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UEEA 2183
DIGITAL SIGNAL PROCESSING
JAN 2016
1
TOPIC 2
Discrete-Time Signal and System
2
Frequency of Sinusoidal Sequences
• Consider 𝑥𝑥1 𝑛𝑛 = cos 𝜔𝜔1 𝑛𝑛 + 𝜙𝜙 and 𝑥𝑥2 𝑛𝑛 = cos 𝜔𝜔2 𝑛𝑛 + 𝜙𝜙
with
0 ≤ 𝜔𝜔1 < 2𝜋𝜋
and
2𝜋𝜋𝑘𝑘 ≤ 𝜔𝜔2 ≤ 2𝜋𝜋 𝑘𝑘 + 1
where k is any positive integer.
• If
𝜔𝜔2 = 𝜔𝜔1 + 2𝜋𝜋𝜋𝜋,
then 𝑥𝑥2 𝑛𝑛 = cos 𝜔𝜔2 𝑛𝑛 + 𝜙𝜙
= cos 𝜔𝜔1 + 2𝜋𝜋𝜋𝜋 𝑛𝑛 + 𝜙𝜙
= cos 𝜔𝜔1 𝑛𝑛 + 𝜙𝜙 + 2𝜋𝜋𝜋𝜋𝜋𝜋
= cos 𝜔𝜔1 𝑛𝑛 + 𝜙𝜙
= 𝑥𝑥1 𝑛𝑛
3
Frequency of Sinusoidal Sequences
• Thus, 𝑥𝑥1 𝑛𝑛 = cos 𝜔𝜔𝑛𝑛 is the same as
𝑥𝑥2 𝑛𝑛 = cos 𝜔𝜔𝑛𝑛 + 2𝜋𝜋𝜋𝜋 where k is an integer.
• It is similar to cos 𝜃𝜃 = cos 𝜃𝜃 + 2𝜋𝜋𝜋𝜋 , i.e., a cosine function
is the same when it is shifted by integer values of 2π.
• E.g., the signal 𝑥𝑥1 𝑛𝑛 = cos 0.1𝜋𝜋𝑛𝑛 is the same as the
signal 𝑥𝑥2 𝑛𝑛 = cos 2.1𝜋𝜋𝑛𝑛 = cos 0.1𝜋𝜋𝑛𝑛 + 2𝜋𝜋𝜋𝜋 .
• E.g. 𝑥𝑥3 𝑛𝑛 = cos 1.9𝜋𝜋𝑛𝑛 = cos 2𝜋𝜋𝜋𝜋 − 0.1𝜋𝜋𝑛𝑛
= cos 2𝜋𝜋𝑛𝑛 cos 0.1𝜋𝜋𝑛𝑛 + sin 2𝜋𝜋𝑛𝑛 sin 0.1𝜋𝜋𝑛𝑛
= cos 0.1𝜋𝜋𝑛𝑛 = 𝑥𝑥1 𝑛𝑛
4
Frequency of Sinusoidal Sequences
• Consider 𝑥𝑥1 𝑛𝑛 = cos 𝜔𝜔1 𝑛𝑛 and 𝑥𝑥2 𝑛𝑛 = cos 𝜔𝜔2 𝑛𝑛
with
0 ≤ 𝜔𝜔1 < 𝜋𝜋
and 𝜋𝜋 ≤ 𝜔𝜔2 ≤ 2𝜋𝜋.
• Let 𝜔𝜔2 = 2𝜋𝜋 − 𝜔𝜔1 ,
then 𝑥𝑥2 𝑛𝑛 = cos 2𝜋𝜋𝑛𝑛 − 𝜔𝜔1 𝑛𝑛 = cos 𝜔𝜔1 𝑛𝑛 = 𝑥𝑥1 𝑛𝑛
• Hence, a sinusoidal sequence with 𝜔𝜔2 in the range
𝜋𝜋 ≤ 𝜔𝜔2 ≤ 2𝜋𝜋 assumes the identity of a sinusoidal
sequence with 𝜔𝜔1 = 2𝜋𝜋 − 𝜔𝜔2 in the range 0 ≤ 𝜔𝜔1 < 𝜋𝜋.
• The frequency π is called the folding frequency.
5
Frequency of Sinusoidal Sequences
6
Frequency of Sinusoidal Sequences
• The frequency of oscillation of 𝑥𝑥 𝑛𝑛 = A cos 𝜔𝜔𝑜𝑜 𝑛𝑛
increases as 𝜔𝜔𝑜𝑜 increases from 0 to π, and then the
frequency of oscillation decreases as 𝜔𝜔𝑜𝑜 increases from
π to 2π.
• Therefore, for discrete-time sinusoidal sequence, the
highest frequency possible is 𝜔𝜔 = ±𝜋𝜋 radians/sample. At
this frequency, there are 2 samples for 1 complete cycle.
7
Frequency of Sinusoidal Sequences
• The time variable, t of the continuous-time signal is
related to the time variable, n of the discrete-time signal
only at discrete-time instant, tn given by
𝑛𝑛 2𝜋𝜋𝜋𝜋
𝑡𝑡𝑛𝑛 = 𝑛𝑛𝑇𝑇𝑠𝑠 = =
𝑓𝑓𝑠𝑠
𝜔𝜔𝑠𝑠
where Ts = sampling interval
1
fs = sampling frequency, 𝑓𝑓𝑠𝑠 =
𝑇𝑇𝑠𝑠
𝜔𝜔𝑠𝑠 = sampling angular frequency, 𝜔𝜔𝑠𝑠 = 2𝜋𝜋𝑓𝑓𝑠𝑠
8
Frequency of Sinusoidal Sequences
• Given 𝑥𝑥 𝑡𝑡 = 𝐴𝐴 sin 2𝜋𝜋𝜋𝜋𝜋𝜋 = 𝐴𝐴 sin 𝛺𝛺𝑡𝑡 .
The corresponding discrete-time signal is
𝑛𝑛2𝜋𝜋𝜋𝜋
𝑥𝑥 𝑛𝑛 = 𝐴𝐴 sin 𝛺𝛺𝑛𝑛𝑇𝑇𝑠𝑠 = 𝐴𝐴 sin
= 𝐴𝐴 sin 𝜔𝜔𝜔𝜔
𝑓𝑓𝑠𝑠
where 𝜔𝜔 =
2𝜋𝜋𝜋𝜋
𝑓𝑓𝑠𝑠
= 𝛺𝛺𝑇𝑇𝑠𝑠 is the normalized angular frequency
of 𝑥𝑥 𝑛𝑛 (unit is radians per sample).
• Analog sinusoidal functions with different frequencies may
have the identical sampled signals with same period.
9
Frequency of Sinusoidal Sequences
• E.g. sin 0.3𝜋𝜋𝜋𝜋 and sin 0.1𝜋𝜋𝜋𝜋 have the same period
2𝜋𝜋
20
2𝜋𝜋
20
20Ts
=
𝑎𝑎𝑎𝑎𝑎𝑎
=
, even though sin 0.3𝜋𝜋𝜋𝜋
0.3𝜋𝜋
3
0.1𝜋𝜋
1
has a rate of change 3 times as fast as sin 0.1𝜋𝜋𝜋𝜋 .
• E.g. Consider 3 sequences generated by uniformly
sampling the 3 cosine functions of frequencies 3 Hz, 7 Hz
and 13 Hz, respectively with sampling rate of 10 Hz.
𝑔𝑔1 𝑡𝑡 = cos 6𝜋𝜋𝜋𝜋 ,
𝑔𝑔1 𝑛𝑛 = cos 0.6𝜋𝜋𝜋𝜋
𝑔𝑔2 𝑡𝑡 = cos 14𝜋𝜋𝜋𝜋 ,
𝑔𝑔2 𝑛𝑛 = cos 1.4𝜋𝜋𝜋𝜋
𝑔𝑔3 𝑡𝑡 = cos 26𝜋𝜋𝜋𝜋 ,
𝑔𝑔3 𝑛𝑛 = cos 2.6𝜋𝜋𝜋𝜋
10
Frequency of Sinusoidal Sequences
𝑔𝑔1 𝑡𝑡 = solid line, 𝑔𝑔2 𝑡𝑡 = dashed line, 𝑔𝑔3 𝑡𝑡 = dashed-dot line
11
Frequency of Sinusoidal Sequences
• From the plots, each sequence has exactly the same
sample value for any given n.
• It can be verified that
𝑔𝑔2 𝑛𝑛 = cos 1.4𝜋𝜋𝜋𝜋 = cos 2𝜋𝜋 − 0.6𝜋𝜋 𝑛𝑛 = cos 0.6𝜋𝜋𝜋𝜋
𝑔𝑔3 𝑛𝑛 = cos 2.6𝜋𝜋𝜋𝜋 = cos 2𝜋𝜋 + 0.6𝜋𝜋 𝑛𝑛 = cos 0.6𝜋𝜋𝜋𝜋
Therefore, 𝑔𝑔1 𝑛𝑛 , 𝑔𝑔2 𝑛𝑛 and 𝑔𝑔3 𝑛𝑛 are identical.
• A continuous-time sinusoidal signal of higher frequency
acquiring the identity of a sinusoidal sequence of lower
frequency after sampling is called aliasing.
12
Frequency of Sinusoidal Sequences
• Given 𝑥𝑥𝑎𝑎 𝑡𝑡 = 𝐴𝐴 cos 2𝜋𝜋𝜋𝜋𝜋𝜋 and 𝑥𝑥 𝑛𝑛 = 𝐴𝐴 cos 2𝜋𝜋𝜋𝜋𝜋𝜋𝑇𝑇𝑠𝑠 .
• In general, the family of continuous-time sinusoids
𝑥𝑥𝑎𝑎,𝑘𝑘 𝑡𝑡 = 𝐴𝐴 cos ±2𝜋𝜋𝜋𝜋𝜋𝜋 + 2𝜋𝜋𝑓𝑓𝑠𝑠 𝑘𝑘𝑡𝑡 ,
k = 0, ±1, ±2, …
leads to identical sampled signals:
2𝜋𝜋𝜋𝜋
𝑥𝑥𝑎𝑎,𝑘𝑘 𝑛𝑛𝑇𝑇𝑠𝑠 = 𝐴𝐴 cos 2𝜋𝜋𝜋𝜋𝜋𝜋𝑇𝑇𝑠𝑠 +
𝑛𝑛𝑇𝑇𝑠𝑠
𝑇𝑇𝑠𝑠
= 𝐴𝐴 cos 2𝜋𝜋𝜋𝜋𝜋𝜋𝑇𝑇𝑠𝑠 + 2𝜋𝜋𝜋𝜋𝜋𝜋
= 𝐴𝐴 cos 2𝜋𝜋𝜋𝜋𝜋𝜋𝑇𝑇𝑠𝑠
= 𝑥𝑥 𝑛𝑛
13
Frequency of Sinusoidal Sequences
• E.g. sin 0.1𝜋𝜋𝜋𝜋 with sampling period Ts = 1 (fs = 1) can
have the following continuous-time sinusoids:
sin 𝛺𝛺𝑡𝑡 + 2𝜋𝜋𝑓𝑓𝑠𝑠 𝑘𝑘𝑘𝑘 = sin 0.1𝜋𝜋𝜋𝜋 + 2𝜋𝜋 1 𝑘𝑘𝑘𝑘
= sin 0.1𝜋𝜋𝜋𝜋 − 2𝜋𝜋𝜋𝜋
when k = -1
= sin 0.1𝜋𝜋𝜋𝜋
when k = 0
= sin 0.1𝜋𝜋𝜋𝜋 + 2𝜋𝜋𝜋𝜋
when k =1
which are sin 0.1𝜋𝜋𝜋𝜋 , sin 2.1𝜋𝜋𝜋𝜋 , sin −1.9𝜋𝜋𝜋𝜋 and so on.
𝜔𝜔
0.1𝜋𝜋
where 𝛺𝛺 = =
= 0.1𝜋𝜋
𝑇𝑇𝑠𝑠
1
• Since 0.1π has the smallest magnitude, the frequency of
14
the digital sinusoid sin 0.1𝜋𝜋𝜋𝜋 is 0.1π rad/s.
Frequency of Sinusoidal Sequences
• Since −π ≤ 𝜔𝜔 ≤ 𝜋𝜋
−π ≤ 𝛺𝛺𝑇𝑇𝑠𝑠 ≤ 𝜋𝜋
𝜋𝜋
𝜋𝜋
− ≤ 𝛺𝛺 ≤
𝑇𝑇𝑠𝑠
𝑇𝑇𝑠𝑠
where
𝜔𝜔 = digital frequency
𝛺𝛺 = analog frequency
• Relationship of the frequencies between digital and
Digital
analog sinusoid.
ω/T
__
π
Ts
__
- 2π
T
s
π
0
- __
Ts
π
- __
Ts
s
__
π
Ts
Analog
2π
__
Ts
Ω
15
Frequency of Sinusoidal Sequences
Example 1
Find the frequency of the digital signal sin 4.4𝜋𝜋𝜋𝜋
sampling period is Ts = 0.1.
Solution
sin 4.4𝜋𝜋𝜋𝜋 = sin 4𝜋𝜋 + 0.4𝜋𝜋 𝑛𝑛 = sin 0.4𝜋𝜋𝜋𝜋
𝜔𝜔 = Ω𝑇𝑇𝑠𝑠
𝜔𝜔 0.4𝜋𝜋
Ω= =
= 4𝜋𝜋 𝑟𝑟𝑟𝑟𝑟𝑟/𝑠𝑠
𝑇𝑇𝑠𝑠
0.1
if the
16
Frequency of Sinusoidal Sequences
Example 2
Determine the discrete-time signal v[n] obtained by
uniformly sampling a continuous-time signal va(t) composed
of a weighted sum of 5 sinusoidal signals of frequencies
30 Hz, 150 Hz, 170 Hz, 250 Hz and 330 Hz, at a sampling
rate of 200 Hz, as given below:
𝑣𝑣𝑎𝑎 𝑡𝑡 = 6 cos 60𝜋𝜋𝜋𝜋 + 3 sin 300𝜋𝜋𝜋𝜋 + 2 cos 340𝜋𝜋𝜋𝜋
+ 4 cos 500𝜋𝜋𝜋𝜋 + 10 sin 660𝜋𝜋𝜋𝜋
17
Frequency of Sinusoidal Sequences
Solution
𝜔𝜔 = Ω𝑇𝑇𝑠𝑠 =
Ω
𝑓𝑓𝑠𝑠
=
Ω
200
𝑣𝑣 𝑛𝑛 = 6 cos 0.3𝜋𝜋𝑛𝑛 + 3 sin 1.5𝜋𝜋𝑛𝑛 + 2 cos 1.7𝜋𝜋𝑛𝑛
+ 4 cos 2.5𝜋𝜋𝑛𝑛 + 10 sin 3.3𝜋𝜋𝑛𝑛
= 6 cos 0.3𝜋𝜋𝜋𝜋 + 3 sin 2𝜋𝜋 − 0.5𝜋𝜋 𝑛𝑛 + 2 cos 2𝜋𝜋 − 0.3𝜋𝜋 𝑛𝑛
+ 4 cos 2𝜋𝜋 + 0.5𝜋𝜋 𝑛𝑛 + 10 sin 4𝜋𝜋 − 0.7𝜋𝜋 𝑛𝑛
= 6 cos 0.3𝜋𝜋𝜋𝜋 − 3 sin 0.5𝜋𝜋𝜋𝜋 + 2 cos 0.3𝜋𝜋𝜋𝜋
+ 4 cos 0.5𝜋𝜋𝜋𝜋 − 10 sin 0.7𝜋𝜋𝜋𝜋
= 8 cos 0.3𝜋𝜋𝜋𝜋 + 5 cos 0.5𝜋𝜋𝜋𝜋 + 0.6435 − 10 sin 0.7𝜋𝜋𝜋𝜋
18
Frequency of Sinusoidal Sequences
• The components
3 sin 1.5𝜋𝜋𝜋𝜋 , 2 cos 1.7𝜋𝜋𝜋𝜋 , 4 cos 2.5𝜋𝜋𝜋𝜋 , 10 sin 3.3𝜋𝜋𝜋𝜋 have
been aliased into the components
−3 sin 0.5𝜋𝜋𝜋𝜋 , 2 cos 0.3𝜋𝜋𝜋𝜋 , 4 cos 0.5𝜋𝜋𝜋𝜋 , −10 sin 0.7𝜋𝜋𝜋𝜋 .
• The resulting discrete-time sequence composed of only 3
sinusoidal sequences of 𝜔𝜔 : 0.3π, 0.5π and 0.7π.
19
Frequency of Sinusoidal Sequences
• Identical discrete-time signal is also generated by
uniformly sampling at a 200 Hz sampling rate the
following continuous-time signals:
𝑤𝑤𝑎𝑎 𝑡𝑡 = 8 cos 60𝜋𝜋𝜋𝜋 + 5 cos 100𝜋𝜋𝜋𝜋 + 0.6435
−10 sin 140𝜋𝜋𝜋𝜋
and
𝑢𝑢𝑎𝑎 𝑡𝑡 = 2 cos 60𝜋𝜋𝜋𝜋 + 4 cos 100𝜋𝜋𝜋𝜋 + 10 sin 260𝜋𝜋𝜋𝜋
+ 6 cos 460𝜋𝜋𝜋𝜋 + 3 sin 700𝜋𝜋𝜋𝜋
20
Linear Systems
• A linear system obeys the homogeneity and superposition
principles.
• Homogeneity means if the system output is 𝑦𝑦 𝑛𝑛 given
input 𝑥𝑥 𝑛𝑛 , then given input 𝑎𝑎𝑎𝑎 𝑛𝑛 , the output is a𝑦𝑦 𝑛𝑛 .
• Superposition principle states that if input 𝑥𝑥1 𝑛𝑛 and
𝑥𝑥2 𝑛𝑛 produces output 𝑦𝑦1 𝑛𝑛 and 𝑦𝑦2 𝑛𝑛 respectively, then
an input of 𝑥𝑥1 𝑛𝑛 + 𝑥𝑥2 𝑛𝑛 produce an output 𝑦𝑦1 𝑛𝑛 + 𝑦𝑦2 𝑛𝑛 .
• Thus a linear system fed with the input a𝑥𝑥1 𝑛𝑛 + 𝑏𝑏𝑏𝑏2 𝑛𝑛 will
produce the output a𝑦𝑦1 𝑛𝑛 + b𝑦𝑦2 𝑛𝑛 .
21
Linear Systems
• A useful property of linear systems is frequency
preservation. If the input contains several frequencies,
then the output will contain only those frequencies.
• Non-linear system does not preserve frequencies.
E.g. 𝑦𝑦 𝑛𝑛 = 𝑥𝑥 𝑛𝑛 2 . With 𝑥𝑥 𝑛𝑛 = sin 𝑛𝑛𝜔𝜔 ,
1 − cos 2𝑛𝑛𝜔𝜔
2
𝑦𝑦 𝑛𝑛 = 𝑠𝑠𝑠𝑠𝑠𝑠 𝑛𝑛𝜔𝜔 =
2
which does not contain the original frequency 𝜔𝜔.
22
Time Invariant Systems
• A time invariant system is one where system properties do
not change with time.
• The only effect of time-shifting an input will just result in a
corresponding time-shift of the output.
• An example of a time-invariant system with output
𝑦𝑦 𝑛𝑛 = 𝑥𝑥 𝑛𝑛 + 2𝑥𝑥 𝑛𝑛 − 1
If the input is delayed by 𝑛𝑛0 , then the output is
𝑥𝑥 𝑛𝑛 − 𝑛𝑛0 + 2𝑥𝑥 𝑛𝑛 − 𝑛𝑛0 − 1 = 𝑦𝑦 𝑛𝑛 − 𝑛𝑛0
which is the output delayed by 𝑛𝑛0 .
23
Time Invariant Systems
• An example of a time-dependent system with output
𝑦𝑦 𝑛𝑛 = 𝑥𝑥 𝑛𝑛 − 1 + 0.5𝑛𝑛 𝑥𝑥 𝑛𝑛
If the input is delayed by 𝑛𝑛0 , then the output is
𝑥𝑥 𝑛𝑛 − 𝑛𝑛0 − 1 + 0.5𝑛𝑛 𝑥𝑥 𝑛𝑛 − 𝑛𝑛0 ≠ 𝑦𝑦 𝑛𝑛 − 𝑛𝑛0
• Time invariant system also preserves frequencies.
• Time-shifting the input frequency components will only
affect the phase of the output components.
24
Time Invariant Systems
• Linear Time-Invariant (LTI) systems are easy to analyze,
since Fourier techniques allow us to decompose any
signals into sums of sinusoids. The output is a weighted
sum of the same sinusoids shifted in phase.
• The time-invariance property ensures that for a specified
input, the output of the system is independent of the time
the input is being applied.
25
Other System Properties
• LTI systems also possess the properties of association
and commutation.
• The associative property allows us to break a big
system into smaller ones and analyse separately.
• The commutative property means that the order of
cascaded subsystems in a large system can be
rearranged without affecting the final output.
• Causal systems are those where there is no output until
the application of an input.
26
Other System Properties
• Thus the present output of causal systems only depends
on present and past samples of the input.
• Changes in output samples do not precede changes in
the input samples.
• A stable system is one which produces a finite or
bounded output if the input is bounded.
• Such systems are sometimes described as bounded input
bounded output (BIBO).
27
Other System Properties
• E.g. Given an output
𝑛𝑛
𝑦𝑦 𝑛𝑛 = 𝛼𝛼 𝑛𝑛+1 𝑦𝑦 −1 + � 𝛼𝛼 𝑖𝑖 ,
𝑖𝑖=0
where 𝑦𝑦 −1 = initial condition.
If 𝛼𝛼 > 1,
lim 𝑦𝑦 𝑛𝑛 = ∞
𝑛𝑛 ≥ 0
𝑛𝑛→∞
The system is unstable since the output is unbounded
given a bounded input.
28
Other System Properties
• E.g. Given the output of the M-point moving average filter
𝑀𝑀−1
1
𝑦𝑦 𝑛𝑛 = � 𝑥𝑥 𝑛𝑛 − 𝑘𝑘
𝑀𝑀
𝑘𝑘=0
For a bounded input 𝑥𝑥 𝑛𝑛 < 𝐵𝐵𝑥𝑥
𝑀𝑀−1
1
� 𝑥𝑥 𝑛𝑛 − 𝑘𝑘
𝑦𝑦 𝑛𝑛 =
𝑀𝑀
𝑘𝑘=0
𝑀𝑀−1
1
1
≤ � 𝑥𝑥 𝑛𝑛 − 𝑘𝑘 <
𝑀𝑀𝐵𝐵𝑥𝑥 < 𝐵𝐵𝑥𝑥
𝑀𝑀
𝑀𝑀
𝑘𝑘=0
indicating that the system is BIBO stable.
29
Other System Properties
• An invertible system is one where 𝑦𝑦 𝑛𝑛 can be used to
determine 𝑥𝑥 𝑛𝑛 .
• An example of a non-invertible system is one with
𝑦𝑦 𝑛𝑛 = 𝑥𝑥 𝑛𝑛 2 . If output is 4, input can be ±2.
• A memoryless system is one where the output depends
only on the present input.
30
Digital Signals as Sum of Impulses
• Any digital signal can be represented as a series of
impulses,
𝑥𝑥 𝑛𝑛 = ⋯ + 𝑥𝑥 −2 𝛿𝛿 𝑛𝑛 + 2 + 𝑥𝑥 −1 𝛿𝛿 𝑛𝑛 + 1 + 𝑥𝑥 0 𝛿𝛿 𝑛𝑛
or
+𝑥𝑥 1 𝛿𝛿 𝑛𝑛 − 1 + 𝑥𝑥 2 𝛿𝛿 𝑛𝑛 − 2 + ⋯
For causal signals,
∞
𝑥𝑥 𝑛𝑛 = � 𝑥𝑥 𝑘𝑘 𝛿𝛿 𝑛𝑛 − 𝑘𝑘
𝑘𝑘=−∞
∞
𝑥𝑥 𝑛𝑛 = � 𝑥𝑥 𝑘𝑘 𝛿𝛿 𝑛𝑛 − 𝑘𝑘
𝑘𝑘=0
31
Digital Signals as Sum of Impulses
• In graphical form, the signal 𝑥𝑥 𝑛𝑛
…
-1
x[n]
…
…
-1
0
1
n
x[-1] δ[n+1]
…
1
x[0] δ[n]
…
…
-1
is just a sum of the various
weighted impulses:
0
n
0
1
x[1] δ[n-1]
…
…
-1
0
1
n
n
32
Impulse Response
• When the unit impulse, 𝛿𝛿 𝑛𝑛 is inputted into an LTI system,
the output is called the natural or impulse response, ℎ 𝑛𝑛
of the system.
0
n
LTI
System
0
n
33
Impulse Response
Example 3
Work out the first 4 sample values of the impulse response
from the filter shown.
x[n]
y[n]
+
_
-0.9
z-1
Solution
Here,
𝑦𝑦 𝑛𝑛 = −0.9𝑦𝑦 𝑛𝑛 − 1 + 𝑥𝑥 𝑛𝑛
By setting 𝑥𝑥 𝑛𝑛 = 𝛿𝛿 𝑛𝑛 , the impulse response is
ℎ 𝑛𝑛 = −0.9ℎ 𝑛𝑛 − 1 + 𝛿𝛿 𝑛𝑛
34
Impulse Response
The system is causal. Therefore,
ℎ 0 = −0.9ℎ 𝑛𝑛 − 1 + 𝛿𝛿 0 = 0 + 1 = 1
ℎ 1 = −0.9ℎ 0 + 𝛿𝛿 1 = −0.9 1 + 0 = −0.9
ℎ 2 = −0.9ℎ 1 + 𝛿𝛿 2 = −0.9 −0.9 + 0 = 0.81
ℎ 3 = −0.9ℎ 2 + 𝛿𝛿 3 = −0.9 0.81 + 0 = −0.729
The impulse response oscillates about zero and decays as
time passes by.
35
Digital Convolution
• Consider the digital signal 𝑥𝑥 𝑛𝑛 shown:
1
2
0
3
x[n]
n
-1
2
1
0
h[n]
n
-1
• Suppose it is passed through an LTI system with impulse
response ℎ 𝑛𝑛 shown:
36
Digital Convolution
• The output due to the first non-zero component of 𝑥𝑥 𝑛𝑛 is
ℎ 𝑛𝑛 weighted by 𝑥𝑥 −1 and shifted left one step because
of homogeneity and time invariance properties of LTI
systems.
• The next output due to the second non-zero component of
𝑥𝑥 𝑛𝑛 is ℎ 𝑛𝑛 weighted by 𝑥𝑥 0 with no time shift.
1
2
0
-1
4
x[-1] h[n+1]
2
x[0] h[n]
n
n
0
-2
37
Digital Convolution
• Similarly the output due to 𝑥𝑥 1 is 𝑥𝑥 1 ℎ 𝑛𝑛 − 1 , and the
output due to the last non-zero input component is
𝑥𝑥 2 ℎ 𝑛𝑛 − 2 .
• Since the LTI system also obeys the superposition
principle, the total non-zero output due to 𝑥𝑥 𝑛𝑛 is
𝑦𝑦 𝑛𝑛 = 𝑥𝑥 −1 ℎ 𝑛𝑛 + 1 + 𝑥𝑥 0 ℎ 𝑛𝑛 + 𝑥𝑥 1 ℎ 𝑛𝑛 − 1 + 𝑥𝑥 2 ℎ 𝑛𝑛 − 2
38
Digital Convolution
1
2
x[-1] h[n+1]
0
n
-1
4
n
0
2
-1
x[0] h[n]
n
0
x[2] h[n-2]
1
-2
7
-2
6
3
1 1
3
x[1] h[n-1]
n
0
y[n]
0
n
0
-2
-3
39
Digital Convolution
• In general, the output due to an input 𝑥𝑥 𝑛𝑛 from an LTI system
with impulse response ℎ 𝑛𝑛 is just
∞
𝑦𝑦 𝑛𝑛 = � 𝑥𝑥 𝑘𝑘 ℎ 𝑛𝑛 − 𝑘𝑘
𝑘𝑘=−∞
• This is called the digital convolution of 𝑥𝑥 𝑛𝑛 with ℎ 𝑛𝑛 . It is
done by flipping the impulse response (time-reversing it), then
shifting, multiplying it with 𝑥𝑥 𝑛𝑛 and summing the products.
• Thus the output of any digital LTI system is just the digital
convolution of the input with the system’s impulse response.
40
Digital Convolution
Example 4
The impulse response of an LTI system is
ℎ 0 = 2; ℎ 1 = 1; ℎ 2 = −1
and ℎ 𝑛𝑛 = 0 for all other 𝑛𝑛.
Input is:
𝑥𝑥 −1 = 1; 𝑥𝑥 0 = 2; 𝑥𝑥 1 = 3; 𝑥𝑥 2 = −1
and zero elsewhere.
Find the output 𝑦𝑦 2 .
41
Digital Convolution
Solution
2
𝑦𝑦 2 = � 𝑥𝑥 𝑘𝑘 ℎ 2 − 𝑘𝑘
𝑘𝑘=−1
= 𝑥𝑥 −1 ℎ 3 + 𝑥𝑥 0 ℎ 2 + 𝑥𝑥 1 ℎ 1 + 𝑥𝑥 2 ℎ 0
= 1 0 + 2 −1 + 3 1 + −1 2
= −1
42
Averaging Systems
• Suppose we have a signal which fluctuates greatly, like
stock prices, and we want to smooth out the signal.
• We can do this by using a moving average filter. For
example, a 5-point moving average filter will output
𝑦𝑦 𝑛𝑛 = 0.2 𝑥𝑥 𝑛𝑛 + 2 + 𝑥𝑥 𝑛𝑛 + 1 + 𝑥𝑥 𝑛𝑛 + 𝑥𝑥 𝑛𝑛 − 1 + 𝑥𝑥 𝑛𝑛 − 2
• Any short-term fluctuations will be made smaller because
only 20% of each sample value contributes to the output.
43
Averaging Systems
• This filter can be obtained by time convolving the input
with the impulse response
0.2 −2 ≤ 𝑛𝑛 ≤ 2
ℎ 𝑛𝑛 = �
0
𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒
• In general, if we want a 2𝑚𝑚 + 1 point moving average
filter, we can design the filter to have the impulse response
1/ 2𝑚𝑚 + 1 −𝑚𝑚 ≤ 𝑛𝑛 ≤ 𝑚𝑚
ℎ 𝑛𝑛 = �
0
𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒
44
Averaging Systems
• Note that the filter is non-causal since it requires future
inputs for present output.
• This is not a problem if we pre-record the data first, or we
delay the output until all the inputs required are available.
45
Properties of Convolution
• Commutative: 𝑥𝑥 𝑛𝑛 ∗ ℎ 𝑛𝑛 = ℎ 𝑛𝑛 ∗ 𝑥𝑥 𝑛𝑛
Given the definition of the convolution sum:
∞
𝑦𝑦 𝑛𝑛 = 𝑥𝑥 𝑛𝑛 ∗ ℎ 𝑛𝑛 = � 𝑥𝑥 𝑘𝑘 ℎ 𝑛𝑛 − 𝑘𝑘
𝑘𝑘=−∞
Substituting 𝑘𝑘 = 𝑛𝑛 − 𝑚𝑚, we get
∞
𝑦𝑦 𝑛𝑛 = � 𝑥𝑥 𝑛𝑛 − 𝑚𝑚 ℎ 𝑚𝑚 = ℎ 𝑛𝑛 ∗ 𝑥𝑥 𝑛𝑛
𝑚𝑚=−∞
46
Properties of Convolution
• Distributive: 𝑥𝑥 𝑛𝑛 ∗ ℎ1 𝑛𝑛 + ℎ2 𝑛𝑛
𝑥𝑥 𝑛𝑛 ∗ ℎ1 𝑛𝑛 + ℎ2 𝑛𝑛
∞
= 𝑥𝑥 𝑛𝑛 ∗ ℎ1 𝑛𝑛 + 𝑥𝑥 𝑛𝑛 ∗ ℎ2 𝑛𝑛
= � 𝑥𝑥 𝑘𝑘 ℎ1 𝑛𝑛 − 𝑘𝑘 + ℎ2 𝑛𝑛 − 𝑘𝑘
𝑘𝑘=−∞
∞
∞
𝑘𝑘=−∞
𝑘𝑘=−∞
= � 𝑥𝑥 𝑘𝑘 ℎ1 𝑛𝑛 − 𝑘𝑘 + � 𝑥𝑥 𝑘𝑘 ℎ2 𝑛𝑛 − 𝑘𝑘
= 𝑥𝑥 𝑛𝑛 ∗ ℎ1 𝑛𝑛 + 𝑥𝑥 𝑛𝑛 ∗ ℎ2 𝑛𝑛
47
Properties of Convolution
• Associative: 𝑥𝑥 𝑛𝑛 ∗ ℎ 𝑛𝑛 ∗ 𝑔𝑔 𝑛𝑛
𝑥𝑥 𝑛𝑛 ∗ ℎ 𝑛𝑛 ∗ 𝑔𝑔 𝑛𝑛
∞
∞
𝑚𝑚=−∞
∞
𝑙𝑙=−∞
= 𝑥𝑥 𝑛𝑛 ∗ ℎ 𝑛𝑛
∗ 𝑔𝑔 𝑛𝑛
= � 𝑥𝑥 𝑛𝑛 − 𝑚𝑚 � ℎ 𝑚𝑚 − 𝑙𝑙 𝑔𝑔 𝑙𝑙
= �
∞
� 𝑥𝑥 𝑛𝑛 − 𝑚𝑚 ℎ 𝑚𝑚 − 𝑙𝑙 𝑔𝑔 𝑙𝑙
𝑙𝑙=−∞ 𝑚𝑚=−∞
48
Properties of Convolution
Substituting 𝑘𝑘 = 𝑚𝑚 − 𝑙𝑙,
∞
= �
∞
� 𝑥𝑥 𝑛𝑛 − 𝑙𝑙 − 𝑘𝑘 ℎ 𝑘𝑘 𝑔𝑔 𝑙𝑙
𝑙𝑙=−∞ 𝑘𝑘=−∞
∞
= � 𝑥𝑥 𝑛𝑛 − 𝑙𝑙 ∗ ℎ 𝑛𝑛 − 𝑙𝑙 𝑔𝑔 𝑙𝑙
𝑙𝑙=−∞
= 𝑥𝑥 𝑛𝑛 ∗ ℎ 𝑛𝑛
∗ 𝑔𝑔 𝑛𝑛
49
Properties of Convolution
• Two subsystems in parallel is equivalent to a single
system with impulse response the sum of the 2
subsystem impulse responses.
50
Transient Response
• When a signal is applied to a system, the output will
experience a start-up transient before settling to the
steady-state response.
• A stop transient is also generated when the input is
removed.
• Transients are important because they mask the steadystate response, and may also be large enough to damage
the system.
51
Transient Response
• If a system is described with a difference equation
𝑁𝑁
𝑀𝑀
𝑘𝑘=0
𝑘𝑘=0
� 𝑎𝑎𝑘𝑘 𝑦𝑦 𝑛𝑛 − 𝑘𝑘 = � 𝑏𝑏𝑘𝑘 𝑥𝑥 𝑛𝑛 − 𝑘𝑘
where 𝑥𝑥 𝑛𝑛 = input of the system
𝑦𝑦 𝑛𝑛 = output of the system
𝑎𝑎𝑘𝑘 , 𝑏𝑏𝑘𝑘 = constants
max(N, M) = order of the discrete-time system
(order of the difference equation)
52
Transient Response
• If the system is assumed to be causal, then
𝑁𝑁
𝑀𝑀
𝑘𝑘=1
𝑘𝑘=0
𝑎𝑎𝑘𝑘
𝑏𝑏𝑘𝑘
𝑦𝑦 𝑛𝑛 = − � 𝑦𝑦 𝑛𝑛 − 𝑘𝑘 + � 𝑥𝑥 𝑛𝑛 − 𝑘𝑘
𝑎𝑎0
𝑎𝑎0
provided 𝑎𝑎0 ≠ 0.
• The output response 𝑦𝑦 𝑛𝑛 consists of 2 components
𝑦𝑦 𝑛𝑛 = 𝑦𝑦𝑐𝑐 𝑛𝑛 + 𝑦𝑦𝑝𝑝 𝑛𝑛
where 𝑦𝑦𝑐𝑐 𝑛𝑛 = complementary or homogeneous solution
𝑦𝑦𝑝𝑝 𝑛𝑛 = particular solution
53
Transient Response
• The transient or natural response is given by the
homogeneous solution or zero-input (𝑥𝑥 𝑛𝑛 = 0) response.
𝑁𝑁
� 𝑎𝑎𝑘𝑘 𝑦𝑦 𝑛𝑛 − 𝑘𝑘 = 0
𝑘𝑘=0
• The steady-state or forced response is given by the
particular solution ( 𝑥𝑥 𝑛𝑛 ≠ 0 ) or zero-state response
(response with initial state of zero).
54
Transient Response
• The transient response is caused by the non-zero initial
conditions in the system decaying to zero.
• The steady-state response is due entirely to the input
signal.
• Convolving the input with the impulse response of an LTI
system produces the total response from the system.
55
Transient Response
Example 5
A causal FIR discrete-time system is characterized by an
impulse response ℎ 𝑛𝑛 = 4, −5,6, −3 , 0 ≤ 𝑛𝑛 ≤ 3 . Its
output samples for an input 𝑥𝑥 𝑛𝑛 are then computed using
𝑦𝑦 𝑛𝑛 = 4𝑥𝑥 𝑛𝑛 − 5𝑥𝑥 𝑛𝑛 − 1 + 6𝑥𝑥 𝑛𝑛 − 2 − 3𝑥𝑥 𝑛𝑛 − 3
For a unit step sequence input,
𝑦𝑦 0 = 4𝑥𝑥 0 = 4
𝑦𝑦 1 = 4𝑥𝑥 1 − 5𝑥𝑥 0 = −1
𝑦𝑦 2 = 4𝑥𝑥 2 − 5𝑥𝑥 1 + 6𝑥𝑥 0 = 5
56
Transient Response
𝑦𝑦 3 = 4𝑥𝑥 3 − 5𝑥𝑥 2 + 6𝑥𝑥 1 − 3𝑥𝑥 0 = 2
𝑦𝑦 4 = 4𝑥𝑥 4 − 5𝑥𝑥 3 + 6𝑥𝑥 2 − 3𝑥𝑥 1 = 2
𝑦𝑦 5 = 4𝑥𝑥 5 − 5𝑥𝑥 4 + 6𝑥𝑥 3 − 3𝑥𝑥 2 = 2
It follows from the above that 𝑦𝑦 𝑛𝑛 = 2 for 𝑛𝑛 ≥ 3, or the
output has reached the steady-state at 𝑛𝑛 = 3.
The output samples for 𝑛𝑛 = 0,1,2 are composed of the
samples of the transient and the steady-state responses.
57

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