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Signals & Systems

EEE/ INSTR F243


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Time domain analysis in Discrete


Domain
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Representation of Discrete System

Linear Difference equation


Example

A person makes a deposit (the input) in a bank regularly at an interval


of T (say, 1 month).

The bank pays a certain interest on the account balance during the
period T and mails out a periodic statement of the account balance (the
output) to the depositor.

Find the equation relating the output y[k] (the balance) to the input x[k]
(the deposit).

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 In this example, the deposit x[k] is the input (cause) and the balance y[k]
is the output (effect).

 A withdrawal from the account is a negative deposit. Therefore, this


formulation can handle deposits as well as withdrawals.

 It also applies to a loan payment problem with the initial value y[0] = −M,
where M is the amount of the loan.

 A loan is an initial deposit with a negative value. Alternately, we may treat


a loan of M dollars taken at k = 0 as an input of −M at k = 0
Delay operator form

In this case, the signals are inherently discrete time. Let

The balance y[k] is the sum of


the previous balance y[k − 1],
the interest on y[k − 1] during the period T
the deposit f[k]

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Delay operation form

The difference equation in here uses delay operation

The delay operator form is more natural because operation


of delay is a causal, and hence realizable

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Basic operations

In delay operator form , there are three basic operations in


this equation:

addition,

scalar multiplication, and

delay

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Operators

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Block diagram representation

Represent this system in a block diagram form ,which is


basically a road map to hardware (or software)
realization of the system

shows their schematic representation. In addition, we also


have a pickoff node (d), which is used to provide multiple
copies of a signal at its input.

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operators
 Rewrite delay operator equation as

 To understand this realization, assume that the output y[k] is available at


the pickoff node N.

 Unit delay of y[k] results in y[k − 1], which is multiplied by a scalar of


value a to yield ay[k − 1].

 Next, we generate y[k] by adding the input x[k] and ay[k − 1] according
to Eq.

 Observe that the node N is a pickoff node, from which two copies of the
output signal flow out; one as the feedback signal, and the other as the
output signal.
Advance operation form

we can substitute k + 1 for k to obtain

The difference equation in here uses advance operation

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In contrast, advance operation, being noncausal, is
unrealizable.

We use the advance operator form primarily for its


mathematical convenience over the delay form

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Example-1

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Example-2

Design a discrete-time system, to differentiate


continuous-time signals. This differentiator is used in
an audio system having an input signal bandwidth
below 20 kHz.

In this case, the output y(t) is required to be the


derivative of the input x(t). The discrete-time
processor (system) G processes the samples of x(t)
to produce the discrete-time output y[k].

Let x[k] and y[k] represent the samples T seconds


apart of the signals x(t) and y(t), respectively,

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• The signals x[n] and y[n] are the input and
the output for the discrete-time system G.
Now, we require that

• Therefore, at t = nT
• This is the input-output relationship for G required to achieve
our objective.
• In practice, the sampling interval T cannot be zero.
• Assuming T to be sufficiently small, the equation just given
can be expressed as

• The approximation improves as T approaches 0.


• A discrete-time processor G to realize eq. is shown inside
the shaded box
• The system in fig. acts as a differentiator.
 This example shows how a continuous-time signal can be
processed by a discrete-time system.

 The considerations for determining the sampling interval T


(Nyquist Th.)

 That is to process frequencies below 20 kHz, the proper


choice is T < 25us

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Example
Digital integrator design
Digital integrator design

 For an integrator, the input x(t) and the output y(t) are
related by

 Therefore, at t = nT

 Using the usual notation x(nT) = x[n], y(nT) = y[n], and


so on, this equation can be expressed

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 Assuming that T is small enough to justify the
assumption T → 0, we have

 This equation represents an example of accumulator


system.
 This digital integrator equation can be expressed in an
alternate form. From above eq. it follows that

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Example 2

In an nth semester, x[k] students enroll in a course requiring a


certain textbook. The publisher sells y[k] new copies of the
book in the nth semester. On the average, one-quarter of
students with books in salable condition resell the texts at the
end of the semester, and the book life is three semesters.

Write the equation relating y[k], the new books sold by the
publisher, to x[k], the number of students enrolled in the nth
semester, assuming that every student buys a book.

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Time domain analysis of Discrete system –


classical solution
Solution of Linear difference equation
Example—iterative method

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Simple method of system analysis--
-using Operational notation

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Impulse response h(k)—input
System response of LTID system to
impulse input—convolution method

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Convolution Sum

We can use any alphabet as index

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Response to Arbitrary input

The commutative, associative, and distributive properties also


apply in the discrete case.

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Condition for BIBO stable
discrete system

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Properties of conv. sum

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Width property
The operation of convolution has the following property for all discrete
time signals f 1 ,f 2 where Duration(f) gives the duration of a signal f .

Duration(f 1 ∗f 2 )=Duration(f 1 )+Duration(f 2 )−1

Proof---In order to show this informally, note that (f 1 ∗f 2 )(n) is nonzero


for all n for which there is a k such that

f 1 (k) f2 (n−k) is nonzero.

When viewing one function as reversed and sliding past the other, it is
easy to see that such a k exists for all n on an interval of length
Duration(f 1 )+ Duration(f 2 )−1 .

Note that this is not always true of circular convolution of finite length
and periodic signals as there is then a maximum possible duration
within a period.

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Impulse convolution

The operation of convolution has the following property for


all discrete time signals f where δ is the unit sample
funciton

f∗δ=f

Proof—

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TIME SHIFT PROPERTY

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Graphical procedure

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Sliding tape method
Discrete convolution—
matrix method

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De-convolution
Example

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Total response of LTID system
to any input

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Useful equalities

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Example1

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Example2

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Example 3

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Zero input response


Zero input response—3 cases

Real, distinct roots

Real , equal roots (root repeats r times)

Complex conjugate roots

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Example—
Zero input response—real , distinct root

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Diff in natural/ forced ,
zero input/ zero state resp.

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Cases---Real equal roots,
complex roots

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System stability of LTID
system

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Graphical representation of
stability

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Stability summary

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Stability-------Real roots<1, >1
Stability -----
complex roots<1, >1

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Stability---- real distinct roots,
complex roots=1

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Stability----repeated real,
complex roots=1

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Method of Fourier series


LTID system to everlasting exp. zk
Total response of LTID system to any input
Zero input response—3 cases
• Real, distinct roots

• Real , equal roots (root repeats r times)

• Complex conjugate roots


Example--Zero input response—real , distinct
root
Diff in natural/ forced , zero input/ zero
state resp.
Cases---Real equal roots, complex roots
System stability of LTID system
Graphical representation of stability
Stability summary
Stability-------Real roots<1, >1
Stability -----complex roots<1, >1
Stability----unrepeated real, complex roots=1
Stability----repeated real, complex roots=1
LTID system to everlasting exp. zk
Impulse Response

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Example 1

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