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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
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Discrete-
Discrete-Time Systems: Examples Discrete-
Discrete-Time Systems:Examples
n
• Accumulator - y[n] = ∑ x[l]
l = −∞
• Accumulator - Input-output relation can
n −1 also be written in the form
= ∑ x[l] + x[ n] = y[n − 1] + x[n] −1 n
l = −∞
y[n] = ∑ x[l] + ∑ x[l]
• The output y[n] at time instant n is the sum l = −∞ l =0
n
of the input sample x[n] at time instant n = y[−1] + ∑ x[l], n ≥ 0
and the previous output y[n − 1] at time l=0

instant n − 1, which is the sum of all • The second form is used for a causal input
previous input sample values from − ∞ to n − 1 sequence, in which case y[−1] is called
the initial condition
• The system cumulatively adds, i.e., it
3
accumulates all input sample values 4
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Discrete-
Discrete-Time Systems:Examples Discrete-
Discrete-Time Systems:Examples
• 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 moving average system requires M − 1
additions, 1 division, and storage of M − 1
• 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
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1
Discrete-
Discrete-Time Systems:Examples Discrete-
Discrete-Time Systems:Examples
1 ⎛ M −1 ⎞
y[ n] = ⎜ ∑ x[ n − l] +
x[ n − M ] − x[ n − M ] ⎟ • Computation of the modified M-point
M⎝ ⎠
l =0
moving average system using the recursive
1⎛ M ⎞
= ⎜ ∑ x[ n − l] + x[ n] − x[ n − M ] ⎟ equation now requires 2 additions and 1
M⎝ ⎠
l =1 division
1⎛ M −1 ⎞
= ⎜ ∑ x[ n − 1 − l] + x[ n] − x[ n − M ] ⎟ • An application: Consider
M⎝ ⎠
l =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]
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Discrete-
Discrete-Time Systems:Examples Discrete-
Discrete-Time Systems:Examples
s[ n] = 2[n(0.9) ], d[n] - random signal
n
8 • Exponentially Weighted Running Average
d[n]
6
s[n]
x[n] Filter
y[ n] = αy[ n − 1] + x[ n], 0 < α < 1
Amplitude

0 • Computation of the running average requires


-2
0 10 20 30 40 50 only 2 additions, 1 multiplication and storage
Time index n

7 of the previous running average


s[n]
6 y[n]
5 • Does not require storage of past input data
Amplitude

3
samples
2

1
9 0 10
0 10 20 30 40 50
Time index n Copyright © 2005, S. K. Mitra Copyright © 2005, S. K. Mitra

Discrete-
Discrete-Time Systems:Examples Discrete-
Discrete-Time Systems:Examples
• Linear interpolation - Employed to estimate
• For 0 < α < 1, 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] = α(αy[ n − 2] + x[ n − 1]) + x[ n]
= α 2 y[ n − 2] + αx[ n − 1] + x[ n]
= α 2 (αy[ n − 3] + x[ n − 2]) + αx[ n − 1] + x[ n] y[n]

= α3 y[ n − 3] + α 2 x[ n − 2] + αx[ n − 1] + x[ n] 3 4
n
0 1 2 5 6 7 8 9 10 11 12
11 12
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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
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Discrete-Time Systems: Discrete-Time Systems:


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
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Discrete-Time Systems: Discrete-Time Systems:


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

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3
Discrete-Time Systems: Discrete-Time Systems:
Examples Classification
Median Filtering Example – • Linear System
• Shift-Invariant System
• Causal System
• Stable System
• Passive and Lossless Systems

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Linear Discrete-Time Systems Linear Discrete-Time Systems


n n
• Definition - If y1[ n] is the output due to an • Accumulator - y1[n] = ∑ x1[l], y2 [n] = ∑ x2 [l]
input x1[n] and y2 [n] is the output due to an l = −∞ l = −∞
For an input
input x2 [n] then for an input
x[n] = α x1[n] + β x2 [n]
x[n] = α x1[n] + β x2 [n]
the output is
the output is given by n
y[n] = α y1[n] + β y2 [n] y[n] = ∑ (α x1[l] + β x2 [l])
l = −∞
n n
• Above property must hold for any arbitrary = α ∑ x1[l] + β ∑ x2 [l] = α y1[n] + β y2 [n]
constants α and β , and for all possible l = −∞ l = −∞
inputs x1[n] and x2 [n] • Hence, the above system is linear
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Linear Discrete-Time Systems Linear Discrete-Time Systems


• The outputs y1[n] and y2 [n] for inputs x1[n]
and x2 [n] are given by n • Now α y1[n] + β y2 [n]
n n
y1[n] = y1[−1] + ∑ x1[l] = α ( y1[−1] + ∑ x1[l]) + β ( y2 [−1] + ∑ x2 [l])
l =0 l =0 l =0
n n n
y2 [n] = y2 [−1] + ∑ x2 [l] = (α y1[−1] + β y2 [−1]) + (α ∑ x1[l] + β ∑ x2 [l])
l =0 l =0 l =0
• The output y[n] for an input α x1[n] + β x 2 [n]
is given by • Thus y[n] = α y1[n] + β y2 [n] if
n
y[n] = y[−1] + ∑ (α x1[l] + β x 2 [l]) y[−1] = α y1[−1] + β y2 [−1]
23 l =0 24
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4
Linear Discrete-Time System Nonlinear Discrete-Time
System
• For the causal accumulator to be linear the
condition y[−1] = α y1[−1] + β y2 [−1] • The median filter described earlier is a
must hold for all initial conditions y[−1], nonlinear discrete-time system
y1[−1] , y2 [−1] , and all constants α and β • 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
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Nonlinear Discrete-Time Nonlinear Discrete-Time


System System
• Output for an input
{x2 [ n]} = {2, − 1, − 1}, 0 ≤ n ≤ 2 • Note
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}
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Shift-Invariant System Shift-Invariant System


• For a shift-invariant system, if y1[n] is the
response to an input x1[n], then the response • 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
where no 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
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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, .....
• For an input x1[n] = x[n − no ] 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
− n = 0, ± L, ± 2 L, .....
= ⎧⎨
x[( n Ln o ) / L ],
31
⎩ 0, otherwise
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32
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Linear Time-Invariant System Causal System


• Linear Time-Invariant (LTI) System -
A system satisfying both the linearity and • In a causal system, the no -th output sample
the time-invariance property y[no ] depends only on input samples x[n]
• LTI systems are mathematically easy to for n ≤ no and does not depend on input
analyze and characterize, and consequently, samples for n > no
easy to design • Let y1[n] and y2 [n] be the responses of a
• Highly useful signal processing algorithms causal discrete-time system to the inputs x1[n]
have been developed utilizing this class of and x2 [n] , respectively
systems over the last several decades
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Causal System
Causal System • Examples of causal systems:
y[n] = α1x[n] + α 2 x[n − 1] + α 3 x[n − 2] + α 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
1
samples y[n] = xu [n] + ( xu [n − 1] + xu [n + 2])
3 2
35 36 + ( xu [n − 2] + xu [n + 1])
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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] = xu [n − 1] + ( xu [n − 2] + xu [n]) y[n] ≤ B y for all values of n
2

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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],
∑ x[n − k ]
1
y[n] =
M the output y[n] has, at most, the same energy,
k =0
i.e.
• For a bounded input x[n] ≤ Bx we have ∞ ∞
∑ y[n] ≤ ∑ x[n] < ∞
M −1 M −1 2 2
∑ x[n − k ] ≤ ∑ x[n − k ]
1 1
y[n] = n = −∞ n = −∞
M M
k =0 k =0
1 • For a lossless system, the above inequality is
≤ ( MBx ) ≤ Bx satisfied with an equal sign for every input
M
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Passive and Lossless Systems Impulse and Step Responses


• Example - Consider the discrete-time • The response of a discrete-time system to a
system defined by y[n] = α x[n − N ] with N unit sample sequence {δ[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] = α ∑ x[n] unit step sequence {µ[n]} is called the unit
n = −∞ n = −∞
step response or simply, the step response,
• Hence, it is a passive system if α < 1 and is and is denoted by {s[n]}
a lossless system if α = 1
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7
Impulse Response Impulse Response
• Example - The impulse response of the • Example - The impulse response of the
system discrete-time accumulator
y[n] = α1x[n] + α 2 x[n − 1] + α 3 x[n − 2] + α 4 x[n − 3] n
is obtained by setting x[n] = δ[n] resulting
y[n] = ∑ x[l]
l = −∞
in
is obtained by setting x[n] = δ[n] resulting
h[n] = α1δ [n] + α 2δ [n − 1] + α 3δ [n − 2] + α 4δ [n − 3] in n
• The impulse response is thus a finite-length h[n] = ∑ δ [l] = µ [n]
sequence of length 4 given by l = −∞
{h[n]} = {α1, α 2 , α 3 , α 4}
43
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44
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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
• is obtained by setting xu [n] = δ [n] and is invariance property is that an LTI discrete-
given by time system is completely characterized by
h[n] = δ [n] + (δ [n − 1] + δ [n + 1])
1 its impulse response
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
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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: δ[n + 2] → h[n + 2]
x[ n] = 0.5δ[ n + 2] + 1.5δ[n − 1] − δ[ n − 2] + 0.75δ[ n − 5]
δ[n − 1] → h[n − 1]
• As the system is linear, we can compute its
δ[n − 2] → h[n − 2]
outputs for each member of the input
separately and add the individual outputs to δ[n − 5] → h[n − 5]
determine y[n]
47 48
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8
Time-Domain Characterization Time-Domain Characterization
of LTI Discrete-Time System
of LTI Discrete-Time System
• Likewise, as the system is linear
input output • Now, any arbitrary input sequence x[n] can
0.5δ[n + 2] → 0.5h[n + 2] be expressed as a linear combination of
1.5δ[n − 1] → 1.5h[n − 1] delayed and advanced unit sample
− δ[n − 2] → − h[n − 2] sequences in the form

0.75δ[n − 5] → 0.75h[n − 5] x[n] = ∑ x[k ] δ[n − k ]
• Hence because of the linearity property we k = −∞
get • The response of the LTI system to an input
y[n] = 0.5h[n + 2] + 1.5h[n − 1]
x[ k ] δ[n − k ] will be x[k ] h[n − k ]
49
− h[n − 2] + 0.75h[n − 5] 50
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Time-Domain Characterization
Convolution Sum
of LTI Discrete-Time System
• Hence, the response y[n] to an input • The summation
∞ ∞ ∞
x[ n] = ∑ x[k ] δ[ n − k ] y[n] = ∑ x[k ] h[n − k ] = ∑ x[n − k ] h[n]
k = −∞ k = −∞ k = −∞
will be ∞ is called the convolution sum of the
y[n] = ∑ x[k ] h[ n − k ] sequences x[n] and h[n] and represented
k = −∞
which can be alternately written as compactly as
∞ y[n] = x[n] * h[n]
y[n] = ∑ x[n − k ] h[k ]
51 k = −∞ 52
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Convolution Sum Convolution Sum


• Properties -
• Interpretation -
• Commutative property:
• 1) Time-reverse h[k] to form h[− k ]
x[n] * h[n] = h[n] * x[n]
• 2) Shift h[− k ] to the right by n sampling
• Associative property :
periods if n > 0 or shift to the left by n
(x[n] * h[n]) * y[n] = x[n] * (h[n] * y[n])
sampling periods if n < 0 to form h[n − k ]
• Distributive property : • 3) Form the product v[k ] = x[k ]h[n − k ]
x[n] * (h[n] + y[n]) = x[n] * h[n] + x[n] * y[n] • 4) Sum all samples of v[k] to develop the
n-th sample of y[n] of the convolution sum
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9
Convolution Sum Convolution Sum
• Schematic Representation - • We illustrate the convolution operation for
the following two sequences:
h[n − k ] v[k ]
h[− k ] zn × ∑ y[n] ⎧1, 0 ≤ n ≤ 5
k x[ n] = ⎨
x[k ] ⎩0, otherwise
⎧1.8 − 0.3n, 0 ≤ n ≤ 5
• The computation of an output sample using h[ n] = ⎨
the convolution sum is simply a sum of ⎩ 0, otherwise
products • Figures on the next several slides the steps
• Involves fairly simple operations such as involved in the computation of
55
additions, multiplications, and delays 56
y[n] = x[n] * h[n]
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Convolution Sum Convolution Sum


Plot of x[-4- k] and h[k] h[k]x[-4- k]
2 3
1.5
2
Amplitude

Amplitude
1
0.5 1

0
0
-0.5
-10 0 10 k→ -10 0 10 k →
y[-4] y[n]
8 8

6 6
Amplitude

Amplitude
4 4

2 2

0 0
-10 0 10 -10 0 10
n n
57 58
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Convolution Sum Convolution Sum


Plot of x[-1- k] and h[k] h[k]x[-1- k] Plot of x[0- k] and h[k] h[k]x[0- k]
2 3 2 3
1.5 1.5
2 2
Amplitude

Amplitude

Amplitude

Amplitude

1 1
0.5 1 0.5 1

0 0 0
0
-0.5 -0.5
-10 0 10 -10 0 10 -10 0 10 -10 0 10
y[-1] k→ y[n] k→ y[0] k→ y[n] k→
8 8 8 8

6 6 6 6
Amplitude

Amplitude
Amplitude

Amplitude

4 4 4 4

2 2 2 2

0 0 0 0
-10 0 10 -10 0 10 -10 0 10 -10 0 10
59 n n 60 n n
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10
Convolution Sum Convolution Sum
Plot of x[1- k] and h[k] h[k]x[1- k] Plot of x[3- k] and h[k] h[k]x[3- k]
2 3 2 3
1.5 1.5
2 2
Amplitude

Amplitude

Amplitude

Amplitude
1 1
0.5 1 0.5 1

0 0 0 0
-0.5 -0.5
-10 0 10 -10 0 10 -10 0 10 -10 0 10
k→ k→ k→ k→
y[1] y[n] y[3] y[n]
8 8 8 8

6 6 6 6
Amplitude

Amplitude

Amplitude

Amplitude
4 4 4 4

2 2 2 2

0 0 0 0
-10 0 10 -10 0 10 -10 0 10 -10 0 10
61 n n 62 n n
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Convolution Sum Convolution Sum


Plot of x[5- k] and h[k] h[k]x[5- k] Plot of x[7- k] and h[k] h[k]x[7- k]
2 3 2 3
1.5 1.5
2 2
Amplitude

Amplitude

Amplitude

Amplitude
1 1
0.5 1 0.5 1

0 0 0 0
-0.5 -0.5
-10 0 10
k→
-10 0 10
k→
-10 0 10 k→ -10 0 10 k→
y[5] y[n] y[7] y[n]
8 8 8 8

6 6 6 6
Amplitude

Amplitude

Amplitude

Amplitude
4 4 4 4

2 2 2 2

0 0 0 0
-10 0 10 -10 0 10 -10 0 10 -10 0 10
63 n n 64 n n
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Convolution Sum Convolution Sum


Plot of x[9- k] and h[k] h[k]x[9- k] Plot of x[10- k] and h[k] h[k]x[10- k]
2 3 2 3
1.5 1.5
2 2
Amplitude

Amplitude

Amplitude

Amplitude

1 1
0.5 1 0.5 1

0 0 0 0
-0.5 -0.5
-10 0 10 -10 0 10 -10 0 10 -10 0 10
k→ k→ k→ k→
y[9] y[n] y[10] y[n]
8 8 8 8

6 6 6 6
Amplitude

Amplitude

Amplitude

Amplitude

4 4 4 4

2 2 2 2

0 0 0 0
-10 0 10 -10 0 10 -10 0 10 -10 0 10
65 n n 66 n n
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11
Convolution Sum Convolution Sum
Plot of x[12- k] and h[k] h[k]x[12- k] Plot of x[13- k] and h[k] h[k]x[13- k]
2 3 2 3
1.5 1.5
2 2
Amplitude

Amplitude

Amplitude

Amplitude
1 1
0.5 1 0.5 1

0 0 0 0
-0.5 -0.5
-10 0 10
k→
-10 0 10
k→
-10 0 10 k→ -10 0 10 k→
y[12] y[n] y[13] y[n]
8 8 8 8

6 6 6 6
Amplitude

Amplitude

Amplitude

Amplitude
4 4 4 4

2 2 2 2

0 0 0 0
-10 0 10 -10 0 10 -10 0 10 -10 0 10
67 n n 68 n n
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
• In practice, if either the input or the impulse • If both the input sequence and the impulse
response is of finite length, the convolution response sequence are of infinite length,
sum can be used to compute the output convolution sum cannot be used to compute
sample as it involves a finite sum of the output
products • For systems characterized by an infinite
• If both the input sequence and the impulse impulse response sequence, an alternate
response sequence are of finite length, the time-domain description involving a finite
output sequence is also of finite length sum of products will be considered
69 70
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Time-Domain Characterization Time-Domain Characterization


of LTI Discrete-Time System of LTI Discrete-Time System
• Example - Develop the sequence y[n] • As can be seen from the shifted time-
generated by the convolution of the reversed version {h[n − k ]} for n < 0, shown
sequences x[n] and h[n] shown below below for n = −3 , for any value of the
x[n]
sample index k, the k-th sample of either
3 h[n] {x[k]} or {h[n − k ]} is zero
2
1 1 h[−3 − k ]
3
0
2
3
4
n 0 1 2
n 2
1
–1 –1 1
–6
–2 –5 –4 –3 –2 –1 0
k
–1
71 72
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12
Time-Domain Characterization Time-Domain Characterization
of LTI Discrete-Time System of LTI Discrete-Time System
• As a result, for n < 0, the product of the k-th • The product sequence {x[k ]h[−k ]} is plotted
samples of {x[k]} and {h[n − k ]} is always below which has a single nonzero sample
zero, and hence x[0]h[0] for k = 0
y[n] = 0 for n < 0 x[k ]h[ −k ]
0
k
• Consider now the computation of y[0] –5 –4 –3 –2 –1 1 2 3

• The sequence h[ − k ] –2

{h[− k ]} is shown
2
1
–3
• Thus y[0] = x[0]h[0] = −2
k
on the right –1
–6 –5 –4 –2 –1 0 1 2 3
73 74
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
• For the computation of y[1], we shift {h[−k ]} • To calculate y[2], we form {h[2 − k ]} as
to the right by one sample period to form shown below on the left
{h[1 − k ]} as shown below on the left • The product sequence {x[k ]h[2 − k ]} is
• The product sequence {x[k ]h[1 − k ]} is plotted below on the right
shown below on the right h[ 2 − k ]
h[1 − k ] x[k ]h[1 − k ] 2
x[ k ]h[ 2 − k ]
0
2 k 1 1
–5 –4 –3 –2 –1 1 2 3 –1
1 k k
–2 –4 –3 –2 0 1 2 3 4 5 –3 –2 –1 0 1 2 3 4 5 6
–5 –4 –3 –1 0 1 2 3
k –1
–1
–4
75 • Hence, y[1] = x[0]h[1] + x[1]h[0] = −4 + 0 = −4 76 y[2] = x[0]h[2] + x[1]h[1] + x[2]h[0] = 0 + 0 + 1 = 1
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
• Continuing the process we get • From the plot of {h[n − k ]} for n > 7 and the
y[3] = x[0]h[3] + x[1]h[2] + x[2]h[1] + x[3]h[0] plot of {x[k]} as shown below, it can be
= 2 + 0 + 0 +1 = 3 seen that there is no overlap between these
two sequences
y[4] = x[1]h[3] + x[2]h[2] + x[3]h[1] + x[4]h[0]
= 0 + 0 − 2 + 3 =1 • As a result y[n] = 0 for n > 7
y[5] = x[2]h[3] + x[3]h[2] + x[4]h[1] x[k] h[8 − k ]
= −1 + 0 + 6 = 5 3
2
y[6] = x[3]h[3] + x[4]h[2] = 1 + 0 = 1 0
1
3
k
5
1
k
y[7] = x[4]h[3] = −3
1 2 4 2 3 4 6 7 8 9 10 11
77 78 –1 –1
Copyright © 2005, S. K. Mitra –2 Copyright © 2005, S. K. Mitra

13
Time-Domain Characterization
Time-Domain Characterization
of LTI Discrete-Time System
of LTI Discrete-Time System
• Note: The sum of indices of each sample
• The sequence {y[n]} generated by the product inside the convolution sum is equal
convolution sum is shown below to the index of the sample being generated
y[n] by the convolution operation
5
• For example, the computation of y[3] in the
3
previous example involves the products
0 1
1 1 1
7
n
x[0]h[3], x[1]h[2], x[2]h[1], and x[3]h[0]
–2 –1 2 3 4 5 6 8 9
• The sum of indices in each of these
–2
–3 products is equal to 3
79 –4 80
Copyright © 2005, S. K. Mitra Copyright © 2005, S. K. Mitra

Time-Domain Characterization Tabular Method of


of LTI Discrete-Time System Convolution Sum Computation
• Can be used to convolve two finite-length
• In the example considered the convolution sequences
of a sequence {x[n]} of length 5 with a • Consider the convolution of {g[n]}, 0 ≤ n ≤ 3 ,
sequence {h[n]} of length 4 resulted in a with {h[n]}, 0 ≤ n ≤ 2 , generating the
sequence {y[n]} of length 8 sequence y[n] = g[n] * h[n]
• In general, if the lengths of the two • Samples of {g[n]} and {h[n]} are then
sequences being convolved are M and N, multiplied using the conventional
then the sequence generated by the multiplication method without any carry
convolution is of length M + N − 1 operation
81 82
Copyright © 2005, S. K. Mitra Copyright © 2005, S. K. Mitra

Tabular Method of Tabular Method of


Convolution Sum Computation Convolution Sum Computation
n: 0 1 2 3 4 5
g[ n ]: g[ 0 ] g[1] g[ 2 ] g[ 3 ] • The samples of {y[n]} are given by
y[0] = g[0]h[ 0]
h[ n ]: h[ 0 ] h[1] h[ 2 ]
g[ 0 ]h[ 0 ] g[1]h[ 0 ] g[ 2 ]h[ 0 ] g[ 3]h[ 0 ]
g[ 0 ]h[1] g[1]h[1] g[ 2 ]h[1] g[ 3 ]h[1]
g[ 0 ]h[ 2 ] g[1]h[ 2 ] g[ 2 ]h[ 2 ] g[ 3]h[ 2 ]
y[1] = g[1]h[ 0] + g[ 0]h[1]
y[ n ]: y[ 0 ] y[1] y[ 2 ] y[ 3 ] y[ 4 ] y[ 5 ] y[2] = g[2]h[0] + g[1]h[1] + g[0]h[2]
• The samples y[n] generated by the y[3] = g[3]h[0] + g[2]h[1] + g[1]h[2]
convolution sum are obtained by adding the y[ 4] = g[3]h[1] + g[2]h[2]
entries in the column above each sample y[5] = g[3]h[2]
83 84
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14
Tabular Method of Tabular Method of
Convolution Sum Computation Convolution Sum Computation
• The method can also be applied to convolve • Finally, the decimal point is inserted
two finite-length two-sided sequences according to the rules of conventional
• In this case, a decimal point is first placed multiplication
to the right of the sample with the time • The sample immediately to the left of the
index n = 0 for each sequence decimal point is then located at the time
• Next, convolution is computed ignoring the index n = 0
location of the decimal point
85 86
Copyright © 2005, S. K. Mitra Copyright © 2005, S. K. Mitra

Simple Interconnection
Convolution Using MATLAB
Schemes
• The M-file conv implements the convolution
sum of two finite-length sequences • Two simple interconnection schemes are:
• If a =[− 2 0 1 − 1 3] • Cascade Connection
b =[1 2 0 -1] • Parallel Connection
then conv(a,b) yields
[− 2 − 4 1 3 1 5 1 − 3]

87 88
Copyright © 2005, S. K. Mitra Copyright © 2005, S. K. Mitra

Cascade Connection Cascade Connection


h1[n] h2[n] ≡ h2[n] h1[n] • Note: The ordering of the systems in the
cascade has no effect on the overall impulse
≡ h1[n] * hh[n]=h2[n] [n]
1 response because of the commutative
• Impulse response h[n] of the cascade of two property of convolution
LTI discrete-time systems with impulse • A cascade connection of two stable systems
responses h1[n] and h2[n] is given by is stable
h[n] = h1[n] * h2[n] • A cascade connection of two passive
(lossless) systems is passive (lossless)
89 90
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15
Cascade Connection
Cascade Connection
• An application of the inverse system
• An application is in the development of an concept is in the recovery of a signal x[n]
inverse system from its distorted version xˆ[n] appearing at
the output of a transmission channel
• If the cascade connection satisfies the
relation • If the impulse response of the channel is
h1[n] * h2[n] = δ[n] known, then x[n] can be recovered by
designing an inverse system of the channel
then the LTI system h1[n] is said to be the channel ^ inverse system
inverse of h2[n] and vice-versa x[n ]
x[n ] h1[n] h2[n] x[n ]

91 92 h1[n] * h 2[n] = δ[ n]
Copyright © 2005, S. K. Mitra Copyright © 2005, S. K. Mitra

Cascade Connection Cascade Connection


• Example - Consider the discrete-time
accumulator with an impulse response µ[n] • Thus the impulse response of the inverse
• Its inverse system satisfy the condition system of the discrete-time accumulator is
given by
µ[n] * h 2[n] = δ[n]
h2[ n] = δ[n] − δ[n − 1]
• It follows from the above that h2[n] = 0 for
n < 0 and which is called a backward difference
h2[0] = 1 system
n
∑ h2[l] = 0 for n ≥ 1
93 l =0 94
Copyright © 2005, S. K. Mitra Copyright © 2005, S. K. Mitra

Parallel Connection Simple Interconnection Schemes


• Consider the discrete-time system where
h1[n]
+ ≡ h1[n] + hh[n]=h2[n] [n] h1[ n] = δ[n] + 0.5δ[n − 1],
1
h2[n]
h2[ n] = 0.5δ[n] − 0.25δ[n − 1],
h3[n] = 2δ[n], h1[n] +
• Impulse response h[n] of the parallel
connection of two LTI discrete-time h4[ n] = −2(0.5) µ[ n]
n
h2[n]
systems with impulse responses h1[n] and +
h3[n]
h2[n] is given by
h[n] = h1[n] + h2[n] h4[n]
95 96
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16
Simple Interconnection Schemes Simple Interconnection Schemes

• Simplifying the block-diagram we obtain • Overall impulse response h[n] is given by


h[n] = h1[n] + h2[n] * (h3[n] + h4[n])
h1[n] + = h1[n] + h 2[n] * h3[n] + h 2[n] * h 4[n]
h1[n] + • Now,
h2[n] ≡
h 3[ n ] + h 4[ n ] h 2[ n ] * ( h3[ n ]+ h 4[ n ]) h2[n] * h3[n] = ( 1 δ[ n] − 1 δ[n − 1]) * 2δ[n]
2 4
= δ[n] − 1 δ[n − 1]
2

97 98
Copyright © 2005, S. K. Mitra Copyright © 2005, S. K. Mitra

Simple Interconnection Schemes

h2[n] * h4[n] = ( 1 δ[n] − 1 δ[n − 1]) * − 2( 12 ) n µ[n]


2 4
( )
= − ( 12 ) n µ[ n] + 12 ( 12 ) n −1µ[n − 1]
= − ( 12 ) n µ[ n] + ( 12 ) n µ[n − 1]
= − ( 12 ) n δ[n] = − δ[n]
• Therefore
h[ n] = δ[n] + 12 δ[n − 1] + δ[n] − 12 δ[n − 1] − δ[n] = δ[n]
99
Copyright © 2005, S. K. Mitra

17

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