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Problem Set:
From Continuous-Time to Discrete-Time
u y
G
Input Output
u q y
+ +
z −1
2 3
Figure 1
{x[n]} = {ejΩ0 n }
x(t) = cos(15t)
a) Find all sampling times Ts for which the sampled signal {x[n]} = {x(nTs )} is periodic.
2
Problem 6 - System properties using MATLAB
Consider the system described by the following difference equation:
i) Linear
ii) Time-Invariant
i) Causal
ii) Memoryless
iii) Stable
d) Create a MATLAB function that simulates the system. Your function should accept a causal,
DT input sequence u of finite length. The first element of this vector is assumed to be at n = 0
and the signal is assumed to be zero at all points not defined by the vector. Furthermore,
the system is assumed to be at initial rest.
where u[n] is the input, y[n] is the output, and a and b are real numbers. For which values of
a 6= 0 and b 6= 0 is the system stable?
3
Problem 10 - Cascaded systems
Consider the following cascade of causal LTI systems:
u q y
G1 G2
where
a) What is the transfer function of the cascaded system, that is, the transfer function between
input u and output y?
b) a1 = 1
1
c) a1 = 3
1 1
0.5 0.5
u[n]
y[n]
0 0
−0.5 −0.5
−1 −1
−1 0 1 2 3 4 5 6 −1 0 1 2 3 4 5 6
n n
4
Problem 13 - DT Transfer function
Let G be a causal LTI system with input u, output y and transfer function
1 + 14 z −1 + z −2
H(z) = .
1 + 31 z −1
Which of the following sequences shows the first values of the impulse response {h[n]} of G?
1 1
0.5 0.5
h1 [n]
h2 [n]
0 0
−0.5 −0.5
−1 −1
−2 0 2 4 −2 0 2 4
n n
5
Sample Solutions
Problem 1 - Solution
The transfer function G(z) = z −1 corresponds to a time delay of 1 between input and output,
thus the system’s input-output relation is given by
{y[n]} = G{u[n]} = {u[n − 1]}
a) Since the output value at time n depends on the input value at time n − 1, the system is not
memoryless.
b) Since the output does not depend on future input values, the system is causal.
c) We calculate the impulse response of the system as
{h[n]} = {δ[n − 1]}.
We see that the system has an FIR and thus
∞
X
|h[k]| < ∞.
k=−∞
Problem 2 - Solution
From the system diagram and by using the z-transform, we can immediately write
Y (z) = Q(z) + 3z −1 Q(z) = (1 + 3z −1 )Q(z) (1)
Q(z) = 2z −1 Q(z) + U (z). (2)
Rearranging Equation (2) for Q(z) yields
Q(z) = (1 − 2z −1 )−1 U (z),
which when substituted into Equation (1) gives
1 + 3z −1
Y (z) = U (z),
1 − 2z −1
∴ (1 − 2z −1 )Y (z) = (1 + 3z −1 )U (z).
From which we can directly write the difference equation as
y[n] − 2y[n − 1] = u[n] + 3u[n − 1].
Problem 3 - Solution
{x[n]} is periodic with period N if {x[n]} = {x[n + N ]}. In our case we have
{ejΩ0 n } = {ejΩ0 (n+N ) } = {ejΩ0 n }ejΩ0 N .
This is only the case if ejΩ0 N = 1. Therefore Ω0 N must be a multiple of 2π:
Ω0 N = m2π, m ∈ Z.
Rearranging we get
Ω0 m
= = rational number. (3)
2π N
6
Problem 4 - Solution
a) Using Ω0 = ω0 Ts , where ω0 is the frequency of the CT sinusoid, and the periodicity crite-
rion (3) we get
Ω0 ω0 Ts 15Ts m
= = =
2π 2π 2π N
2π m
→ Ts = with m, N ∈ N+ (4)
15 N
b) Sampling x(t) with sampling time Ts = 0.1π seconds, leads to the DT sequence x[n] = cos 32 πn ,
which has frequency Ω0 = 32 π. The fundamental period N of a sequence is given by the small-
2π
est N that satisfies N = m Ω 0
, with m, N ∈ N+ . We therefore have:
4
N = m = 4.
3
Problem 5 - Solution
Sequences x1 and x2 have fundamental periods N1 and N2 , respectively. We therefore know that
these sequences will be periodic with any integer multiple α1 , α2 ∈ Z of the fundamental period:
Thus,
{x[n]} = {x[n + N ]}
∴ {x1 [n + α1 N1 ]} + {x2 [n + α2 N2 ]} = {x[n + N ]} (6)
α1 N1 = α2 N2 = N
Since we can always find integers α1 , α2 and N to satisfy the above equation, it follows that
the sum of two periodic sequences is also periodic and its fundamental period N is the least
common multiple of N1 and N2 .
Problem 6 - Solution
Sample solutions in the form of MATLAB files can be found in the corresponding zip file on
the website.
7
b) The system is described by the LCCDE
y[n] = u[n] − 2u[n − 1] (7)
This system is written non-recursively. Thus applying an impulse input u = δ yields the
required result directly:
h[n] = δ[n] − 2δ[n − 1]
{h[n]} = {. . . , 0, 1, −2, 0, . . . }
↑
Problem 7 - Solution
Let h be the impulse response of the system. Writing the output y as the convolution of u and
h we have
∞
X ∞
X
y= u[k]{h[n − k]} = h[k]{u[n − k]}
k=−∞ k=−∞
Let n = m + N . Then
∞
X ∞
X
{y[n]} = {y[m + N ]} = h[k]{u[m + N − k]} = h[k]{u[(m − k) + N ]}
k=−∞ k=−∞
Problem 8 - Solution
a) If the input to the system is the unit step, that is u = δ, it follows that the output is, by
definition, the impulse response of the system: y = h. We subsitute and rewrite the difference
equation as:
h[n] = δ[n] − 2δ[n − 2] + δ[n − 3]
= {. . . , 0, 1, 0, −2, 1, 0, . . . }
↑
8
b) The difference equation can be rewritten as:
Therefore
Since h has infinitely many non-zero terms, the system is an IIR system.
Problem 9 - Solution
First, we compute the transfer function of the system
b zb
H(z) = = ,
1 − az −1 z−a
which has a pole at p = a. We have seen in the lecture that there exists a stable interpretation
for the system iff |p| =
6 1. Specifically, the above system can be interpreted in the following ways:
9
Problem 10 - Solution
a) Consider the two systems, given by the LCCDEs:
hCascade = h1 ∗ h2 .
b) The system’s poles can be directly read from the transfer function as: z = 0.5 and z = −0.75.
As both poles have magnitude |z| < 1, and as we are dealing with a causal system, the
combined system is stable.
Problem 11 - Solution
We will prove this result for the special case that H(z) is a rational transfer function, as would
arise from LCCDE and SS descriptions of a system. We also assume that the finite poles of
H(z) are distinct. In that case, H(z) can be factored as:
NA NC ∞ N
X z X z X
H(z) = αk + βk + ck z k ,
z − pAk z − pCk
k=1 k=1 k=0
where the finite NA poles with magnitude larger than one are denoted with pAk , the NC poles
with magnitude smaller than one are denoted with pCk . Also note that the third term creates
poles of H(z) at z = ∞.
We can now look at the three terms above, and come up with an absolutely summable sequence
in the time-domain for each of them.
• For the first term, we know from the lecture the corresponding time-domain sequence
for |z| < |pAk | (anti-causal interpretation). Note that we call a sequence x anti-causal if
x[n] = 0 for n ≥ 0.
NA
X
αk pnAk
− n<0
hA [n] =
k=1
0 otherwise
10
Since |pAk | > 1, it can be readily shown that
∞
X
|hA [n]| < ∞.
n=−∞
• For the second term, we know from the lecture the corresponding time-domain sequence
for |z| > |pCk | (causal interpretation).
NC
X
βk pnCk n≥0
hC [n] =
k=1
0 otherwise
• For the third term, we use the z-transform pairs δ[n + k] ←→ z k and we get
(
c−n −N∞ ≤ n ≤ 0
h∞ [n] =
0 otherwise
Because it is finite, h∞ is absolutely summable.
We can then combine the three sequences (by linearity) and obtain the following result:
∞
X ∞
X
|h[n]| ≤ |hA [n]| + |hC [n]| + |h∞ [n]| < ∞.
n=−∞ n=−∞
Thus, there always exists a stable intepretation for the underlying system if H(z) has no pole p
with |p| = 1. Note that the resulting h[n] does not have to be causal nor anti-causal.
Problem 12 - Solution
Rewrite the system in LCCDE form using the definitions
b0 + b1 z −1 + · · · + bM z −M
H(z) =
a0 + a1 z −1 + · · · + aN z −N
N
X M
X
ak y[n − k] = bk u[n − k],
k=0 k=0
11
Problem 13 - Solution
This system can readily be rewritten in LCCDE form as
1 1
y[n] + y[n − 1] = u[n] + u[n − 1] + u[n − 2].
3 4
Using the LCCDE and {u[n]} = {δ[n]}, we get the output sequence
1 37 37 37
{h[n]} = {. . . , 0, 1, − , ,− , , . . . },
↑ 12 36 108 324
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