Discrete Time System | Fourier Transform | Fourier Series

INDEX

24 April 2011 12:48

1. 2. 3. 4.

Discrete time Fourier Series Determination of Fourier series representation of a periodic signal Fourier series coefficients Techniques of analysis of discrete time system a. Techniques of analysis of discrete time systems i. Resolving the input in terms of elementary function b. Discrete time impulse as elementary function i. Resolution of discrete time signal into impulses ii. Impulse response of system iii. Output of LTI system and convolution sum c. Impulse response of system i. Causality of LTI system ii. Stability of LTI system

d. Types of impulse response i. Finite impulse response ii. Infinite impulse response 5. Discrete time System described by Difference Equation a. Recursive and non recursive systems b. Discrete time system represented by constant coefficient difference equations c. Forced and Free response of discrete time System d. System function and FIR and IIR Filters e. Structure for realization of Discrete time systems i. FIR Systems

Fourier Series Page 1

DIGITAL SIGNAL PROCESSING
23 April 2011 21:43

Discrete Time Fourier Series Discrete time periodic signal a discrete time periodic signal is periodic with period N is x[n]=x[N+n] N is the smallest positive integer for which the equation holds . Wo=(2*pi/N) is the fundamental frequency
Discrete time complex exponential sequence Consider a discrete time complex exponential sequence

This sequence is periodic with period N The signal has fundamental frequency of 2*pi/N The discrete time complex exponential sequence have distinct values over a range of N successful values of n from 0 - (N-1) Harmonically related set of discrete time complex exponential Consider a set of harmonically related discrete time complex exponentials

All signals have fundamental frequencies that are multiples of 2*pi/N Thus all the signals are harmonically related
Fourier Series Page 2

Thus all the signals are harmonically related Discrete time complex exponentials which differ in frequency by 2pi are identical exp(jwn)=exp(j[w+2pi]n) In general If k changes by integral multiples of N Then identical sequence is generated Linear combination of discrete time complex exponential Consider a linear combination of harmonically related discrete time complex exponential sequence The summation is carried over a range of N successive values of k from 0-(N-1) This equation indicates than a arbitrary periodic discrete time signal x[n] can be represented by linear combination of harmonically related complex exponential Fourier Series Page 3 .

harmonically related complex exponential This representation if called discrete time Fourier series representation of signal x[n] For now we assume any discrete time signal can be expressed as a linear combination of harmonically related complex exponential sequence.(N-1). The summation will converge absolutely Fourier Series Page 4 . We need to explore if this holds true Questions Can any discrete time signal be expressed Also since the summation will have a finite number of terms as k ranges from 0.

Fourier Series Page 5 .23 April 2011 22:07 A periodic discrete time sequence can be expressed as a arbitrary sum of discrete time complex exponential sequence.

The Fourier series representation of signal provides us with N linear equations with N unknown coefficients as k ranges a values over n successive integers If these set of equations are linearly independent we can solve the equations to obtain The coefficients in terms of given values of signal x[n] One ways is to solve the equations to obtain the Fourier series coefficients We also can obtain a closed form expression to obtain the coefficients For now we will assume all the N equations are linearly independent And matrix comprising of coefficients of N linearly independent equations has a inverse x=AW A=W^-1x A=(1/n)W*x Thus we can use the inverse operation to find out the fourier series coefficients of a periodic discrete time sequence We will demonstrate the linear independence and existence of inverse of the matrix by using example and linear algebra concepts Fourier Series Page 6 .Determination of Fourier series representation of a periodic signal 24 April 2011 12:49 Suppose we are given a signal x[n] that is periodic with fundamental period N • We need to find a way to determine if the Fourier series representation of the signal x[n] exists • Determine the Fourier series coefficients Thus we need to find the solution to a set of linear equations .

we will obtain exactly N Fourier Series coefficients Fourier Series Page 7 .Fourier series coefficients and periodicity of Fourier Series coefficients 24 April 2011 13:19 Below are the expressions for analysis and synthesis equation for Fourier Series representation of the periodic discrete time signal x[n] The fourier series coefficients are also called the spectral coefficients of x[n] The coefficients specify the decomposition of a periodic discrete time signal into sum of N harmonically related complex exponentials Values of k range from 0 to N-1 The Fourier series coefficients are also a discrete periodic sequence which are periodic with period N Since there are only N discrete complex exponentials that are periodic with period N Discrete time Fourier Series is a finite series with N terms. Thus if we define N consecutive values of k over which define the Fourier Series .

We can regard the sum over arbitrary sum of N successive values of k Thus we can think Ak as a sequence defined for all values of k but only N successive elements of the sequence will be used in the Fourier Series representation of the sequence Furthermore the Sequence of Fourier Series coefficients is periodic with period N as the discrete time complex exponential Is periodic in k with period N Fourier Series Page 8 .

Techniques of analysis of discrete time system 24 April 2011 16:19 There are two basic methods for analyzing the behavior or response of a discrete time system to a given input signal. Second method of analyzing is given a input signal to decompose of resolve the inputs into sum of elementary signals The elementary signal are selected so that response of system to elementary signals can be easily determined Using the linearity property response of a system to entire input is computed as superposition of response of system due to elementary signals Fourier Series Page 9 . One method is based on direct solution of then input-output equation for the system For LTI system general form of input-output relationship is The input output relationship is called difference equation and represents one way to characterize behavior of discrete time LTI system.

we consider Discrete time complex exponential sequence as elementary signal • We decompose in the input periodic signals into Harmonically related Complex exponentials • We find the response of system to complex exponential signal. • We compute the total output of LTI system as superposition of outputs due to individual frequency components Fourier Series Page 10 .we only consider signals that are periodic in nature.One class of elementary signal is unit impulse functions • Thus we look to represent the input signal as arbitrary sum of impulse function • We calculate the response of system to unit impulse function • We obtain the total response of the system by superposition of response of system due to decomposed signal components If we restrict ourselves to a subclass of input signal.

frequency components Resolving a discrete time signal in terms of impulse function Any discrete time signal can be expressed as arbitrary sum of time shifted impulse functions x[n]=x1[n] + x2[n] + …… Were Thus x(n) is represented as weighted sum of time shifted impulse function Let h[n] be the output of the LTI system to unit impulse function If x[n-m] is the input to LTI system The output of system will also be shifted in time by m sample ie y[n-m] Thus if x[n] is the input to the LTI system The output y[n] is given by Fourier Series Page 11 .

Fourier Series Page 12 .we can determine the output of the LTI system to any arbitrary input signal Causality of LTI system A LTI system is causal if and only if its impulse response if causal Causality is required in any real time processing system.The above expression Is called convolution sum Of sequences x[n] and h[n] Thus the output of LTI system can be expressed as convolution sum of the input signal and impulse response of LTI system IMPULSE RESPONSE OF SYSTEM A LTI system can be characterized by its impulse response If we know the output of the system to unit impulse function.

Causality is required in any real time processing system. In general if input to a LTI system is causal Output of LTI system is also causal STABILITY OF LTI SYSTEM A LTI system is said to be BIBO stable if a stable input results in a stable output Given a bounded input to LTI system we investigate the conditions for stability of LTI system Fourier Series Page 13 .

It amplitude decays with time and eventually approaches steady values And system if said to be a stable system System with finite duration and infinite duration impulse response Class of LTI system can be divided into two types • FIR Impulse response • IIR Impulse response Consider a Causal FIR system Fourier Series Page 14 .Thus a LTI system is BIBO stable if its impulse response is absolutely summable This condition is necessary and sufficient condition to ensure stability of LTI system If the impulse response goes to zero as n approaches infinity Output of LTI system also approaches zero as n approaches infinity Excitation at the input to system which if of finite duration produces a output that is transient in nature .

the system has infinite memory Thus in case of IIR filter input signal is the window function and window length is length of the input signal Fourier Series Page 15 .Consider a Causal FIR system h(n)=0 n>M Output of LTI system at any time can be expressed as weighted linear combination of input signal samples System simply weights by values of impulse response h(n) the most recent M samples And sums the resulting products The systems acts like a window that only views only most recent M samples of input signal in forming the output It neglects prior input samples Thus FIR system is said to have a finite memory of length M IIR system has infinite duration impulse response System output is a weighted linear combination of input signal samples Since sum involves all the present and past inputs .

of the input signal Fourier Series Page 16 .

. We need to find a way to realize IIR systems Within general class of IIR systems we have a class of systems that can be described by difference equation Convolution sum expresses the output of the system explicitly and only in terms of input system .Discrete time System described by Difference Equation 24 April 2011 18:03 LTI systems are characterized by their impulse responses Knowing Impulse response of the system we can calculate the output of system to any arbitrary input signal Output is determined by means of convolution sum LTI system is characterized by input output relationship Convolution sum also provide a means of realization of system In case of FIR system. system is implemented directly by means of adder. multiplier and finite number of memory locations.. Since system is a causal system output at any time only depends on preset and past values of input signal y[0]=h[0]x[0]+h[1]x[-1]+. y[n]=h[0]x[n]+h[1]x[n-1]+h[2]x[n-2]+……. IIR systems cannot be implemented directly Since it requires infinite number of memory locations. = h[0]x[0] y[1]=h[0]x[1]+h[1]x[0] y[2]=h[0]x[2]+h[1]x[1]+h[2]x[0] Eg if h(n)=[1 1 1 1 ………] y[0]=x[0] y[1]=x[1]+x[0]=x[1]+y[0] y[2]=x[2]+x[1]+x[0]=x[2]+y[1] Fourier Series Page 17 .

.y[2]=x[2]+x[1]+x[0]=x[2]+y[1] y(n)-y(n-1)=x(n) H(z)=1/1-z^-1 And h(n)=u(n) This is example of IIR recursive system If a system is a recursive system output depends on current input value as well as previous output values A system is said to be non recursive if it only depends on present and past input values Causal FIR filters represented by convolution sum represent a non recursive system The basic difference between and recursive and non recursive system is that recursive system has a feedback loop.y[N-1] Thus we require N iterations to compute output y[N-1] in a recursive system Where as in a non recursive system we may be able to compute y[N-1] directly using the convolution sum expression Linear Time Invariant System Characterized by Constant coefficient Difference equations Systems represented by constant coefficient difference equations are subclass of recursive and non recursive systems Consider a simple recursive system described by the equation y(n)=ay(n-1)+x(n) Let us apply the causal input to the system and determine the output y[0]=ay[-1]+x[0] For recursive system or system described by constant coefficient difference equation we need to assume existence of initial condition Fourier Series Page 18 ..which feeds back the output to the input of the system Feedback loop basically consists of delay elements Also the output of recursive system must be computed in order y[0].y[1] ….

Thus to calculate the present value of the output we require all the previous values of the input signal First term contains the initial term y(-1) And represents the output of system due to initial condition in the system before the current input signal was applied If the system is initially relaxed then y(-1)=0 Recursive system is said to be relaxed if it starts with zero initial condition If the System is initially relaxed the response of system is called called zero state response or forced response and the system is said to be in zero state Forced response of the system is given by This equation describes the convolution sum of input signal and its impulse response Fourier Series Page 19 .

This equation describes the convolution sum of input signal and its impulse response Zero state implies the LTI system is causal Hence upper limit on convolution sum is n Thus system described is a IIR system If is a causal system It is a first order system System is initially relaxed If we assume the system is not initially relaxed the output is represented by sum of two terms. One term is the zero state or forced response of the system And another terms is called zero input response or natural response of the system Thus system produces an output without being exited The Zero input response is due to memory of the system Thus in general the output of any LTI system described by constant coefficient difference equations can be categorized as sum of free and forced response The Forced response of the system is due to the present and past inputs of the system It is the output of system which is initially relaxed The Free response of the system is due to initial conditions of system The free response if obtained by setting the input signal to zero making the output independent of input The free response of the system depends only on the nature of system and initial conditions Zero input response is a characteristics of the system itself and thus is known as natural or free response of the system Zero state or forced response depends on nature of system and the input signal The total response of the system can be expressed as Fourier Series Page 20 .

In general a LTI system can be represented by following constant coefficient difference equation N is called the order difference equation Initial condition summarized all that we need to know about the past history of response of the system to compute the present and future outputs of the system A Discrete time system characterized by constant coefficient difference equations Is linear and time invariant Recursive system indicate a system with feedback Fourier Series Page 21 .

Fourier Series Page 22 .

the order of numerator polynomial must be less than the denominator polynomial. The system has more poles that zeros In the Z plane except origin It will have N-M zeros at the origin And since we need to have a stable system all the poles lie within the unit circle in the Z plane Fourier Series Page 23 .IIR system has M zeros in the Z planes And M poles which can lie anywhere in the Z plane .System function and FIR and IIR Filters 24 April 2011 19:50 A non recursive system with FIR of length M Has M zeros in the Z plane and M poles at the origin A recursive system . If IIR system has to be causal.

Structure for realization of Discrete time systems 24 April 2011 19:51 We have described Discrete time system using linear constant coefficient difference equations We need to realize or implemented these discrete time system in hardware of software FIR Discrete time system FIR discrete time system is described by the difference equation FIR system can also be represented by system function Unit impulse response of FIR system is identical to coefficient Bk of Length of FIR filter or unit impulse response is M Methods of implementing FIR discrete time systems • Direct Form 1 • Cascade Form • Frequency sampling form • Lattice realization • Linear phase form Direct Form Realization Direct Form 1 structure can be realized directly from non recursive difference equation By means of convolution sum of signals x(n) and h(n) y(n)=h(0)x(n)+h(1)x(n-1)+h(2)x(n-2)+………+h(M-1)x(n-M-1) As Stated earlier System simply weights by values of impulse response h(n) the most recent M samples And sums the resulting products The systems acts like a window that only views only most recent M samples of input signal in forming the output It neglects prior input samples Fourier Series Page 24 .

Impulse response of FIR system is as long as maximum delayed input term in the difference equation or K+1 where K is number of delay elements Maximum possible gain for FIR filter is given by sum of inputs scaled by coefficients in its difference equations Y(z)=H(Z)X(Z) FIR filter is said to have order equivalent to number of delay elements .It neglects prior input samples Thus FIR system is said to have a finite memory of length M Thus it requires M-1 memory locations to store previous inputs It requires M multiplications and M-1 additions to carry out calculation for each output sample. Cascade Form discrete time LTI system can also be represented using System function Screen clipping taken: 24-04-2011 22:14 We factor the system function into second order FIR system so that Fourier Series Page 25 .

Where K=[(M+1)/2] give the number of second order filter sections The filter parameter bo may be equally distributed among K filter sections or it may be assigned to single filter section Zeros of H(z) are grouped in pairs to obtain second order filter section. Complex Zeros of H(z) are grouped in complex conjugate pairs to produce second order FIR system so that second order filter coefficients are real values Real roots or Zeros of H(z) can be grouped in any arbitrary manner Second order filter section are implemented in direct form Entire system is realized as cascade connection of second order system A digital filter is a LTI system Consider a second order filter function Fourier Series Page 26 .

Consider a second order filter function y(n)=Aox(n)+A1x(n-1)+A2x(n-2) H(Z)=A+A1Z^-1 + A2 Z-2 H(Z)=AoZ2 +A1Z+A2/Z2 H(z)=[h(0)Z2+h(1)Z+h(2) ] /Z2 Thus we have zeros in the Z place and Two poles at the origin Many FIR filters have a zero on the unit circle Consider a biquadratic section consisting of complex conjugate zeros on which lie on the unit circle Thus we find that no multiplication operation is required for first and the last terms Implementing a higher order filter with many zeros on the unit circle as a cascade of biquadratic section requires fewer total multiplications than the direct form realization To realize a cascade form structure from direct form structure • We begin by computing the coefficient of x(n) • The coefficient bo can be distributed over K filter sections .We divide entire equation by bo and then proceed to find the roots • We calculate root of the polynomial in z of system function • Find number of second order filter sections that will be required • Order roots in terms of complex conjugate pairs • Consider pair of roots to obtain second order section • Find coefficients of second order filter sections Frequency Sampling Structure Fourier Series Page 27 .

it is a noncanonic truct A direct form realization of an FIR filter can be readily developed from the convolution sum description Structures in which the multiplier coefficients are precisely the coefficients of the transfer function are called direct form structures Fourier Series Page 28 .Digital Filter 24 April 2011 22:09 •A digital filter structure is said to be canonic if the number of delays in the block diagram representation is equal to the order of the transfer function •Otherwise.

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