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DSP Sp23 Wk3 230227
DSP Sp23 Wk3 230227
LECTURE #7, 8, 9
27TH – 28TH FEBRUARY, 1ST MARCH 2023
2.2 DISCRETE-TIME SYSTEMS
A discrete-time system is a device or algorithm that operates on a discrete-time signal called the input (e.g.
𝑥 𝑛 ), according to some rule to produce another discrete-time signal called the output or response (e.g.
𝑦 𝑛 ).
For instance:
𝑦𝑛 = 𝑥𝑛 2
𝑦 𝑛 =𝑥 𝑛 +𝑥 𝑛+2
𝑦 𝑛 =𝑦 𝑛−1 +𝑥 𝑛
𝑛
𝑦𝑛 = 𝑥𝑙 Accumulator
𝑙=−∞
𝑀−1
1
𝑦𝑛 = 𝑥 𝑛−𝑙 Moving average filter
𝑀
𝑙=0
2.2.3 CLASSIFICATION OF DISCRETE-TIME SYSTEMS
Two basic methods are used for analyzing the behavior of a linear system to a given input
signal:
Convolution
𝑥 𝑛 = 𝑐𝑘 𝛿 𝑛 − 𝑘
𝑘=−∞
Example 2.3.1
Resolve the following sequence into a sum of weighted impulse sequence:
4
𝑥 𝑛 = 2, , 0, −3
↑
2.3.3 Response of LTI systems to arbitrary inputs: The convolution sum
For the chosen elementary signal 𝛿 𝑛 as input, the corresponding output is termed as
ℎ 𝑛 . Thus,
𝛿 𝑛 →ℎ 𝑛 ,
𝛿 𝑛−𝑚 →ℎ 𝑛−𝑚 ,
𝑐𝑚 𝛿 𝑛 − 𝑚 → 𝑐𝑚 ℎ 𝑛 − 𝑚
2.3 ANALYSIS OF DISCRETE-TIME LINEAR TIME-INVARIANT
SYSTEMS
And hence/eventually,
∞
𝑦 𝑛 = 𝑐𝑘 ℎ 𝑛 − 𝑘
𝑘=−∞
To relate input 𝑥 𝑛 and output 𝑦 𝑛 formally:
∞ ∞
𝑦 𝑛 = 𝑐𝑘 𝛿 𝑛 − 𝑘 ℎ 𝑘 = 𝑥 𝑛 − 𝑘 ℎ 𝑘
𝑘=−∞ 𝑘=−∞
𝑦 𝑛 = 𝑥 𝑘 ℎ 𝑛−𝑘
𝑘=−∞
CONVOLUTION – GRAPHICAL CONVOLUTION
Convolution as a scanning operation:
Convolution as a scanning operation:
The process of computing the convolution between
two signals 𝑥 𝑛 and ℎ 𝑛 involves following steps: Let's consider the convolution of
(1) Transform 𝑥 𝑛 to 𝑥 𝑘 , and ℎ 𝑛 to ℎ 𝑘 . following two sequences
(2) Fold 𝑥 𝑘 to 𝑥 −𝑘 . 𝑥 𝑛 = 1, 2, 3, 4, 5 ,
(3) Shift 𝑥 −𝑘 towards left by assuming a ℎ 𝑛 = −1, 2, 1
negative shift 𝑛0 . The resultant signal is
𝑥 𝑛0 − 𝑘 .
(4) Multiply the shifted signal 𝑥 𝑛0 − 𝑘 with ℎ 𝑘
to get 𝑦𝑛0 𝑘 .
(5) Sum all the values of the sequence 𝑦𝑛0 𝑘 to
get 𝑦 𝑛0 .
(6) Repeat steps (4) and (5) till 𝑦 𝑛 is obtained.
CONVOLUTION – CONVOLUTION SUM
Convolve 𝒙 𝒏 = 𝒂𝒏 𝒖 𝒏 , and 𝒉 𝒏 = 𝒖 𝒏 using convolution sum.
Convolution, carried out as
scanning process, is called ∞
graphical convolution. 𝑦 𝑛 = 𝑥 𝑘 ℎ 𝑛−𝑘
𝑘=−∞
∞ 𝑛
Convolution, carried out as a 1 − 𝑎 𝑛+1
= 𝑎𝑘 𝑢 𝑘 𝑢 𝑛 − 𝑘 = 𝑎𝑘 =
mathematical procedure, is called 1 −𝑎
𝑘=−∞ 𝑘=0
convolution sum.
2.3.4 PROPERTIES OF CONVOLUTION AND THE INTER-
CONNECTION OF LTI SYSTEMS
Identity and shifting properties:
𝑥 𝑛 ∗𝛿 𝑛 =𝑥 𝑛
𝑥 𝑛 ∗ 𝛿 𝑛−𝑘 =𝑥 𝑛−𝑘
Commutative law:
𝑦 𝑛 =𝑥 𝑛 ∗ℎ 𝑛 =ℎ 𝑛 ∗𝑥 𝑛
Associative law
Associative law:
𝑥 𝑛 ∗ ℎ1 𝑛 ∗ ℎ2 𝑛 = 𝑥 𝑛 ∗ ℎ2 𝑛 ∗ ℎ1 𝑛
Distributive law:
𝑥 𝑛 ∗ ℎ1 𝑛 ∗ ℎ2 𝑛 =
𝑥 𝑛 ∗ ℎ1 𝑛 + 𝑥 𝑛 ∗ ℎ2 𝑛
Distributive law
2.3.5 CAUSAL LINEAR TIME-INVARIANT SYSTEMS
Mathematically, the convolution equation can be expressed as follows to understand output at a particular time
instant 𝑛0 :
∞
𝑦 𝑛0 = ℎ 𝑘 𝑥 𝑛0 − 𝑘 , (2)
𝑘=−∞
where the input signal is assumed to have infinite-duration values defined as … 𝑥 𝑛0 − 1 , 𝑥 𝑛0 , 𝑥 𝑛0 + 1 , ….
Further, equation (2) can be split as:
−1 ∞
𝑦 𝑛0 = ℎ 𝑘 𝑥 𝑛0 − 𝑘 + ℎ 𝑘 𝑥 𝑛0 − 𝑘 .
𝑘=−∞ 𝑘=0
Thus, for a CAUSAL LTI system:
ℎ 𝑘 = 0, ∀𝑘 <0
And the convolution equation becomes:
∞
𝑦 𝑛 = ℎ 𝑘 𝑥 𝑛−𝑘 . (3)
𝑘=0
2.3.6 STABILITY OF LINEAR TIME-INVARIANT SYSTEMS
Taking absolute value of both sides of the convolution equation:
∞
𝑦𝑛 = ℎ 𝑘 𝑥 𝑛−𝑘 . (4)
𝑘=−∞
Now, the absolute value of the sum of terms is always less than or equal to the sum of the absolute values of the
terms. Hence:
∞
𝑦𝑛 ≤ ℎ𝑘 𝑥 𝑛−𝑘 (5)
𝑘=−∞
Now substituting the upper bound of input 𝑥 𝑛 ≤ 𝑀𝑥 in (5):
∞
𝑦 𝑛 ≤ 𝑀𝑥 ℎ 𝑘 (6)
𝑘=−∞
Thus, for a STABLE LTI system (𝑀𝑋 < ∞, 𝑀𝑦 < ∞),
∞
ℎ𝑘 < ∞ (7)
𝑘=−∞
2.3.7 SYSTEMS WITH FINITE-DURATION AND INFINITE-
DURATION IMPULSE RESPONSE
A finite-duration impulse response system is always An infinite-duration impulse response system MAY be,
stable. or MAY NOT be stable.
ℎ 𝑛 = … + 𝑎−1 𝛿 𝑛 + 1 + 𝑎0 𝛿 𝑛 + 𝑎1 𝛿 𝑛 − 1 + ⋯ ℎ 𝑛 = 𝑎𝑛 𝑢 𝑛
2.4 DISCRETE-TIME SYSTEMS DESCRIBED BY DIFFERENCE
EQUATIONS
What is an IIR system?
A practically realizable IIR system is the one that depends on a finite number of past values (of input and
output) and present value (of input) such as:
𝑦 𝑛 − 1 ,𝑦 𝑛 − 2 ,…,𝑦 𝑛 − 𝑁 ,𝑥 𝑛 ,𝑥 𝑛 − 1 ,𝑥 𝑛 − 2 ,…,𝑥 𝑛 − 𝑀
𝑦 𝑛 = − 𝑎𝑘 𝑦 𝑛 − 𝑘 + 𝑏𝑘 𝑥 𝑛 − 𝑘
𝑘=1 𝑘=0
End problems: 7, 8, 10, 11, 16, 17, 18, 19, 20, 21, 22, 23.
THINGS TO INVESTIGATE: