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American University of Beirut

Department of Electrical and


Computer Engineering

EECE340 Signals and Systems

Lecture 12 Unit sample response

Fadi Karameh
March 2020
Applications of the impulse response
• A unit sample response h[n] be used to
produce response of DT LTI system to general
inputs
𝑦 𝑛 = 𝑕 𝑛 ∗ 𝑥[𝑛]

• h[n] completely characterizes the system


• how does h[n] relate to system stability?
Recall
• The Z transform of h[n] is the transfer
function H(z), so one can find the system poles

−𝑛 𝑁𝑢𝑚(𝑧)
𝐻 𝑧 = 𝑕𝑛𝑧 =
𝐷𝑒𝑛(𝑧)
𝑀
𝐾 𝑧 − 𝑎1 𝑧 − 𝑎2 . . 𝛼𝑖
𝐻 𝑧 = =
𝑧 − 𝑝1 𝑧 − 𝑝2 . . (𝑧 − 𝑝𝑀 ) 1 − 𝑝𝑖 𝑧 −1
𝑖=1
• For absolute stability of a DT causal system
abs 𝑝𝑖 < 1 ∀𝑖 ⟺ 𝑎𝑙𝑙 𝑝𝑜𝑙𝑒𝑠 𝑙𝑖𝑒 𝑖𝑛𝑠𝑖𝑑𝑒 𝑡𝑕𝑒 𝑜𝑝𝑒𝑛 𝑢𝑛𝑖𝑡 𝑑𝑖𝑠𝑐
What about h[n]?
• h[n] is used to check for the Bounded-input,
Bounded Output Stability of the system

• BIBO stability: a system if Bounded-input,


Bounded Output Stable if for every bounded
input, the system produced a bounded output
BIBO stability
• Let y[n] be the response of the system h[n] to
a DT signal x[n]
𝑦 𝑛 =𝑕 𝑛 ∗𝑥 𝑛
BIBO stable:
𝑖𝑓 𝑥[𝑛] < 𝐶𝑥 ∀𝑛,, then 𝑦[𝑛] < 𝐶𝑦 ∀𝑛

A DT system is BIBO stable if and only if its unit sample


response is absolutely summable:

𝑕[𝑘] < ∞
𝑘=−∞
A DT system is BIBO stable if and only if its unit sample
response is absolutely summable: ∞

𝑕[𝑘] < ∞
𝑘=−∞

• Proof of sufficiency:

𝑙𝑒𝑡 𝑕[𝑘] < ∞ consider any bounded input 𝑥 𝑛


𝑘=−∞

𝑦 𝑛 =𝑕 𝑛 ∗𝑥 𝑛

𝑦[𝑛] = 𝑕 𝑛 ∗ 𝑥 𝑛 = 𝑕 𝑘 𝑥[𝑛 − 𝑘]
𝑘=−∞
∞ ∞

𝑕 𝑘 𝑥[𝑛 − 𝑘] ≤ 𝑕 𝑘 𝑥[𝑛 − 𝑘]
𝑘=−∞ 𝑘=−∞
∞ ∞

𝑕 𝑘 𝑥[𝑛 − 𝑘] ≤ 𝑕 𝑘 𝑥[𝑛 − 𝑘]
𝑘=−∞ 𝑘=−∞
∞ ∞

𝑕 𝑘 𝑥[𝑛 − 𝑘] ≤ 𝑕𝑘 𝑥[𝑛 − 𝑘]
𝑘=−∞ 𝑘=−∞
∞ ∞

𝑕𝑘 𝑥[𝑛 − 𝑘] ≤ 𝑚𝑎𝑥 𝑥[𝑛] 𝑕𝑘


𝑘=−∞ 𝑘=−∞

∞ ∞

𝑚𝑎𝑥 𝑥[𝑛] 𝑕 𝑘 < 𝐶𝑥 𝑕𝑘


∞ 𝑘=−∞ 𝑘=−∞

and finally 𝐶𝑥 𝑕𝑘 < ∞ 𝑠𝑖𝑛𝑐𝑒 𝑕[𝑘] < ∞


𝑘=−∞ 𝑘=−∞

Therefore, 𝑦 𝑛 < ∞ or is bounded


• Proof of necessity (if h[n] is not absolutely
summable then system is not BIBO stable)
Show by counter example

𝑦[𝑛] = 𝑕 𝑛 ∗ 𝑥 𝑛 = 𝑕 𝑘 𝑥[𝑛 − 𝑘]
𝑘=−∞

Choose
𝑥 𝑛 𝑡𝑕𝑎𝑡 𝑖𝑠 𝑏𝑜𝑢𝑛𝑑𝑒𝑑 𝑏𝑢𝑡 𝑙𝑒𝑎𝑑𝑠 𝑡𝑜 𝑢𝑛𝑏𝑜𝑢𝑛𝑑𝑒𝑑 𝑟𝑒𝑠𝑝𝑜𝑛𝑠𝑒

one input: let 𝑥 𝑛 − 𝑘 𝑏𝑒 𝑡𝑕𝑒 𝑠𝑖𝑔𝑛 𝑜𝑓 𝑕 𝑘 , 𝑡𝑕𝑎𝑡 𝑖𝑠:


𝑥 𝑛 − 𝑘 = +1 𝑖𝑓 𝑕 𝑘 ≥ 0,
𝑥 𝑛 − 𝑘 = −1 if 𝑕 𝑘 < 0,

𝑦[𝑛] = 𝑕 𝑛 ∗ 𝑥 𝑛 = 𝑕 𝑘 𝑥[𝑛 − 𝑘]
𝑘=−∞

𝑥 𝑛 − 𝑘 = +1 𝑖𝑓 𝑕 𝑘 ≥ 0,
𝑥 𝑛 − 𝑘 = −1 if 𝑕 𝑘 < 0,

then the summation has nonnegative values of h k



which is not bounded
𝑦[𝑛] = 𝑕[𝑘] → ∞
(Not BIBO stable)
𝑘=−∞
BIBO and Absolute Stability
• Absolute stability of causal DT system:
𝑀
𝛼𝑖
𝐻 𝑧 =
1 − 𝑝𝑖 𝑧 −1
𝑖=1

𝑝𝑖 < 1 ∀𝑖 ⟺ 𝑎𝑙𝑙 𝑝𝑜𝑙𝑒𝑠 𝑙𝑖𝑒 𝑖𝑛𝑠𝑖𝑑𝑒 𝑡𝑕𝑒 𝑜𝑝𝑒𝑛 𝑢𝑛𝑖𝑡 𝑑𝑖𝑠𝑐

• BIBO stability of a causal DT system:


𝑕[𝑘] < ∞ 𝑐𝑎𝑢𝑠𝑎𝑙: (𝑕 𝑘 ≡ 0 𝑓𝑜𝑟 𝑘 < 0)


𝑘=0
Absolute BIBO
𝑀
𝛼𝑖
𝐻 𝑧 =
1 − 𝑝𝑖 𝑧 −1
𝑖=1
𝑀
𝑛
𝑕[𝑛] = 𝛼𝑖 𝑝𝑖
𝑖=1

∞ ∞ 𝑀
𝑀
𝑛
𝑕[𝑛] = 𝛼𝑖 𝑝𝑖 𝑛
≤⋯≤ 𝛼𝑖 𝑝𝑖
𝑛=0 𝑛=0 𝑖=1
𝑖=1 𝑛

𝑤𝑕𝑖𝑐𝑕 𝑖𝑠 𝑏𝑜𝑢𝑛𝑑𝑒𝑑 𝑠𝑖𝑛𝑐𝑒 𝑝𝑖 < 1 𝑖 = 1. . 𝑀


BIBOabsolute

𝑕[𝑛] < ∞
𝑛=0
∞ 𝑀

= 𝛼𝑖 𝑝𝑖 𝑛 <∞ ∀𝛼𝑖
𝑛=0 𝑖=1
∞ 𝑀

⇒ 𝛼𝑖 𝑝𝑖 𝑛 <∞
𝑛=0 𝑖=1
𝑀 ∞

= 𝛼𝑖 𝑝𝑖 𝑛 < ∞ ⟹ 𝑝𝑖 < 1 𝑖 = 1. . 𝑀
𝑖=0 𝑛=0
⟹ 𝑎𝑏𝑠𝑜𝑙𝑢𝑡𝑒𝑙𝑦 𝑠𝑡𝑎𝑏𝑙𝑒 𝐷𝑇 𝑠𝑦𝑠𝑡𝑒𝑚
Applications of the impulse response
• Help us identify an unknown system.
• given an experiment with input/output data,
try to find the underlying DT LTI system

𝑥[𝑛] y[𝑛]
𝑕𝑛 ?
𝑥[𝑛] y[𝑛]
𝑕𝑛 ?

𝑎𝑠𝑠𝑢𝑚𝑒 𝑡𝑕𝑎𝑡 𝑕 𝑛 𝑖𝑠 𝑎 𝑓𝑖𝑛𝑖𝑡𝑒 𝑖𝑚𝑝𝑢𝑙𝑠𝑒 𝑟𝑒𝑠𝑝𝑜𝑛𝑒 (𝐹𝐼𝑅)


𝑕1
𝑕0
𝑕 𝑀−1


n
0 1 M-1
𝑎𝑠𝑠𝑢𝑚𝑒 𝑎𝑛 𝑎𝑝𝑝𝑙𝑖𝑒𝑑 𝑖𝑛𝑝𝑢𝑡 𝑥𝑜 𝑛 𝑛 = 0,1,2, . .
𝑝𝑟𝑜𝑑𝑢𝑐𝑒𝑠 𝑎𝑛 𝑜𝑢𝑡𝑝𝑢𝑡 𝑦𝑜 𝑛 𝑡𝑕𝑎𝑡 𝑖𝑠 𝑐𝑜𝑙𝑙𝑒𝑐𝑡𝑒𝑑
𝑀−1

𝑦𝑜 𝑛 = 𝑕 𝑘 𝑥𝑜 [𝑛 − 𝑘]
𝑘=0
𝑦𝑜 0 = 𝑥0 0 𝑕[0]

𝑦𝑜 1 = 𝑥0 0 𝑕 1 + 𝑥0 1 𝑕 0

𝑦𝑜 2 = 𝑥0 0 𝑕 2 + 𝑥0 1 𝑕 1 + 𝑥0 2 𝑕 0

𝑦𝑜 𝑀 − 1 = 𝑥0 0 𝑕 𝑀 − 1 + ⋯ + 𝑥0 𝑀 − 1 𝑕 0

This results in M equations in M unknown 𝑕𝑛 𝑛 = 0,1,2, . . 𝑀 − 1


𝑥0 0 0 0 ⋯ 0 𝑕0
𝑦0 [0]
𝑥0 1 𝑥0 0 0 … 0 𝑕1
𝑦𝑜 [1]
= ⋱ ⋮ ⋮

𝑦0 [𝑀 − 1]
𝑥0 𝑀 − 1 𝑥0 𝑀 − 2 𝑥0 𝑀 − 3 … 𝑥0 𝑕 𝑀−1

in matrix form

b= 𝐑 𝐱 𝐡

⇒ 𝐡 = 𝐑 𝐱 −𝟏 𝐛 (assuming 𝐑 𝐱 is invertible)

In practice, noise corrupts the data. Therefore, some


averaging across large data needs to be done..

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