n] X(ej )

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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

x[n] h[n] X(ej )H(ej )


Modulation Theorem
1
x[n]w[n]
2
F

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X(ej )W (ej() )d

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Examples 2.26 2.29


Example 2.26 Find F{an u[n 5]}.
Example 2.27 Find inverse Fourier transform of
X(ej ) =

1
(1

aej )(1

aej )

Example 2.28 Find inverse Fourier transform of


(
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

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2.10 Discrete-Time Random Random Signals

Der-Feng Tseng (NTUST)

DSP Chapter 2

February 19, 2015

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I-O Relationships 1/2


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=

When the input sequence x[n] is a WSS random precess, is the


output y[n] also a WSS random process?
Der-Feng Tseng (NTUST)

DSP Chapter 2

February 19, 2015

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I-O Relationships 2/2


The mean of y[n] is
my [n] = mx

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

k=

The autocorrelation function yy [m] is


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

xx [m ]chh []

where
chh [] =

h[k]h[ + k]

k=

Der-Feng Tseng (NTUST)

DSP Chapter 2

February 19, 2015

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Power Density Spectrum 1/2


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

Der-Feng Tseng (NTUST)

DSP Chapter 2

February 19, 2015

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Power Density Spectrum 2/2


Since x[n] is real, we have
xx (ej ) is real and even because xx [m] is even and real.
xx (ej ) 0.

Der-Feng Tseng (NTUST)

DSP Chapter 2

February 19, 2015

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Example 2.30
A white noise is a signal for which xx [m] = x2 [m].
xx (ej ) = x2 .
yy (ej ) = x2 |H(ej )|2

Der-Feng Tseng (NTUST)

DSP Chapter 2

February 19, 2015

61 / 61