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• A discrete-time signal is a function of independent integer variables.
• x(n) is not defined at instants between two successive samples.
ì1, n=0
• Functional representation: x ( n) = í
î0, elsewhere
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Unit Sample Unit Step
Unit Ramp
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n
Exponential Signals: x(n) = a for all n
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} Energy of Signals vs. Power of Signals
¥
2 1 N
2
E = å | x ( n) | P = lim å | x(n) |
-¥ N ®¥ 2 N + 1 n = - N
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} Periodic vs. aperiodic signals
} A signal is periodic with period N (N>0) iff
x(n+N)=x(n) for all n
} The smallest value of N where this holds is called the
fundamental period.
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} Symmetric (even) and anti-symmetric (odd) signals:
◦ Even: x(-n) = x(n)
◦ Odd: x(-n) = -x(n)
} Any arbitrary signal can be expressed as a sum of two
signal components, one even and the other odd:
xe(n) = 1
2
[x(n) + x(-n)]
=
+
xo (n) = 1
2
[x(n) - x(-n)]
x(n) = xe(n) + xo(n)
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} A discrete-time system is a device that performs some
operation on a discrete-time signal.
} A system transforms an input signal x(n) into an output
signal y(n) where: y(n) ºT [ x(n)] .
} Some basic discrete-time systems:
◦ Adders
◦ Constant multipliers
◦ Signal multipliers
◦ Unit delay elements
◦ Unit advance elements
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10
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y ( n) = x ( 2n) Source: Stanford
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◦Addition: y(n) = x1(n) + x2(n)
◦Multiplication: y(n) = x1(n) x2(n)
◦Scaling: y(n) = a x(n)
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ìn, -3£ n £3 1
x ( n) = í y(n) = [ x(n + 1) + x(n) + x(n - 1)]
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î 0, elsewhere
Moving average filter
1 1 2
y(0) = [ x(-1) + x(0) + x(1)] = [1 + 0 + 1] =
3 3 3
5 2 5
y (n) = {!0,1, ,2,1, ,1,2, ,1,0!}
3 3 3
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ìn, -3£ n £3
x ( n) = í y (n) = [ x(n) + x(n - 1) + x(n - 2) + ...]
î 0, elsewhere
Accumulator
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} Memoryless systems: If the output of the system at an
instant n only depends on the input sample at that time
(and not on past or future samples) then the system is
called memoryless or static,
e.g. y(n)=ax(n)+bx2(n)
} Otherwise, the system is said to be dynamic or to have
memory,
} e.g. y(n)=x(n)−4x(n−2)
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} In a causal system, the output at any time n only
depends on the present and past inputs.
} An example of a causal system:
y(n)=F[x(n),x(n−1),x(n− 2),...]
} All other systems are non-causal.
} A subset of non-causal system where the system
output, at any time n only depends on future inputs is
called anti-causal.
y(n)=F[x(n+1),x(n+2),...]
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} Unstable systems exhibit erratic and extreme behavior.
BIBO stable systems are those producing a bounded
output for every bounded input:
x ( n) £ M x < ¥ Þ y ( n ) £ M y < ¥
} Example: y(n) = y 2 (n - 1) + x(n) Stable or unstable?
} Solution: x(n) = Cd (n) Bounded signal
y (0) = C , y (1) = C 2 , y (2) = C 4 ,..., y(n) = C 2 n
1< C £ ¥ unstable
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} Superposition principle:T[ax1(n)+bx2(n)]=aT[x1(n)]+bT[x2 (n)]
} A relaxed linear system with zero input
produces a zero output.
Scaling property
Additivity property
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} Example: y(n) = x(n2 ) Linear or non-linear?
} Solution: y1 (n) = x1 (n 2 ) y2 (n) = x2 (n 2 )
y3 (n) = T (a1x1 (n) + a2 x2 (n)) = a1x1 (n 2 ) + a2 x2 (n2 )
a1 y1 (n) + a2 y2 (n) = a1x1 (n2 ) + a2 x2 (n2 ) Linear!
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} If input-output characteristics of a system do not change with time then it is
called time-invariant or shift-invariant. This means that for every input
T T
x(n) and every shift k x(n) ¾ ¾® y(n) Þ x(n - k ) ¾¾® y (n - k )
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} Time-invariant example: differentiator
T
x(n) ¾
¾® y(n) = x(n) - x(n - 1)
T
x(n - 1) ¾
¾® y(n - 1) = x(n - 1) - x(n - 2)
} Time-variant example: modulator
T
x ( n) ¾
¾® y (n) = x(n).Cos (w0 .n)
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} LTI systems have two important characteristics:
◦ Time invariance: A system T is called time-invariant or shift-
invariant if input-output characteristics of the system do not
change with time
T T
x(n) ¾
¾® y(n) Þ x(n - k ) ¾
¾® y (n - k )
◦ Linearity: A system T is called linear iff
T[ax1(n)+bx2(n)]=aT[x1(n)]+bT[x2 (n)]
} Why do we care about LTI systems?
◦ Availability of a large collection of mathematical techniques
◦ Many practical systems are either LTI or can be approximated by LTI
systems.
¥ Shifting
y(n0 ) = å x(k )h(n0 - k ) and
k = -¥
Multiplying
Summation
} Distributive law:
k =0 (r - 1)
Hossein Sameti, CE, SUT, Fall 1992 28
} Remember that for a causal system, the output at any point of time,
depends only on the present and past values of the input.
Proof :
¥ ¥
y ( n) = å x ( k ) h( n - k ) = å x ( n - k ) h( k )
k = -¥ k = -¥
¥ But x(n-k) for k>=0 shows
= å x ( n - k ) h( k ) the past values of x(n). So y(n)
k =0
depends only on the
¥
so y ( n) = å x ( n - k ) h( k ) past values of x(n) and the
k =0 system is causal.
Þ unbounded output
¥
n
¥ n 1 2
å a = å a = 1 + a + a + ... = a <1
n =0 n =0 1- a
-1
n
¥ 1 1 1 1
å b =å n
= (1 + + 2
+ ...)
n = -¥ n =1 b b b b
1 b
= b (1 + b + b 2 + ...) = ( b < 1 or b > 1)
b= 1- b
b
} This means that the output at any time n is simply a weighted linear
combination of the most recent M input samples (FIR has a finite memory
of length M).
} An IIR system has infinite-duration h(n), so its output based on the
convolution formula becomes (causality assumed)
¥
y ( n) = å h( k ) x ( n - k )
k =0
} In this case, the weighted sum involves present and all past input samples
thus the IIR system has infinite memory.
= ny ( n - 1) + x( n)
n 1
y(n) = y(n - 1) + x(n)
n +1 n +1 + Initial Condition
Shifted version of
the transmitted
waveform + noise
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} Cross-correlation is an efficient way to measure the degree to
which two signals (one template and the other the test signal)
are similar to each other.
Shifted version of
the template+ noise
Template
Cross-Correlation
Machine
Output
y ( n ) = ax ( n - D ) + w ( n )
Received/Test Signal
Delayed version Additive noise
of the input
Attenuation factor
¥ ¥
rxy (l ) = å x(n) y(n - l ) = å x(n + l ) y(n), l = 0, +1, + 2,...
n = -¥ n = -¥ - -
} Classifications of DT systems:
◦ Static vs. dynamic, time-invariant vs. time-variant, linear vs. non-linear, causal vs.
◦ non-causal, stable vs. non-stable, FIR vs. IIR
} LTI systems and their representation
} Convolution for determining response to arbitrary inputs
} Cross-correlation