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2007-2008

**Discrete-time signals and systems
**

Giacinto Gelli gelli@unina.it

Giacinto Gelli

DSP Course – 1 / 31

Introduction to discrete-time signals and sistems

**• Signal classiﬁcation • System classiﬁcation • Discrete-time signals • Basic signal operations
**

Basic signals Discrete-time systems Linear time-invariant systems

Introduction to discrete-time signals and sistems

Giacinto Gelli

DSP Course – 2 / 31

Signal classiﬁcation

Introduction to discrete-time signals and sistems

• Continuous/discrete time. • Continuous/discrete amplitude. • Sampling converts continuous-time to discrete-time signals. • Quantization converts continuous-amplitude to discrete-amplitude

signals.

**• Signal classiﬁcation • System classiﬁcation • Discrete-time signals • Basic signal operations
**

Basic signals Discrete-time systems Linear time-invariant systems

• Analog signals: continuous-time and continuous-amplitude. • Digital signals: discrete-time and discrete-amplitude.

Giacinto Gelli

DSP Course – 3 / 31

• Discrete-time.System classiﬁcation Introduction to discrete-time signals and sistems • Continuous-time. • Hybrid or mixed-type (e.. • Signal classiﬁcation • System classiﬁcation • Discrete-time signals • Basic signal operations Basic signals Discrete-time systems Linear time-invariant systems Giacinto Gelli DSP Course – 4 / 31 . A/D and D/A converters).g.

• Often x[n] = xa (nT ). Giacinto Gelli DSP Course – 5 / 31 . where T is the sampling interval/period.. where n ∈ Z. production of corn versus month of the year). • Signal classiﬁcation • System classiﬁcation • Discrete-time signals • Basic signal operations Basic signals Discrete-time systems Linear time-invariant systems • Not all sequences arise from sampling a continuous-time signal (e.Discrete-time signals Introduction to discrete-time signals and sistems • Modeled as a sequence x[n]. and fs = 1/T is the sampling frequency.g.

• Sum of two signals: z[n] = x[n] + y[n]. • Time shift: y[n] = x[n − n0 ]. n0 > 0 delay. • Multiplication by a constant: y[n] = αx[n].Basic signal operations Introduction to discrete-time signals and sistems • Product of two signals: z[n] = x[n] y[n]. n0 < 0 anticipation. • Signal classiﬁcation • System classiﬁcation • Discrete-time signals • Basic signal operations Basic signals Discrete-time systems Linear time-invariant systems Giacinto Gelli DSP Course – 6 / 31 . • Time reﬂection: y[n] = x[−n] • Signal operations can be schematized as systems.

Introduction to discrete-time signals and sistems Basic signals • Impulse • Unit step • Exponential • Complex exponential and sinusoid (1/2) • Complex exponential and sinusoid (2/2) Discrete-time systems Linear time-invariant systems Basic signals Giacinto Gelli DSP Course – 7 / 31 .

• Differences/analogies with the Dirac pulse. • An arbitrary sequence can be represented ad a sum of scaled and delayed impulses: ∞ x[n] = k=−∞ x[k]δ[n − k] • This property will prove to be fundamental in the study of LTI systems (more on this later). n = 0.Impulse Introduction to discrete-time signals and sistems Basic signals • Deﬁnition: δ[n] = • Impulse • Unit step • Exponential • Complex exponential and sinusoid (1/2) • Complex exponential and sinusoid (2/2) Discrete-time systems Linear time-invariant systems 0. Giacinto Gelli DSP Course – 8 / 31 . n = 0. 1.

• Relations with the impulse: n ∞ u[n] = k=−∞ δ[k] = k=0 δ[n − k] 1 {u[n]} δ[n] = u[n] − u[n − 1] = • 1 {·} backward difference. Giacinto Gelli DSP Course – 9 / 31 . 0.Unit step Introduction to discrete-time signals and sistems Basic signals • Deﬁnition: u[n] = • Impulse • Unit step • Exponential • Complex exponential and sinusoid (1/2) • Complex exponential and sinusoid (2/2) Discrete-time systems Linear time-invariant systems 1. n ≥ 0. n < 0.

A. ◦ −1 < α < 0 −→ x[n] alternates in sign but decreases in magnitude. A > 0.Exponential Introduction to discrete-time signals and sistems Basic signals • Deﬁnition: x[n] = A αn . • Behavior: ◦ 0 < α < 1 −→ x[n] decreases. • Causal version: x[n] = A αn u[n] Giacinto Gelli DSP Course – 10 / 31 . • Impulse • Unit step • Exponential • Complex exponential and sinusoid (1/2) • Complex exponential and sinusoid (2/2) Discrete-time systems Linear time-invariant systems ◦ |α| > 1 −→ x[n] increases in magnitude. ◦ |α| = 1 −→ x[n] either is constant (a = 1) or alternates between 1 and −1 (a = −1). α ∈ R.

2π • Frequency-periodicity: complex exponentials with frequencies ω0 and ω0 + 2πk . ◦ different interpretation of low/high frequencies w. k ∈ Z. 1/2] or [0. ◦ ν0 ∈ (−1/2. 2π). π] or [0.t.r. ◦ digital frequency: ν0 = ω0 .Complex exponential and sinusoid (1/2) Introduction to discrete-time signals and sistems Basic signals • Deﬁnition: x[n] = A ej(ω0 n+φ) . • Impulse • Unit step • Exponential • Complex exponential and sinusoid (1/2) • Complex exponential and sinusoid (2/2) Discrete-time systems Linear time-invariant systems ◦ ω0 ∈ (−π. 1). continuous-time: frequencies low high ω0 2πk π + 2πk ν0 k 1 2 +k Giacinto Gelli DSP Course – 11 / 31 . A > 0. are indistinguishable from one another.

• Impulse • Unit step • Exponential • Complex exponential and sinusoid (1/2) • Complex exponential and sinusoid (2/2) Discrete-time systems Linear time-invariant systems ◦ ν0 must be a rational number. the period is the denominator of the fraction representing ν0 . ◦ in general. Periodicity x[n] = x[n + N ] requires that k ω0 N = 2πk −→ ν0 = N . since: x[n] = A cos(ω0 n + φ) = Re[A ej(ω0 n+φ) ] Giacinto Gelli DSP Course – 12 / 31 . • Same properties for sinusoidal sequences.Complex exponential and sinusoid (2/2) Introduction to discrete-time signals and sistems Basic signals • Time-periodicity: complex exponentials are not always periodic in time. ◦ the period N is not always the inverse of the frequency.

Introduction to discrete-time signals and sistems Basic signals Discrete-time systems • Basic deﬁnitions • Memoryless systems • Linear systems (1/2) • Linear systems (2/2) • Time-invariant systems • Causal systems • Stable systems Linear time-invariant systems Discrete-time systems Giacinto Gelli DSP Course – 13 / 31 .

Giacinto Gelli DSP Course – 14 / 31 .g. • Basic deﬁnitions • Memoryless systems • Linear systems (1/2) • Linear systems (2/2) • Time-invariant systems • Causal systems • Stable systems Linear time-invariant systems ◦ Example: ideal delay y[n] = x[n − nd ]. ◦ Simpliﬁed description w. nd > 0. y[n] = T {x[·].r. ◦ The value of y[n] at a given value of n may depend on x[n] for all values of n. ◦ Example: moving average (MA) system: y[n] = 1 M1 + M2 + 1 M2 x[n − k] k=−M1 • Systems can be classiﬁed according to their properties.Basic deﬁnitions Introduction to discrete-time signals and sistems Basic signals Discrete-time systems • A discrete-time system is deﬁned by a transformation y[n] = T {x[n]}. e.t. n}.

• Basic deﬁnitions • Memoryless systems • Linear systems (1/2) • Linear systems (2/2) • Time-invariant systems • Causal systems • Stable systems Linear time-invariant systems Giacinto Gelli DSP Course – 15 / 31 . ◦ Example: y[n] = x[n − nd ] is not memoryless if nd = 0. • Systems that are not memoryless are called with memory or dynamical.Memoryless systems Introduction to discrete-time signals and sistems Basic signals Discrete-time systems • A system is called memoryless if the output y[n] at every value of n depends only on the input x[n] at the same value of n. ◦ Example: y[n] = x2 [n] is memoryless.

Linear systems (1/2) Introduction to discrete-time signals and sistems Basic signals Discrete-time systems • A system is called linear if the following two properties hold: (a) Homogeneity: • Basic deﬁnitions • Memoryless systems • Linear systems (1/2) • Linear systems (2/2) • Time-invariant systems • Causal systems • Stable systems Linear time-invariant systems T {αx[n]} = α T {x[n]} (b) Additivity: T {x1 [n] + x2 [n]} = T {x1 [n]} + T {x2 [n]} • The two properties can be combined into the superposition principle: T {a x1 [n] + b x2 [n]} = a T {x1 [n]} + b T {x2 [n]} Giacinto Gelli DSP Course – 16 / 31 .

Linear systems (2/2) Introduction to discrete-time signals and sistems Basic signals Discrete-time systems • The superposition principle can be generalized to many (even inﬁnite) inputs: • Basic deﬁnitions • Memoryless systems • Linear systems (1/2) • Linear systems (2/2) • Time-invariant systems • Causal systems • Stable systems Linear time-invariant systems T k ak xk [n] = k ak T {xk [n]} = k ak yk [n] where yk [n] = T {xk [n]} is the output corresponding to xk [n]. n k=−∞ x[k] is a linear ◦ Example: the quadratic system y[n] = x2 [n] is a nonlinear system. ◦ Example: the accumulator y[n] = system. Giacinto Gelli DSP Course – 17 / 31 .

one has • Basic deﬁnitions • Memoryless systems • Linear systems (1/2) • Linear systems (2/2) • Time-invariant systems • Causal systems • Stable systems Linear time-invariant systems x[n] −→ y[n] x1 [n] = x[n − n0 ] −→ y1 [n] = T {x1 [n]} = y[n − n0 ] • Time-invariant systems are systems whose properties do not vary with time. for any choice of n0 ∈ Z. Giacinto Gelli DSP Course – 18 / 31 . ◦ Example: the accumulator y[n] = time-invariant system. • Systems that are not time-invariant are called time-varying. n k=−∞ x[k] is a ◦ Example: the compressor y[n] = x[M n].Time-invariant systems Introduction to discrete-time signals and sistems Basic signals Discrete-time systems • A system is called time-invariant or shift-invariant if. M > 0 is a time-varying system.

Giacinto Gelli DSP Course – 19 / 31 . • Basic deﬁnitions • Memoryless systems • Linear systems (1/2) • Linear systems (2/2) • Time-invariant systems • Causal systems • Stable systems Linear time-invariant systems ◦ Example: the backward difference system y[n] = x[n] − x[n − 1] is a causal system.Causal systems Introduction to discrete-time signals and sistems Basic signals Discrete-time systems • A system is called causal if the output y[n] at time n = n0 depends only on the values of x[n] for n ≤ n0 (for any choice of n0 ∈ Z). ◦ Example: the forward difference system y[n] = x[n + 1] − x[n] is a noncausal system.

◦ Example: the accumulator is an instable system. Giacinto Gelli DSP Course – 20 / 31 .Stable systems Introduction to discrete-time signals and sistems Basic signals Discrete-time systems • A system is called stable in the bounded-input bounded-output (BIBO) sense if every bounded input sequence produces a bounded output sequence: • Basic deﬁnitions • Memoryless systems • Linear systems (1/2) • Linear systems (2/2) • Time-invariant systems • Causal systems • Stable systems Linear time-invariant systems |x[n]| ≤ Bx −→ |y[n]| ≤ By ∀n ∈ Z ◦ Example: y[n] = x2 [n] is a stable system.

Introduction to discrete-time signals and sistems Basic signals Discrete-time systems Linear time-invariant systems • Introduction • Input-output relation of LTI systems • The impulse response • Convolution (1/2) • Convolution (2/2) • Properties of LTI systems (1/2) • Properties of LTI systems (2/2) • Stability/causality of LTI systems Linear time-invariant systems • FIR and IIR systems • Inverse system Giacinto Gelli DSP Course – 21 / 31 .

passive electrical circuits) and admit general and convenient representations in the time and frequency domain.Introduction Introduction to discrete-time signals and sistems Basic signals Discrete-time systems Linear time-invariant systems • A linear time-invariant (LTI) system is system that is both linear and time-invariant.. • Introduction • Input-output relation of LTI systems • The impulse response • Convolution (1/2) • Convolution (2/2) • Properties of LTI systems (1/2) • Properties of LTI systems (2/2) • Stability/causality of LTI systems • The most useful tool to study LTI systems is the superposition principle. • FIR and IIR systems • Inverse system Giacinto Gelli DSP Course – 22 / 31 . • LTI systems arise in many applications (e.g.

Input-output relation of LTI systems Introduction to discrete-time signals and sistems Basic signals Discrete-time systems Linear time-invariant systems • Let the input signal x[n] be represented as a superposition of delayed impulses: ∞ x[n] = k=−∞ x[k] δ[n − k] • Introduction • Input-output relation of LTI systems • The impulse response • Convolution (1/2) • Convolution (2/2) • Properties of LTI systems (1/2) • Properties of LTI systems (2/2) • Stability/causality of LTI systems • By the superposition principle. the output is ∞ ∞ y[n] = T k=−∞ x[k] δ[n − k] = k=−∞ x[k] T {δ[n − k]} • FIR and IIR systems • Inverse system Giacinto Gelli DSP Course – 23 / 31 .

• Therefore the input-output relation of an LTI system is ∞ • Introduction • Input-output relation of LTI systems • The impulse response • Convolution (1/2) • Convolution (2/2) • Properties of LTI systems (1/2) • Properties of LTI systems (2/2) • Stability/causality of LTI systems y[n] = k=−∞ x[k] h[n − k] • A discrete-time LTI system is completely characterized by its impulse response h[n]. and observe that. one has T {δ[n − k]} = h[n − k]. Giacinto Gelli DSP Course – 24 / 31 . • FIR and IIR systems • Inverse system ◦ Example: determine the impulse response of the accumulator system and of the forward/backward difference system.The impulse response Introduction to discrete-time signals and sistems Basic signals Discrete-time systems Linear time-invariant systems • Deﬁne the impulse response h[n] = T {δ[n]}. for the time-invariant property.

g. • FIR and IIR systems • Inverse system Giacinto Gelli DSP Course – 25 / 31 .Convolution (1/2) Introduction to discrete-time signals and sistems Basic signals Discrete-time systems Linear time-invariant systems • The input-output relation of the LTI system is the discrete-time convolution between x[n] and h[n]. x[n]) is kept ﬁxed. 2. the products x[k] h[n − k] are summed to obtain y[n].g. 3. one sequence (e. h[k]) is reﬂected. the other one (e. 4. the reﬂected sequence h[−k] is time-shifted to obtain h[−(k − n)] = h[n − k].. also denoted as ∞ y[n] = x[n] ∗ h[n] = k=−∞ x[k] h[n − k] • Introduction • Input-output relation of LTI systems • The impulse response • Convolution (1/2) • Convolution (2/2) • Properties of LTI systems (1/2) • Properties of LTI systems (2/2) • Stability/causality of LTI systems • Mechanics of convolution: 1. for every value of n. repeat for every value of n.

.Convolution (2/2) Introduction to discrete-time signals and sistems Basic signals Discrete-time systems Linear time-invariant systems • Example: convolution between h[n] = u[n] − u[n − N ] = RN [n] and x[n] = an u[n] (choose 0 < a < 1): • Introduction • Input-output relation of LTI systems • The impulse response • Convolution (1/2) • Convolution (2/2) • Properties of LTI systems (1/2) • Properties of LTI systems (2/2) • Stability/causality of LTI systems 0. 0 ≤ n ≤ N − 1. 1 − an+1 . n > N − 1. y[n] = 1−a n−N +1 1 − aN a 1−a n < 0. • FIR and IIR systems • Inverse system Giacinto Gelli DSP Course – 26 / 31 .

• Some properties are the consequence of algebraic properties of the convolution. • Introduction • Input-output relation of LTI systems • The impulse response • Convolution (1/2) • Convolution (2/2) • Properties of LTI systems (1/2) • Properties of LTI systems (2/2) • Stability/causality of LTI systems • FIR and IIR systems • Inverse system Giacinto Gelli DSP Course – 27 / 31 . all his properties can be expressed in terms of the properties of the impulse response.Properties of LTI systems (1/2) Introduction to discrete-time signals and sistems Basic signals Discrete-time systems Linear time-invariant systems • Since an LTI system is completely characterized by its impulse response.

• FIR and IIR systems • Inverse system • Note: feedback connection of LTI systems is more complicated and cannot be easily characterized in the time-domain. the behavior of the cascade connection of LTI systems is independent of the order of connection. Giacinto Gelli DSP Course – 28 / 31 . • Associative property: • Introduction • Input-output relation of LTI systems (x[n] ∗ h1 [n]) ∗ h2 [n] = x[n] ∗ (h1 [n] ∗ h2 [n]) −→ cascade connection of two LTI systems. Moreover. for the commutative property. • The impulse response • Convolution (1/2) • Convolution (2/2) • Properties of LTI systems (1/2) • Properties of LTI systems (2/2) • Stability/causality of LTI systems • Distributive property: x[n] ∗ (h1 [n] + h2 [n]) = x[n] ∗ h1 [n] + x[n] ∗ h2 [n] −→ parallel connection of two LTI systems.Properties of LTI systems (2/2) Introduction to discrete-time signals and sistems Basic signals Discrete-time systems Linear time-invariant systems • Commutative property: x[n] ∗ h[n] = h[n] ∗ x[n] −→ the roles of x[n] and h[n] can be interchanged. but requires the study in the frequency-domain or Z-transform domain.

Giacinto Gelli DSP Course – 29 / 31 . • FIR and IIR systems • Inverse system ◦ Example: delay. in the sense that h[n] = 0. forward/backward difference.Stability/causality of LTI systems Introduction to discrete-time signals and sistems Basic signals Discrete-time systems Linear time-invariant systems • Stability: an LTI system is stable iff its impulse response is absolutely summable: ∞ |h[k]| < +∞ k=−∞ • Introduction • Input-output relation of LTI systems • The impulse response • Convolution (1/2) • Convolution (2/2) • Properties of LTI systems (1/2) • Properties of LTI systems (2/2) • Stability/causality of LTI systems • Causality: an LTI system is causal iff its impulse response is a causal sequence. accumulator. ∀n < 0. MA ﬁlter.

◦ Example: the MA system. which is stable iff |a| < 1.FIR and IIR systems Introduction to discrete-time signals and sistems Basic signals Discrete-time systems Linear time-invariant systems • Finite-duration impulse response (FIR) systems: characterized by an impulse response of ﬁnite duration. They are not inherently stable. • Introduction • Input-output relation of LTI systems • The impulse response • Convolution (1/2) • Convolution (2/2) • Properties of LTI systems (1/2) • Properties of LTI systems (2/2) • Stability/causality of LTI systems ◦ Example: the system with impulse response h[n] = an u[n]. • FIR and IIR systems • Inverse system Giacinto Gelli DSP Course – 30 / 31 . They are inherently stable. the forward/backward difference. • Inﬁnite-duration impulse response (IIR) systems: characterized by an impulse response of inﬁnite duration.

Inverse system Introduction to discrete-time signals and sistems Basic signals Discrete-time systems Linear time-invariant systems • For a given LTI system h[n]. audio equalization or channel equalization). • Introduction • Input-output relation of LTI systems • The impulse response • Convolution (1/2) • Convolution (2/2) • Properties of LTI systems (1/2) • Properties of LTI systems (2/2) • Stability/causality of LTI systems • It is difﬁcult to determine hi [n] directly. • FIR and IIR systems • Inverse system Giacinto Gelli DSP Course – 31 / 31 .. even better. its inverse system hi [n] (if it exists) is implicitly deﬁned by the relation: h[n] ∗ hi [n] = hi [n] ∗ h[n] = δ[n] • Inverse systems are useful in many situations wherein it is necessary to compensate for the effect of a linear system (e. in the Z-transform domain. since it amounts to invert the convolution (deconvolution): the solution can be given explicitly in the frequency-domain or.g.

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