Digital Signal Processing

Chapter 3: Discrete-Time Signals and Systems

Nguyễn Linh Trung, Trần Đức Tân, Huỳnh Hữu Tuệ

University of Engineering and Technology
Vietnam National University Hanoi

14/9/2020
Content

Continuous – discrete connection

Continuous – discrete connection in time domain
Continuous – discrete connection via Laplace Transform

Discrete-time signals

Discrete-time systems

Linear time-invariant systems

Z transform and its application to LTI systems

Discrete-time Fourier transform

Continuous – discrete connection in time domain Discrete-time signals
and systems
I We obtained a sampled signal from sampling a
continuous(-time) signal x(t) by a train of Dirac delta Continuous – Discrete

functions x∆ (t)
X∆ (s)
←→ xd (n)
←→ xd (n)
X∞
Discrete-time signals
x∆ (t) = x(nT )δ(t − nT ) Representation
Elementary signals
n=−∞
Classification
Operation
T is the sampling period. Discrete-time systems

I Sampled signal x∆ (t) is a continuous-time signal Definition

Modeling

(independent variable is t). Classification

Interconnection
I x∆ (t) completely depends on x(nT ). LTI systems
h(n) and ?
Interpretation
h(n) of cascaded system
System stability

Z transform
Definition
Inverse ZT
Application to LTI

DTFT for LTI

Definition
Application to LTI
ZT – DTFT

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I Consider a discrete(-time) signal xd (n): xd (n) = x(nT ).
I We have Discrete-time signals
and systems
X∞
x∆ (t) = xd (n)δ(t − nT ) Continuous – Discrete
n=−∞ x∆ (t) ←→ xd (n)
X∆ (s) ←→ xd (n)

relationship between the continuous signal x∆ (t) and the Discrete-time signals
Representation
discrete signal xd (n). Elementary signals
Classification
I When we have x∆ (t), it is easy to infer xd (n) and vice versa. Operation

I Processing the discrete signal xd (n) is equivalent to Discrete-time systems

Definition

processing the continuous signal x∆ (t). Modeling

Classification
Interconnection

LTI systems
h(n) and ?
Interpretation
h(n) of cascaded system
System stability

Z transform
Definition
Inverse ZT
Application to LTI

DTFT for LTI

Definition
Application to LTI
ZT – DTFT

4 / 108
Content

Continuous – discrete connection

Continuous – discrete connection in time domain
Continuous – discrete connection via Laplace Transform

Discrete-time signals

Discrete-time systems

Linear time-invariant systems

Z transform and its application to LTI systems

Discrete-time Fourier transform

Continuous–discrete connection via Laplace Discrete-time signals

Transform and systems

Continuous – Discrete
I Take the Laplace transform of x∆ (t) x∆ (t) ←→ xd (n)
X∆ (s) ←→ xd (n)
Z ∞
Discrete-time signals
X∆ (s) = x∆ (t)e −st dt Representation

−∞ Elementary signals
Classification
Z ∞" X ∞
#
Operation

= xd (n)δ(t − nT ) e −st dt Discrete-time systems

−∞ n=−∞ Definition
Modeling
∞
X Z ∞  Classification
−st
= xd (n) δ(t − nT )e dt Interconnection

n=−∞ −∞ LTI systems

h(n) and ?
Interpretation

∞
X h(n) of cascaded system

xd (n)e −nsT
System stability
X∆ (s) = (*) Z transform
n=−∞ Definition
Inverse ZT
Application to LTI
Equation (*) plays an important role when transforming from
DTFT for LTI
the continuous domain to the discrete domain and vice versa. Definition
Application to LTI
ZT – DTFT

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I Let z = e sT , hence
Discrete-time signals
and systems
∞
X
X∆ (z) = xd (n)z −n
Continuous – Discrete
n=−∞ x∆ (t) ←→ xd (n)
X∆ (s) ←→ xd (n)

When we ignore the sampling period T (or sampling rate), z Discrete-time signals
Representation
is an independent variable. Only when we discuss about the Elementary signals

sampling system than the meaning of z is related to z = e sT . Classification

Operation

I From now on, when considering discrete signals, we will not Discrete-time systems
Definition
consider the sampling period/rate and just use the Z Modeling

transform for any discrete signals and systems. Classification

Interconnection

LTI systems
h(n) and ?
Interpretation
h(n) of cascaded system
System stability

Z transform
Definition
Inverse ZT
Application to LTI

DTFT for LTI

Definition
Application to LTI
ZT – DTFT

7 / 108
Content

Continuous – discrete connection

Discrete-time signals
Signal representation
Elementary signals
Signal classification
Some operations on signals

Discrete-time systems

Linear time-invariant systems

Z transform and its application to LTI systems

Discrete-time Fourier transform

Discrete signal representation Discrete-time signals
and systems
I Discrete signals can be represented by mathematical
functions, graphs or number sequences. Continuous – Discrete
x∆ (t) ←→ xd (n)
←→ xd (n)
( X∆ (s)
−n + 1, if − 3 ≤ n ≤ 3 Discrete-time signals
x(n) =
0, otherwise Representation
Elementary signals
Classification
Operation
x(n) = {4, 3, 2, 1, 0, −1, −2}
↑ Discrete-time systems
“./figures/SignalsSystems_0” — 2012/6/11 — 18:50 —Definition
page 7 — #1
x( n) Modeling
Classification
Interconnection

LTI systems
h(n) and ?
Interpretation
h(n) of cascaded system
1 2 3 n System stability
−3 −2 −1
Z transform
Definition
Inverse ZT
Application to LTI

DTFT for LTI

Definition
Application to LTI
ZT – DTFT

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I When we describe it as number sequence, the sample at
n = 0 must be clearly determined. Discrete-time signals
and systems
I Consider the following discrete signals:
Continuous – Discrete

x1 (n) = {. . . , 0.25, 0.5, 1, 0.5, 0.25, . . .} x∆ (t) ←→ xd (n)

←→ xd (n)
↑ X∆ (s)

Discrete-time signals
x2 (n) = {1.2, −3, . . .} Representation
Elementary signals
x3 (n) = {1, −1, 3, 5, 0, 4, 1} Classification
↑ Operation

x4 (n) = {1.5, 0, 7} Discrete-time systems

Definition
Modeling
I x1 (n), x2 (n), x3 (n) and x4 (n) have the origin point at 1, 1, 5, Classification
Interconnection
and 1, respectively. LTI systems
I x1 (n) and x2 (n) have infinite number of samples. h(n) and ?
Interpretation

I x3 (n) and x4 (n) have finite number of sample. h(n) of cascaded system
System stability

I x2 (n) and x4 (n) are equal 0 for negative n. Z transform

Definition
Inverse ZT
Application to LTI

DTFT for LTI

Definition
Application to LTI
ZT – DTFT

10 / 108
Content

Continuous – discrete connection

Discrete-time signals
Signal representation
Elementary signals
Signal classification
Some operations on signals

Discrete-time systems

Linear time-invariant systems

Z transform and its application to LTI systems

Discrete-time Fourier transform

Kronecker delta Discrete-time signals
and systems
We have met the Dirac delta, δ(t), in the theory of continuous
signals and systems. In the discrete domain, the Kronecker delta Continuous – Discrete
δ(n) has a similar role: x∆ (t) ←→ xd (n)
X∆ (s) ←→ xd (n)
( Discrete-time signals
1, if n = 0 Representation

δ(n) = Elementary signals

0, otherwise Classification
Operation

Discrete-time systems

Unlike the Dirac delta function, the Kronecker delta function has a Definition
Modeling
unit value at n = 0. “./figures/SignalsSystems_1” — 2012/6/11 — 17:00
Classification — pag
Interconnection

δ( n ) LTI systems
h(n) and ?
Interpretation
1 h(n) of cascaded system
System stability

Z transform
n Definition
Inverse ZT
Application to LTI

DTFT for LTI

Definition
Application to LTI
ZT – DTFT

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The unit-step signal Discrete-time signals
and systems

(
1, if n ≥ 0 Continuous – Discrete
u(n) = x∆ (t) ←→ xd (n)
0, otherwise X∆ (s) ←→ xd (n)
“./figures/SignalsSystems_2” — 2012/6/11 — 17:00 — page
Discrete-time signals 2
Representation
u ( n) Elementary signals
Classification
Operation

1 Discrete-time systems
Definition

n Modeling
Classification
1 2 3 Interconnection

LTI systems
h(n) and ?
Interpretation
h(n) of cascaded system
System stability

Z transform
Definition
Inverse ZT
Application to LTI

DTFT for LTI

Definition
Application to LTI
ZT – DTFT

13 / 108
The unit-ramp signal Discrete-time signals
and systems

(
n, if n ≥ 0 Continuous – Discrete
ur (n) = x∆ (t) ←→ xd (n)
0, otherwise X∆ (s) ←→ xd (n)
“./figures/SignalsSystems_3” — 2012/6/11 — 17:00 — page
Discrete-time signals 2
Representation
u r ( n) Elementary signals
Classification
Operation

Discrete-time systems
Definition
Modeling

1 Classification

n Interconnection

1 2 3 LTI systems
h(n) and ?
Interpretation
h(n) of cascaded system
System stability

Z transform
Definition
Inverse ZT
Application to LTI

DTFT for LTI

Definition
Application to LTI
ZT – DTFT

14 / 108
The exponential signal Discrete-time signals
and systems
I Definition:
x(n) = an Continuous – Discrete
x∆ (t) ←→ xd (n)
←→ xd (n)
where a is a constant. X∆ (s)

Discrete-time signals
I If a is real, then x(n) is also real. “./figures/SignalsSystems_5”
“./figures/SignalsSystems_4” — 2012/6/11 — 18:50 — page 9 — #1
Representation
— 2012/6/11 — 18:50 — page 9 — #1
Elementary signals
x( n) x( n)
Classification
Operation
1

Discrete-time systems
Definition
Modeling
Classification

n 1 n Interconnection
1 2 3 4 5 1 2 3 4 5

LTI systems

0<a<1 a>1 h(n) and ?

Interpretation

I If a is complex (a = re jθ ), then x(n) is complex. Real and h(n) of cascaded system

System stability

imaginary components are described separately: Z transform

xR (n) = r n cos(nθ), xI (n) = r n sin(nθ). Definition
Inverse ZT
Application to LTI

DTFT for LTI

Definition
Application to LTI
ZT – DTFT

15 / 108
Content

Continuous – discrete connection

Discrete-time signals
Signal representation
Elementary signals
Signal classification
Some operations on signals

Discrete-time systems

Linear time-invariant systems

Z transform and its application to LTI systems

Discrete-time Fourier transform

Energy signals and Power signals Discrete-time signals
and systems
I Energy:
Continuous – Discrete
∞ x∆ (t) ←→ xd (n)
2
X ←→ xd (n)
Ex = |x(n)| X∆ (s)

Discrete-time signals
n=−∞ Representation
Elementary signals
Classification
I When Ex is finite, x(n) is called an energy signal. Operation

I Average power: Discrete-time systems

Definition
Modeling
Classification
N
1 X 2
Interconnection

Px = lim |x(n)| LTI systems

N→∞ 2N + 1 h(n) and ?
n=−N
Interpretation
h(n) of cascaded system

I When Ex is infinite, the average power of the signal may be System stability

Z transform
finite of infinite. When Px is finite, x(n) is called a power Definition

signal. Inverse ZT
Application to LTI

DTFT for LTI

Definition
Application to LTI
ZT – DTFT

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Periodic signals Discrete-time signals
and systems
I x(n) is periodic with period N (positive integer), if and only if
Continuous – Discrete

x(n + N) = x(n), for all n x∆ (t)

X∆ (s)
←→ xd (n)
←→ xd (n)

Discrete-time signals
The smallest period of the signal is called basic period. Representation
Elementary signals

I A periodic continuous signal may not be periodic in the Classification

Operation
discrete domain. Discrete-time systems

I cos(t) is periodic with period 2π, that means Definition

Modeling

cos(t + 2π) = cos(t). Its discrete version is: Classification

Interconnection
x(n) = cos (2πf0 n), where f0 is a positive constant. Is x(n) LTI systems
periodic? h(n) and ?
Interpretation
I Assume there exists a positive integer N such that h(n) of cascaded system
System stability

Z transform
cos (2πf0 n + 2πf0 N) = cos (2πf0 n) Definition
Inverse ZT

This is satisfied if f0 N is integer, hence f0 must be a rational Application to LTI

DTFT for LTI

number p/q. Thus, X (n) is periodic when N = kq. Definition
Application to LTI
ZT – DTFT

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I Generally, when we sample a periodic analog signal, if the
sampling rate does not have a rational relation to the period Discrete-time signals
and systems
of the continuous signal, the discrete signal is non-periodic.
I Average power of a periodic discrete signal with period N Continuous – Discrete
x∆ (t) ←→ xd (n)
X∆ (s) ←→ xd (n)

Discrete-time signals
N−1 Representation
1 X 2
P= |x(n)| Elementary signals

N n=0 Classification
Operation

Discrete-time systems
Definition
Modeling
Classification
Interconnection

LTI systems
h(n) and ?
Interpretation
h(n) of cascaded system
System stability

Z transform
Definition
Inverse ZT
Application to LTI

DTFT for LTI

Definition
Application to LTI
ZT – DTFT

19 / 108
Even and odd signals Discrete-time signals
and systems
I A real signal x(n) is even if
Continuous – Discrete
x(−n) = x(n), for all n x∆ (t) ←→ xd (n)
X∆ (s) ←→ xd (n)

Discrete-time signals
Even signal is symmetric Representation

I A real signal x(n) is odd if Elementary signals

Classification
Operation

x(−n) = −x(n), for all n Discrete-time systems

Definition
Modeling

Odd signal is anti-symmetric. Also

“./figures/SignalsSystems_6” x(0)
— 2012/7/25 = 0. — page 30 ——#12012/7/25 — 17:30Classification
“./figures/SignalsSystems_7”
— 17:30 — page 30 — #1
Interconnection
x( n) x( n)
LTI systems
h(n) and ?
Interpretation
h(n) of cascaded system
System stability
n n
Z transform
Definition
Inverse ZT
Application to LTI

DTFT for LTI

Definition
Application to LTI
ZT – DTFT

20 / 108
For an arbitrary signal x(n), we can decompose it into a sum
of an even signal and an odd signal: Discrete-time signals
and systems

1
xe (n) = [x(n) + x(−n)] Continuous – Discrete
2 x∆ (t) ←→ xd (n)
1 X∆ (s) ←→ xd (n)
xo (n) = [x(n) − x(−n)] Discrete-time signals
2 Representation
Elementary signals
Classification
Operation

Discrete-time systems
Definition
Modeling
Classification
Interconnection

LTI systems
h(n) and ?
Interpretation
h(n) of cascaded system
System stability

Z transform
Definition
Inverse ZT
Application to LTI

DTFT for LTI

Definition
Application to LTI
ZT – DTFT

21 / 108
Content

Continuous – discrete connection

Discrete-time signals
Signal representation
Elementary signals
Signal classification
Some operations on signals

Discrete-time systems

Linear time-invariant systems

Z transform and its application to LTI systems

Discrete-time Fourier transform

Shifting Discrete-time signals
and systems
I Shift operator, Dn0 {·}: replace n with n − n0
Continuous – Discrete

Dn0 {x(n)} = x(n − n0 ) x∆ (t)

X∆ (s)
←→ xd (n)
←→ xd (n)

Discrete-time signals
n0 is an integer constant (negative or positive). Representation
Elementary signals

I n0 > 0: the operator shifts the signal to the right (delay) by Classification
Operation
n0 samples. Discrete-time systems

I n0 < 0: the operator shifts the signal to the left (advance), by Definition
Modeling

|n0 | samples. Classification

Interconnection

LTI systems
h(n) and ?
Interpretation
h(n) of cascaded system
System stability

Z transform
Definition
Inverse ZT
Application to LTI

DTFT for LTI

Definition
Application to LTI
ZT – DTFT

23 / 108
 “./figures/SignalsSystems_8” — 2012/6/11 — 18:53 — page 13 — #1
x( n)

Discrete-time signals
and systems

n Continuous – Discrete
1 2 3 4 5 6
x∆ (t) ←→ xd (n)
X∆ (s) ←→ xd (n)
“./figures/SignalsSystems_10”
Original signal — 2012/6/11 — 18:52 — page 13 — #1
Discrete-time signals
x( n − 1) Representation
Elementary signals
Classification
Operation

Discrete-time systems
Definition

n Modeling

“./figures/SignalsSystems_9”
1 2 3 4 5 6 7 — 2012/6/11 — 18:52 — page 13 — #1
Classification
Interconnection
x( n + 1)
LTI systems
h(n) and ?
Interpretation
h(n) of cascaded system
System stability

n Z transform
−1 1 2 3 4 5 Definition
Inverse ZT
Application to LTI

DTFT for LTI

Definition
Application to LTI
ZT – DTFT

24 / 108
I For continuous signals, the delay operator is very complicated
and the advance operator is impossible. Discrete-time signals
and systems
I However, for discrete signal, x(n) is written in memory so the
both delaying or advancing x(n) is simple. Continuous – Discrete
x∆ (t) ←→ xd (n)
X∆ (s) ←→ xd (n)

Discrete-time signals
Representation
Elementary signals
Classification
Operation

Discrete-time systems
Definition
Modeling
Classification
Interconnection

LTI systems
h(n) and ?
Interpretation
h(n) of cascaded system
System stability

Z transform
Definition
Inverse ZT
Application to LTI

DTFT for LTI

Definition
Application to LTI
ZT – DTFT

25 / 108
Time reversal Discrete-time signals
and systems
I Time-reversal operator I{·}: replace n with −n
Continuous – Discrete

I{x(n)} = x(−n) x∆ (t)

X∆ (s)
←→ xd (n)
←→ xd (n)
“./figures/SignalsSystems_11” — 2012/6/11
“./figures/SignalsSystems_12”
— 18:53 — page 13 — — 2012/6/11
#1 — 18
Discrete-time signals
x( n) x(− n) Representation
Elementary signals
Classification
Operation

Discrete-time systems
Definition
Modeling
Classification
Interconnection
n n
−2 −1 1 2 3 −3 −2 −1 1 2
LTI systems
h(n) and ?
Interpretation
I Shifting and time-reversal are not commutative h(n) of cascaded system
System stability

Z transform
Dn0 {I{x(n)}} =
6 I {Dn0 {x(n)}} Definition
Inverse ZT
Application to LTI

DTFT for LTI

Definition
Application to LTI
ZT – DTFT

26 / 108
Time scaling Discrete-time signals
and systems
I Time-scaling operator: replace n with αn, α is a positive
integer constant. Continuous – Discrete
x∆ (t) ←→ xd (n)
X∆ (s) ←→ xd (n)
↓α {x(n)} = x(αn) Discrete-time signals
Representation
Elementary signals
I Time-scaling operator is also called the decimator. Classification
Operation
I Example: xa (t) is a continuous signal. Now, sample xa (t)
Discrete-time systems
using 2 different periods, T1 and T2 , and obtain 2 different Definition
Modeling
discrete signals x1 (n) and x2 (n). Let T1 = T , T2 = 2T , then Classification
Interconnection

x1 (n) = xa (nT ), x2 (n) = xa (n2T ) LTI systems

h(n) and ?
Interpretation
h(n) of cascaded system
System stability
=⇒ x2 (n) = x1 (2n) Z transform
Definition
=⇒ x2 (n) = ↓2 {x1 (n)} Inverse ZT
Application to LTI

That is, downsample x1 (n) by a time-scale of α = 2 to get DTFT for LTI

x2 (n). Definition
Application to LTI
ZT – DTFT

27 / 108
Addition, multiplication, scaling Discrete-time signals
and systems
I Addition:
Continuous – Discrete

y (n) = x1 (n) + x2 (n), ∀n x∆ (t)

X∆ (s)
←→ xd (n)
←→ xd (n)

I Multiplication: Discrete-time signals

Representation
Elementary signals
Classification
y (n) = x1 (n) · x2 (n), ∀n Operation

Discrete-time systems
I Amplitude-scaling: Definition
Modeling
Classification
y (n) = ax(n), ∀n Interconnection

LTI systems
h(n) and ?
Interpretation
h(n) of cascaded system
System stability

Z transform
Definition
Inverse ZT
Application to LTI

DTFT for LTI

Definition
Application to LTI
ZT – DTFT

28 / 108
Content

Continuous – discrete connection

Discrete-time signals

Discrete-time systems
System definition
System modeling
System classification
System interconnection

Linear time-invariant systems

Z transform and its application to LTI systems

Discrete-time Fourier transform

Definition Discrete-time signals
and systems
I Discrete-time system: a device or an algorithm to perform
operations on discrete-time signals. Continuous – Discrete
x∆ (t) ←→ xd (n)
I Mathematically, a system is an operator, T {·}, which X∆ (s) ←→ xd (n)

transforms a discrete-time signal (input signal, excitation) to Discrete-time signals

Representation
another discrete-time signal (output signal, response) Elementary signals

I Let x(n) be the input signal to T {·}, then the output y (n) is Classification
Operation

Discrete-time systems
y (n) = T {x(n)} Definition
Modeling
Classification
Interconnection

LTI systems
h(n) and ?
Interpretation
h(n) of cascaded system
System stability

Z transform
Definition
Inverse ZT
Application to LTI

DTFT for LTI

Definition
Application to LTI
ZT – DTFT

30 / 108
Content

Continuous – discrete connection

Discrete-time signals

Discrete-time systems
System definition
System modeling
System classification
System interconnection

Linear time-invariant systems

Z transform and its application to LTI systems

Discrete-time Fourier transform

System modeling Discrete-time signals
and systems
I Consider a class of systems modeled by linear constant
coefficient difference equations (LCCDE). Continuous – Discrete
x∆ (t) ←→ xd (n)
I For input x(n) and output y (n), the system I/O relationship X∆ (s) ←→ xd (n)

is given by Discrete-time signals

Representation
Elementary signals
N
X M
X Classification
Operation
ak y (n − k) = bk x(n − k)
Discrete-time systems
k=0 k=0 Definition
Modeling
Classification
I Coefficients ak and bk may depend on n but are completely Interconnection

independent of x(n) and y (n). LTI systems

h(n) and ?
I N and M are positive integer constants. N and M are finite, Interpretation
h(n) of cascaded system
so systems represented by the LCCDE also called finite order System stability

systems. Z transform
Definition
I We can specify the LCCDE by a system diagram with three Inverse ZT
Application to LTI
basic operators: adder, amplitude amplifier, time delay.
DTFT for LTI
Definition
Application to LTI
ZT – DTFT

32 / 108
Example Discrete-time signals
and systems
I Consider the following LCCDE:
Continuous – Discrete
y (n) + 2y (n − 1) = 3x(n) + 0, 5x(n − 1) + 0, 6x(n − 2) x∆ (t) ←→ xd (n)
X∆ (s) ←→ xd (n)

Discrete-time signals
I Question: Draw the system diagram with the three basic Representation

operators: adder, amplitude amplifier, time delay. Elementary signals

Classification
Operation

Discrete-time systems
Definition
Modeling
Classification
Interconnection

LTI systems
h(n) and ?
Interpretation
h(n) of cascaded system
System stability

Z transform
Definition
Inverse ZT
Application to LTI

DTFT for LTI

Definition
Application to LTI
ZT – DTFT

33 / 108
I LCCDE:
Discrete-time signals
and systems
y (n) + 2y (n − 1) = 3x(n) + 0.5x(n − 1) + 0.6x(n − 2)
Continuous – Discrete
I Rewrite x∆ (t) ←→ xd (n)
X∆ (s) ←→ xd (n)

y (n) = −2y (n − 1) + 3x(n) + 0.5x(n − 1) + 0.6x(n − 2) Discrete-time signals

Representation

= −2y (n − 1) + v (n) Elementary signals

Classification
Operation
I Equivalent“./figures/SignalsSystems_14”
system diagram — 2012/6/11 — 17:01 — page 31 —systems
Discrete-time #1
Definition
3 v( n)
x( n) y( n) Modeling
Classification
Interconnection

−1 −1
z z LTI systems
h(n) and ?
0, 5 −2
Interpretation
h(n) of cascaded system
System stability

Z transform
z−1 Definition
Inverse ZT
0, 6 Application to LTI

DTFT for LTI

Definition
Application to LTI
ZT – DTFT

34 / 108
Content

Continuous – discrete connection

Discrete-time signals

Discrete-time systems
System definition
System modeling
System classification
System interconnection

Linear time-invariant systems

Z transform and its application to LTI systems

Discrete-time Fourier transform

Static and dynamic systems Discrete-time signals
and systems
I A discrete-time system is static (memoryless), if the value of
the output y (n) at time n (present time) depends only on the Continuous – Discrete

present sample of the input x(n) at time n. x∆ (t)

X∆ (s)
←→ xd (n)
←→ xd (n)
I A discrete-time system is dynamic (with memory), if the Discrete-time signals
Representation
value of y (n) at time n depends on several samples of x(n) at Elementary signals

different times. Classification

Operation

Discrete-time systems
Definition
Modeling
Classification
Interconnection

LTI systems
h(n) and ?
Interpretation
h(n) of cascaded system
System stability

Z transform
Definition
Inverse ZT
Application to LTI

DTFT for LTI

Definition
Application to LTI
ZT – DTFT

36 / 108
Example Discrete-time signals
and systems
What type of system are these?
Continuous – Discrete
y (n) = 10nx(n) x∆ (t) ←→ xd (n)
X∆ (s) ←→ xd (n)
y (n) = −7x(n) + 0.2x 3 (n) Discrete-time signals

y (n) = 2x(n) − 0.5x(n − 1) Representation

Elementary signals
Classification
N
X Operation
y (n) = x(n − k) Discrete-time systems
k=0 Definition
Modeling
∞
X Classification

y (n) = x(n − k) Interconnection

LTI systems
k=0
h(n) and ?
Interpretation
h(n) of cascaded system
System stability

Z transform
Definition
Inverse ZT
Application to LTI

DTFT for LTI

Definition
Application to LTI
ZT – DTFT

37 / 108
Example Discrete-time signals
and systems
What type of system are these?
Continuous – Discrete
y (n) = 10nx(n) static x∆ (t) ←→ xd (n)
X∆ (s) ←→ xd (n)
y (n) = −7x(n) + 0.2x 3 (n) static Discrete-time signals

y (n) = 2x(n) − 0.5x(n − 1) dynamic Representation

Elementary signals

Xn Classification
Operation
y (n) = x(n − k) dynamic with finite memory Discrete-time systems
k=0 Definition

∞
X Modeling
Classification
y (n) = x(n − k) dynamic with infinite memory Interconnection

k=0 LTI systems

h(n) and ?
Interpretation
h(n) of cascaded system
System stability

Z transform
Definition
Inverse ZT
Application to LTI

DTFT for LTI

Definition
Application to LTI
ZT – DTFT

38 / 108
Time-invariant systems Discrete-time signals
and systems
I Physically, a discrete-time system is time-invariant if, the
response of the system remains the same to the same Continuous – Discrete

excitation but applied at the input of the system at different x∆ (t)

X∆ (s)
←→ xd (n)
←→ xd (n)
times. Discrete-time signals

I Let a system T be excited by x(n): Representation

Elementary signals
Classification

y (n) = T {x(n)} Operation

Discrete-time systems
Definition
I Let the same system T be also excited by x(n − n0 ). Its new Modeling
Classification
response is Interconnection

z(n) = T {x(n − n0 )} LTI systems

h(n) and ?
I This system is said to be time-invariant if z(n) = y (n − n0 ), Interpretation
h(n) of cascaded system
that is System stability

y (n − n0 ) = T {x(n − n0 )} Z transform
Definition
Inverse ZT
Application to LTI

DTFT for LTI

Definition
Application to LTI
ZT – DTFT

39 / 108
Example Discrete-time signals
and systems
Example 2.2.4 (Time-invariance vs Time-variance) [Proakis 4th]
Continuous – Discrete
x∆ (t) ←→ xd (n)
X∆ (s) ←→ xd (n)

Discrete-time signals
Representation
Elementary signals
Classification
Operation

Discrete-time systems
Definition
Modeling
Classification
Interconnection

LTI systems
h(n) and ?
Interpretation
h(n) of cascaded system
System stability

Z transform
Definition
Inverse ZT
Application to LTI

DTFT for LTI

Definition
Application to LTI
ZT – DTFT

40 / 108
Linear system Discrete-time signals
and systems
I A system is linear if it satisfies the following two important
physical properties: Continuous – Discrete
1. Homogeneity: If the system input is amplified a times, the x∆ (t) ←→ xd (n)
X∆ (s) ←→ xd (n)
system output is also amplified a times;
Discrete-time signals
2. Additivity: If the system input is the sum of two signals, then Representation

system output is the sum of the system responses Elementary signals

Classification
corresponding to the two signals. Operation

I Mathematically Discrete-time systems

Definition
Modeling
( ) Classification
Interconnection
X X
T ak xk (n) = ak T {xk (n)} LTI systems
k k h(n) and ?
Interpretation
h(n) of cascaded system
I Superposition principle: The response of the system to a System stability

weighted sum of signals be equal to the corresponding Z transform

Definition
weighted sum of the responses (outputs) of the system to Inverse ZT
Application to LTI
each of the individual input signals.
DTFT for LTI
Definition
Application to LTI
ZT – DTFT

41 / 108
Causal systems Discrete-time signals
and systems
I A system is causal if the output occurs after the input has
occured. Continuous – Discrete
x∆ (t) ←→ xd (n)
I Assume that the input signal x(n) satisfies X∆ (s) ←→ xd (n)

Discrete-time signals

x(n) = 0 with all n < n0 . Representation

Elementary signals
Classification

If the system is causal, the output signal y (n) satisfies Operation

Discrete-time systems
Definition
y (n) = 0 with all n < n0 . Modeling
Classification
Interconnection
I This condition indicates that at the observed time n, the
LTI systems
output y (n) depends only the present and past values of the h(n) and ?
Interpretation
input, that is, on x(n), x(n − 1), x(n − 2), ... h(n) of cascaded system

I If y (n) depends on future values of x(n) (x(n + 1), x(n + 2), System stability

Z transform
...), the system is noncausal. Definition
Inverse ZT
Application to LTI

DTFT for LTI

Definition
Application to LTI
ZT – DTFT

42 / 108
Example: Accumulator Discrete-time signals
and systems
Example 2.2.2 [Proakis 4th]
Continuous – Discrete
x∆ (t) ←→ xd (n)
X∆ (s) ←→ xd (n)

Discrete-time signals
Representation
Elementary signals
Classification
Operation

Discrete-time systems
Definition
Modeling
Classification
Interconnection

LTI systems
h(n) and ?
Interpretation
h(n) of cascaded system
System stability

Z transform
Definition
Inverse ZT
Application to LTI

DTFT for LTI

Definition
Application to LTI
ZT – DTFT

43 / 108
Stable systems Discrete-time signals
and systems
I A system is stable if we pull it out of its normal operational
orbit after a while it will return to its normal operational orbit. Continuous – Discrete
x∆ (t) ←→ xd (n)
I This is the most important characteristic of a system. X∆ (s) ←→ xd (n)

I Bounded input - bounded output statiblity: For a stable Discrete-time signals

Representation
system, if we excite it with an input signal with a finite Elementary signals
Classification
amplitude, the amplitude of the output signal will also be Operation

finite. Discrete-time systems

Definition
I If there exists Mx > 0 such that the input x(n) of a stable Modeling

system satisfies Classification

Interconnection

LTI systems
|x(n)| < Mx < ∞, for all n h(n) and ?
Interpretation
h(n) of cascaded system
then there exists My > 0 such that the system output y (n) System stability

satisfies Z transform
Definition
|y (n)| < My < ∞, for all n Inverse ZT
Application to LTI

DTFT for LTI

Definition
Application to LTI
ZT – DTFT

44 / 108
Content

Continuous – discrete connection

Discrete-time signals

Discrete-time systems
System definition
System modeling
System classification
System interconnection

Linear time-invariant systems

Z transform and its application to LTI systems

Discrete-time Fourier transform

System interconnection Discrete-time signals
and systems
I Discrete-time systems are usually connected to each others to
make a larger system. Continuous – Discrete
x∆ (t) ←→ xd (n)
I Two basic types of interconnections: serial/cascade and X∆ (s) ←→ xd (n)

parallel. Discrete-time signals

Representation
I Cascade interconnection: Elementary signals

“./figures/SignalsSystems_15” — 2012/6/11 — 17:01 — Classification

page 34 —
Operation

v( n) Discrete-time systems
x( n) T1 T2 y( n) Definition
Modeling
Classification
Interconnection

y (n) = T2 {v (n)} = T2 {T1 {x(n)}} LTI systems

h(n) and ?
Interpretation

The positions of the sub-systems are very important, because h(n) of cascaded system
System stability
generally Z transform
T2 {T1 {x(n)}} =6 T1 {T2 {x(n)}} Definition
Inverse ZT

If T1 and T2 are linear and time-invariant, we can swap their Application to LTI

DTFT for LTI

positions of them without changing the output of the overall Definition

system. Application to LTI

ZT – DTFT

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I Parallel interconnection:
“./figures/SignalsSystems_16” — 2012/6/11 — 17:01 — Discrete-time
page 34 —
signals
and systems
y1 ( n)
x1 ( n) T1 Continuous – Discrete
x∆ (t) ←→ xd (n)
X∆ (s) ←→ xd (n)

y( n) Discrete-time signals
Representation
Elementary signals
y2 ( n) Classification

x2 ( n) T2 Operation

Discrete-time systems
Definition
Modeling

y (n) = y1 (n) + y2 (n) = T1 {x1 (n)} + T2 {x2 (n)} Classification

Interconnection

LTI systems
h(n) and ?
Interpretation
h(n) of cascaded system
System stability

Z transform
Definition
Inverse ZT
Application to LTI

DTFT for LTI

Definition
Application to LTI
ZT – DTFT

47 / 108
Content

Continuous – discrete connection

Discrete-time signals

Discrete-time systems

Linear time-invariant systems

Impulse response and convolution
Interpretation of impulse response and convolution
Impulse response of cascaded systems
System stability

Z transform and its application to LTI systems

Discrete-time Fourier transform

Impulse response and convolution Discrete-time signals
and systems
I System: T .
I Excitation: Kronecker delta δ(n). Continuous – Discrete
x∆ (t) ←→ xd (n)
I Response: h(n) = T {δ(n)}. Here, h(n) is also called the X∆ (s) ←→ xd (n)

impulse response of the system. Discrete-time signals

Representation

I If the length of h(n) is finite, then the system is finite impulse Elementary signals
Classification
response (FIR). Otherwise, it is infinite impulse response Operation

(IIR). Discrete-time systems

Definition
Modeling
Classification
Interconnection
h1 (n) = {. . . , 0.25, 0.5, 1, 0.5, 0.25, . . .} LTI systems
↑
h(n) and ?
h2 (n) = {1.2, −3, . . .} Interpretation
h(n) of cascaded system

h3 (n) = {1, −1, 3, 5, 0, 4, 1} System stability

↑ Z transform
Definition
h4 (n) = {1.5, 0, 7} Inverse ZT
Application to LTI

DTFT for LTI

Definition
Application to LTI
ZT – DTFT

49 / 108
I Consider an arbitrary input x(n), instead of the Kronecker
delta. Discrete-time signals
and systems
I x(n) can be represented as a linear combination of Kronecker
signal: Continuous – Discrete
X∞ x∆ (t) ←→ xd (n)
←→ xd (n)
x(n) = x(k)δ(n − k) X∆ (s)

Discrete-time signals
k=−∞ Representation
Elementary signals
I If the system is linear, then its response y (n) to x(n) is a Classification
Operation
linear combination of responses which were obtained by
Discrete-time systems
exciting the system with Kronecker deltas δ(n − k) for all k: Definition
Modeling

∞
X Classification
Interconnection
y (n) = x(k)T {δ(n − k)} LTI systems
k=−∞ h(n) and ?
Interpretation
h(n) of cascaded system
I If the system is further time-invariant, then the system System stability

response obtained by exciting the system with δ(n − k) Z transform

(Kronecker delta at time k) is h(n − k): Definition

Inverse ZT
Application to LTI

∞
X DTFT for LTI

y (n) = x(k)h(n − k) Definition

Application to LTI

k=−∞ ZT – DTFT

50 / 108
I The above input/output relationship is completely determined
by the impulse response h(n) (i.e., the knowledge of h(n) is Discrete-time signals
and systems
sufficient to determine the response of the system to an
arbitrary input). Thus, an LTI system is completely Continuous – Discrete
characterized by its impulse response. x∆ (t) ←→ xd (n)
X∆ (s) ←→ xd (n)

Discrete-time signals
Representation
Elementary signals
Classification
Operation

Discrete-time systems
Definition
Modeling
Classification
Interconnection

LTI systems
h(n) and ?
Interpretation
h(n) of cascaded system
System stability

Z transform
Definition
Inverse ZT
Application to LTI

DTFT for LTI

Definition
Application to LTI
ZT – DTFT

51 / 108
I The I/O relationship is shortened as
Discrete-time signals
and systems
y (n) = x(n) ? h(n)
Continuous – Discrete
the operator ? is called convolution. x∆ (t) ←→ xd (n)
X∆ (s) ←→ xd (n)
I Thus, the output y (n) of an LTI system equals the Discrete-time signals

convolution of the impulse response h(n) and the input x(n). Representation
Elementary signals

I By a change of variable, m = n − k, we have Classification

Operation

Discrete-time systems
∞
X Definition
y (n) = h(m)x(n − m) Modeling
Classification
m=−∞ Interconnection

LTI systems
Hence convolution is commutative: h(n) and ?
Interpretation
h(n) of cascaded system
x(n) ? h(n) = h(n) ? x(n) System stability

Z transform
Definition
Inverse ZT
Application to LTI

DTFT for LTI

Definition
Application to LTI
ZT – DTFT

52 / 108
Content

Continuous – discrete connection

Discrete-time signals

Discrete-time systems

Linear time-invariant systems

Impulse response and convolution
Interpretation of impulse response and convolution
Impulse response of cascaded systems
System stability

Z transform and its application to LTI systems

Discrete-time Fourier transform

Interpretation of impulse response and Discrete-time signals

convolution and systems

Continuous – Discrete
I An LTI can be causal or non-causal. x∆ (t) ←→ xd (n)
←→ xd (n)
I An LTI system is causal if and only if the impulse response X∆ (s)

Discrete-time signals
Representation

h(n) = 0, n<0 Elementary signals

Classification
Operation

Otherwise, it is non-causal. Discrete-time systems

Definition
I If h(n) = 0 for all n ≥ 0, then the system is anti-causal. Modeling
Classification

I When an LTI system is causal, the convolution formula Interconnection

becomes LTI systems

h(n) and ?
Interpretation
∞
X h(n) of cascaded system

y (n) = h(k)x(n − k) System stability

Z transform
k=0
Definition
Inverse ZT
Application to LTI

DTFT for LTI

Definition
Application to LTI
ZT – DTFT

54 / 108
I For any LTI system, the convolution formula gives the output
at a particular time instant n0 Discrete-time signals
and systems

∞
X
y (n0 ) = x(k)h(n0 − k) Continuous – Discrete
x∆ (t) ←→ xd (n)
k=−∞ X∆ (s) ←→ xd (n)

Discrete-time signals
This suggests the way to compute convolution. Representation
Elementary signals
Classification
Operation

Discrete-time systems
Definition
Modeling
Classification
Interconnection

LTI systems
h(n) and ?
Interpretation
h(n) of cascaded system
System stability

Z transform
Definition
Inverse ZT
Application to LTI

DTFT for LTI

Definition
Application to LTI
ZT – DTFT

55 / 108
Example: Computing convolution Discrete-time signals
and systems
I Impulse response: h(n) = {1, −1}
I Input signal: x(n) = {1, 3, 2} Continuous – Discrete
x∆ (t) ←→ xd (n)
I Question: y (n) = x(n) ? h(n) =? X∆ (s) ←→ xd (n)

Discrete-time signals
Representation
Elementary signals
Classification
Operation

Discrete-time systems
Definition
Modeling
Classification
Interconnection

LTI systems
h(n) and ?
Interpretation
h(n) of cascaded system
System stability

Z transform
Definition
Inverse ZT
Application to LTI

DTFT for LTI

Definition
Application to LTI
ZT – DTFT

56 / 108
I Impulse response: h(n) = {1, −1}
I Input “./figures/SignalsSystems_18”
signal: x(n) = {1,“./figures/SignalsSystems_17”
3, 2} — 2012/6/11 — 17:01
— 2012/6/11
— page —39Discrete-time
17:01
— #1 — pag
signals
and systems
h( k ) x( k )
3
Continuous – Discrete
2
x∆ (t) ←→ xd (n)
1 1 X∆ (s) ←→ xd (n)
k k
Discrete-time signals

−1“./figures/SignalsSystems_19” — 2012/6/11 — 17:01 — page 39Elementary

— #1
Representation
signals
Classification
h(− k)
Operation

Discrete-time systems
Definition
1
k Modeling
Classification
Interconnection
−1
LTI systems
h(n) and ?
Interpretation
h(n) of cascaded system
∞
X System stability

y (n0 ) = x(k)h(n0 − k) Z transform

Definition
k=−∞ Inverse ZT
Application to LTI

DTFT for LTI

Definition
Application to LTI
ZT – DTFT

57 / 108
 “./figures/SignalsSystems_17”
I at n0 = 0: — 2012/6/11 — 17:01 — page 39 — #1
x( k ) Discrete-time signals
3 and systems

2
1
k Continuous – Discrete
x∆ (t) ←→ xd (n)
X∆ (s) ←→ xd (n)
“./figures/SignalsSystems_21” — 2012/6/11 — 17:01 — page 39Discrete-time
— #1 signals
h(0 − k) Representation
Elementary signals
Classification
Operation
1
k Discrete-time systems
Definition
Modeling
−1 Classification
Interconnection
y(0)
LTI systems
h(n) and ?
Interpretation
1 h(n) of cascaded system
n
System stability

Z transform
Definition

∞
X Inverse ZT
Application to LTI
y (0) = x(k)h(0 − k) = (1)(1) = 1 DTFT for LTI
k=−∞ Definition
Application to LTI
ZT – DTFT

58 / 108
 “./figures/SignalsSystems_17”
I at n0 = 1: — 2012/6/11 — 17:01 — page 39 — #1
x( k ) Discrete-time signals
3 and systems

2
1
k Continuous – Discrete
x∆ (t) ←→ xd (n)
X∆ (s) ←→ xd (n)
“./figures/SignalsSystems_22” — 2012/6/11 — 17:01 — page 39Discrete-time
— #1 signals
h(1 − k) Representation
Elementary signals
Classification
Operation
1
k Discrete-time systems
Definition
Modeling
−1 Classification
Interconnection
y(1)
LTI systems
h(n) and ?
2 Interpretation
h(n) of cascaded system
n
System stability

Z transform
Definition

∞
X Inverse ZT
Application to LTI
y (1) = x(k)h(1 − k) = (1)(−1) + (3)(1) = 2 DTFT for LTI
k=−∞ Definition
Application to LTI
ZT – DTFT

59 / 108
 “./figures/SignalsSystems_17”
I at n0 = 2: — 2012/6/11 — 17:01 — page 39 — #1
x( k ) Discrete-time signals
3 and systems

2
1
k Continuous – Discrete
x∆ (t) ←→ xd (n)
X∆ (s) ←→ xd (n)
“./figures/SignalsSystems_23” — 2012/6/11 — 17:01 — page 39Discrete-time
— #1 signals
h(2 − k) Representation
Elementary signals
Classification
Operation
1
k Discrete-time systems
Definition
−1 Modeling
Classification
Interconnection
y(2)
LTI systems
h(n) and ?
Interpretation
h(n) of cascaded system
n
System stability

−1 Z transform
Definition

∞
X Inverse ZT
Application to LTI
y (2) = x(k)h(2 − k) = (3)(−1) + (2)(1) = −1 DTFT for LTI
k=−∞ Definition
Application to LTI
ZT – DTFT

60 / 108
 “./figures/SignalsSystems_17”
I at n0 = 3: — 2012/6/11 — 17:01 — page 39 — #1
x( k ) Discrete-time signals
3 and systems

2
1
k Continuous – Discrete
x∆ (t) ←→ xd (n)
X∆ (s) ←→ xd (n)
“./figures/SignalsSystems_24” — 2012/6/11 — 17:01 — page 39Discrete-time
— #1 signals
h(3 − k) Representation
Elementary signals
Classification
Operation
1
k Discrete-time systems
Definition
−1 Modeling
Classification
Interconnection
y(3)
LTI systems
h(n) and ?
Interpretation
h(n) of cascaded system
n
System stability

Z transform
−2 Definition

∞
X Inverse ZT
Application to LTI
y (3) = x(k)h(3 − k) = (2)(−1) = −2 DTFT for LTI
k=−∞ Definition
Application to LTI
ZT – DTFT

61 / 108
I at other n0 : y (n0 ) = 0.
I Thus, Discrete-time signals
and systems

{1,2012/6/11
y (n) = x(n) ? h(n) = —
“./figures/SignalsSystems_20” 2, −1, −2}
— 17:01 — page 39 — #1
Continuous – Discrete
y( n)
x∆ (t) ←→ xd (n)
X∆ (s) ←→ xd (n)
2 Discrete-time signals
1 Representation
n
Elementary signals

−1 Classification
Operation
−2
Discrete-time systems
Definition
Modeling
Classification
Interconnection

LTI systems
h(n) and ?
Interpretation
h(n) of cascaded system
System stability

Z transform
Definition
Inverse ZT
Application to LTI

DTFT for LTI

Definition
Application to LTI
ZT – DTFT

62 / 108
Content

Continuous – discrete connection

Discrete-time signals

Discrete-time systems

Linear time-invariant systems

Impulse response and convolution
Interpretation of impulse response and convolution
Impulse response of cascaded systems
System stability

Z transform and its application to LTI systems

Discrete-time Fourier transform

Impulse response of cascaded systems Discrete-time signals
and systems
I Connect two LTI systems in cascade: T1 T2 , with impulse
responses h1 (n) and h2 (n). Continuous – Discrete
x∆ (t) ←→ xd (n)
I Because both T1 and T2 are linear, the overall cascaded X∆ (s) ←→ xd (n)

system is also linear. Discrete-time signals

Representation
I Impulse response of the cascaded system: Elementary signals
Classification
Operation
h(n) = T2 {T1 {δ(n)}} = T2 {h(n)} = h2 (n) ? h1 (n) Discrete-time systems
Definition

convolution of individual impulse responses. Modeling

Classification

I Since convolution is commutative, we can exchange individual Interconnection

LTI systems
systems with cascade interconnection while still maintain the h(n) and ?

system output. Interpretation

h(n) of cascaded system
System stability

Z transform
Definition
Inverse ZT
Application to LTI

DTFT for LTI

Definition
Application to LTI
ZT – DTFT

64 / 108
Content

Continuous – discrete connection

Discrete-time signals

Discrete-time systems

Linear time-invariant systems

Impulse response and convolution
Interpretation of impulse response and convolution
Impulse response of cascaded systems
System stability

Z transform and its application to LTI systems

Discrete-time Fourier transform

System BIBO stability Discrete-time signals
and systems
I We have
∞ Continuous – Discrete
←→ xd (n)
X x∆ (t)
y (n) = h(k)x(n − k) X∆ (s) ←→ xd (n)

k=−∞ Discrete-time signals

Representation
∞
X Elementary signals

≤ |h(k)| |x(n − k)| Classification

Operation
k=−∞
Discrete-time systems
Definition
I An input is bounded if there exists Mx ∈ R, Mx > 0 such that Modeling
Classification
Interconnection
|x(n)| ≤ Mx , −∞ < n < ∞. LTI systems
h(n) and ?
Interpretation

∞
X ∞
X h(n) of cascaded system
System stability
y (n) ≤ |h(k)| |x(n − k)| ≤ |h(k)| Mx Z transform
k=−∞ k=−∞ Definition
Inverse ZT
Application to LTI

DTFT for LTI

Definition
Application to LTI
ZT – DTFT

66 / 108
I The output y (n) is also bounded if there exists
M ∈ R, M > 0 such that Discrete-time signals
and systems

∞
X ∞
X
y (n) ≤ |h(k)| |x(n − k)| ≤ |h(k)| Mx < M Continuous – Discrete
x∆ (t) ←→ xd (n)
k=−∞ k=−∞ X∆ (s) ←→ xd (n)

Discrete-time signals
I Hence, Representation
∞ Elementary signals
X M Classification
|h(k)| < <∞ Operation
Mx
k=−∞ Discrete-time systems
Definition
I Thus, the LTI system h(n) is BIBO1 stable if Modeling
Classification
Interconnection
∞
X LTI systems
|h(k)| < ∞ h(n) and ?
Interpretation
k=−∞ h(n) of cascaded system
System stability

Z transform
Definition
Inverse ZT
Application to LTI

DTFT for LTI

Definition
Application to LTI

1 BIBO: bounded-input-bounded-output.
ZT – DTFT

67 / 108
Content

Continuous – discrete connection

Discrete-time signals

Discrete-time systems

Linear time-invariant systems

Z transform and its application to LTI systems

Definition of Z transform
Inverse ZT
Application of ZT to LTI systems

Discrete-time Fourier transform

Z transform Discrete-time signals
and systems
I Z transform (ZT) is used to analyze and represent
discrete-time signals and systems. Continuous – Discrete
x∆ (t) ←→ xd (n)
I The ZT of x(n), denoted by X (z) or Z {x(n)} is defined as: X∆ (s) ←→ xd (n)

Discrete-time signals
∞
X Representation

x(n)z −n
Elementary signals
X (z) = (*) Classification
Operation
n=−∞
Discrete-time systems
Definition
I ZT is a sequence with the independent complex variable x. Modeling

The coefficient of each z −n at time index n is the sample of

Classification
Interconnection

x(n) at index n. LTI systems

h(n) and ?
I Conditions for convergence of infinite sum (*) is needed for Interpretation
h(n) of cascaded system
the sum to be finite. System stability

I The region which includes points z such that X (z) converges Z transform
Definition
is called region of convergence, (ROC). Inverse ZT
Application to LTI

DTFT for LTI

Definition
Application to LTI
ZT – DTFT

69 / 108
Example Discrete-time signals
and systems
Find the ZT of the following signals:
I x(n) = {1, −1, 0, 3, 5, 7} Continuous – Discrete
↑ x∆ (t) ←→ xd (n)

I The Kronecker delta sequence: δ(n) X∆ (s) ←→ xd (n)

Discrete-time signals
Representation
Elementary signals
Classification
Operation

Discrete-time systems
Definition
Modeling
Classification
Interconnection

LTI systems
h(n) and ?
Interpretation
h(n) of cascaded system
System stability

Z transform
Definition
Inverse ZT
Application to LTI

DTFT for LTI

Definition
Application to LTI
ZT – DTFT

70 / 108
Example Discrete-time signals
and systems
I x(n) = {1, −1, 0, 3, 5, 7}
↑
Continuous – Discrete
ZT of x(n): x∆ (t) ←→ xd (n)
X∆ (s) ←→ xd (n)
3 2 0 −1 −2
X (z) = z − z + 0.z + 3z + 5z + 7z Discrete-time signals
Representation
3 2 −1 −2
= z − z + 3 + 5z + 7z Elementary signals
Classification
Operation

Thus, ZT of a finite-duration signal always converges. Discrete-time systems

Definition
I ZT of Kronecker delta δ(n): Modeling
Classification
Interconnection
X (z) = 1 LTI systems
h(n) and ?
Interpretation
h(n) of cascaded system
System stability

Z transform
Definition
Inverse ZT
Application to LTI

DTFT for LTI

Definition
Application to LTI
ZT – DTFT

71 / 108
ZT of causal signals Discrete-time signals
and systems
I Consider an exponential signal defined as
( Continuous – Discrete

an , if n ≥ 0 x∆ (t) ←→ xd (n)
x(n) = X∆ (s) ←→ xd (n)
0, if n < 0 Discrete-time signals
Representation
Elementary signals
Thus, x(n) is causal. Classification
Operation
I Its ZT: Discrete-time systems
Definition
∞ ∞  n
−1 2 −2
X
n −n
X a Modeling

X (z) = 1 + az +a z + ··· = a z = . Classification

n=0 n=0
z Interconnection

LTI systems
h(n) and ?
I We know that Interpretation
h(n) of cascaded system

∞ System stability
X 1
dn = , with |d| < 1. Z transform

n=0
1 − d Definition
Inverse ZT
Application to LTI

Then, DTFT for LTI

1 Definition

X (z) = , with |z| > |a| , Application to LTI

1 − az −1 ZT – DTFT

72 / 108
I X (z) converges in the region determined by |z| > |a|, that is
“./figures/SignalsSystems_29”
outside the circle with radius of |a|: — 2012/7/25 —Discrete-time
17:42 signals
— pa
and systems

ℑ
Continuous – Discrete
ROC x∆ (t) ←→ xd (n)
X∆ (s) ←→ xd (n)

Discrete-time signals
| a| Representation
ℜ
Elementary signals
Classification
Operation

Discrete-time systems
Definition
Modeling
Classification
Interconnection
I General result: causal signals have ROC outside some circle. LTI systems
h(n) and ?
I When a = 1, x(n) becomes the unit-step signal u(n), then its Interpretation

ZT is: h(n) of cascaded system

1 System stability

X (z) = , with |z| > 1, Z transform

1 − z −1 Definition
Inverse ZT
The ROC is outside the unit circle. Application to LTI

DTFT for LTI

Definition
Application to LTI
ZT – DTFT

73 / 108
ZT of anti-causal signals Discrete-time signals
and systems
I Consider an exponential signal defined as
( Continuous – Discrete

b n , if n < 0 x∆ (t) ←→ xd (n)

x(n) = X∆ (s) ←→ xd (n)
0, if n ≥ 0 Discrete-time signals
Representation
Elementary signals
This signal vanishes at non-negative times and is thus sadi to Classification
Operation
be anti-causal.
Discrete-time systems
I Its ZT: Definition
Modeling
Classification
−1 ∞  n
X
n −n
X z Interconnection

X (z) = b z = LTI systems

n=−∞ n=1
b h(n) and ?
Interpretation
∞ 
X z n 1 h(n) of cascaded system

= −1=− , với |z| < |b| . System stability

n=0
b 1 − bz −1 Z transform
Definition
Inverse ZT
Application to LTI

DTFT for LTI

Definition
Application to LTI
ZT – DTFT

74 / 108
I X (z) converges inside “./figures/SignalsSystems_30”
the circle with radius of |b|. — 2012/7/25 — 17:42
Discrete-time signals
ℑ and systems

Continuous – Discrete
x∆ (t) ←→ xd (n)

ROC X∆ (s) ←→ xd (n)

Discrete-time signals
ℜ Representation
Elementary signals

| b| Classification
Operation

Discrete-time systems
Definition
Modeling
Classification
Interconnection

I General result: Anti-causal signals have ROC inside some LTI systems
?
circle. h(n) and
Interpretation
h(n) of cascaded system
System stability

Z transform
Definition
Inverse ZT
Application to LTI

DTFT for LTI

Definition
Application to LTI
ZT – DTFT

75 / 108
ZT of non-causal signals Discrete-time signals
and systems
I A non-causal exists at both past and future times.
I Consider the following non-causal signal: Continuous – Discrete
x∆ (t) ←→ xd (n)
( X∆ (s) ←→ xd (n)

an , with n ≥ 0 Discrete-time signals

x(n) = Representation
b n , with n < 0 Elementary signals
Classification
Operation
I Its ZT: Discrete-time systems
Definition

X (z) = · · · + b 2 z 2 + bz + 1 + az −1 + a2 z −2 + · · · Modeling
Classification

−1
X ∞
X
Interconnection

n −n n −n LTI systems
= b z + a z . h(n) and ?
n=−∞ n=0 Interpretation
h(n) of cascaded system
System stability
I X (z) can be split into two sequences, one is causal and the
Z transform
other is anti-causal: Definition
Inverse ZT

1 1 Application to LTI

X (z) = − −1
+ , with |z| < |b| , |z| > |a| . DTFT for LTI
1 − bz 1 − az −1 Definition
Application to LTI
ZT – DTFT

76 / 108
 “./figures/SignalsSystems_31”
I X (z) converges when |a| — 2012/7/25 — 17:42
< |b|, the ROC becomes a ring:
Discrete-time signals
ℑ and systems

Continuous – Discrete
ROC x∆ (t) ←→ xd (n)
X∆ (s) ←→ xd (n)

| a| Discrete-time signals
ℜ Representation
Elementary signals

| b| Classification
Operation

Discrete-time systems
Definition
Modeling
Classification
Interconnection

LTI systems
h(n) and ?
Interpretation
h(n) of cascaded system
System stability

Z transform
Definition
Inverse ZT
Application to LTI

DTFT for LTI

Definition
Application to LTI
ZT – DTFT

77 / 108
 3.5. Biến đổi Z và áp dụng vào hệ thống tuyến tính bất biến

Frequently used ZT results Discrete-time signals

Bảng 3.1: Một số biến đổi Z thông dụng. and systems

x( n) S ( z)
Continuous – Discrete
x∆ (t) ←→ xd (n)
δ( n ) 1 X∆ (s) ←→ xd (n)
1
u ( n) , ROC: | z| > 1 Discrete-time signals
1 − z−1 Representation
Elementary signals
−1
az Classification
anu( n) ¡ ¢2 , ROC: | z| > 1 Operation
1 − z−1
Discrete-time systems
1 ¯ ¯
e−na u( n) , ROC: | z| > ¯ e−a ¯
Definition

1 − e−1 z−1 Modeling

Classification
1 Interconnection
a n u ( n) , ROC: | z| > |a|
1 − az−1 LTI systems
h(n) and ?
1
a n [1 − u( n)] , ROC: | z| < |a|
Interpretation
−
1 − az−1 h(n) of cascaded system
System stability
−1
sin(ω0 ) z Z transform
sin( nω0 ) u( n)
1 − 2 z−1 cos(ω0 ) + z2 Definition
Inverse ZT

1 − cos(ω0 ) z−1 Application to LTI

cos( nω0 ) u( n)
1 − 2 z−1 cos(ω0 ) + z2 DTFT for LTI
Definition
Application to LTI
ZT – DTFT

Ba tính chất quan trọng nhất của biến đổi Z liên quan đến giáo trình 78 / 108
Properties of ZT Discrete-time signals
Bảng 3.2: Tính chất của biến đổi Z . and systems

x( n) S ( z)
Continuous – Discrete
a 1 x1 ( n) + a 2 x2 ( n) a 1 x1 ( z) + a 2 x2 ( z) x∆ (t) ←→ xd (n)
X∆ (s) ←→ xd (n)
−n0
s( n − n 0 ) z X ( z) Discrete-time signals
Representation

e−na x( n) S ( e a z)
Elementary signals
Classification
Operation

−n
α x( n) S (α z ) Discrete-time systems
Definition
Modeling
h( n) ? x( n) H ( z) X ( z) Classification
Interconnection

LTI systems
h(n) and ?
Interpretation
Nếu biến đổi Z được biểu diễn bởi chuỗi hình thức theo (3.64) h(n) of cascaded system

thì hiển nhiên biến đổi Z ngược là hoàn toàn xác định bởi các hệ số System stability

Z transform
của chuỗi hình thức này. Tuy nhiên, trong quá trình tính toán, trong Definition

các vùng hội tụ thì chuỗi này được biểu diễn bởi các hàm tường minh Inverse ZT
Application to LTI

như được minh họa bởi các ví dụ trước đây. Trong trường hợp các DTFT for LTI

biểu thức tường minh này ta có thể dùng công thức biến đổi ngược Definition
Application to LTI

dựa trên định lý Cauchy trong lĩnh vực hàm phức, cụ thể như sau: ZT – DTFT

I 79 / 108
Content

Continuous – discrete connection

Discrete-time signals

Discrete-time systems

Linear time-invariant systems

Z transform and its application to LTI systems

Definition of Z transform
Inverse ZT
Application of ZT to LTI systems

Discrete-time Fourier transform

Inverse ZT Discrete-time signals
and systems
I The operation to transform a signal from the Z domain to
the time domain (i.e., from X (z) to x(n)) is called inverse Continuous – Discrete

ZT, denoted by Z −1 : x∆ (t)

X∆ (s)
←→ xd (n)
←→ xd (n)

Discrete-time signals
x(n) = Z −1 {X (z)} . Representation
Elementary signals
Classification
I Cauchy’s integral theorem to compute the inverse ZT: Operation

I Discrete-time systems

−1 1 Definition
x(n) = Z {X (z)} = X (z)z −n dz. Modeling
2πj Classification
Interconnection

−1
I When ZT has a rational form of z , instead of using the LTI systems
h(n) and ?
Cauchy’s integral theorem, we can use the table of Interpretation
h(n) of cascaded system
frequently-used ZT results. The information about ROC is System stability

also important. Z transform

Definition
Inverse ZT
Application to LTI

DTFT for LTI

Definition
Application to LTI
ZT – DTFT

81 / 108
Example Discrete-time signals
and systems
3z
I Given X (z) = , |z| > 0.5, find x(n).
z − 0.5 Continuous – Discrete
x∆ (t) ←→ xd (n)
X∆ (s) ←→ xd (n)

Discrete-time signals
Representation
Elementary signals
Classification
Operation

Discrete-time systems
Definition
Modeling
Classification
Interconnection

LTI systems
h(n) and ?
Interpretation
h(n) of cascaded system
System stability

Z transform
Definition
Inverse ZT
Application to LTI

DTFT for LTI

Definition
Application to LTI
ZT – DTFT

82 / 108
Example Discrete-time signals
and systems
3z
I Given X (z) = , |z| > 0.5, find x(n).
z − 0.5 Continuous – Discrete
The ROC of X (z) is outside the circle with radius of 0.5, so x∆ (t) ←→ xd (n)
x(n) is causal. X∆ (s) ←→ xd (n)

Discrete-time signals
I Also Representation
Elementary signals

3z 1 Classification

X (z) = =3× . Operation

z − 0.5 1 − 0.5z −1 Discrete-time systems
Definition
I From table of frequently used ZT results, the following pair is Modeling
Classification
found: Interconnection
Z 1
an u(n) −→ LTI systems
1 − az −1 h(n) and ?
Interpretation
h(n) of cascaded system
1 Z −1
(0.5)n u(n).
System stability
⇒ −→
1 − 0.5z −1 Z transform
Definition
I Finally, since ZT is linear (table of properties), we have: Inverse ZT
Application to LTI

n DTFT for LTI

x(n) = 3(0.5) u(n). Definition
Application to LTI
ZT – DTFT

83 / 108
Z −1 by partial fraction expansion Discrete-time signals
and systems
I We recognize
1 z
= Continuous – Discrete
1 − az −1 z −a x∆ (t) ←→ xd (n)
X∆ (s) ←→ xd (n)

So, when expanding X (z) into sum of partial fractions, Discrete-time signals

instead of do it directly on X (z), we do it on X (z)/z and to Representation

Elementary signals

have partial fractions of the form 1/(z − a). Classification

Operation

Discrete-time systems
Definition
Modeling
Classification
Interconnection

LTI systems
h(n) and ?
Interpretation
h(n) of cascaded system
System stability

Z transform
Definition
Inverse ZT
Application to LTI

DTFT for LTI

Definition
Application to LTI
ZT – DTFT

84 / 108
Z −1 by partial fraction expansion Discrete-time signals
and systems
I Example: Find x(n) if
Continuous – Discrete
z(z − 4) x∆ (t) ←→ xd (n)
X (z) = , 1 < |z| < 2 X∆ (s) ←→ xd (n)
(z − 1)(z − 2) Discrete-time signals
Representation
Elementary signals
Classification
Operation

Discrete-time systems
Definition
Modeling
Classification
Interconnection

LTI systems
h(n) and ?
Interpretation
h(n) of cascaded system
System stability

Z transform
Definition
Inverse ZT
Application to LTI

DTFT for LTI

Definition
Application to LTI
ZT – DTFT

85 / 108
Z −1 by partial fraction expansion Discrete-time signals
and systems
I Example: Find x(n) if
Continuous – Discrete
z(z − 4) x∆ (t) ←→ xd (n)
X (z) = , 1 < |z| < 2 X∆ (s) ←→ xd (n)
(z − 1)(z − 2) Discrete-time signals
Representation
I The ROC is a ring, so x(n) is non-causal, then we should Elementary signals
Classification
decompose it into two components: one is causal and the Operation

other is non-causal. Discrete-time systems

Definition
I Partial fraction expansion of X (z)/z: Modeling
Classification
Interconnection
X (z) z −4 3 2
= = − LTI systems
z (z − 1)(z − 2) z −1 z −2 h(n) and ?
Interpretation
h(n) of cascaded system
I Then System stability

Z transform
z z 1 1 Definition
X (z) = 3 −2 =3 −2 Inverse ZT
z −1 z −2 1 − z −1 1 − 2z −1 Application to LTI

DTFT for LTI

1 Definition
I With 1 < |z|, inverse ZT of is causal. Application to LTI
1 − z −1 ZT – DTFT

86 / 108
 1
I With |z| < 2, inverse ZT of is anti-causal.
1 − 2z −1 Discrete-time signals
I From table, we then have: and systems

x(n) = 3u(n) + 2n+1 (1 − u(n)) Continuous – Discrete

x∆ (t) ←→ xd (n)
X∆ (s) ←→ xd (n)

Discrete-time signals
Representation
Elementary signals
Classification
Operation

Discrete-time systems
Definition
Modeling
Classification
Interconnection

LTI systems
h(n) and ?
Interpretation
h(n) of cascaded system
System stability

Z transform
Definition
Inverse ZT
Application to LTI

DTFT for LTI

Definition
Application to LTI
ZT – DTFT

87 / 108
Content

Continuous – discrete connection

Discrete-time signals

Discrete-time systems

Linear time-invariant systems

Z transform and its application to LTI systems

Definition of Z transform
Inverse ZT
Application of ZT to LTI systems

Discrete-time Fourier transform

Application of ZT to LTI systems Discrete-time signals
and systems
I ZT is very useful for studying LTI systems of finite order.
I Such systems are characterized by the Linear Constant Continuous – Discrete
x∆ (t) ←→ xd (n)
Coefficient Difference Equation (LCCDE): X∆ (s) ←→ xd (n)

Discrete-time signals
N
X M
X Representation
Elementary signals
ak y (n − k) = bk x(n − k). (LCCDE) Classification
Operation
k=0 k=0
Discrete-time systems

I The solution of (LCCDE), which is y (n), can be represented Definition

Modeling

by two methods. Classification

Interconnection

LTI systems
h(n) and ?
Interpretation
h(n) of cascaded system
System stability

Z transform
Definition
Inverse ZT
Application to LTI

DTFT for LTI

Definition
Application to LTI
ZT – DTFT

89 / 108
Method I Discrete-time signals
and systems
I Method I: homogeneous / particular
Continuous – Discrete

y (n) = yh (n) + yp (n) (Method I) x∆ (t)

X∆ (s)
←→ xd (n)
←→ xd (n)

Discrete-time signals
I yp (n): particular solution of the LCCDE, as response to a Representation
Elementary signals
particular input and after the initial transients have died out. Classification
Operation
I yh (n): homogeneous solution of the following homogeneous Discrete-time systems
equation (i.e. when no input is excited: zero-input): Definition
Modeling
Classification
N
X Interconnection

ak yh (n − k) = 0 LTI systems
h(n) and ?
k=0 Interpretation
h(n) of cascaded system

I y (n): complete solution System stability

Z transform
Definition
Inverse ZT
Application to LTI

DTFT for LTI

Definition
Application to LTI
ZT – DTFT

90 / 108
I yh (n) has the general form
Discrete-time signals
and systems
yh (n) = A1 r1n + A2 r2n + · · · + AN rNn (*)
Continuous – Discrete
I A1 , A2 , . . ., AN are constant. x∆ (t) ←→ xd (n)
←→ xd (n)
I r1 , r2 , . . ., rN are N solutions of X∆ (s)

Discrete-time signals
Representation

a0 r N + a1 r N−1 + · · · + aN−1 r + aN = 0 (**) Elementary signals

Classification
Operation

called characteristic equation. Discrete-time systems

Definition

I Notes: The general form of (*) is only correct if the N Modeling

Classification
solutions of the characteristic equation, (**), are distinct. Interconnection

I If we have a double solution, then rkn still show up in the LTI systems
h(n) and ?
system solution. Interpretation
h(n) of cascaded system

I Parameters A1 , A2 , . . . , AN are determined by using N initial System stability

conditions of the LCCDE: y (−1), y (−2), . . . , y (−N). Z transform

Definition
Inverse ZT
Application to LTI

DTFT for LTI

Definition
Application to LTI
ZT – DTFT

91 / 108
Method II Discrete-time signals
and systems
I Method II: zero-input / zero-state
Continuous – Discrete

y (n) = yzs (n) + yzi (n) (Method II) x∆ (t)

X∆ (s)
←→ xd (n)
←→ xd (n)

Discrete-time signals
I yzs (n): zero-state solution of the LCCDE, as response to an Representation
Elementary signals
input and with N initial conditions set to zero: the system Classification

starts from zero or is initially relaxed. Operation

Discrete-time systems
I yzi (n): zero-input solution of the homogeneous equation Definition
Modeling
Classification
N
X Interconnection

ak yh (n − k) = 0 LTI systems
h(n) and ?
k=0 Interpretation
h(n) of cascaded system

and determined by the N initial conditions. System stability

Z transform
Definition
Inverse ZT
Application to LTI

DTFT for LTI

Definition
Application to LTI
ZT – DTFT

92 / 108
I Method II is equivalent to Method I, but it has precise
physical interpretations. The total response of a system, y (n), Discrete-time signals
and systems
can be found by splitting a problem into two parts:
I yzi (n): The zero-input part of the response is the response
Continuous – Discrete
due to initial conditions alone (with the input set to zero). x∆ (t) ←→ xd (n)
I yzs (n): The zero-state part of the response is the response due X∆ (s) ←→ xd (n)

Discrete-time signals
to the system input alone (with initial conditions set to zero). Representation

I yzs (n) obeys the superposition principle (linearity): If the Elementary signals
Classification

system is excited by a weighted sum (linear combination) of Operation

input signals, then yzs (n) is a weighted sum of the responses Discrete-time systems
Definition
of the individual input signals. Modeling
Classification
Interconnection

LTI systems
h(n) and ?
Interpretation
h(n) of cascaded system
System stability

Z transform
Definition
Inverse ZT
Application to LTI

DTFT for LTI

Definition
Application to LTI
ZT – DTFT

93 / 108
I A system is linear if satisfies all the following:
I y (n) = yzi (n) + yzs (n), Discrete-time signals
and systems
I Superposition principle applies to yzs (n) (zero-state linear),
I Superposition principle applies to yzi (n) (zero-input linear).
Continuous – Discrete
I Special case: A system with zero initial conditions is linear x∆ (t) ←→ xd (n)
X∆ (s) ←→ xd (n)
(three requirements are satisfied since yzi (n) = 0). Discrete-time signals

I A system described by an LCCDE is linear and time-invariant. Representation

Elementary signals

I From now on, we only study LTI systems defined by the Classification
Operation

LCCDE. Discrete-time systems

Definition
Modeling
Classification
Interconnection

LTI systems
h(n) and ?
Interpretation
h(n) of cascaded system
System stability

Z transform
Definition
Inverse ZT
Application to LTI

DTFT for LTI

Definition
Application to LTI
ZT – DTFT

94 / 108
System transfer function Discrete-time signals
and systems
I Perform ZT on both sides of (LCCDE) (with initial
conditions set to zero) and use the property of linearity of ZT: Continuous – Discrete
x∆ (t) ←→ xd (n)
X∆ (s) ←→ xd (n)
N
X M
X
ak z −k Y (z) = bk z −k X (z), Discrete-time signals
Representation

k=0 k=0 Elementary signals

Classification
Operation
X (z) and Y (z) are ZTs of input x(n) and output y (n). Discrete-time systems

I Denote Definition
Modeling

Y (z) Classification
H(z) = Interconnection
X (z) LTI systems
h(n) and ?
H(z) is called the system transfer function. Interpretation
h(n) of cascaded system

I Then System stability

−1 −M
b0 + b1 z + · · · + bM z Z transform
H(z) = Definition
a0 + a1 z −1 + · · · + aN z −N Inverse ZT
Application to LTI

DTFT for LTI

Definition
Application to LTI
ZT – DTFT

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I Relationship between Y (z) and X (z):
Discrete-time signals
and systems
Y (z) = H(z)X (z)
Continuous – Discrete
I Relationship between Y (z) and X (z) using block diagram: x∆ (t) ←→ xd (n)
X∆ (s) ←→ xd (n)

x( n) H ( z) y( n ) Discrete-time signals
Representation
Elementary signals

I Excite the system with a Kronecker delta x(n) = δ(n), Classification

Operation
(X (z) = 1). The ZT of the output is Y (z) = H(z). Thus, the Discrete-time systems
system transfer function is the ZT of the impulse response: Definition
Modeling
Classification

H(z) = Z {h(n)} Interconnection

LTI systems
h(n) and ?
Interpretation
h(n) of cascaded system
System stability

Z transform
Definition
Inverse ZT
Application to LTI

DTFT for LTI

Definition
Application to LTI
ZT – DTFT

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I Be careful: Two different systems may have the same ZT.
Discrete-time signals
z and systems
H(z) = .
1 − 0.5z −1
Continuous – Discrete

If the system is causal, the ROC is outside the circle with x∆ (t)
X∆ (s)
←→ xd (n)
←→ xd (n)
radius of 0.5: Discrete-time signals
Representation

h(n) = 3(0.5)n u(n) Elementary signals

Classification
Operation

If the system is anti-causal, the ROC is inside the circle with Discrete-time systems
Definition
radius of 0.5. Modeling
Classification
Interconnection

LTI systems
h(n) = −3(0.5)n [1 − u(n)] h(n) and ?
Interpretation
h(n) of cascaded system
System stability

Z transform
Definition
Inverse ZT
Application to LTI

DTFT for LTI

Definition
Application to LTI
ZT – DTFT

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I Equations
Discrete-time signals
and systems
yh (n) = A1 r1n + A2 r2n + · · · + AN rNn ,
Continuous – Discrete
y (n) = yzs (n) + yzi (n) x∆ (t) ←→ xd (n)
X∆ (s) ←→ xd (n)
together imply that a causal system is only stable if |rk | < 1 Discrete-time signals
for all k, and an anti-causal system is only stable if |rk | > 1 Representation
Elementary signals
for all k. Classification
Operation
I In practice, even we deal with non-causal sytems at times, the Discrete-time systems
system response often starts at some finite time −n0 . We can Definition
Modeling
delay the system by n0 samples to make the system causal. Classification

Therefore, in this course, we only deal with systems that are Interconnection

LTI systems
causal and stable. h(n) and ?
Interpretation
h(n) of cascaded system
System stability

Z transform
Definition
Inverse ZT
Application to LTI

DTFT for LTI

Definition
Application to LTI
ZT – DTFT

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I Transfer function:
Discrete-time signals
Y (z) b0 + b1 z −1 + · · · + bM z −M and systems

H(z) = =
X (z) a0 + a1 z −1 + · · · + aN z −N
Continuous – Discrete
x∆ (t) ←→ xd (n)
Solutions of the polynomial in the numerator (Y (z) = 0) are X∆ (s) ←→ xd (n)

called zeros of the transfer function. Discrete-time signals

Representation
Solutions of the polynomial in the denominator (X (z) = 0) Elementary signals

are called poles. Classification

Operation

I Poles are actually solutions of the characteristic function. Discrete-time systems

Definition
Thus, the stability depends on poles. A system is stable if its Modeling

poles lie inside the unit circle. Classification

Interconnection

LTI systems
h(n) and ?
Interpretation
h(n) of cascaded system
System stability

Z transform
Definition
Inverse ZT
Application to LTI

DTFT for LTI

Definition
Application to LTI
ZT – DTFT

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Content

Continuous – discrete connection

Discrete-time signals

Discrete-time systems

Linear time-invariant systems

Z transform and its application to LTI systems

Discrete-time Fourier transform

Definition of DTFT
Application of DTFT to LTI systems
Connection between ZT and DTFT
Discrete-time Fourier transform Discrete-time signals
and systems
I The frequency spectrum of a continuous signal x(t) is the
Fourier transform (FT) of x(t), defined as Continuous – Discrete
x∆ (t) ←→ xd (n)
X∆ (s) ←→ xd (n)
Z ∞
X (Ω) = x(t)e −jΩt dt Discrete-time signals
Representation
−∞ Elementary signals
Classification
Operation
I Sampling x(t) by the infinite train of Dirac delta functions,
Discrete-time systems
with sampling period T , to obtain the sampled signal: Definition
Modeling
Classification
∞
X Interconnection
x∆ (t) = x(t)∆(t) = x(kT )δ(t − kT ). LTI systems
k=−∞ h(n) and ?
Interpretation
h(n) of cascaded system
I FT of x∆ (t) System stability

Z transform
∞
X Definition

X∆ (Ω) = x(kT )e −jkΩT Inverse ZT

Application to LTI

k=−∞ DTFT for LTI

Definition

I Let ω = ΩT , and xd (n) = x(nT ). Application to LTI

ZT – DTFT

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I Let
∞
X Discrete-time signals

Xd (ω) = xd (n)e −jnω (*) and systems

n=−∞
Continuous – Discrete
x∆ (t) ←→ xd (n)
I Xd (ω) in (*) is called the discrete-time Fourier transform X∆ (s) ←→ xd (n)

(DTFT) of the discrete signal xd (n). Discrete-time signals

Representation
I If we do not consider T , then ω is an independent variable Elementary signals

and thus the definition of DTFT can be applied to any Classification

Operation

discrete signals. Discrete-time systems

Definition
I Xd (ω) is a function with period of 2π, because Modeling

e −jnω = e −jn(ω+2π) . Thus, when analyzing Xd (ω), we only Classification

Interconnection
need to consider 1 period, [0, 2π] or [−π, π]. LTI systems

I ω is called the digital frequency with unit of radian/sample. h(n) and ?

Interpretation
h(n) of cascaded system
System stability

Z transform
Definition
Inverse ZT
Application to LTI

DTFT for LTI

Definition
Application to LTI
ZT – DTFT

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I If xd (n) is real, then
Discrete-time signals

Xd (−ω) = Xd∗ (ω)

and systems

Continuous – Discrete
Accordingly, the amplitude of Xd (ω) is an even function, its x∆ (t) ←→ xd (n)
phase is an odd function. The non-negative part of the X∆ (s) ←→ xd (n)

spectrum contains all spectral information. Hence, for a real Discrete-time signals
Representation
signal xd (n), we only need to do frequency analysis in the Elementary signals
Classification
range [0, π]. Operation

I Given Xd (ω), we can obtain X∆ (Ω), and hence the spectrum Discrete-time systems
Definition
of x(t), provided that the Nyquist conditions were satisfied. Modeling
Classification
Interconnection

LTI systems
h(n) and ?
Interpretation
h(n) of cascaded system
System stability

Z transform
Definition
Inverse ZT
Application to LTI

DTFT for LTI

Definition
Application to LTI
ZT – DTFT

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Content

Continuous – discrete connection

Discrete-time signals

Discrete-time systems

Linear time-invariant systems

Z transform and its application to LTI systems

Discrete-time Fourier transform

Definition of DTFT
Application of DTFT to LTI systems
Connection between ZT and DTFT
DTFT for LTI systems Discrete-time signals
and systems
I FT plays a very important role in the theory of LTI systems
I Consider an LTI system h(n) and excite it with a complex Continuous – Discrete
x∆ (t) ←→ xd (n)
exponential signal x(n) = e jnω0 X∆ (s) ←→ xd (n)

I The system output is Discrete-time signals

Representation
Elementary signals
∞
X Classification

y (n) = h(k)x(n − k) Operation

Discrete-time systems
k=−∞ Definition

X∞ Modeling

= h(k)e j(n−k)ω0 Classification

Interconnection

k=−∞ LTI systems

∞ ?
" # h(n) and
X Interpretation
−jkω0
= h(k)e e jnω0 h(n) of cascaded system
System stability
k=−∞
Z transform
Definition
I Thus Inverse ZT

y (n) = H(ω0 )e jnω0 Application to LTI

DTFT for LTI

Definition
H(ω0 ) is the FT of h(n) evaluated at ω = ω0 . Application to LTI
ZT – DTFT

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I When exciting an LTI system with a complex exponential
e jnω0 , the output is also a complex exponential at the same Discrete-time signals
and systems
frequency ω0 but is amplified by a coefficient of H(ω0 ). Thus,
H(ω0 ) is called the complex amplification of the system. Continuous – Discrete

I Generally, H(ω) is the complex amplification of the system, as x∆ (t)

X∆ (s)
←→ xd (n)
←→ xd (n)
a function of ω. So, it is called the frequency response of the Discrete-time signals

system. Representation
Elementary signals
Classification
Operation

Discrete-time systems
Definition
Modeling
Classification
Interconnection

LTI systems
h(n) and ?
Interpretation
h(n) of cascaded system
System stability

Z transform
Definition
Inverse ZT
Application to LTI

DTFT for LTI

Definition
Application to LTI
ZT – DTFT

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Content

Continuous – discrete connection

Discrete-time signals

Discrete-time systems

Linear time-invariant systems

Z transform and its application to LTI systems

Discrete-time Fourier transform

Definition of DTFT
Application of DTFT to LTI systems
Connection between ZT and DTFT
Connection between ZT and DTFT Discrete-time signals
and systems
I ZT
∞
X
X (z) = x(n)z −n Continuous – Discrete
x∆ (t) ←→ xd (n)
n=−∞ X∆ (s) ←→ xd (n)

Discrete-time signals
I DTFT Representation
∞
X Elementary signals
−jnω
X (ω) = x(n)e Classification
Operation
n=−∞
Discrete-time systems

I So, if we replace z in ZT by e jω , then Definition

Modeling
Classification
Interconnection
X (ω) = X (z) |z=e jω (*) LTI systems
h(n) and ?
Interpretation
I Expression (*) shows a close connection between ZT and h(n) of cascaded system

DTFT. System stability

Z transform
I DTFT only exists if the ROC of X (z) contains the unit circle Definition

(this is satisfied if the system is causal). Inverse ZT

Application to LTI

DTFT for LTI

Definition
Application to LTI
ZT – DTFT

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