Discrete - Time Systems Discrete - Time Systems: Examples

Discrete-Time Systems Discrete-Time Systems:
Examples
• A discrete-time system processes a given
• 2-input, 1-output discrete-time systems -
input sequence x[n] to generates an output
Modulator, adder
sequence y[n] with more desirable
properties • 1-input, 1-output discrete-time systems -
Multiplier, unit delay, unit advance
• In most applications, the discrete-time
system is a single-input, single-output
system:
x[n] Discrete � time y[n]
System
Input sequence Output sequence
1 2
Copyright © 2005, S. K. Mitra Copyright © 2005, S. K. Mitra
Discrete-
Discrete-Time Systems: Examples Discrete-
Discrete-Time Systems:Examples
n
• Accumulator - y[n] � � x[�]
� � ��
• Accumulator - Input-output relation can
n �1 also be written in the form
� � x[�] � x[ n] � y[n � 1] � x[n] �1 n
� � ��
y[n] � � x[�] � � x[�]
• The output y[n] at time instant n is the sum � � �� 0
n
of the input sample x[n] at time instant n � y[�1] � � x[�], n � 0
y[n � 1]
and the previous output at time ��0
n � 1,
instant which is the sum of all • The second form is used for a causal input
��
previous input sample values from to n �1 y[�1]
sequence, in which case is called
the initial condition
• The system cumulatively adds, i.e., it
3
accumulates all input sample values 4
Discrete-
Discrete-Time Systems:Examples Discrete-
• M-point moving-average system - • If there is no bias in the measurements, an
M �1 improved estimate of the noisy data is
y[ n] � M
1
� x[ n � k ] obtained by simply increasing M
k �0
• Used in smoothing random variations in • A direct implementation of the M-point
data M �1
moving average system requires
M �1
additions, 1 division, and storage of
• In most applications, the data x[n] is a past input data samples
bounded sequence
• A more efficient implementation is
• M-point average y[n] is also a developed next
bounded sequence
5 6
1
Discrete-
1 � M �1 �
y[ n] � � � x[ n � �] �
x[ n � M ] � x[ n � M ] � • Computation of the modified M-point
M� �
� �0
moving average system using the recursive
1� M �
� � � x[ n � �] � x[ n] � x[ n � M ] � equation now requires 2 additions and 1
M� �
� �1 division
1 � M �1 � • An application: Consider
� � � x[ n � 1 � �] � x[ n] � x[ n � M ] �
M� �
� �0 x[n] = s[n] + d[n],
Hence
where s[n] is the signal corrupted by a noise
y[ n] � y[ n � 1] �
1
M
� x[ n] � x[ n � M ]� d[n]
7 8
Discrete-
s[ n] � 2[n(0.9) n ], d[n] - random signal
8 • Exponentially Weighted Running Average
Filter
d[n]
s[n]
6 x[n]
y[ n] � �y[ n � 1] � x[ n], 0 � � � 1
Amplitude
0 • Computation of the running average requires
-2
0 10 20 30 40 50 only 2 additions, 1 multiplication and storage
of the previous running average
Time index n
7
s[n]
• Does not require storage of past input data
6 y[n]
5
samples
Amplitude
1
9 0 10
0 10 20 30 40 50
Time index n Copyright © 2005, S. K. Mitra Copyright © 2005, S. K. Mitra
Discrete-
• Linear interpolation - Employed to estimate
0 � � �1
• For , the exponentially weighted
sample values between pairs of adjacent
average filter places more emphasis on current
sample values of a discrete-time sequence
data samples and less emphasis on past data
samples as illustrated below • Factor-of-4 interpolation
y[ n] � ��y[ n � 2] � x[ n � 1]� � x[ n]
� � 2 y[ n � 2] � �x[ n � 1] � x[ n]
� � 2 ��y[ n � 3] � x[ n � 2]� � �x[ n � 1] � x[ n] y[n]
� �3 y[ n � 3] � � 2 x[ n � 2] � �x[ n � 1] � x[ n] 3 4
n
0 1 2 5 6 7 8 9 10 11 12
11 12
2
Discrete-Time Systems: Discrete-Time Systems:
Examples Examples
• Factor-of-2 interpolator - • Factor-of-2 interpolator -
y[n] � xu [ n] � 1 � xu [n � 1] � xu [n � 1]�
2
• Factor-of-3 interpolator -
y[n] � xu [n] � 1 � xu [n � 1] � xu [ n � 2]�
3
Down �sampled
� 2 � xu [n � 2] � xu [n � 1]� Original ( 512�512 )
( 256�256 )
Interpolated ( 512 � 512 )
3
13 14
Examples Examples
Median Filter – Median Filter –
• The median of a set of (2K+1) numbers is • Example: Consider the set of numbers
the number such that K numbers from the
set have values greater than this number and �2, � 3, 10, 5, � 1�
the other K numbers have values smaller • Rank-order set is given by
• Median can be determined by rank-ordering �� 3, � 1, 2, 5, 10�
the numbers in the set by their values and • Hence,
choosing the number at the middle
med�2, � 3, 10, 5, � 1� � 2
15 16
Examples Examples
Median Filter –
Median Filter –
• Implemented by sliding a window of odd
length over the input sequence {x[n]} one • Finds applications in removing additive
sample at a time random noise, which shows up as sudden
large errors in the corrupted signal
• Output y[n] at instant n is the median value
of the samples inside the window centered • Usually used for the smoothing of signals
at n corrupted by impulse noise
17 18
3
Examples Classification
Median Filtering Example – • Linear System
• Shift-Invariant System
• Causal System
• Stable System
• Passive and Lossless Systems
19 20
Linear Discrete-Time Systems Linear Discrete-Time Systems
n n
y1[ n]
• Definition - If is the output due to an • Accumulator - y1[n] � � x1[�], y2 [n] � � x2 [�]
input and
x1[n] y2 [n] is the output due to an � � ��
For an input
input then for an input
x2 [n]
x[n] � � x1[n] � � x2 [n]
x[n] � � x1[n] � � x2 [n]
the output is
the output is given by n
y[n] � � y1[n] � � y2 [n] y[n] � � �� x1[�] � � x2 [�]�
� � ��
n n
• Above property must hold for any arbitrary � � � x1[�] � � � x2 [�] � � y1[n] � � y2 [n]
� �,
constants and and for all possible � � ��
inputs and
x1[n] x2 [n] • Hence, the above system is linear
21 22
Linear Discrete-Time Systems Linear Discrete-Time Systems
y1[n] y2 [n ] x1[n]
• The outputs and for inputs
and are given by
x2 [n] • Now � y1[n] � � y2 [n]
n n n
y1[n] � y1[�1] � � x1[�] � � ( y1[�1] � � x1[�]) � � ( y2 [�1] � � x2 [�])
� �0 � �0 � �0
n n n
y2 [n] � y2 [�1] � � x2 [�] � (� y1[�1] � � y2 [�1]) � (� � x1[�] � � � x2 [�])
� �0 � �0 � �0
� x1[n] � � x 2 [n]
• The output y[n] for an input
is given by y[n] � � y1[n] � � y2 [n]
• Thus if
n
y[n] � y[�1] � � (� x1[�] � � x 2 [�]) y[�1] � � y1[�1] � � y2 [�1]
23 � �0 24
4
Linear Discrete-Time System Nonlinear Discrete-Time
System
• For the causal accumulator to be linear the
condition y[�1] � � y1[�1] � � y2 [�1] • The median filter described earlier is a
y[�1]
must hold for all initial conditions , nonlinear discrete-time system
y2 [�1]
y1[�1] , , and all constants � and � • To show this, consider a median filter with
• This condition cannot be satisfied unless the a window of length 3
accumulator is initially at rest with zero • Output of the filter for an input
initial condition �x1[ n]� � �3, 4, 5�, 0 � n � 2
• For nonzero initial condition, the system is is
nonlinear �y1[ n]� � �3, 4, 4�, 0 � n � 2
25 26
Nonlinear Discrete-Time Nonlinear Discrete-Time
System System
• Output for an input
• Note
�x2 [ n]� � �2, � 1, � 1�, 0 � n � 2
is �y1[ n] � y2 [ n]� � �3, 3, 3� � �y[ n]�
�y2 [ n]� � �0, � 1, � 1�, 0 � n � 2
• However, the output for an input • Hence, the median filter is a nonlinear
discrete-time system
�x[ n]� � �x1[ n] � x2 [ n]�
is
�y[ n]� � �3, 4, 3�
27 28
Shift-Invariant System Shift-Invariant System
• For a shift-invariant system, if is the
y1[n]
response to an input , then the response
x1[n] • In the case of sequences and systems with
to an input indices n related to discrete instants of time,
x[n] � x1[n � no ] the above property is called time-invariance
property
is simply
y[n] � y1[n � no ] • Time-invariance property ensures that for a
specified input, the output is independent of
no
where is any positive or negative integer the time the input is being applied
• The above relation must hold for any
29 arbitrary input and its corresponding output 30
5
Shift-Invariant System Shift-Invariant System
• Example - Consider the up-sampler with an
input-output relation given by • However from the definition of the up-sampler
x[n / L], n � 0, � L, � 2 L, .....
xu [n] � �� xu [n � no ]
� 0, otherwise
x[(n � no ) / L], n � no , no � L, no � 2L, .....
x1[n] � x[n � no ]
• For an input the output x1,u [n] � ��
� 0, otherwise
is given by � x1,u [n]
x [n / L], n � 0, � L, � 2 L, .....
x1,u [n] � �� 1 • Hence, the up-sampler is a time-varying system
� 0, otherwise
� x[(n � Lno ) / L], n � 0, � L, � 2 L, .....
��
31
� 0, otherwise
Copyright © 2005, S. K. Mitra
32
Copyright © 2005, S. K. Mitra
Linear Time-Invariant System Causal System
• Linear Time-Invariant (LTI) System -
A system satisfying both the linearity and • In a causal system, the -thno output sample
the time-invariance property y[no ] depends only on input samples x[n]
• LTI systems are mathematically easy to n � no and does not depend on input
for
analyze and characterize, and consequently, samples for n � no
easy to design y1[n] y2 [n]
• Let and be the responses of a
• Highly useful signal processing algorithms x1[n]
causal discrete-time system to the inputs
have been developed utilizing this class of and , respectively
x2 [n]
systems over the last several decades
33 34
Causal System
Causal System • Examples of causal systems:
y[n] � �1x[n] � � 2 x[n � 1] � � 3 x[n � 2] � � 4 x[n � 3]
• Then
x1[n] � x2[n] for n < N y[n] � b0 x[n] � b1x[n � 1] � b2 x[n � 2]
implies also that � a1 y[n � 1] � a2 y[n � 2]
y1[n] � y2[n] for n < N y[n] � y[n � 1] � x[n]
• For a causal system, changes in output • Examples of noncausal systems:
1
samples do not precede changes in the input y[n] � xu [n] � ( xu [n � 1] � xu [n � 1])
2
samples 1
y[n] � xu [n] � ( xu [n � 1] � xu [n � 2])
3 2
35 36 � ( xu [n � 2] � xu [n � 1])
Copyright © 2005, S. K. Mitra 3 Copyright © 2005, S. K. Mitra
6
Stable System
Causal System
• There are various definitions of stability
• A noncausal system can be implemented as • We consider here the bounded-input,
a causal system by delaying the output by bounded-output (BIBO) stability
an appropriate number of samples • If y[n] is the response to an input x[n] and if
• For example a causal implementation of the x[n] � Bx for all values of n
factor-of-2 interpolator is given by then
1 y[n] � B y for all values of n
y[n] � xu [n � 1] � ( xu [n � 2] � xu [n])
2
37 38
Stable System Passive and Lossless Systems
• Example - The M-point moving average
filter is BIBO stable: • A discrete-time system is defined to be
M �1 passive if, for every finite-energy input x[n],
1
y[n] �
M � x[n � k ] the output y[n] has, at most, the same energy,
k �0
i.e.
x[n] � Bx
• For a bounded input we have � �
2 2
1
M �1
1
M �1 � y[n] � � x[n] � �
y[n] �
M � x[n � k ] � M � x[n � k ] n � �� n � ��
k �0 k �0
1 • For a lossless system, the above inequality is
� ( MBx ) � Bx satisfied with an equal sign for every input
M
39 40
Passive and Lossless Systems Impulse and Step Responses
• Example - Consider the discrete-time • The response of a discrete-time system to a
y[n] � � x[n � N ]
system defined by with N unit sample sequence {�[n]} is called the
a positive integer unit sample response or simply, the
• Its output energy is given by impulse response, and is denoted by {h[n]}
� 2 2 � 2 • The response of a discrete-time system to a
� y[n] � � � x[n] unit step sequence {�[n]} is called the unit
n � �� n � ��
step response or simply, the step response,
� �1
• Hence, it is a passive system if and is and is denoted by {s[n]}
a lossless system if � � 1
41 42
7
Impulse Response Impulse Response
• Example - The impulse response of the • Example - The impulse response of the
system discrete-time accumulator
y[n] � �1x[n] � � 2 x[n � 1] � � 3 x[n � 2] � � 4 x[n � 3] n
is obtained by setting x[n] = �[n] resulting
y[n] � � x[�]
� � ��
in
is obtained by setting x[n] = �[n] resulting
h[n] � �1� [n] � � 2� [n � 1] � � 3� [n � 2] � � 4� [n � 3] in n
• The impulse response is thus a finite-length h[n] � � � [�] � � [n]
sequence of length 4 given by � � ��
{h[n]} � {�1, � 2 , � 3 , � 4}
43 44
� Copyright © 2005, S. K. Mitra Copyright © 2005, S. K. Mitra
Impulse Response Time-Domain Characterization
• Example - The impulse response {h[n]} of of LTI Discrete-Time System
the factor-of-2 interpolator • Input-Output Relationship -
1
y[n] � xu [n] � ( xu [n � 1] � xu [n � 1]) A consequence of the linear, time-
2
xu [n] � � [n]
• is obtained by setting and is invariance property is that an LTI discrete-
given by time system is completely characterized by
1 its impulse response
h[n] � � [n] � (� [n � 1] � � [n � 1])
2
• Knowing the impulse response one
• The impulse response is thus a finite-length
can compute the output of the system for
sequence of length 3:
any arbitrary input
45
{h[n]} � {0.5, 1 0.5} 46
� Copyright © 2005, S. K. Mitra Copyright © 2005, S. K. Mitra
Time-Domain Characterization Time-Domain Characterization
of LTI Discrete-Time System of LTI Discrete-Time System
• Let h[n] denote the impulse response of a • Since the system is time-invariant
LTI discrete-time system input output
• We compute its output y[n] for the input: �[n � 2] � h[n � 2]
x[ n] � 0.5�[ n � 2] � 1.5�[n � 1] � �[ n � 2] � 0.75�[ n � 5]
�[n � 1] � h[n � 1]
• As the system is linear, we can compute its
�[n � 2] � h[n � 2]
outputs for each member of the input
separately and add the individual outputs to �[n � 5] � h[n � 5]
determine y[n]
47 48

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