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‫אותות ומערכות‬

Time domain:
Discrete time space functions:

Def: General space including all functions that their time index is discrete and gets real
values.

Example: sampled cosine function

S(n)=cos(nt) n=number of points

Discrete time signals/sequences

Def: Represented mathematically as a sequence of numbers

X={X[n]} -∞<n<∞ and n is an integer

X[n]=Xa(nT) T – sampling period

F – sampling frequency

Stage 1: Vectors space – Discrete time functions

Def: Discrete time functions group includes all functions with final value and defined for
points on the axis with constant non zero distance between successive points

Scalar multiplication: a{f[n]}=af[n]

Function addition: f[m]+g[m]=(f+g)[m]

Stage 2: Inner multiplication

Def: given f and g, two vectors in the discrete time functions vector space, the inner
multiplication is defined by

( f , g) = ∑ f ¿ [ n] g [ n ]
n=−∞

Stage 3: Delta functions

δ ( n )={1 n=0 in engineering delta is used as a pointer like in c language


0n≠0
1n−m=0 n=m 1 n+m=0 n=−m
δ ( n−m )={ δ ( n+m )={
0 n−m≠ 0 n≠ m 0 n+m≠ 0 n ≠−m
Addition of delta functions:

δ [ n+ 2 ] + δ [ n−5 ] +δ [ n+ 7 ] ={1 n=−7 ,−2,5


0 n ≠−7 ,−2,5

Constant multiplication:

6 n=−3
6 ∙ δ [ n+3 ] +3 ∙ δ [ n−5 ] ={ 3 n=5
0 else

Function multiplication by delta functions

1) f [ n ] ∙ δ [ n−k ] =f [k ] ∙ δ[n−k ]

2) ∑ f [ n ] ∙ δ [ n−k ] =f [k ]
n=−∞

Example:

1) y ( a )= ∑ e jωn ∙ ¿ ¿
n=−∞

if m< 0 X [ m ]=0
10
1
2) X [ m ] =∑ sin ⁡( n)∙ δ [n−m]={if 0 <m< 10 X [ m ] =sin ⁡( m )
n=0 (2 π ) 2π
if m>10 X [ m ] =0

Delta function basis

Vx=δ[n-k] infinite number of functions k indicates the place of one value on the time axis

Basis orthogonality

(Vi,Vj)=[δ[n-i],δ[n-j]]= ∑ δ [ n−i ] ∙ δ [ n− j ] ={
1 i= j Delta basis function is outonormal
n=−∞ 0 else

Stage 4 Transformation equation

Transformation: a k =( V k , a )


Inverse transformation: a= ∑ ak , V k
n=−∞

Using our case notation

a k =¿
∞ ∞
f [ n ] = ∑ ak ∙δ [ n−k ] = ∑ f [k ]∙ δ [ n−k ]
k=−∞ k=−∞

System impulse response


the impulse response of a system is a signal h[n] received at a system output, H, where
its input is delta function δ[n].

δ [n]→ H → h[n]

LTI – Linear Time Invariant System

- System responds the same to the same signal in different time


- System response is linear combination of the response to each item

Convolution and the shifted delta function

δ [ n ] → h[n]
aδ [ n−k ] → ah[n−k ]
x [ k ] ∙ δ [ n−k ] → x [ k ] h[n−k ]
∞ ∞

∑ x [ k ] δ [n−k ]→ ∑ x [ k ] h[n−k ]
k=−∞ k=−∞

Input : X [ n ] → LTI −SYSTEM H −Impulse Response h [ n ] → output :Y [n ]


∞ ∞
x [ n ] = ∑ x [ k ] δ [n−k ]→ y [n] ∑ x [ k ] h [ n−k ]
k=−∞ k=−∞

h∗x=x∗h
Convolution features: x∗[ h 1+h 2 ] =x∗h1+ x∗h 2
x∗[ h 1∗h2 ] =[ x∗h 1]∗h 2

Example: Given a System with impulse response of: h [ n ] =an u [ n ]. What is the system
response to a unit function?

h (n)=
{a0 ,∧n<
n
0
,∧n ≥ 0

X ( n ) = 0 ,∧n<0
{
1 ,∧n ≥0

y [ n ]= ∑ x [ k ] h[n−k ]
k=−∞

h ( n−k ) =
{a0 ,∧n<k
n−k
,∧n ≥ k

X ( k )= 0 ,∧k <0
{
1 ,∧k ≥ 0
∞ ∞
n−k k k−1 1 1−a n+1
y [ n ]= ∑ x [ k ] h[n−k ]= ∑ 1 ∙ a =a +a +∙ ∙ ∙+ a +1=
k=−∞ k=−∞ 1−a
Example: Given an LTI System H with impulse response of:
h [ n ] =δ [ n+1 ] + 2δ [ n ] +2 δ [ n−1 ] −δ [n−2] . Compute the output of the system foe an input
of X [ n ] =δ [ n ] + δ [ n−1 ] + δ[n−2]

Periodical function space

- Subgroup of discrete time functions


- Every function is a periodical function with period N
- Periodical function: X[n]=X[n+kN] k =0 , ±1 , ±2 , … .
N is the period time

The same function addition and scalar multiplication as defined earlier

Inner multiplication
N −1
( f [ n ] , g [ n ]) ≜ ∑ f ¿ [ n ] g [ n ] this i s summation period
n=0 one

Periodical Delta base functions

- Basis function are part of the vector space – thos periodical


- Infinite delta function where every N samples we get an impulse
V[n]=δ[n+kN] k is a integer
V[n]¿ δ [ n mod N ] 1@ kn

Transformation:
N −1
a n= ∑ δ [ ( n−k ) mod N ] ∙ f [ k ] =f [ n ]
n=0

Inverse Transformation
N −1
f [ n ] = ∑ δ [ ( n−k ) mod N ] ∙ f [ k ]
n=0

Cyclic convolution

δ [ n−k ] → h [ n−k ]

δ [( n−k ) mod N ] → h [( n−k ) mod N ]


N−1
X [ n ] ⊙ h [ n ] ≜ ∑ x [ k ] h [ ( n−k ) mod N ]
n=0

Example: A System with a train impulse response which one period of it is h[n]=[3,1,0,2]
0 ≤ n ≤ N −1 N =4 . Assume that the input is one period : X[n]=[-1,2,1,-2]. Compute the
output.
N −1
y [ n ] =¿ X [ n ] ⊙ h [ n ] = ∑ x [ k ] h [ ( n−k ) mod N ]=-1[3,1,0,2]+2[2,3,1,0]+1[0,2,3,1]-
n=0
2[1,0,2,3]=[-1,7,1,-7]

Example: Compute the input signal to a system with impulse response


h [ n ] =δ [ n+1 ] + 2δ [ n ] +2 δ [ n−1 ] −δ [n−2] . If the output signal is:
y [ n ] =δ [ n+1 ] + δ [ n ] +5 δ [ n−1 ] +δ [ n−2 ] −4 δ [ n−3 ] + δ[n−4 ].
Lecture 2

Example:

h [ n ] =δ [ n+1 ] + 2δ [ n ] +2 δ [ n−1 ] −δ [ n−2 ]

y [ n ] =δ [ n+1 ] + 4 δ [ n ] +5 δ [ n−1 ] + δ [ n−2 ] −4 δ [ n−3 ] + δ [ n−4 ]

x [ n ] =?

n+1=0 ; n=-1

meaning the first term is


one to the right, (0, δ[n])

The first element of x[n] is δ[n] -> x[n]=δ[n]+2δ[n-1]- δ[n-2]

δ [n] -> h[n]

y [ n ] −h [ n ] =2 δ [ n ] +3 δ [ n−1 ] + 2 δ [ n−2 ]−4 δ [ n−4 ]

2 δ [ n−1 ] →2 h [ n−1 ]

y new 2 [ n ] = y new 1 [ n ] −2 h [ n−1 ]

And repeating the same algorithem in orther to find the third term

Linearity – Discrete time System

H [ α 1 x 1 ( nT ) +α 2 x 2 ( nT ) ]=α 1 H [ x 1 ( nT ) ] +α 2 H [ x 2 ( nT ) ]

Where: α 1∧α 2 are constants and x 1∧x 2 are input signals.

Examples:

y [ n ] =x 2 [ n ]

x 1 [ n ] → y 1 [ n ] =x 21 [n]

x 2 [ n ] → y 2 [ n ] =x 22 [n]
2
x 3 [ n ] =α 1 x 1 [ n ] +α 2 x 2 [ n ] → y 3 [ n ] =( α 1 x 1 [ n ] + α 2 x 2 [ n ] ) =α 21 x21 [ n ] + α 1 α 2 x 1 [ n ] x2 [ n ] +α 22 x 22 [ n ] ≠ α 1 y 1 [ n ] +α 2 y 2 [ n
Therefore the system is not linear

Example:

y [ n ] =x [ n ] −2 x [ n−1 ]

x 1 [ n ] → y 1 [ n ] =x 1 [ n ]−2 x 1 [ n−1 ]

x 2 [ n ] → y 2 [ n ] =x 2 [ n ]−2 x 2 [ n−1 ]

x 3 [ n ] =α 1 x 1 [ n ] +α 2 x 2 [ n ] → y 3 [ n ] =( α 1 x 1 [ n ] + α 2 x 2 [ n ] )−2 ( α 1 x1 [ n−1 ] +α 2 x 2 [ n−1 ] )

¿ ( α 1 ( x1 [ n ] −2 x 1 [ n−1 ] ) + α 2 ( x 2 [ n ]−2 x 2 [ n−1 ] ) )

Since the equation fit to the description of linearity we can say the system is linear.

Time Invariance: x[n]=x[n+n ] and y[n]=y[n+n ]


0 0 results in a time shifted output

Example 1: Example 2:

y[n]=2x[n]-x[n-1] y[n]=nx[n]
Time Invariance Time variance
x[n+n ] =x[n]
0 x[n]=x[n+n ] 0

y[n+n ]=2x[n+n ]-x[n+n -1] = 2x[n]-x[n-1]


0 0 0 y[n+n ]= (n+n )x[n+n ]≠y[n]
0 0 0

LTI System:

∞ ∞
y [ n ] =h [ n ]∗x [ n ] = ∑ h[k ]∙ x [n−k ]=x [ n ]∗h [ n ] = ∑ x [k ]∙ h[n−k ]
k=−∞ k=−∞

Proof:


h1 [ n ]∗h 2 [ n ] = ∑ h1 [ k ] ∙ h 2 [ n−k ] m=n−k → k =n−m
k=−∞
k =−∞ →m=∞ ; k=∞ → m=−∞

∑ h1 [ n−m ] ∙ h2 [ m ] =h2 [ n ]∗h1 [ n ]


k=−∞
Lecture 3

LTI Systems has the distributive property:

x [ n ]∗( h1 [ n ] +h2 [ n ] ) =x [ n ]∗h1 [ n ] + x [ n ]∗h2 [ n ]

For example the addition of two outputs with the same input for their system

H1
X[n] y[n]
H2

y[n]= x [ n ]∗h1 [ n ] + x [ n ]∗h 2 [ n ]

LTI Systems has the associative property

x [ n ]∗( h1 [ n ]∗h 2 [ n ] ) =( x [ n ]∗h1 [ n ] )∗h2 [ n ]

The good thing about this property is that we can take two system responses and by
convoluting them we can form only one total response.

x [ n ] → H 1 → H 2 → y [ n ] ↔ x [ n ] → H 1∗H 2 → y [ n ]

Example:
H1
h1 [ n ] =4 δ [ n−2 ] +3 δ [ n−1 ] +2 δ [ n+1 ] +δ [ δn+2]

h2 [ n ] =−2 δ [ n−2 ] −δ [ δn ] +δ [ n+1 ] +2 δ [n+ 2] X H2 H4 Y

h3 [ n ] =−2 δ [ n−2 ] −2 δ [ n−1 ] −2 δ [ n+1 ] −3 δ [n+2]


H3
h 4 [ n ] =δ [ n−1 ] + δ[n−3]

Find the total response

h1 [ n ] +h2 [ n ] + h3 [ n ] =( 3−2 ) δ [ n−1 ] −δ [ n ] + ( 1+2−2 ) δ [ n+ 1 ] + ( 1+2−3 ) δ [ n+2 ]

+ ( 4−2−2 ) δ [n−2]=δ [ n−1 ] −δ [ n ] +δ [ n+1 ]=h1 23 [ n ]

h123 [ n ]∗h 4 [ n ] =δ [ n−4 ] −δ [ n−3 ] + 2 δ [ n−2 ] −δ [ n−1 ] +δ [n]

x n ∗δ [ n ]=x [n]
While using the property of the convolution by delta
{ [ ] [ ][
x n ∗δ n−1 ]=x [n−1]

System Categories:

1) Real Systems 3) Causality 5) Stability


2) Memoriyless 4) invertibility

Real Systems:

A system with an impulse response h[n] is a Real System if and only if the values of h[n] are
real for any value of n.
Memoryless:

A system is said to be Memoryless if its input for each value of n is dependent on the input at
only that same time.

y [ n ] =kx [ n ] y n =x n−1 ]
without memory
{ 2
y [ n ] =( 2 x [ n ] −x [ n ] )
2 with memory
{ [ ] [ ][ ] [
y n =x n + 6 x [n−1]

Casuality:

A system is causal if the system’s output at any time depends on values of the input at only
present and past times. Such a system is called also an anticipatory system.

casual y [ n ] =2 x [ n ] −4 x [ n−1 ] noncasual y [ n ] =2 x [ n−1 ] +6 x [ n ] + 3 x [n+1]


Past present future

Invertibility:

• A system is said to be invertible if distinct inputs lead to distinct outputs.

• If a system is invertible that an inverse system exists that when cascaded with the
original system yield an output y[n] that equals to the input x[n] of the original system.

Non invertible system: y [ n ] =x 2 [ n ] ; h [ n ] =u[n]


Example:

h[n]=u[n]

∞ ∞
y [ n ] =x [ n ]∗h [ n ] =∑ x [ k ] u [n−k ]=∑ x [ k ]
−∞ −∞


y [ n ] − y [ n−1 ] =∑ x [ k ]
−∞

h−1 [n ]= y [ n ] − y [ n−1 ]=x [n]

h−1 [n ]=δ [ n ] −δ [n−1]


Stability:

System is stable in BIBO (Bounded Input Bounded Output) sense if and only if for any
bounded
∞ input the output is bounded. |x [ n ]|≤B 1 ⇒|y [ n ]|≤B2 ∀ n
∑ |h [ n]|<∞
n=−∞

Sentence:


System with impulse response h[n] is stable in BIBO sense if and only if ∑|h [ k ]|<∞
−∞


Proof: system – h[n] output= y [ n ] =x [ n ]∗h [ n ] = ∑ x [ k ] h [n−k ] and input x[n]<B1
−∞
∞ ∞ ∞

| −∞
|
| y [ n ]|= ∑ x [ n−k ] h [ k ] <∑ |x [ n−k ]||h [ n ]|< B 1 ∑ |h [ n ]|
−∞ −∞

Only if h[n] is bounded the output is bounded therefore BIBO stabled

Example:

h[n]=δ[n-2] - stabled in BIBO sense


h[n]=u[n-2] - not stabled in BIBO sense

System Memory Casual Stable Real


3
h[n] = ∑ δ [n−k ]
k =1
h[n]=u[n+3] X X
h[n]=¿ X

Time Domain - LTI System

Difference Equation:

- A method to represent LTI Systems with IIR recursively


- An equation of the form –
R ∞
y [ n ] =∑ b [ r ] x [n−r ]−∑ a [ q ] y [n−q]b [ n ] ≠ 0 ; a [ 0 ]=1
r =0 q=1

Example:

1
y [ n ] = y [ n−1 ] + x [n ] y [ n−1 ] =0
2

1
y [ 0 ] = y [−1 ] + x [ 0 ] =x [0 ]
2

1 1
y [ 1 ] = y [ 0 ] + x [ 1 ] = x [ 0 ] + x [1] …………..
2 2
n
1
y [ n ] =∑ x [i]
i=0 2n−i
Example:

1 n
h [ n ]= ()
3
u[n]

∞ ∞ k
1
y [ n ] =x [ n ]∗h [ n ] = ∑
k=−∞
x [ n−k ] h [ k ] =∑ x [ n−k ] ∙
k=0
() 3
∞ ∞ −1 ∞
1 k k−1 k
1 1
y [ n−1 ] =∑ ()
3
x [n−k−1]=∑ () x [n−k ]= () ∑ ( 13 ) x [ n−k ]
k=0 k=1 3 3 k=1
∞ ∞
1 k 1 k 1
y [ n ] =∑
k=0
()
3
x [ n−k ] =x [ n ] + ∑
k=1 3
() x [n−k ]=x [ n ] + y [n−1]
3

1
y [ n ] =x [ n ] + y [n−1]
3
Step Response:

- Similar to impulse response where the input is a unit step function u[n]
- Unlike delta functions does not form an orthonormal basis functions

Example:

Given a system by: a 1 y [ n−1 ] +b0 x [ n ] +b 1 x [n−1] first order difference equation. Also
given x [ n ] =δ [ n ] ; y [ −1 ] =0

y [ 0 ] =a1 y [−1 ] +b 0 x [ 0 ] + b1 x [ −1 ] =b0

y [ 2 ] =a1 y [ 1 ] + b0 x [ 2 ] + b1 x [ 1 ] =a21 b0 + a1 b 1 ……………..

y [ n ] =a1n b 0+ an−1
1 b1=a n−1
1 ( a1 b0 +b1 )

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