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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)

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Outline
1

10

## 2.10 Discrete-Time Random Random Signals

Der-Feng Tseng (NTUST)

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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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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

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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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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

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
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n < 0,
0 n N 1,
n > N 1.

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Convolution by Tabular
Compute {x, x, x, x} {h, h, h}.

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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## 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 =
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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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

y[n] =

n
X

x[k]

k=

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

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 = c
Solution. For n 0,
y = ay + x = ac + K
y = ay + x = a(ac + K) = a2 c + aK
For n < 0, y[n 1] = a1 (y[n] x[n]), we have
y = a1 (y x) = a1 c
y = a1 (y x) = 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)

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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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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=

## 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

M2
X

n=M1

ejn =

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=

h[k]ej(nk)

k=n+1

{z

yss [n]

}|

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{z

yt [n]

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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.
Der-Feng Tseng (NTUST)

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Transform

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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=

Proof.

X

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

j

n=

|x[n]||ejn | =

## Its Fourier transform is

X(ej ) =
Der-Feng Tseng (NTUST)

|x[n]|

n=

n=

an u[n].

1
1 aej

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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

The sum
j

HM (e ) =

M
X
sin c n

1
=
2

ejn

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

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

x[n].

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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

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

1

xe [n] {X(ej )}

xo [n] j{X(ej )}

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Theorems 1/2
Linearity
F

Time shift

Frequency shift
F

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

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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## 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)

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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=

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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 
Z
1
=
xx (ej )d
2

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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.

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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

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