Time-Domain Analysis

Addis Ababa Science and Technology University
College of Electrical & Mechanical Engineering

Electrical & Computer Engineering Department
Digital Signal Processing (EEEg-3151)
Chapter Three
Analysis of Discrete-time Signals and Systems
in Time Domain
Analysis of Discrete-time Signals and Systems in Time
Domain
Outline
 Introduction
 The Impulse response of LTI Systems
 The Convolution Sum
 Properties of LTI Systems
 Step Response of LTI Systems
 Solving Difference Equations
Semester-II, 2017/18 2
Introduction
 An important subset of continuous-time & discrete-time systems
are systems that satisfy the linearity and time-invariance properties.
 Such systems are referred to as linear, time-invariant (LTI) systems.
 In the time domain, continuous-time LTI systems can be analyzed

using the convolution integral or a linear constant-coefficient
differential equation
 Where as, discrete-time LTI systems can analyzed using the

convolution sum or a linear constant-coefficient difference
equation.
Impulse Response of LTI Systems
 The impulse response of an LTI system is the response of the

system to an impulse input signal.
 The impulse response of a discrete-time LTI system, denoted by

h(n), is defined as:
h(n)  T [ (n)]
 If the system is time-invariant, then we have:
h(n)  T [ (n)]  h(n  k )  T [ (n  k )]
Impulse Response of LTI Systems……..
 If the system is linear and time-invariant (LTI), then the impulse

response h(n) characterizes the system.
 In other words, h(n) is all we need to know about the LTI system
to compute the response of the system to any input signal.
The Convolution Sum
 The output y(n) of a discrete-time LTI system with impulse
response h(n) and input x(n) can be obtained using the
convolution sum.
 The convolution sum is defined as:

y ( n)  x ( n) * h( n)   x ( k ) h( n  k )
k  
The Convolution Sum……
 Given the input signal x(n) and impulse response h(n) of a
discrete-time LTI system, the convolution sum can be evaluated
graphically by following steps.
1. Sketch the input x(k) by changing the independent variable of
x(n) from n to k and keep the waveform for x(k) fixed during
convolution.
2. Sketch the impulse response h(k) by changing the independent
variable from n to k.
3. Reflect h(k) about the vertical axis to obtain the time-reflected

impulse response h(-k).
4. Shift the time-inverted impulse response h(-k) by a selected

value of n. The resulting signal represents h(n-k).
5. Slide the graph of h(n-k) over the graph of x(k) step by step.
6. Apply point-wise multiplication and summation on x(k) and

h(n-k) at each step.
7. Repeat steps 5 and 6 over -∞ ≤ n ≤ ∞ to obtain the output

response y(n) over all time n.
 The convolution sum has the following properties.

i. Commutative property
x(n) * h(n)  h(n) * x(n)
ii. Associative property
[ x(n) * h1 (n)] * h2 (n)  x(n) * [h1 (n) * h2 (n)]
iii. Distributive property
x(n) * [h1 (n)  h2 (n)]  x(n) * h1 (n)  x(n) * h2 (n)
Exercise:
Determine the output y(n) of the discrete-time LTI systems

with the following pairs of input signals x(n) and impulse
responses h(n).
a. x(n)  u (n)  u (n  3) and
h(n)  2 (n  1)  2 (n)   (n  1)
b. x(n)  u (n  5) and h(n)  u (n  4)  u (n  5)
c. x(n)  2 n u (n  3) and h(n)  u (n  4)

d . x(n)  2 n u (3  n) and h(n)  u (n  1)
e. x(n)  u (n  3) and h(n)  u (n  5)
2 , 0n2 n  1 , 0  n  4
 
f . x ( n)   and h(n)  
0 , otherwise 0 , otherwise
g. x(n)  u (n  2)  u (n  3) and h(n)  u (n  4)  u (n  5)
n
1
h. x(n)  2 u (2  n) and h(n)    u (n  4)
n
2
Properties of LTI Systems
i. Memoryless LTI Systems

 The output of a memoryless system depends only on the present
input.
 Applying the commutative property of convolution, the output
of a discrete-time LTI system may be expressed as:
y ( n)  h( n) * x ( n)

  h( k ) x ( n  k )
k  
 For this system to be memoryless, y(n) must depend only on

x(n) and cannot depend on x(n-k) for k ≠ 0.
Properties of LTI Systems……
 This condition implies that h(k)=0 for k ≠ 0.

 Thus, a discrete-time LTI system is memoryless if and only if:
h(n)  A (n)
where :
A is an arbitrary constant
 All memoryless discrete-time LTI systems perform scalar

multiplication on the input.
Properties of LTI Systems…….
ii. Causal LTI Systems

 The output of a causal LTI system depends only on past or
present values of the input.
 Again, write the convolution sum as:

y ( n)  h( n) * x ( n)

  h( k ) x ( n  k )
k  
 Past and present values of the input, x(n), x(n-1), x(n-2),…., are
associated with indices k ≥ 0 in the convolution sum.
 Future values of the input are associated with indices k < 0.
 In order for y(n) to depend only on past or present values of the

input, we require h(k)=0 for k < 0.
 Thus, a continuous-time LTI system is causal if and only if:
h(n)  0 for n  0
 For a causal discrete-time LTI system, the convolution sum can
be expressed as:

y ( n)   h( k ) x ( n  k )
k 0
Properties of LTI Systems…….
iii. Stable LTI Systems

 A system is bounded input-bounded output (BIBO) stable if the
output is guaranteed to be bounded for every bounded input.
 Consider the convolution sum of a discrete-time LTI system:


y ( n)  h( n) * x ( n)   h( k ) x ( n  k )
k  
 Taking the magnitude of both sides, we get:


y ( n)  h ( n ) * x ( n )   h( k ) x ( n  k )
k  
 Using the Schwartz inequality, the above equation reduces to:


y ( n)   h( k ) x ( n  k
k  
 Assume that the input is bounded, i.e., x(n)  Bx  
 Thus, the above inequality reduces to:


y ( n)  B x  h( k )
k  
 This implies that the output is bounded, y(n)   , provided that
the impulse response is absolutely summable, i.e.,

 h( k )  
k  
Exercise:
Determine whether the discrete-time LTI systems with the

following impulse responses are memoryless, causal, stable or not.
n
1
a. h(n)    u (n) d . h(n)  nu (n  2)
5
b. h(n)  2 n u (3  n) e. h(n)  2 (n)
n
1
c. h(n)  u (n)  u (n  10) f . h( n)    u (  n)
2
Step Response of LTI Systems
 The step response of LTI systems can be easily expressed in

terms of the impulse response as follows.
 Consider a discrete-time LTI system with impulse response h(n)
and step response denoted by s(n).
s ( n)  h( n) * u ( n)

  h(k )u(n  k )
k  
 But, we know that

 u (n  k )  0 for k  n

 u (n  k )  1 for k  n
Step Response of LTI Systems……
 Thus, the step response can be expressed as:

n
s ( n)   h( k )
k  
 That is, the step response of a discrete-time LTI system is

expressed as the running sum of the impulse response.
 Similarly, consider a discrete-time LTI system with impulse
response h(n) and step response denoted by s(n).
 We can also express the impulse response of a discrete-time LTI
system in terms of the step response as follows.
h(n)  s(n)  s(n  1)
Step Response of LTI Systems……
Exercise:
Determine the unit step response of the discrete-time LTI

systems with the following impulse responses.
n
n  1
a. h(n)  2 d . h( n)     u ( n)
 2
b. h(n)  u (n)  u (n  4) e. h(n)   (n)   (n  2)
c. h(n)  u (n) f . h(n)  nu (n)
Solving Difference Equations
 The general form of an Nth order linear constant-coefficient
difference equation is given by:
N M
a
k 0
k y (n  k )  bk x(n  k )
k 0
N M
 y (n)   a k y (n  k )  bk x(n  k ) , a0  1
k 1 k 0
N M
 y (n)   a k y (n  k )   bk x(n  k )
k 1 k 0
where :
a k ' s and bk ' s are constant coefficien ts

Solving Difference Equations……
 The total solution of the above linear constant-coefficient

difference equation can be expressed as a sum of two parts.
y(n)  y h (n)  y p (n)
Homogeneous Particular
Solution Solution
Homogeneous Solution:
 The homogeneous solution yh(n) is the solution of the LCCDE
with zero input.
 The homogeneous difference equation with zero-input is given by:

N
a
k 0
k y (n  k )  0
 The solution to the above zero-input homogeneous equation is

characterized by exponential responses of the form :
y h (n)  A(r ) n
where :
A is an arbitrary constant
 Plugging in yh(n) into the zero-input equation, we get:

N
 k
a
k 0
A( r ) nk
0
 Ar n 1  a1 r 1  a 2 r  2  ......  a N r  N   0
 r N  a1 r N 1  a 2 r N  2  ......  a N  0
 This equation is known as the characteristic equation of the

linear constant coefficient difference equation.
 Because the characteristic equation is of degree N, it will have N

roots which may be either real or complex.
 The N roots can also be distinct or repeated.
Case I: Distinct roots
 If the N roots ri are distinct, ri # rk for k # i , the general solution

to the homogeneous difference equation is:
N
y h (n)   Ai ri  A1 r1  A2 r2  A3 r3  ......  AN rN
n n n n n
i 1
where the constants Ai are chosen to satisfy the initial conditions

Case II: Repeated roots
 For repeated roots, the solution must be modified as follows.
 If r1 is a repeated root of multiplicity m with the remaining N-m

roots distinct, the homogeneous solution becomes:
N
y h (n)  ( A1  A2 n  ......  Am n m 1
)r1   Ai ri
n n
i  m 1
where the constants Ai are chosen to satisfy the initial conditions
Particular Solution:
 The particular solution is the response of the system to the input
x(n) assuming zero initial conditions.
 Thus, the particular solution yp(n) depends on the form of the

input x(n).
 Because the input x(n) can take different forms, there is no

single specific form for a particular solution.
 The following table gives some forms of the input signal x(n)
and corresponding forms the particular solution yp(n).
Steps to solve linear constant-coefficient difference equations:
i. Find the homogeneous solution, yh(n), by solving the roots of

the characteristic equation.
ii. Find the particular solution, yp(n), by assuming that it is of the

same form as the input signal x(n).
iii. Find the total solution by adding yh(n) and yp(n), i.e.,
y(n)  y h (n)  y p (n)

iv. Determine the constant-coefficients in the homogeneous
solution by plugging initial conditions in the total solution.
Exercise:
Determine the output of the systems described by the following

difference equations with input and initial conditions as
specified.
n
1  1
a. y (n)  y (n  1)  2 x(n) and x(n)     u (n) , y (1)  3
2  2
1 1
b. y (n)  y (n  1)  y (n  2)  x(n)  x(n  1)
4 8
and x(n)   1 u (n) , y (1)  4 , y (2)  2

n
Some Important Series Formulas
N  M
a
1. 1  N  M  1
nM
5.  a n 
nM 1 a
, a 1
N 1 N 2 N 1
N
1  a N
Na  ( N  1 ) a a
2.  a n  6.  na 
n
n 0 1 a n 0 (1  a ) 2
N 1
N
a M
 a 
a
3.  a n  7.  
na n
, a 1
nM 1 a n 0 (1  a) 2
 N
1 1
4.  a  n
, a 1 8.  n  N ( N  1)
n 0 1 a n 0 2
Exercise
1. The input signal to a discrete-time LTI system x(n) is given by:
x(n)   (n  1)  3 (n)  2 (n  1)   (n  2)   (n  3)
Determine the output y(n) of the system using the convolution
sum if the impulse response h(n) is known to be:
a. h(n)  2 (n)   (n  1)
b. h(n)  u (n)  u (n  3)
c. h(n)   (n  1)  2 (n)   (n  3)
d . h(n)  u (n  2)
Exercise……
2. Consider a discrete-time LTI with impulse response h(n)
given by:
h(n)  3n u(2  n)
Determine the output y(n) of the system using the convolution
sum if the input signal x(n) is:
a. x(n)  u (n  2)  u (n  6) d . x(n)  u (n  1)
1
b. x(n)  u (n  3) e. x(n)   u (n)
 3
c. x(n)  n u (n)  u (n  10)
Exercise……
3. Determine the output y(n) of the discrete-time LTI systems

with the following pairs of input signals x(n) and impulse
responses h(n).
a. x(n)  u (n  3) and h(n)  u (n  3)
b. x(n)  3 n u (n  3) and h(n)  u (n  2)
n
1
c. x(n)    u (n) and h(n)  u (n  2)
4
d . x(n)  u (n  10)  2u (n)  u (n  4) and h(n)  u (n  2)
Exercise……
4. Determine whether the discrete-time LTI systems with the

following impulse responses are memoryless/memory,
causal/non-causal and BIBO stable/unstable.
 n 
n
1
a. h(n)    u (n) e. h(n)  sin  u (n)
2  3
b. h(n)  u (n  2)  u (n  2) f . h(n)  5 n u (1  n)
n
n 4
c. h(n)  3 g. h(n)    u (n  2)
5
d . h(t )  2 n u (3  n) h. h(n)  u (n)  u (n  1)

Exercise……
5. Determine the unit step response of the systems with the

following impulse responses.
a. h(n)  2 n u (n  1) e. h(n)   (n)  2 (n  1)
b. h(n)  u (n  4)  u (n  5) f . h(n)  u (n  3)
c. h(n)  u (1  n) d . h(n)  u (n  4)
n
1
d . h(n)    u (n  2)
3
Exercise……
6. Consider a discrete-time system described by the linear
constant-coefficient difference equation:
3 1
y(n)  y(n  1)  y(n  2)  x(n  1)  x(n)
4 8
Determine the homogeneous solution yh(n), the particular
solution yp(n) and the total solution y(n) of the given equation
for the following inputs and initial conditions.
a. x(n)  u (n) and y (1)  2 , y (2)  1
n
1
b. x(n)    u (n) and y (1)  1 , y (2)  0
2

Time-Domain Analysis

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Addis Ababa Science and Technology University

College of Electrical & Mechanical Engineering

Digital Signal Processing (EEEg-3151)

 The Impulse response of LTI Systems

 The Convolution Sum

 Properties of LTI Systems

 Step Response of LTI Systems

 Solving Difference Equations

 Such systems are referred to as linear, time-invariant (LTI) systems.

 In the time domain, continuous-time LTI systems can be analyzed

 Where as, discrete-time LTI systems can analyzed using the

 The impulse response of an LTI system is the response of the

 The impulse response of a discrete-time LTI system, denoted by

 If the system is linear and time-invariant (LTI), then the impulse

 Given the input signal x(n) and impulse response h(n) of a

discrete-time LTI system, the convolution sum can be evaluated

graphically by following steps.

1. Sketch the input x(k) by changing the independent variable of

2. Sketch the impulse response h(k) by changing the independent

3. Reflect h(k) about the vertical axis to obtain the time-reflected

4. Shift the time-inverted impulse response h(-k) by a selected

6. Apply point-wise multiplication and summation on x(k) and

7. Repeat steps 5 and 6 over -∞ ≤ n ≤ ∞ to obtain the output

 The convolution sum has the following properties.

x(n) * h(n)  h(n) * x(n)

ii. Associative property

[ x(n) * h1 (n)] * h2 (n)  x(n) * [h1 (n) * h2 (n)]

iii. Distributive property

x(n) * [h1 (n)  h2 (n)]  x(n) * h1 (n)  x(n) * h2 (n)

Determine the output y(n) of the discrete-time LTI systems

b. x(n)  u (n  5) and h(n)  u (n  4)  u (n  5)

c. x(n)  2 n u (n  3) and h(n)  u (n  4)

d . x(n)  2 n u (3  n) and h(n)  u (n  1)

e. x(n)  u (n  3) and h(n)  u (n  5)

g. x(n)  u (n  2)  u (n  3) and h(n)  u (n  4)  u (n  5)

i. Memoryless LTI Systems

 For this system to be memoryless, y(n) must depend only on

 This condition implies that h(k)=0 for k ≠ 0.

 All memoryless discrete-time LTI systems perform scalar

ii. Causal LTI Systems

 Again, write the convolution sum as:

 Future values of the input are associated with indices k < 0.

 In order for y(n) to depend only on past or present values of the

 Thus, a continuous-time LTI system is causal if and only if:

iii. Stable LTI Systems

 Consider the convolution sum of a discrete-time LTI system:

 Taking the magnitude of both sides, we get:

 Using the Schwartz inequality, the above equation reduces to:

 Assume that the input is bounded, i.e., x(n)  Bx  

 Thus, the above inequality reduces to:

Determine whether the discrete-time LTI systems with the

b. h(n)  2 n u (3  n) e. h(n)  2 (n)

 The step response of LTI systems can be easily expressed in

 But, we know that

 Thus, the step response can be expressed as:

 That is, the step response of a discrete-time LTI system is

Determine the unit step response of the discrete-time LTI

b. h(n)  u (n)  u (n  4) e. h(n)   (n)   (n  2)

c. h(n)  u (n) f . h(n)  nu (n)

a k ' s and bk ' s are constant coefficien ts

 The total solution of the above linear constant-coefficient

y(n)  y h (n)  y p (n)

 The homogeneous difference equation with zero-input is given by: