Professional Documents
Culture Documents
U ofe
N
SW ss
or
,A E
us . A
tra m
b
lia ik
a ira
ja
h
Part A: Signal Processing
h
ja
ira
Chapter 2: Discrete-Time Systems
a
lia ik
2.1 Discrete-Time Systems
b
2.2 Block Diagram Representation
tra m
2.3 Difference Equations
2.4 Classification of Discrete-Time Systems
us . A
2.4.1 Static Systems
2.4.2 Time-invariant Systems
,A E
2.4.3 Linear Systems
2.4.4 Causal Systems
or
2.4.5 Stable Systems
2.5 Linear Time-Invariant Discrete (LTD) systems
SW ss
h
ja
2.1 Discrete-Time System
a ira
A discrete - time system is a device or algorithm
lia ik
that operates on a discrete-time signal called the
b
input or excitation according to some well defined
tra m
rule, to produce another discrete-time signal called
us . A
the output or response.
,A E
or
We say that the input signal x[n] is transformed by
SW ss
y[n] = H {x[n]}
Pr
(2.1)
N
h
y[n] = H {x[n]} (2.1)
ja
ira
where the symbol H denotes the transformation
a
or processing performed by the system on x[n] to
lia ik
produce y[n] (see Fig 2.1)
b
tra m
x[n] y[n]
us . A
,A E H
or
H
SW ss
x[n] y[n]
U ofe
Pr
ja
ira
In order to introduce a block diagram
a
lia ik
representation of discrete-time systems, we
b
need to define some basic blocks that can be
tra m
interconnected to form complex systems.
us . A
,A E
(a) An adder : A system that performs the
or
addition of two signal sequences to form
SW ss
ja
y[n] = x1[n]+x2[n]
ira
+
x2[n]
a
lia ik
b
x1[0] x1[2]
sequence y[0] y[2]
tra m
us . A
x1[n] = {4, 5, -3} ∴y[n] = {2, 9, 0}
,A E
at n=0 n=2
or
n=0 n=1 n=2
SW ss
x2[n] = {-2, 4, 3}
U ofe
n=0 n=2
Pr
ira
represents applying a scale factor on the input
x[n]. Note that this operation is also
a
lia ik
memoryless.
b
tra m
multiplier
us . A
,A E x[n] y[n] = ax[n]
a
or
SW ss
multiplier.
N
h
sequence
ja
ira
x[n] = {2, -5, 6, 8}; a = 0.1; y[n] ={0.2, -0.5, 0.6, 0.8}
a
lia ik
b
tra m
at n=0 n=3 at n=0 n=3
us . A
(c) A Unit Delay Element : The unit delay is a special
,A E
system that simply delays the signal passing through it
or
by one sample.
SW ss
a
lia ik
b
tra m
x[n] y[n] = x[n-1]
us . A
,A E T
or
h
unit delay
ja
ira
x[n] y[n] = x[n-1]
a
Z-1
lia ik
b
tra m
at n= -1; n=0; n=1
us . A
,A E x[n] = {0, 1, 0, 5, 7, -2, -1, 0}
or
SW ss
ja
and unit delays form a complex discrete-time system.
ira
% Exercise 1. Shifting
% discrete-time signals
a
%
% We use the equations from
lia ik
b
discrete_time = -20:19;
unit_step = [zeros(1,20) ones(1,20)];
tra m
us . A
% samples of
% unit_step_shifted_left
U ofe
%
% Shifting to the right means
N
ja
= zeros(1,40);
1
unit_step_shifted_right(
ira
3:40) = 0.5
unit_step(1:38);
a
%
lia ik
0
figure -20 -15 -10 -5 0 5 10 15 20
b
unit step shifted left
subplot(3,1,1) 1
tra m
stem(discrete_time,
unit_step)
us . A
0.5
title('unit step')
subplot(3,1,2)
,A E 0
stem(discrete_time, -20 -15 -10 -5 0 5 10 15 20
unit_step_shifted_left)
unit step shifted right
or
1
left') 0.5
subplot(3,1,3)
U ofe
stem(discrete_time,
unit_step_shifted_right) 0
-20 -15 -10 -5 0 5 10 15 20
right')
N
2.3 Difference Equations
h
ja
ira
A discrete-time system consisting of
a
lia ik
combinations of adders, multipliers and unit
b
delays can always be described by a set of
tra m
us . A
difference equations. The equations would be
ordinary algebraic equations if no delays were
,A E
present.
or
SW ss
U ofe
Pr
N
h
Examples:
ja
ira
(a) y[n] = x[n-2]
a
lia ik
b
tra m
us . A
x[n] x[n-1] y[n] = x[n-2]
,A E T T
or
T - Unit sample delay
SW ss
sampling period
U ofe
Pr
N
1 1 1
h
(b) y[n] = x[n] + x[n − 1] + x[n − 2]
ja
2 4 4
a ira
lia ik
b
tra m
x[n] x[n-1] x[n-2]
us . A
T T
,A E
or
y[n]
U ofe
0.5 x[n]
+
Pr
N
y [n ] = x[n ] + 0.25 y [n − 1]
h
(c)
ja
a ira
lia ik
b
x[n] y[n]
tra m
+
us . A
y[n-1]
,A E T
0.25
or
SW ss
4
U ofe
h
ja
y[n] = a0 x[n] + a1 x[n − 1] − b1 y[n − 1]
a ira
Draw a system implementation for the above
lia ik
difference equation.
b
tra m
us . A
x[n] a0 v[n] y[n]
,A E + +
T T
or
SW ss
a1 -b1
U ofe
ja
+ +
ira
T T
a
-b1
lia ik
a1
b
tra m
System 1 System 2
us . A
Feedforward Part Feedback Part
,A E Figure 2.5. Direct Form I structure
or
We can write the above difference equation as a set
SW ss
of two equations
v[n] = a0 x[n] + a1 x[n − 1] - system 1
U ofe
- system 2
N
h
ja
x[n] v[n] y[n]
System 1 System 2
ira
Cascade
a
structure
lia ik
b
x[n] p[n] y[n]
tra m
System 2 System 1
us . A
Figure 2.6. Two systems forming a cascade structure can be
,A E
interchanged without affecting the final output signal.
or
SW ss
U ofe
cascade representation.
N
h
ja
ira
a0
x[n] p[n] y[n]
a
+ +
lia ik
b
p[n-1] p[n-1]
T T
tra m
us . A
,A E -b1 a1
or
Feedback Part Feedforward Part
System 2 System 1
SW ss
a
x[n] p[n] y[n]
lia ik
+ +
b
tra m
T
us . A
,A E -b1 p[n-1] a1
or
SW ss
h
ja
be combined into a single delay as shown in Figure
ira
2.8. Since delay operations are implemented with
memory in a computer, the implementation of Figure
a
2.8 would require less memory compared to the
lia ik
implementation of Figure 2.7.
b
tra m
us . A
It can be proven that both block diagrams Figure 2.5
and Figure 2.7/Figure 2.8 represent the same
,A E
difference equation.
or
SW ss
a0 a0
x[n] p[n] y[n] x[n] p[n] y[n]
+ + + +
U ofe
p[n-1] T T p[n-1]
T
-b1 a1
Pr
-b1 p[n-1] a1
Feedback Part Feedforward Part
System 2 System 1
N
h
ja
y[n] = a0 x[n] + a1 x[n − 1] − b1 y[n − 1] (2.2)
ira
From Figure 2.7:
a
lia ik
p[n] = x[n] − b1 p[n − 1]
b
(2.3)
tra m
y[n] = a0 p[n] + a1 p[n − 1]
us . A
(2.4)
,A E
Substituting n → n-1 in equation (2.4),
or
(2.5)
U ofe
ja
ira
y[n] + b1 y[n − 1] = a0 p[n] + a0b1 p[n − 1] + a1 p[n − 1] + a1b1 p[n − 2]
a
144424443 1444 424444 3
lia ik
a0 x [n ] a1x [n −1]
b
tra m
Therefore,
us . A
y[n] = a 0 x[n] + a1 x[n − 1] − b1 y[n − 1]
,A E
or
SW ss
as in equation (2.2)
U ofe
Pr
N
2.4 Classification of Discrete-
h
ja
Time Systems [8]
ira
In the analysis as well as in the design of
a
lia ik
systems, it is desirable to classify the systems
b
tra m
according to the general properties that they
us . A
satisfy. For a system to possess a given
,A E
property, the property must hold for every
or
possible input signal to the system. If a
SW ss
a
lia ik
Static systems
b
Time - invariant systems
tra m
us . A
Linear systems
,A E
Causal systems
or
Stable systems
SW ss
U ofe
Pr
N
2.4.1 Static Systems
h
ja
A discrete-time system is called static or memoryless
ira
a
input sample at the same time, but not on past or
lia ik
future samples of the input.
b
tra m
Example: y[n] = ax[n]
us . A
,A E y[n] = nx[n] + bx 3 [n]
Both are static or memoryless.
or
N
y[n ] = ∑ x[n − k ] system with memory.
N
k =0
2.4.2 Time-invariant systems
h
ja
ira
A time-invariant system is defined as follows:
a
x[n − n0 ] ⎯⎯→ y[n − n0 ]
lia ik
H
b
tra m
us . A
where y[n] = H{x[n]}.
,A E
or
Specifically, a system is time invariant if a
SW ss
h
ja
variant or time invariant.
ira
y[n] = H {x[n]} = nx[n] (2.7)
a
lia ik
The response of this system to x[n-k] is
b
tra m
w[n] = nx[n − k ]
us . A
Now if we delay y[n] in (2.7) by k units in
,A E
time, we obtain
or
y[n − k ] = (n − k )x[n − k ]
SW ss
= nx[n − k ] − kx[n − k ]
U ofe
N
h
ja
2.4.3 Linear Systems
a ira
A linear system is defined as follows:
lia ik
b
tra m
a1 x1 [n] + a2 x2 [n] ⎯⎯→ a1 y1 [n] + a2 y2 [n]
us . A
H
(2.8)
,A E
or
where a1 and a2 are arbitrary constants.
SW ss
U ofe
Pr
N
h
Example: Three sample averager
ja
ira
1
y[n] = {x[n + 1] + x[n] + x[n − 1]} = H {x[n]}
a
lia ik
3
b
x[n] ⎯⎯→
H
y[n]
tra m
1
H {ax1 [n] + bx2 [n]} = {ax1 [n + 1] + bx2 [n + 1]
us . A
,A E 3
+ ax1 [n] + bx2 [n]
or
+ ax1 [n − 1] + bx2 [n − 1]}
SW ss
a ira
y [n ] = H {x [n ]} = x 2 [n ]
lia ik
H {ax 1 [n ] + bx 2 [n ]} = {ax 1 [n ] + bx 2 [n ]}
b
2
tra m
= a 2 x12 [n ] + b 2 x 22 [n ] + 2 abx 1 [n ]x 2 [n ]
us . A
,A E
which is not equal to ax12 [n ] + bx 22 [n ]
or
SW ss
U ofe
a ira
lia ik
y [n ] = nx [n ] = H { x [n ] }
b
tra m
H { ax1 [n ] + bx 2 [n ] } = anx 1 [n ] + bnx 2 [n ]
us . A = ay 1 [n ] + by 2 [n ]
,A E
or
SW ss
ja
ira
A system is said to be causal if the output of
a
the system at any time ‘n’ depends only on
lia ik
b
present and past inputs, but does not depend
tra m
on future inputs.
us . A
If a system does not satisfy this definition, it
,A E
is called noncausal. Such a system has an
or
ja
a ira
y[n] = x[n] − x[n − 1] → Causal
lia ik
b
y[n] = ax[n] → Causal
tra m
us . A
y[n] = x[n] + 3 x[n + 4] → Noncausal
,A E
y[n] = x[− n] → Noncausal
or
SW ss
U ofe
ja
causal if it has zero values for n<0.
a ira
y[n]
lia ik
Causal
b
& Stable
tra m
us . A
,A E y[n] = ( ) u[n]
2 n
3
or
n
SW ss
U ofe
Pr
sequence.
h
2.4.5 Stable Systems
ja
ira
A discrete signal x[n] is bounded if
a
there exists a finite M such that
lia ik
b
|x[n]| < M for all n.
tra m
us . A
A discrete - time system in Bounded
,A E
Input-Bounded Output (BIBO) stable if
or
a ira
The discrete - time system
lia ik
b
y[n] = ny[n − 1] + x[n], n > 0
tra m
us . A
is at rest [i.e. y[-1]=0]. Check if the system is
,A E
BIBO stable.
or
SW ss
U ofe
Pr
N
If x[n]=u[n], then |x[n]| ≤ 1. But for this
h
ja
bounded input, the output is
ira
n = 0 → y[0] = x[0] = 1
a
n = 1 → y[1] = 1 y[0] + x[1] = 2
lia ik
b
n = 2 → y[2] = 2 y[1] + x[2] = 5
tra m
us . A
,A E M M
is unstable.
SW ss
U ofe
Pr
N
2.5 Linear Time-Invariant Discrete
h
ja
(LTD) Systems
ira
Transformation of Discrete-Time signals :
a
lia ik
b
A discrete-time signal, x[n] may be shifted in
tra m
us . A
variables n with n-k where k > 0 is an integer
,A E
or
x[n-k] => x[n] is delayed by k samples
SW ss
ja
impulse function (see Figure 2.10). If we multiply an
ira
arbitrary signal x[n] by this function, we obtain a
a
signal that is zero everywhere, except at n = k.
lia ik
∴ y[n] = x[n]⋅ δ [n − k ] = x[k ]⋅ δ [n − k ]
b
(2.9)
tra m
us . A
δ[n-k]
x[n]
,A E 1 1
or
n n
0 1 2 k-1 k k+1 0 1 2 k-1 k k+1
SW ss
y[n]
U ofe
ja
ira
as a sum of scaled and delayed unit impulses.
a
p[n]
lia ik
a4
b
a-3 a1
tra m
us . A
-3
,A E -2 -1 0 1 2 3 4 5 6 7 n
a2 a7
or
ja
expressed according to
a ira
∞
x[n ] = ∑ x[k ]δ [n − k ]
lia ik
(2.10)
b
k = −∞
tra m
us . A
For real time signals
∞
,A E
x[n] = ∑ x[k ]δ [n − k ]
or
k =0
SW ss
samples N. N −1
x[n] = ∑ x[k ]δ [n − k ] (2.11)
Pr
k =0
N
h
If x[n] has finite duration, the infinite sum in
ja
equation (2.11) may be replaced by a finite sum.
ira
N1
That is if x[n] ≠ 0 for –N2 ≤ n ≤ N1, x[n] = ∑ x[k ]δ [n − k ]
a
lia ik
k =− N 2
b
tra m
x[n]
us . A
,A E
or
SW ss
N2 0 N1 n
U ofe
discrete-time sequences.
N
h
Equation (2.11) is a special form of convolution.
ja
Generally, the convolution of two sequences x[n] and
ira
y[n] is defined as
a
lia ik
∞
x[n ] * y[n ] = ∑ x[k ]y[n − k ]
b
tra m
k = −∞
us . A
∞
convolution
,A E = ∑ x[n − k ]y[k ]
k = −∞
( 2.12)
or
convolution is commutative:
SW ss
U ofe
h
ja
LTI system
ira
For example consider the discrete-time system, H,
a
lia ik
shown in Figure 2.13
b
tra m
x[n] System H
T
us . A
,A E b
a v[n] c y[n]
or
+ + T
SW ss
U ofe
respectively.
h
x[n] System H
ja
T
ira
b
a v[n] c y[n]
+
a
+ T
lia ik
b
tra m
Difference equation for the system H :
us . A
v[n] = ax[n] + bx[n − 1] + y[n]
,A E
or
SW ss
h
ja
ira
Assume v[n] = 0 for n ≤0 ⇒ y[n] is also initially zero
for n ≤ 0. Substituting n = 0,1,2,... in equation
a
lia ik
(2.13), we obtain
b
tra m
n=0 v[0]=ax[0]+bx[-1]+y[0]=
us . A
,A E a⋅1+b⋅0+0=a
⇒ y[1] = a⋅c
or
SW ss
ja
0 + 0 + c(b+ac)
ira
⇒ y[3] = cv[2] = c2(b+ac)
a
lia ik
b
...
tra m
n=n–1 v[n-1] = bcn-2 + acn-1
us . A
,A E ∴ y[n] = c v[n-1] = bcn-1 + acn
or
∴ y[n] = [ ] = n −1
+ ac
SW ss
n
x [n ]=δ [n ]
h n bc
U ofe
Impulse response
Pr
N
Δ
The response y[n]= h[n] to an impulse excitation
h
ja
(x[n] = δ [n]) is known as the impulse response and it
ira
is a very important characteristic of a discrete
a
system.
lia ik
b
tra m
x[n] y[n]
us . A
H
,A E
If x[n] = δ[n], then y[n] = h[n]. The output tells us
or
system.
Pr
N
h
We have
ja
ira
δ[n] H h[n]
a
lia ik
and since the system is time invariant, the response
b
tra m
to δ[n-k] must be h[n-k]
us . A
H
δ[n-k]
,A E h[n-k]
or
SW ss
Therefore
U ofe
x[k]δ[n-k] H x[k]h[n-k]
Pr
N
h
ja
ira
Now recall that each x[n] can be written as a
weighted sum of shifted unit impulse (see equation
a
lia ik
(2.10)). Therefore
b
tra m
∞ ∞
∑ [ ]δ [ − ] ⎯⎯→
H
∑ x[k ]h[n − k ]
us . A
x k n k
,A E k = −∞ k = −∞
x[n ] ⎯⎯→
H
y[n ] = x[n ]* h[n ]
U ofe
Pr
N
h
The response to an arbitrary input signal x[n] is the
ja
convolution of x[n] with the impulse response of the
ira
system.
System H:
a
lia ik
x[n] H y[n]
b
tra m
us . A
impulse response of the system
y[n] = x[n]* h[n]
,A E
(2.15)
or
∞
y[n] = x[n]* h[n] = ∑ x[k ]h[n − k ]
SW ss
k = −∞
U ofe
∞
y[n] = h[n]* x[n] = ∑ h[k ]x[n − k ] (2.16)
Pr
k = −∞
N
where h[n]=H{δ[n]}.
2.5.2 Finite Impulse Response
h
ja
(FIR) System
ira
If the impulse response of a LTI system is of finite
a
lia ik
duration, the system is said to be Finite Impulse
b
Response (FIR).
tra m
us . A
x[n] = δ[n] x[n] = δ[n]
,A E T 2
x[n] -1/2
or
2
SW ss
0 1 2 n y[n] 1 n
+ −
Input 2
U ofe
Impulse Response
Non-recursive system
Pr
N
a
y[n] = 2x[n] - 0.5x[n-1]
lia ik
n=0 y[0] = h[0] = 2x[0] – 0.5x[-1] = 2
b
tra m
n=1 y[1] = h[1] = 2x[1] – 0.5x[0] = -0.5
us . A
n=2 y[2] = h[2] = 2x[2] – 0.5x[1] = 0
,A E
or
n=n 0
SW ss
U ofe
Pr
N
2.5.3 Infinite Impulse response
h
ja
(IIR) system
ira
If the impulse response of a linear time-invariant
a
lia ik
system is of infinite duration, the system is said to be
b
an Infinite Impulse Response (IIR) system.
tra m
us . A
,A E x[n] = δ[n] recursive system
v[n] 1 y[n]
x[n]
+
or
T
SW ss
0 1 2
U ofe
n
Input
Pr
response.
h
ja
v[n ] = x[n ] + y[n ]
ira
y[n ] = 1.v[n − 1]
a
lia ik
b
tra m
us . A
If x[n] = δ[n], calculate h[n]
,A E
or
for n=0,1,2,...
SW ss
U ofe
Pr
N
h
ja
Example:
a ira
Find the impulse response h[n] of the following first-
lia ik
b
tra m
⎧ay[n − 1] + x[n ] n≥0
us . A
y[n ] = ⎨
,A E ⎩ 0 otherwise
or
initial condition.
U ofe
Pr
N
h
n = 0, y[0] = h[0] = ay[-1] + δ[0] = 1
ja
ira
n = 1, y[1] = h[1] = ay[0] + δ[1] = a
a
n = 2, y[2] = h[2] = ay[1] + δ[2] = a2
lia ik
b
tra m
us . A
n = n, y[n] = h[n] = an for n ≥ 0
,A E
y[n] = h[n] = 0 for n < 0, because δ[n] is
or
SW ss
y[-1]= 0.
Pr
N
h
Hence, h[n]=anu[n] for all n
ja
ira
h[n]
a
h[n]
lia ik
0<a<1 a>1
1
b
tra m
1
us . A
,A E
0 n 0 n
or
x[n] y[n] ≡ x[n] y[n]
SW ss
h[n]=anu[n] +
U ofe
T
Pr
ja
a ira
Find the impulse response h[n] of the
lia ik
following fourth order non-recursive system.
b
tra m
y[n ] = a0 [n] + a1 x[n − 1] + a2 x[n − 2] +
us . A
a3 x[n − 3] + a4 x[n − 4]
,A E
or
SW ss
h
a3δ[-3] +a4δ[-4] = a0
ja
ira
n=1 h[1] = a0δ[1] + a1δ[0] + a2δ[-1]+
a
a3δ[-2]+a4δ[-3] = a1
lia ik
b
tra m
n=2 h[2] = a0δ[2] + a1δ[1] + a2δ[0] +
us . A
a3δ[-1] + a4δ[-2]= a2
,A E
n=3 h[3] = a0δ[3] + a1δ[2] + a2δ[1] +
or
a3δ[0] + a4δ[-1] = a3
SW ss
U ofe
h[5] = 0 + 0 + 0 + 0 + a4δ[1] = 0
N
n=5
h
For n ≥ 5, h[n] = 0, since the nonzero value of δ[n]
ja
has moved out of the memory of this system.
a ira
x[n]
δ[n] T T T T
lia ik
b
tra m
us . A
y[n]=h[n]
,A E +
or
h[n] a0, a1, a2, a3 & a4 are
SW ss
called coefficients (+
a2
or -) or constants
U ofe
a0
a1 a3
Pr
N
a4
Example:
h
ja
Two structures are shown below:
ira
a
(b) Calculate the impulse response
lia ik
b
x[n]
T T
tra m
us . A
1 1 1
,A E y[n]
+
or
SW ss
x[n]
T T
U ofe
1 1 1
Pr
y[n]
+
N
x[n]
T T
h
ja
ira
1 1 1
a
lia ik
y[n]
+
b
tra m
us . A
Structure 1 :
,A E
y[n] = x[n] + x[n-1] + x[n-2]
or
h[n]=y[n]|x[n] =δ[n]
SW ss
U ofe
h
ja
ira
+1 -1
a
lia ik
y[n]
b
+
tra m
us . A
Structure 2 :
,A E
y[n] = x[n] - x[n-2]
or
h[n]=y[n]|x[n] =δ[n]
SW ss
U ofe
h
ja
ira
∞
y[n] = x[n]* h[n] = ∑ x[k ]h[n − k ]
a
lia ik
k = −∞
b
∞
tra m
y[n] = h[n]* x[n] = ∑ h[k ]x[n − k ]
us . A
,A E k = −∞
Commutative Law:
or
Associative Law:
Pr
lia ik
y[n]
≡
h1[n] h2[n] x[n]
h[n]= h1[n]*h2[n]
b
tra m
us . A
y[n]
≡
x[n]
,A E y[n] x[n]
h2[n] h1[n]
h1[n] h2[n]
or
SW ss
U ofe
Pr
N
h
ja
Distributive Law:
a ira
x[n]* (h1[n]* h2 [n]) = x[n]* h1[n] + x[n]* h2 [n]
lia ik
b
tra m
us . A
h1[n]
,A E
x[n] y[n] y[n]
or
+ ≡ h[n]= h1[n]+ h2[n]
x[n]
SW ss
h2[n]
U ofe
Pr
N
h
Graphical computation of convolution.
ja
ira
The convolution of two signals x[n] and h[n] is
a
shown in steps in the diagram below.
lia ik
b
h[n] x[n]
tra m
1
us . A
,A E
i
or
0 1 2 3 4 n
SW ss
h[-i]
U ofe
1
Step 1: Fold h[i] over in
Pr
i
h
ja
h[2-i]
Step 2:
ira
Shift h[-i] through a distance n, This 1
gives h[n-i].
a
We have chosen n=2 in the diagram.
lia ik
b
tra m
0 1 2 3 4 5 i
us . A
,A E x[i]h[2-i]
or
Step 3: 1
SW ss
0 1 2 3 4 5 i
Pr
N
h
y[n]
Step 5:
ja
1
Vary n from -∞ to ∞. This gives y[n].
a ira
lia ik
0 12 3 4 5 i
b
tra m
y[n]
us . A
Step 4:
Sum this product over all i. This
,A E y[2]
gives the signal value y(2),
or
SW ss
0 1 2 34 5 n
∞
y[2] = ∑ x[i ]h[2 − i ]
U ofe
i = −∞
Pr
N
h
Exercise :
ja
ira
Compute the convolution y[n] = x[n] * h[n] of the
a
following pair of signals, using
lia ik
(a) Equation (2.16)
b
(b) Graphical computation.
tra m
us . A
x[n] h[n]
,A E
0.5 3
or
2
SW ss
1
U ofe
-4 -3 -2 -1 2 n 0 1 2 3 4 n
Pr
N
h
ja
Answer :
a ira
lia ik
y[n]=x[n]*h[n]
b
tra m
3.0
us . A
,A E 2.5
1.5 1.5
0.5
or
SW ss
0 1 2 3 4 5 n
U ofe
Pr
N
% Exercise 3. Convolution &
h
ja
% filtering
ira
%
% Matlab has a built-in function
a
% to perform convolution, which
lia ik
% is called `conv'.
b
tra m
us . A
%
% We now evaluate the sequences
,A E
% x, h and y from the previous
or
% example.
SW ss
N
h
% Plot the sequences 1
x[n]
ja
figure 0.8
subplot(3,1,1)
ira
0.6
plot(unit_step) 0.4
a
stem(discrete_time, 0.2
sequence_x)
lia ik
0
-5 -4 -3 -2 -1 0 1 2 3 4 5
b
3
title ('x[n]')
tra m
subplot(3,1,2) 2
us . A
stem(discrete_time, 1
sequence_h)
axis([-5 5 0 3])
,A E 0
-5 -4 -3 -2 -1 0 1 2 3 4 5
title('h[n]') y[n]
or
3
subplot(3,1,3)
extended_discrete_time = -
SW ss
2
8:10;
stem(extended_discrete_time,
U ofe
1
sequence_y) 0
axis([-5 5 0 3]) -5 -4 -3 -2 -1 0 1 2 3 4 5
Pr
title('y[n]')
N
h
ja
Example:
ira
Determine the impulse response for the cascade of
a
two linear time-invariant systems having impulse
lia ik
b
response.
tra m
us . A
n n
⎛1⎞ ⎛1⎞
h1 [n] = ⎜ ⎟ u[n] and h2 [n] = ⎜ ⎟ u[n]
⎝ 2⎠ ⎝ 4⎠
,A E
or
SW ss
U ofe
a
= (x[n] * h1[n]) * h2[n]
lia ik
b
= x[n] * (h1[n] * h2[n]),
tra m
{using associative law: h1[n] * h2[n] =h[n]}
us . A
,A E
or
x[n] h[n] y[n]
SW ss
U ofe
Pr
N
h
∞
ja
h[n] = h1 [n]* h2 [n] = ∑ h [k ]h [n − k ]
ira
1 2
k =−∞
a
∞ k n−k k n−k
⎛1⎞ ⎛1⎞ ⎛1⎞ ⎛1⎞
lia ik
n
= ∑ ⎜ ⎟ u[k ]⋅ ⎜ ⎟ u[n − k ] = ∑ ⎜ ⎟ ⎜ ⎟
b
k =0 ⎝ 2 ⎠ ⎝ 4⎠ k =0 ⎝ 2 ⎠ ⎝ 4 ⎠
tra m
us . A
n n n
⎛1⎞ ⎛ 1 ⎞ n+1
=⎜ ⎟
,A E ∑ (2) = ⎜ ⎟ (2 − 1)
k
⎝ 4⎠ k =0 ⎝ 4⎠
or
⎡ ⎛1⎞ ⎤
SW ss
n n
⎛1⎞
h[n ] = ⎜ ⎟ ⎢2 − ⎜ ⎟ ⎥ for n≥0
U ofe
⎝ 2 ⎠ ⎢⎣ ⎝ 2 ⎠ ⎥⎦
Pr
h[ n] = 0 for n≤0
N
∞
h[n] = h2 [n]* h1 [n] = ∑ h [k ]h [n − k ]
h
2 1
k =−∞
ja
∞ k n−k
⎛1⎞ ⎛1⎞
= ∑ ⎜ ⎟ u[k ]⎜ ⎟ u[n − k ]
ira
k =−∞ ⎝ 4 ⎠ ⎝ 2⎠
a
k n−k
n
⎛1⎞ ⎛1⎞
= ∑⎜ ⎟ ⋅⎜ ⎟
lia ik
k =0 ⎝ 4 ⎠ ⎝ 2⎠
b
tra m
n n k −k
⎛1⎞ ⎛1⎞ ⎛1⎞
=⎜ ⎟ ∑ ⎜ ⎟ ⋅⎜ ⎟
us . A
⎝ 2⎠ k =0 ⎝ 4 ⎠ ⎝ 2⎠
∴ ⎡ ⎛1⎞ ⎤
n n k n n
⎛1⎞ ⎛1⎞ ⎛1⎞
∑ h[n] = ⎜ ⎟ ⎢2 − ⎜ ⎟ ⎥u[n]
=⎜ ⎟
,A E ⎜ ⎟
⎝ 2⎠ k =0 ⎝ 2 ⎠
⎝ 2 ⎠ ⎢⎣ ⎝ 2 ⎠ ⎥⎦
or
n +1
⎛1⎞
n 1− ⎜ ⎟
SW ss
⎛ ⎞
1 ⎝ 2⎠
=⎜ ⎟
⎝ 2 ⎠ 1− 1
U ofe
2
⎡ ⎛ ⎞ ⎤
Pr
n n
⎛ ⎞
1 1
= ⎜ ⎟ ⎢2 − ⎜ ⎟ ⎥ for n≥0
N
⎝ 2 ⎠ ⎢⎣ ⎝ 2 ⎠ ⎥⎦
h
Example :
ja
a ira
Determine the response of the (relaxed)
lia ik
system characterised by the impulse response
b
tra m
us . A
x[n] ⎛1⎞
n y[n]
h[n] = ⎜ ⎟ u[n]
,A E
⎝2⎠
or
SW ss
U ofe
Pr
N
h
∞
y[n] = ∑ h[k ]x[n − k ]
ja
ira
k = −∞
= ∑( ) u[k ]⋅ 2n − k u[n − k ]
a
1 k
lia ik
2
b
tra m
n k n k
= ∑ ( 12 ) 2n − k = 2n ∑ ( 14 )
us . A
k =0 k =0
1− ( )
,A E 1 n +1
=2 n 4
or
1− 1
4
SW ss
U ofe
2 n +1 ⎛ 1 ⎞ ⎤
⎡ n +1
y[n ] = ⎢2 − ⎜ ⎟ ⎥u[n ]
3 ⎢⎣ ⎝ 2 ⎠ ⎥⎦
Pr
N
h
2.6 Stability of Linear Time-
ja
Invariant Systems [11]
a ira
lia ik
An LTD system is stable if, and only if, the
b
tra m
stability factor denoted by S, and defined by
us . A
,A E ∞
S= ∑ | h[k ] | < ∞
or
k = −∞
SW ss
U ofe
is finite.
Pr
N
Let x[n] be a bounded input sequence
h
ja
{ie. | x[n]|<M for all n, where M is a
ira
finite number}.
a
lia ik
b
We must show that the output is bounded
tra m
us . A
when S is finite. To this end, we work again
with the convolution formula.
,A E
or
∞
y[n] = ∑ h[k ]x[n − k ]
SW ss
U ofe
k = −∞
Pr
N
h
If we take the absolute value of both sides of
ja
the above equation, we obtain
a ira
lia ik
∞
y[n] = ∑ h[k ]x[n − k ]
b
tra m
k = −∞
us . A
Now, the absolute value of the sum of terms
,A E
is always less than or equal to the sum of the
or
∞
| y[n] |≤ ∑ | h[k ] | | x[n − k ] |
Pr
k = −∞
N
h
ja
Since the input values are bounded , say by
ira
M, we have for all n:
a
lia ik
∞
b
| y[n] |≤ M ∑ | h[k ] | ≤ MS
tra m
us . A
k = −∞
,A E
Hence, since both M and S are finite, the
or
summable.
Pr
N
Example:
h
ja
ira
Check the stability of the first-order recursive
a
system shown below:
lia ik
y[n] = ay[n − 1] + x[n]
b
tra m
us . A
The impulse response of this system is:
,A E
h[n] = a u[n] n
for all formula
or
SW ss
U ofe
∞ ∞
S= ∑ | h[n] | =
k = −∞
∑ | a
k = −∞
| n
Pr
N
h
It is obvious that S is unbounded for |a| ≥ 1,
ja
since then each term in the series is ≥ 1.
a ira
lia ik
For |a| < 1, we can apply the infinite
b
geometric sum formula, to find
tra m
us . A
1
S= for | a |< 1
,A E
1− | a |
or
SW ss
stable.
Pr
N
h
Q4. Draw a system implementation for each of the
ja
following difference equations:
a ira
lia ik
(a) 2 y[n] + y[n − 1] − 4 y[n − 3] = x[n] + 3 x[n − 5]
b
(b) y[n] = x[n] − x[n − N ]
tra m
us . A
(c) y[n] = a 0 x[n] + a1 x[n − 1] + a 2 x[n − 2] − b1 y[n − 1] − b2 y[n − 2]
y[n] = x[n] − x[n − 1]
(d)
,A E
(e) y[n] = x[n] + x[n − 1]
or
(g)
Pr
N
h
Summary of Part A Chapter 2
ja
ira
At the end of this chapter, it is expected that you
should know:
a
lia ik
b
The definition of a discrete-time system
tra m
us . A
Basic blocks of a discrete-time system: the adder,
,A E
multiplier and unit delay
or
system given its difference equation
U ofe
time system given its block diagram
N
The difference between Direct Forms I and II and
h
Canonical Form, and how to write a difference
ja
equation in all three forms, showing the
ira
equivalence between them
a
lia ik
The definition (showing proofs and/or examples)
b
tra m
of the following types of system:
us . A
Static
Time Invariant
,A E
Linear
or
Causal
SW ss
Stable
U ofe
weighted sum
N
of delayed impulses
Definition and understanding of convolution (including
h
hand and graphical computation of convolution)
ja
ira
The impulse response of a linear, time-invariant
a
lia ik
system, and how to calculate it from a difference
b
equation
tra m
us . A
The difference between an FIR and an IIR system. In
,A E
particular, that the impulse responses of FIR systems
or
have identical values to the coefficients of the difference
SW ss
equation.
U ofe
N